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Learning-based rigid tube model predictive control
Department of Electrical and Electronic Engineering, Imperial College London, UK.
Department of Mathematics, University of Stuttgart, Germany.
Department of Electrical Engineering, Linköping University, Sweden.
Department of Engineering Science, University of Oxford, UK.
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2024 (English)In: Proceedings of the 6th Annual Learning for Dynamics and Control Conference, L4DC 2024, ML Research Press , 2024, p. 492-503Conference paper, Published paper (Refereed)
Abstract [en]

This paper is concerned with model predictive control (MPC) of discrete-time linear systems subject to bounded additive disturbance and mixed constraints on the state and input, whereas the true disturbance set is unknown. Unlike most existing work on robust MPC, we propose an algorithm incorporating online learning that builds on prior knowledge of the disturbance, i.e., a known but conservative disturbance set. We approximate the true disturbance set at each time step with a parameterised set, which is referred to as a quantified disturbance set, using disturbance realisations. A key novelty is that the parameterisation of these quantified disturbance sets enjoys desirable properties such that the quantified disturbance set and its corresponding rigid tube bounding disturbance propagation can be efficiently updated online. We provide statistical gaps between the true and quantified disturbance sets, based on which, probabilistic recursive feasibility of MPC optimisation problems is discussed. Numerical simulations are provided to demonstrate the effectiveness of our proposed algorithm and compare with conventional robust MPC algorithms.

Place, publisher, year, edition, pages
ML Research Press , 2024. p. 492-503
Keywords [en]
Learning uncertainty, Rigid tube MPC, Scenario approach
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-353958Scopus ID: 2-s2.0-85203688340OAI: oai:DiVA.org:kth-353958DiVA, id: diva2:1901034
Conference
6th Annual Learning for Dynamics and Control Conference, L4DC 2024, July 15-17, 2024, Oxford, United Kingdom of Great Britain and Northern Ireland
Note

QC 20240925

Available from: 2024-09-25 Created: 2024-09-25 Last updated: 2024-09-25Bibliographically approved

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Johansson, Karl H.

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CiteExportLink to record
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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf