A software framework for stochastic model predictive control of nonlinear continuous-time systems (GRAMPC-S)
Abstract
This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the system state and can consider unknown parts of the system dynamics using Gaussian process regression. These methods are used to reformulate a stochastic MPC formulation as a deterministic one that is solved with GRAMPC. The performance of the presented framework is evaluated using examples from a wide range of technical areas. The experimental evaluation shows that GRAMPC-S can be used in practice for the control of nonlinear uncertain systems with sampling times in the millisecond range.
Cite
@article{arxiv.2407.09261,
title = {A software framework for stochastic model predictive control of nonlinear continuous-time systems (GRAMPC-S)},
author = {Daniel Landgraf and Andreas Völz and Knut Graichen},
journal= {arXiv preprint arXiv:2407.09261},
year = {2025}
}
Comments
This preprint has not undergone peer review or any post-submission improvements or corrections. The Version of Record of this article is published in Optimization and Engineering, and is available online at https://doi.org/10.1007/s11081-025-10006-z