arXiv subjects

Frank Allgöwer

Publications and source records attributed to Frank Allgöwer.

At least 145 records · Page 8Linked to original sources

arXiv2021

Data-Driven Controller Design via Finite-Horizon Dissipativity

Given one open-loop measured trajectory of a single-input single-output discrete-time linear time-invariant system, we present a framework for data-driven controller design for closed-loop finite-horizon dissipativity. First, we parametrize all closed-loop trajectories using the given data of the plant and a model of the controller. We then provide an approach to validate the controller by verifying closed-loop dissipativity in the standard feedback loop based on this parametrization. We use these conditions to design controllers leading to closed-loop dissipativity based on a quadratic matrix inequality feasibility problem. Finally, the results are illustrated with a simulation example.

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arXiv2021

Data-Driven Tracking MPC for Changing Setpoints

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on behavioral systems theory. The control objective is tracking of a given input-output setpoint. We prove that this setpoint is exponentially stable for the closed loop of the proposed MPC, if it is reachable by the system dynamics and constraints. For an unreachable setpoint, our scheme guarantees closed-loop exponential stability of the optimal reachable equilibrium. Moreover, in case the system dynamics are known, the presented results extend the existing results for model-based setpoint tracking to the case where the stage cost is only positive semidefinite in the state. The effectiveness of the proposed approach is illustrated by means of a practical example.

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arXiv2021

Data-Driven Model Predictive Control with Stability and Robustness Guarantees

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In particular, it does not require any prior identification step, but only an initially measured input-output trajectory as well as an upper bound on the order of the unknown system. First, we prove exponential stability of a nominal data-driven MPC scheme with terminal equality constraints in the case of no measurement noise. For bounded additive output measurement noise, we propose a robust modification of the scheme, including a slack variable with regularization in the cost. We prove that the application of this robust MPC scheme in a multi-step fashion leads to practical exponential stability of the closed loop w.r.t. the noise level. The presented results provide the first (theoretical) analysis of closed-loop properties, resulting from a simple, purely data-driven MPC scheme.

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arXiv2021

Model-Free Practical Cooperative Control for Diffusively Coupled Systems

In this paper, we develop a data-based controller design framework for diffusively coupled systems with guaranteed convergence to an $ε$-neighborhood of the desired formation. The controller is comprised of a fixed controller with an adjustable gain on each edge. Via passivity theory and network optimization we not only prove that there exists a gain attaining the desired formation control goal, but we present a data-based method to find an upper bound on this gain. Furthermore, by allowing for additional experiments, the conservatism of the upper bound can be reduced via iterative sampling schemes. The introduced scheme is based on the assumption of passive systems, which we relax by discussing different methods for estimating the systems' passivity shortage, as well as applying transformations passivizing them. Finally, we illustrate the developed model-free cooperative control scheme with a case study.

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arXiv2021

Robust Constraint Satisfaction in Data-Driven MPC

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example.

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arXiv2021

Robust and optimal predictive control of the COVID-19 outbreak

We investigate adaptive strategies to robustly and optimally control the COVID-19 pandemic via social distancing measures based on the example of Germany. Our goal is to minimize the number of fatalities over the course of two years without inducing excessive social costs. We consider a tailored model of the German COVID-19 outbreak with different parameter sets to design and validate our approach. Our analysis reveals that an open-loop optimal control policy can significantly decrease the number of fatalities when compared to simpler policies under the assumption of exact model knowledge. In a more realistic scenario with uncertain data and model mismatch, a feedback strategy that updates the policy weekly using model predictive control (MPC) leads to a reliable performance, even when applied to a validation model with deviant parameters. On top of that, we propose a robust MPC-based feedback policy using interval arithmetic that adapts the social distancing measures cautiously and safely, thus leading to a minimum number of fatalities even if measurements are inaccurate and the infection rates cannot be precisely specified by social distancing. Our theoretical findings support various recent studies by showing that 1) adaptive feedback strategies are required to reliably contain the COVID-19 outbreak, 2) well-designed policies can significantly reduce the number of fatalities compared to simpler ones while keeping the amount of social distancing measures on the same level, and 3) imposing stronger social distancing measures early on is more effective and cheaper in the long run than opening up too soon and restoring stricter measures at a later time.

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arXiv2020

Dissipativity verification with guarantees for polynomial systems from noisy input-state data

In this paper, we investigate the verification of dissipativity properties for polynomial systems without an explicitly identified model but directly from noise-corrupted measurements. Contrary to most data-driven approaches for nonlinear systems, we determine dissipativity properties over all finite time horizons using noisy input-state data. To this end, we propose two noise characterizations to deduce two data-based set-membership representations of the ground-truth system. Each representation then serves as a framework to derive computationally tractable conditions to verify dissipativity properties with rigorous guarantees from noise-corrupted data using sum of squares (SOS) optimization.

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arXiv2020

Robust data-driven state-feedback design

We consider the problem of designing robust state-feedback controllers for discrete-time linear time-invariant systems, based directly on measured data. The proposed design procedures require no model knowledge, but only a single open-loop data trajectory, which may be affected by noise. First, a data-driven characterization of the uncertain class of closed-loop matrices under state-feedback is derived. By considering this parametrization in the robust control framework, we design data-driven state-feedback gains with guarantees on stability and performance, containing, e.g., the $\mathcal{H}_\infty$-control problem as a special case. Further, we show how the proposed framework can be extended to take partial model knowledge into account. The validity of the proposed approach is illustrated via a numerical example.

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arXiv2020

A trajectory-based framework for data-driven system analysis and control

The vector space of all input-output trajectories of a discrete-time linear time-invariant (LTI) system is spanned by time-shifts of a single measured trajectory, given that the respective input signal is persistently exciting. This fact, which was proven in the behavioral control framework, shows that a single measured trajectory can capture the full behavior of an LTI system and might therefore be used directly for system analysis and controller design, without explicitly identifying a model. In this paper, we translate the result from the behavioral context to the classical state-space control framework and we extend it to certain classes of nonlinear systems, which are linear in suitable input-output coordinates. Moreover, we show how this extension can be applied to the data-driven simulation problem, where we introduce kernel-methods to obtain a rich set of basis functions.

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arXiv2020

Stability and performance in transient average constrained economic MPC without terminal constraints

In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state for consecutive time instants. Using this turnpike property and suitable controllability conditions, we provide closed-loop performance bounds. Furthermore, stability is proved by combining the rotated value function with an input-to-state (ISS) Lyapunov function of an extended state related to the transient average constraints. The results are illustrated with a numerical example.

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arXiv2020

A robust adaptive model predictive control framework for nonlinear uncertain systems

In this paper, we present a tube-based framework for robust adaptive model predictive control (RAMPC) for nonlinear systems subject to parametric uncertainty and additive disturbances. Set-membership estimation is used to provide accurate bounds on the parametric uncertainty, which are employed for the construction of the tube in a robust MPC scheme. The resulting RAMPC framework ensures robust recursive feasibility and robust constraint satisfaction, while allowing for less conservative operation compared to robust MPC schemes without model/parameter adaptation. Furthermore, by using an additional mean-squared point estimate in the objective function the framework ensures finite-gain $\mathcal{L}_2$ stability w.r.t. additive disturbances. As a first contribution we derive suitable monotonicity and non-increasing properties on general parameter estimation algorithms and tube/set based RAMPC schemes that ensure robust recursive feasibility and robust constraint satisfaction under recursive model updates. Then, as the main contribution of this paper, we provide similar conditions for a tube based formulation that is parametrized using an incremental Lyapunov function, a scalar contraction rate and a function bounding the uncertainty. With this result, we can provide simple constructive designs for different RAMPC schemes with varying computational complexity and conservatism. As a corollary, we can demonstrate that state of the art formulations for nonlinear RAMPC are a special case of the proposed framework. We provide a numerical example that demonstrates the flexibility of the proposed framework and showcase improvements compared to state of the art approaches.

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arXiv2020

A nonlinear tracking model predictive control scheme for dynamic target signals

We present a nonlinear model predictive control (MPC) scheme for tracking of dynamic target signals. The scheme combines stabilization and dynamic trajectory planning in one layer, thus ensuring constraint satisfaction irrespective of changes in the dynamic target signal. For periodic target signals we ensure exponential stability of the optimal reachable periodic trajectory using suitable terminal ingredients and a convexity condition for the underlying periodic optimal control problem. Furthermore, we introduce an online optimization of the terminal set size to automate the trade-off between fast convergence and operation close to the constraints. In addition, we show how stabilization and dynamic trajectory planning can be formulated as partially decoupled optimization problems, which reduces the computational demand while ensuring recursive feasibility and convergence. The main tool to enable the proposed design is a novel reference generic offline computation that provides suitable terminal ingredients for tracking of dynamic reference trajectories. The practicality of this approach is demonstrated on benchmark examples, which demonstrates superior performance compared to state of the art approaches.

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arXiv2020

Periodic optimal control of nonlinear constrained systems using economic model predictive control

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC scheme uses an online optimized artificial periodic orbit to ensure recursive feasibility and constraint satisfaction despite unpredictable changes in the economic performance index. We demonstrate that the direct extension of existing methods to periodic orbits does not necessarily yield the desirable closed-loop economic performance. Instead, we carefully revise the constraints on the artificial trajectory, which ensures that the closed-loop average performance is no worse than a locally optimal periodic orbit. In the special case that the prediction horizon is set to zero, the proposed scheme is a modified version of recent publications using periodicity constraints, with the important difference that the resulting closed loop has more degrees of freedom which are vital to ensure convergence to an optimal periodic orbit. In addition, we detail a tailored offline computation of suitable terminal ingredients, which are both theoretically and practically beneficial for closed-loop performance improvement. Finally, we demonstrate the practicality and performance improvements of the proposed approach on benchmark examples.

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arXiv2020

Provably robust verification of dissipativity properties from data

Dissipativity properties have proven to be very valuable for systems analysis and controller design. With the rising amount of available data, there has therefore been an increasing interest in determining dissipativity properties from (measured) trajectories directly, while an explicit model of the system remains undisclosed. Most existing approaches for data-driven dissipativity, however, guarantee the dissipativity condition only over a finite time horizon and provide weak or no guarantees on robustness in the presence of noise. In this paper, we present a framework for verifying dissipativity properties from measured data with desirable guarantees. We first consider the case of input-state measurements, where we provide non-conservative and computationally attractive conditions in the presence of noise. We extend this approach to input-output data, where similar results hold in the noise-free case. We then provide results for the noisy input-output data case, which is particularly challenging. Finally, we apply the proposed approach in a real-world experiment and illustrate its applicability and advantages compared to established methods based on system identification.

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arXiv2020

Training robust neural networks using Lipschitz bounds

Due to their susceptibility to adversarial perturbations, neural networks (NNs) are hardly used in safety-critical applications. One measure of robustness to such perturbations in the input is the Lipschitz constant of the input-output map defined by an NN. In this work, we propose a framework to train multi-layer NNs while at the same time encouraging robustness by keeping their Lipschitz constant small, thus addressing the robustness issue. More specifically, we design an optimization scheme based on the Alternating Direction Method of Multipliers that minimizes not only the training loss of an NN but also its Lipschitz constant resulting in a semidefinite programming based training procedure that promotes robustness. We design two versions of this training procedure. The first one includes a regularizer that penalizes an accurate upper bound on the Lipschitz constant. The second one allows to enforce a desired Lipschitz bound on the NN at all times during training. Finally, we provide two examples to show that the proposed framework successfully increases the robustness of NNs.

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arXiv2020

Rollout scheduling and control for disturbed systems via tube MPC: extended version

Rollout control is an MPC-based control method, in which a controller is periodically activated to schedule the transmission of sensor or actuator data. Therein, a preassigned traffic specification acts as a constraint on the scheduled transmissions, ensuring that they are triggered at an admissible rate for the underlying communication network. In this paper, we extend the theory of rollout control by considering bounded disturbances on the controlled plant in the presence of state and input constraints. We use methods from tube MPC, where the error between the nominal (undisturbed) system, used as a prediction model, and the real system is kept in a robust control invariant set. This approach requires satisfaction of a \emph{maximum} inter-transmission interval in closed loop, a guarantee that is not straightforward to obtain in rollout control. Our main contribution is to introduce a novel tube MPC scheme adapted for rollout control, which contains an additional constraint on the predicted transmission schedule. We show that by virtue of this schedule constraint, the inter-transmission interval is bounded in closed loop. We also establish recursive feasibility of this novel MPC scheme and show convergence of the system.

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arXiv2020

Iterative data-driven inference of nonlinearity measures via successive graph approximation

In this paper, we establish an iterative data-driven approach to derive guaranteed bounds on nonlinearity measures of unknown nonlinear systems. In this context, nonlinearity measures quantify the strength of the nonlinearity of a dynamical system by the distance of its input-output behaviour to a set of linear models. First, we compute a guaranteed upper bound of these measures by given input-output samples based on a data-based non-parametric set-membership representation of the ground-truth system and local inferences of nonlinearity measures. Second, we propose an algorithm to improve this bound iteratively by further samples of the unknown input-output behaviour.

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arXiv2020

Robust Economic Model Predictive Control without Terminal Conditions

In this paper, a novel tube-based economic Model Predictive Control (MPC) scheme for uncertain systems that uses neither terminal costs nor terminal constraints is investigated. We show that the results from the undisturbed case can be extended to systems with bounded disturbances by using similar turnpike arguments and a properly modified stage cost. We prove robust guarantees on the closed-loop performance, convergence, and stability under suitable dissipativity and controllability conditions and discuss them in a numerical example.

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