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Ensemble Model Predictive Control: Learning and Efficient Robust Control of Uncertain Dynamical Systems

Pastor, Daniel and Folkestad, Carl and Burdick, Joel W. (2020) Ensemble Model Predictive Control: Learning and Efficient Robust Control of Uncertain Dynamical Systems. In: 2020 59th IEEE Conference on Decision and Control (CDC). IEEE , Piscataway, NJ, pp. 1254-1259. ISBN 9781728174471. https://resolver.caltech.edu/CaltechAUTHORS:20210121-152557627

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Abstract

This paper presents a new robust Model Predictive Control (MPC) formulation using Ensemble Kalman Sampler to learn the parametric uncertainty of the dynamical model used for control design. It derives a polytopic model of uncertainty from data, and then uses the model to compute robust optimal trajectories while respecting input bounds and state constraints. Using linear dynamics the resulting controller can be written as a quadratic program, and under some assumptions we guarantee the constraint set forward invariant using the uncertainty model derived from data. We then describe extensions of the technique to non-linear autonomous and control-affine dynamics using Koopman spectral methods. Simulation studies of fast multirotor vertical landing illustrate the method.


Item Type:Book Section
Related URLs:
URLURL TypeDescription
https://doi.org/10.1109/cdc42340.2020.9304442DOIArticle
Additional Information:© 2020 IEEE. This work has been supported in part by Raytheon Technologies and the DARPA Physics of Artificial Intelligence program, HR00111890033. The authors thank Ugo Rosalia for his help elaborating the proofs and assumptions of this document.
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Funding AgencyGrant Number
Raytheon CompanyUNSPECIFIED
Defense Advanced Research Projects Agency (DARPA)HR00111890033
Record Number:CaltechAUTHORS:20210121-152557627
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20210121-152557627
Official Citation:D. Pastor, C. Folkestad and J. W. Burdick, "Ensemble Model Predictive Control: Learning and Efficient Robust Control of Uncertain Dynamical Systems," 2020 59th IEEE Conference on Decision and Control (CDC), Jeju Island, Korea (South), 2020, pp. 1254-1259, doi: 10.1109/CDC42340.2020.9304442
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:107639
Collection:CaltechAUTHORS
Deposited By: George Porter
Deposited On:22 Jan 2021 20:17
Last Modified:22 Jan 2021 20:17

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