arXiv subjects

Kim P. Wabersich

Publications and source records attributed to Kim P. Wabersich.

At least 19 recordsLinked to original sources

arXiv2026

Efficient Uniform Feasible-Set Sampling for Approximate Linear MPC

Model Predictive Control (MPC) offers safe and near-optimal control but suffers from high computational costs. Approximate MPC (AMPC) mitigates this by learning a cheaper surrogate policy, typically by training a neural network on state-MPC input pairs. Generating training data is a major bottleneck, requiring solving the MPC for numerous states sampled from its feasible set. Since this feasible set is implicitly defined and unknown, efficient sampling is nontrivial but crucial. We propose the linear MPC Hit-and-Run (LMPC-HR) sampler for linear MPC with polyhedral constraints. We identify the feasible set boundaries along search directions, a crucial step within HR, by formulating the problem as a convex linear program, replacing expensive iterative searches with a single optimization step. A numerical study demonstrates that LMPC-HR reduces the computational cost of generating uniformly distributed samples from the feasible set by an order of magnitude compared to standard baselines.

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arXiv2026

Tunable Real-Time Safety Filters via Set-Based Control Barrier Functions

Safety filters for industrial constrained systems are required to combine certified constraint satisfaction, predictable online computation, and a transparent tuning interface. Existing set-based filters are based on a well-established control invariant set design that scales favorably with state and input constraints, but typically intervene only at the set boundary. Control barrier function (CBF)-based filters, by contrast, provide tunable intervention but require a scalar barrier construction. This paper proposes a set-based CBF safety filter that turns a convex control invariant set directly into a tunable barrier via its Minkowski functional. The resulting filter is formulated as a single-level quadratic program (QP) in which one class-$\mathcal{K}^e$ parameter sets the intervention aggressiveness. Explicit convex formulations are derived for polytopic, zonotopic, and MPC-based invariant sets. Under standard bounded-disturbance assumptions, the resulting safety filter guarantees constraint satisfaction and asymptotic recovery into the invariant set. For tight real-time budgets, a learning-based approximation enables online acceleration, while the formal safety guarantees remain tied to the exact formulation. The method is validated in numerical studies and on a permanent-magnet synchronous motor drive, where an explicit QP implementation evaluates within a 150 microseconds sampling window and has a worst-case execution time of 28.04 microseconds.

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arXiv2025

L4acados: Learning-based models for acados, applied to Gaussian process-based predictive control

Incorporating learning-based models, such as artificial neural networks or Gaussian processes, into model predictive control (MPC) strategies can significantly improve control performance and online adaptation capabilities for real-world applications. Still, enabling state-of-the-art implementations of learning-based models for MPC is complicated by the challenge of interfacing machine learning frameworks with real-time optimal control software. This work aims at filling this gap by incorporating external sensitivities in sequential quadratic programming solvers for nonlinear optimal control. To this end, we provide L4acados, a general framework for incorporating Python-based dynamics models in the real-time optimal control software acados. By computing external sensitivities via a user-defined Python module, L4acados enables the implementation of MPC controllers with learning-based residual models in acados, while supporting parallelization of sensitivity computations when preparing the quadratic subproblems. We demonstrate significant speed-ups and superior scaling properties of L4acados compared to available software using a neural-network-based control example. Last, we provide an efficient and modular real-time implementation of Gaussian process-based MPC using L4acados, which is applied to two hardware examples: autonomous miniature racing, as well as motion control of a full-scale autonomous vehicle for an ISO lane change maneuver.

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arXiv2025

Statistically Consistent Approximate Model Predictive Control

Model Predictive Control (MPC) offers rigorous safety and performance guarantees but is computationally intensive. Approximate MPC (AMPC) aims to circumvent this drawback by learning a computationally cheaper surrogate policy. Common approaches focus on imitation learning (IL) via behavioral cloning (BC), minimizing a mean-squared-error loss on a collection of state-input pairs. However, BC fundamentally fails to provide accurate approximations when MPC solutions are set-valued due to non-convex constraints or local minima. We propose a two-stage IL procedure to accurately approximate nonlinear, potentially set-valued MPC policies. The method integrates an approximation of the MPC's optimal value function into a one-step look-ahead loss function, and thereby embeds the MPC's constraint and performance objectives into the IL objective. This is achieved by adopting a stabilizing soft constrained MPC formulation, which reflects constraint violations in the optimal value function by combining a constraint tightening with slack penalties. We prove statistical consistency for policies that exactly minimize our IL objective, implying convergence to a safe and stabilizing control law, and establish input-to-state stability guarantees for approximate minimizers. Simulations demonstrate improved performance compared to BC.

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arXiv2025

Learning Soft Constrained MPC Value Functions: Efficient MPC Design and Implementation providing Stability and Safety Guarantees

Model Predictive Control (MPC) can be applied to safety-critical control problems, providing closed-loop safety and performance guarantees. Implementation of MPC controllers requires solving an optimization problem at every sampling instant, which is challenging to execute on embedded hardware. To address this challenge, we propose a framework that combines a tightened soft constrained MPC formulation with supervised learning to approximate the MPC value function. This combination enables us to obtain a corresponding optimal control law, which can be implemented efficiently on embedded platforms. The framework ensures stability and constraint satisfaction for various nonlinear systems. While the design effort is similar to that of nominal MPC, the proposed formulation provides input-to-state stability (ISS) with respect to the approximation error of the value function. Furthermore, we prove that the value function corresponding to the soft constrained MPC problem is Lipschitz continuous for Lipschitz continuous systems, even if the optimal control law may be discontinuous. This serves two purposes: First, it allows to relate approximation errors to a sufficiently large constraint tightening to obtain constraint satisfaction guarantees. Second, it paves the way for an efficient supervised learning procedure to obtain a continuous value function approximation. We demonstrate the effectiveness of the method using a nonlinear numerical example.

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arXiv2024

Predictive stability filters for nonlinear dynamical systems affected by disturbances

Predictive safety filters provide a way of projecting potentially unsafe inputs, proposed, e.g. by a human or learning-based controller, onto the set of inputs that guarantee recursive state and input constraint satisfaction by leveraging model predictive control techniques. In this paper, we extend this framework such that in addition, robust asymptotic stability of the closed-loop system can be guaranteed by enforcing a decrease of an implicit Lyapunov function which is constructed using a predicted system trajectory. Differently from previous results, we show robust asymptotic stability with respect to a predefined disturbance set on an extended state consisting of the system state and a warmstart input sequence. The proposed strategy is applied to an automotive lane keeping example in simulation.

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arXiv2023

LQG for Constrained Linear Systems: Indirect Feedback Stochastic MPC with Kalman Filtering

We present an output feedback stochastic model predictive control (SMPC) approach for linear systems subject to Gaussian disturbances and measurement noise and probabilistic constraints on system states and inputs. The presented approach combines a linear Kalman filter for state estimation with an indirect feedback SMPC, which is initialized with a predicted nominal state, while feedback of the current state estimate enters through the objective of the SMPC problem. For this combination, we establish recursive feasibility of the SMPC problem due to the chosen initialization, and closed-loop chance constraint satisfaction thanks to an appropriate tightening of the constraints in the SMPC problem also considering the state estimation uncertainty. Additionally, we show that for specific design choices in the SMPC problem, the unconstrained linear-quadratic-Gaussian (LQG) solution is recovered if it is feasible for a given initial condition and the considered constraints. We demonstrate this fact for a numerical example, and show that the resulting output feedback controller can provide non-conservative constraint satisfaction.

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arXiv2023

State space models vs. multi-step predictors in predictive control: Are state space models complicating safe data-driven designs?

This paper contrasts recursive state space models and direct multi-step predictors for linear predictive control. We provide a tutorial exposition for both model structures to solve the following problems: 1. stochastic optimal control; 2. system identification; 3. stochastic optimal control based on the estimated model. Throughout the paper, we provide detailed discussions of the benefits and limitations of these two model parametrizations for predictive control and highlight the relation to existing works. Additionally, we derive a novel (partially tight) constraint tightening for stochastic predictive control with parametric uncertainty in the multi-step predictor.

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arXiv2023

Approximate Predictive Control Barrier Functions using Neural Networks: A Computationally Cheap and Permissive Safety Filter

A predictive control barrier function (PCBF) based safety filter is a modular framework to verify safety of a control input by predicting a future trajectory. The approach relies on the solution of two optimization problems, first computing the minimal state constraint violation given the current state in the form of slacks on the constraint, and then computing the minimal deviation from a proposed input given the previously computed minimal slacks. This paper presents an approximation procedure that uses a neural network to approximate the optimal value function of the first optimization problem, which defines a control barrier function (CBF). By including this explicit approximation in a CBF-based safety filter formulation, the online computation becomes independent of the prediction horizon. It is shown that this approximation guarantees convergence to a neighborhood of the feasible set of the PCBF safety filter problem with zero constraint violation. The convergence result relies on a novel class $\mathcal{K}$ lower bound on the PCBF decrease and depends on the approximation error of the neural network. Lastly, we demonstrate our approach in simulation for an autonomous driving example and show that the proposed approximation leads to a significant decrease in computation time compared to the original approach.

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arXiv2022

Cautious Bayesian MPC: Regret Analysis and Bounds on the Number of Unsafe Learning Episodes

This paper investigates the combination of model predictive control (MPC) concepts and posterior sampling techniques and proposes a simple constraint tightening technique to introduce cautiousness during explorative learning episodes. The provided theoretical analysis in terms of cumulative regret focuses on previously stated sufficient conditions of the resulting `Cautious Bayesian MPC' algorithm and shows Lipschitz continuity of the future reward function in the case of linear MPC problems. In the case of nonlinear MPC problems, it is shown that commonly required assumptions for nonlinear MPC optimization techniques provide sufficient criteria for model-based RL using posterior sampling. Furthermore, it is shown that the proposed constraint tightening implies a bound on the expected number of unsafe learning episodes in the linear and nonlinear case using a soft-constrained MPC formulation. The efficiency of the method is illustrated using numerical examples.

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arXiv2022

Predictive control barrier functions: Enhanced safety mechanisms for learning-based control

While learning-based control techniques often outperform classical controller designs, safety requirements limit the acceptance of such methods in many applications. Recent developments address this issue through so-called predictive safety filters, which assess if a proposed learning-based control input can lead to constraint violations and modifies it if necessary to ensure safety for all future time steps. The theoretical guarantees of such predictive safety filters rely on the model assumptions and minor deviations can lead to failure of the filter putting the system at risk. This paper introduces an auxiliary soft-constrained predictive control problem that is always feasible at each time step and asymptotically stabilizes the feasible set of the original safety filter, thereby providing a recovery mechanism in safety-critical situations. This is achieved by a simple constraint tightening in combination with a terminal control barrier function. By extending discrete-time control barrier function theory, we establish that the proposed auxiliary problem provides a `predictive' control barrier function. The resulting algorithm is demonstrated using numerical examples.

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arXiv2022

Learning-based Moving Horizon Estimation through Differentiable Convex Optimization Layers

To control a dynamical system it is essential to obtain an accurate estimate of the current system state based on uncertain sensor measurements and existing system knowledge. An optimization-based moving horizon estimation (MHE) approach uses a dynamical model of the system, and further allows for integration of physical constraints on system states and uncertainties, to obtain a trajectory of state estimates. In this work, we address the problem of state estimation in the case of constrained linear systems with parametric uncertainty. The proposed approach makes use of differentiable convex optimization layers to formulate an MHE state estimator for systems with uncertain parameters. This formulation allows us to obtain the gradient of a squared and regularized output error, based on sensor measurements and state estimates, with respect to the current belief of the unknown system parameters. The parameters within the MHE problem can then be updated online using stochastic gradient descent (SGD) to improve the performance of the MHE. In a numerical example of estimating temperatures of a group of manufacturing machines, we show the performance of tuning the unknown system parameters and the benefits of integrating physical state constraints in the MHE formulation.

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arXiv2022

Data-Driven Distributed Stochastic Model Predictive Control with Closed-Loop Chance Constraint Satisfaction

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and optimization methods. In this work, we propose a distributed stochastic model predictive control (DSMPC) scheme for dynamically coupled linear discrete-time systems subject to unbounded additive disturbances that are potentially correlated in time. An indirect feedback formulation ensures recursive feasibility of the DSMPC problem, and a data-driven, distributed and optimization-free constraint tightening approach allows for exact satisfaction of chance constraints during closed-loop control, addressing typical sources of conservatism. The computational complexity of the proposed controller is similar to nominal distributed MPC. The approach is demonstrated in simulation for the temperature control of a large-scale data center subject to randomly varying computational loads.

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arXiv2021

Distributed Model Predictive Safety Certification for Learning-based Control

While distributed algorithms provide advantages for the control of complex large-scale systems by requiring a lower local computational load and less local memory, it is a challenging task to design high-performance distributed control policies. Learning-based control algorithms offer promising opportunities to address this challenge, but generally cannot guarantee safety in terms of state and input constraint satisfaction. A recently proposed safety framework for centralized linear systems ensures safety by matching the learning-based input online with the initial input of a model predictive control law capable of driving the system to a terminal set known to be safe. We extend this idea to derive a distributed model predictive safety certification (DMPSC) scheme, which is able to ensure state and input constraint satisfaction when applying any learning-based control algorithm to an uncertain distributed linear system with dynamic couplings. The scheme is based on a distributed tube-based model predictive control (MPC) concept, where subsystems negotiate local tube sizes among neighbors in order to mitigate restrictiveness of the safety approach. In addition, we present a technique for generating a structured ellipsoidal robust positive invariant tube. In numerical simulations, we show that the safety framework ensures constraint satisfaction for an initially unsafe control policy and allows to improve overall control performance compared to robust distributed MPC.

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arXiv2021

Adaptive Model Predictive Safety Certification for Learning-based Control -- Extended Version

We propose an adaptive Model Predictive Safety Certification (MPSC) scheme for learning-based control of linear systems with bounded disturbances and uncertain parameters where the true parameters are contained within an a priori known set of parameters. An MPSC is a modular framework which can be used in combination with any learning-based controller to ensure state and input constraint satisfaction of a dynamical system by solving an online optimisation problem. By continuously connecting the current system state with a safe terminal set using a robust tube, safety can be ensured. Thereby, the main sources of conservative safety interventions are model uncertainties and short planning horizons. We develop an adaptive mechanism to improve the system model, which leverages set-membership estimation to guarantee recursively feasible and non-decreasing safety performance improvements. In order to accommodate short prediction horizons, iterative safe set enlargements using previously computed robust backup plans are proposed. Finally, we illustrate the increase of the safety performance through the parameter and safe set adaptation for numerical examples with up to 16 state dimensions.

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arXiv2021

A predictive safety filter for learning-based control of constrained nonlinear dynamical systems

The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support explicit consideration of state and input constraints. In this paper, we address this problem for nonlinear systems with continuous state and input spaces by introducing a predictive safety filter, which is able to turn a constrained dynamical system into an unconstrained safe system and to which any RL algorithm can be applied `out-of-the-box'. The predictive safety filter receives the proposed control input and decides, based on the current system state, if it can be safely applied to the real system, or if it has to be modified otherwise. Safety is thereby established by a continuously updated safety policy, which is based on a model predictive control formulation using a data-driven system model and considering state and input dependent uncertainties.

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arXiv2021

A predictive safety filter for learning-based racing control

The growing need for high-performance controllers in safety-critical applications like autonomous driving has been motivating the development of formal safety verification techniques. In this paper, we design and implement a predictive safety filter that is able to maintain vehicle safety with respect to track boundaries when paired alongside any potentially unsafe control signal, such as those found in learning-based methods. A model predictive control (MPC) framework is used to create a minimally invasive algorithm that certifies whether a desired control input is safe and can be applied to the vehicle, or that provides an alternate input to keep the vehicle in bounds. To this end, we provide a principled procedure to compute a safe and invariant set for nonlinear dynamic bicycle models using efficient convex approximation techniques. To fully support an aggressive racing performance without conservative safety interventions, the safe set is extended in real-time through predictive control backup trajectories. Applications for assisted manual driving and deep imitation learning on a miniature remote-controlled vehicle demonstrate the safety filter's ability to ensure vehicle safety during aggressive maneuvers.

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arXiv2021

Probabilistic model predictive safety certification for learning-based control

Reinforcement learning (RL) methods have demonstrated their efficiency in simulation environments. However, many applications for which RL offers great potential, such as autonomous driving, are also safety critical and require a certified closed-loop behavior in order to meet safety specifications in the presence of physical constraints. This paper introduces a concept, called probabilistic model predictive safety certification (PMPSC), which can be combined with any RL algorithm and provides provable safety certificates in terms of state and input chance constraints for potentially large-scale systems. The certificate is realized through a stochastic tube that safely connects the current system state with a terminal set of states, that is known to be safe. A novel formulation in terms of a convex receding horizon problem allows a recursively feasible real-time computation of such probabilistic tubes, despite the presence of possibly unbounded disturbances. A design procedure for PMPSC relying on bayesian inference and recent advances in probabilistic set invariance is presented. Using a numerical car simulation, the method and its design procedure are illustrated by enhancing a simple RL algorithm with safety certificates.

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