Related papers: Polynomial Chaos-based Stochastic Model Predictive…
Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…
We study the problem of finite-time constrained optimal control of unknown stochastic linear time-invariant systems, which is the key ingredient of a predictive control algorithm -- albeit typically having access to a model. We propose a…
Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…
Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…
Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a…
In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…
Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, besides measurement noise, stochastic disturbances might also directly affect…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
In this paper, we address the stochastic MPC (SMPC) problem for linear systems, subject to chance state constraints and hard input constraints, under unknown noise distribution. First, we reformulate the chance state constraints as…
Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…
Stochastic Model Predictive Control addresses uncertainties by incorporating chance constraints that provide probabilistic guarantees of constraint satisfaction. However, simultaneously optimizing over the risk allocation and the feedback…
This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…
Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…
In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…
Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…
This paper demonstrates the applicability of the safe model predictive control (SMPC) framework to autonomous driving scenarios, focusing on the design of adaptive cruise control (ACC) and automated lane-change systems. Building on the SMPC…
This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…
We propose a Stochastic MPC (SMPC) approach for autonomous driving which incorporates multi-modal, interaction-aware predictions of surrounding vehicles. For each mode, vehicle motion predictions are obtained by a control model described…
Generalized Polynomial Chaos (gPC) theory has been widely used for representing parametric uncertainty in a system, thanks to its ability to propagate uncertainty evolution. In an optimal control context, gPC can be combined with several…
Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…