Data-Driven Computation of Robust Control Invariant Sets With Concurrent Model Selection

Abstract

Set invariance in the presence of uncertainty and disturbance is of central importance for the safety of control systems. This article proposes a data-driven method to compute an approximation of a minimal robust control invariant set (mRCI) from experimental data. For a given dynamical model with additive and multiplicative uncertainty, the proposed method is able to compute a polytopic mRCI with fixed complexity via linear programming (LP). Moreover, the method can be combined with model selection to enable mRCI computation directly from experiment data when the system dynamics are unknown. Specifically, given a model structure, our algorithm begins by identifying the set of admissible models with constraints extracted from the experimental data. Each model in the set of admissible models contains information about the nominal model and the characterization of the model uncertainties. Then, two iterative algorithms based on robust optimization are proposed to compute an mRCI while simultaneously searching for a model “optimal” with regard to the mRCI computation and the corresponding invariance-inducing controller. Finally, the method is demonstrated in an experiment with an autonomous vehicle lane-keeping control example.