arXiv subjects

Marion Leibold

Publications and source records attributed to Marion Leibold.

At least 19 recordsLinked to original sources

arXiv2026

Branch-Stochastic Model Predictive Control for Motion Planning under Multi-Modal Uncertainty with Scenario Clustering

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive conservatism. Stochastic Model Predictive Control (SMPC) reduces trajectory-level conservatism through chance constraints, yet remains conservative with respect to intention uncertainty since constraints must hold across all intentions. We present a novel combination of SMPC and the branching structure, enabling the planner to generate distinct trajectories for different possible intentions while maintaining safety under trajectory uncertainty. A novel scenario clustering is proposed to merge prediction scenarios based on high-level decision similarity, thereby ensuring real-time tractability. Furthermore, an adaptive branching-time computation postpones commitment to separate plans until intention uncertainty is sufficiently reduced. Simulation studies in challenging highway scenarios demonstrate that the proposed method improves safety, reduces conservatism, and achieves real-time computational performance.

cs.RO↗

arXiv2026

On Uniform Error Bounds for Kernel Regression under Non-Gaussian Noise

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this work, we propose novel non-asymptotic probabilistic uniform error bounds for kernel-based regression. Compared to related bounds in the literature that are restricted to (conditionally) independent sub-Gaussian noise, our bounds allow to consider a broad class of non-Gaussian distributions, such as sub-Gaussian, bounded, sub-exponential, and variance/moment-bounded noise. Moreover, our results apply to correlated and uncorrelated noise. We compare our proposed error bounds with existing results in terms of the induced uncertainty region and their performance in safe control, demonstrating the tightness of the proposed bounds.

cs.LG↗

arXiv2025

Sampling-based Stochastic Data-driven Predictive Control under Data Uncertainty - Extended Version

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems' fundamental lemma and requires only a single persistently exciting input-output data trajectory. Compared to current state-of-the-art approaches, we do not rely on availability of exact disturbance data. Instead, we leverage a novel parameterization of the unknown disturbance data considering consistency with the measured data and the system class. This allows for deterministic approximation of the chance constraints in a sampling-based fashion. A robust constraint on the first predicted step enables recursive feasibility, closed-loop constraint satisfaction, and robust asymptotic stability in expectation under standard assumptions. A numerical example demonstrates the efficiency of the proposed control scheme.

eess.SY↗

arXiv2025

Active Fault Identification and Robust Control for Unknown Bounded Faults via Volume-Based Costs

This paper proposes a novel framework for active fault diagnosis and parameter estimation in linear systems operating in closed-loop, subject to unknown but bounded faults. The approach integrates set-membership identification with a cost function designed to accelerate fault identification. Informative excitation is achieved by minimizing the size of the parameter uncertainty set, which is approximated using ellipsoidal outer bounds. Combining this formulation with a scheduling parameter enables a transition back to nominal control as confidence in the model estimates increases. Unlike many existing methods, the proposed approach does not rely on predefined fault models. Instead, it only requires known bounds on parameter deviations and additive disturbances. Robust constraint satisfaction is guaranteed through a tube-based model predictive control scheme. Simulation results demonstrate that the method achieves faster fault detection and identification compared to passive strategies and adaptive ones based on persistent excitation constraints.

math.OC↗

arXiv2024

Adaptive Stochastic Predictive Control from Noisy Data: A Sampling-based Approach

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric uncertainty, the proposed method handles all uncertainties stochastically by employing an online adaptive sampling-based approximation of chance constraints. The approach requires initial data in the form of a short input-output trajectory and distributional knowledge of the disturbances. This prior knowledge is used to construct an initial set of data-consistent system parameters and a distribution that allows for sample generation. As new data stream in online, the set of consistent system parameters is adapted by exploiting set membership identification. Consequently, chance constraints are deterministically approximated using a probabilistic scaling approach by sampling from the set of system parameters. In combination with a robust constraint on the first predicted step, recursive feasibility of the proposed predictive controller and closed-loop constraint satisfaction are guaranteed. A numerical example demonstrates the efficacy of the proposed method.

eess.SY↗

arXiv2024

Safe and Non-Conservative Trajectory Planning for Autonomous Driving Handling Unanticipated Behaviors of Traffic Participants

Trajectory planning for autonomous driving is challenging because the unknown future motion of traffic participants must be accounted for, yielding large uncertainty. Stochastic Model Predictive Control (SMPC)-based planners provide non-conservative planning, but do not rule out a (small) probability of collision. We propose a control scheme that yields an efficient trajectory based on SMPC when the traffic scenario allows, still avoiding that the vehicle causes collisions with traffic participants if the latter move according to the prediction assumptions. If some traffic participant does not behave as anticipated, no safety guarantee can be given. Then, our approach yields a trajectory which minimizes the probability of collision, using Constraint Violation Probability Minimization techniques. Our algorithm can also be adapted to minimize the anticipated harm caused by a collision. We provide a thorough discussion of the benefits of our novel control scheme and compare it to a previous approach through numerical simulations from the CommonRoad database.

eess.SY↗

arXiv2024

Minimal Constraint Violation Probability in Model Predictive Control for Linear Systems

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty or allowing a small probability of constraint violation. In this work, we propose a linear model predictive control approach that minimizes the probability that linear state constraints are violated in the presence of additive uncertainty. This is achieved by first determining a set of inputs that minimize the probability of constraint violation. Then, this resulting set is used to define admissible inputs for the optimal control problem. Recursive feasibility is guaranteed and input-to-state stability is proved under assumptions. Numerical results illustrate the benefits of the proposed model predictive control approach.

eess.SY↗

arXiv2024

Combining Belief Function Theory and Stochastic Model Predictive Control for Multi-Modal Uncertainty in Autonomous Driving

In automated driving, predicting and accommodating the uncertain future motion of other traffic participants is challenging, especially in unstructured environments in which the high-level intention of traffic participants is difficult to predict. Several possible uncertain future behaviors of traffic participants must be considered, resulting in multi-modal uncertainty. We propose a novel combination of Belief Function Theory and Stochastic Model Predictive Control for trajectory planning of the autonomous vehicle in presence of significant uncertainty about the intention estimation of traffic participants. A misjudgment of the intention of traffic participants may result in dangerous situations. At the same time, excessive conservatism must be avoided. Therefore, the measure of reliability of the estimation provided by Belief Function Theory is used in the design of collision-avoidance safety constraints, in particular to increase safety when the intention of traffic participants is not clear. We discuss two methods to leverage on Belief Function Theory: we introduce a novel belief-to-probability transformation designed not to underestimate unlikely events if the information is uncertain, and a constraint tightening mechanism using the reliability of the estimation. We evaluate our proposal through simulations comparing to state-of-the-art approaches.

eess.SY↗

arXiv2023

Active Exploration in Iterative Gaussian Process Regression for Uncertainty Modeling in Autonomous Racing

Autonomous racing creates challenging control problems, but Model Predictive Control (MPC) has made promising steps toward solving both the minimum lap-time problem and head-to-head racing. Yet, accurate models of the system are necessary for model-based control, including models of vehicle dynamics and opponent behavior. Both dynamics model error and opponent behavior can be modeled with Gaussian Process (GP) regression. GP models can be updated iteratively from data collected using the controller, but the strength of the GP model depends on the diversity of the training data. We propose a novel active exploration mechanism for iterative GP regression that purposefully collects additional data at regions of higher uncertainty in the GP model. In the exploration, a MPC collects diverse data by balancing the racing objectives and the exploration criterion; then the GP is re-trained. The process is repeated iteratively; in later iterations, the exploration is deactivated, and only the racing objectives are optimized. Thus, the MPC can achieve better performance by leveraging the improved GP model. We validate our approach in the highly realistic racing simulation platform Gran Turismo Sport of Sony Interactive Entertainment Inc for a minimum lap time challenge, and in numerical simulation of head-to-head. Our active exploration mechanism yields a significant improvement in the GP prediction accuracy compared to previous approaches and, thus, an improved racing performance.

eess.SY↗

arXiv2023

Incorporating Target Vehicle Trajectories Predicted by Deep Learning Into Model Predictive Controlled Vehicles

Model Predictive Control (MPC) has been widely applied to the motion planning of autonomous vehicles. An MPC-controlled vehicle is required to predict its own trajectories in a finite prediction horizon according to its model. Beyond this, the vehicle should also incorporate the prediction of the trajectory of its nearby vehicles, or target vehicles (TVs) into its decision-making. The conventional trajectory prediction methods, such as the constant-speed-based ones, are too trivial to accurately capture the potential collision risks. In this report, we propose a novel MPC-based motion planning method for an autonomous vehicle with a set of risk-aware constraints. These constraints incorporate the predicted trajectory of a TV learned using a deep-learning-based method. A recurrent neural network (RNN) is used to predict the TV's future trajectory based on its historical data. Then, the predicted TV trajectory is incorporated into the optimization of the MPC of the ego vehicle to generate collision-free motion. Simulation studies are conducted to showcase the prediction accuracy of the RNN model and the collision-free trajectories generated by the MPC.

cs.RO↗

arXiv2023

Optimal Control for Indoor Vertical Farms Based on Crop Growth

Vertical farming allows for year-round cultivation of a variety of crops, overcoming environmental limitations and ensuring food security. This closed and highly controlled system allows the plants to grow in optimal conditions, so that they reach maturity faster and yield more than on a conventional outdoor farm. However, one of the challenges of vertical farming is the high energy consumption. In this work, we optimize wheat growth using an optimal control approach with two objectives: first, we optimize inputs such as water, radiation, and temperature for each day of the growth cycle, and second, we optimize the duration of the plant's growth period to achieve the highest possible yield over a whole year. For this, we use a nonlinear, discrete-time hybrid model based on a simple universal crop model that we adapt to make the optimization more efficient. Using our approach, we find an optimal trade-off between used resources, net profit of the yield, and duration of a cropping period, thus increasing the annual yield of crops significantly while keeping input costs as low as possible. This work demonstrates the high potential of control theory in the discipline of vertical farming.

eess.SY↗

arXiv2023

Identifying Reaction-Aware Driving Styles of Stochastic Model Predictive Controlled Vehicles by Inverse Reinforcement Learning

The driving style of an Autonomous Vehicle (AV) refers to how it behaves and interacts with other AVs. In a multi-vehicle autonomous driving system, an AV capable of identifying the driving styles of its nearby AVs can reliably evaluate the risk of collisions and make more reasonable driving decisions. However, there has not been a consistent definition of driving styles for an AV in the literature, although it is considered that the driving style is encoded in the AV's trajectories and can be identified using Maximum Entropy Inverse Reinforcement Learning (ME-IRL) methods as a cost function. Nevertheless, an important indicator of the driving style, i.e., how an AV reacts to its nearby AVs, is not fully incorporated in the feature design of previous ME-IRL methods. In this paper, we describe the driving style as a cost function of a series of weighted features. We design additional novel features to capture the AV's reaction-aware characteristics. Then, we identify the driving styles from the demonstration trajectories generated by the Stochastic Model Predictive Control (SMPC) using a modified ME-IRL method with our newly proposed features. The proposed method is validated using MATLAB simulation and an off-the-shelf experiment.

cs.RO↗

arXiv2023

An Online Adaptation Strategy for Direct Data-driven Control

The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the presence of measurement noise. In this work, we strive to extend the applicability of this paradigm to more strongly nonlinear systems by updating the system representation during control. Unlike existing approaches, our method does not impose suitable excitation to the control inputs, but runs as an observer parallel to the controller. Whenever a rank condition is deemed to be fulfilled, the system representation is updated using newly available datapoints. In a reference tracking simulation of a two-link robotic arm, we showcase the performance of the proposed strategy in a predictive control framework.

eess.SY↗

arXiv2023

Offline Uncertainty Sampling in Data-driven Stochastic MPC

In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require any prior model identification. The approximation of chance constraints using uncertainty sampling leads to efficient constraint tightening. Under mild assumptions, robust recursive feasibility and closed-loop constraint satisfaction is shown. In a simulation example, we provide evidence for the improved control performance of the proposed control scheme in comparison to a purely robust data-driven predictive control approach.

eess.SY↗

arXiv2023

Data-driven tube-based stochastic predictive control

A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time invariant (LTI) systems with unknown dynamics purely from data. While most of data-driven predictive control literature focuses on robustness with respect to measurement noise, only few works consider exploiting probabilistic information of disturbances for performance-oriented control as in stochastic MPC. In this work, we propose a novel data-driven stochastic predictive control scheme for chance-constrained LTI systems subject to measurement noise and additive stochastic disturbances. In order to render the otherwise stochastic and intractable optimal control problem deterministic, our approach leverages ideas from tube-based MPC by decomposing the state into a deterministic nominal state driven by inputs and a stochastic error state affected by disturbances. By tightening constraints probabilistically with respect to the additive disturbance and robustly with respect to the measurement noise, satisfaction of original chance-constraints is guaranteed. The resulting data-driven receding horizon optimal control problem is lightweight and recursively feasible, and renders the closed loop input-to-state stable with respect to both additive disturbances and measurement noise. We demonstrate the effectiveness of the proposed approach in a simulation example.

eess.SY↗

arXiv2022

Safe Stochastic Model Predictive Control

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a safety algorithm that is compatible with any stochastic Model Predictive Control method for linear systems with additive uncertainty and polytopic constraints. This safety algorithm allows to use the optimistic control inputs of stochastic Model Predictive Control as long as a safe backup planner can ensure safety with respect to satisfying hard constraints subject to bounded uncertainty. Besides ensuring safe behavior, the proposed stochastic Model Predictive Control algorithm guarantees recursive feasibility and input-to-state stability of the system origin. The benefits of the safe stochastic Model Predictive Control algorithm are demonstrated in a numerical simulation, highlighting the advantages compared to purely robust or stochastic predictive controllers.

eess.SY↗

arXiv2022

Stochastic Model Predictive Control with a Safety Guarantee for Automated Driving: Extended Version

Automated vehicles require efficient and safe planning to maneuver in uncertain environments. Largely this uncertainty is caused by other traffic participants, e.g., surrounding vehicles. Future motion of surrounding vehicles is often difficult to predict. Whereas robust control approaches achieve safe, yet conservative motion planning for automated vehicles, Stochastic Model Predictive Control (SMPC) provides efficient planning in the presence of uncertainty. Probabilistic constraints are applied to ensure that the maximal risk remains below a predefined level. However, safety cannot be ensured as probabilistic constraints may be violated, which is not acceptable for automated vehicles. Here, we propose an efficient trajectory planning framework with safety guarantees for automated vehicles. SMPC is applied to obtain efficient vehicle trajectories for a finite horizon. Based on the first optimized SMPC input, a guaranteed safe backup trajectory is planned using reachable sets. This backup is used to overwrite the SMPC input if necessary for safety. Recursive feasibility of the safe SMPC algorithm is proved. Highway simulations show the effectiveness of the proposed method regarding performance and safety.

eess.SY↗

arXiv2021

Multistage Stochastic Model Predictive Control for Urban Automated Driving

Trajectory planning in urban automated driving is challenging because of the high uncertainty resulting from the unknown future motion of other traffic participants. Robust approaches guarantee safety, but tend to result in overly conservative motion planning. Hence, we propose to use Stochastic Model Predictive Control for vehicle control in urban driving, allowing to efficiently plan the vehicle trajectory, while maintaining the risk probability sufficiently low. For motion optimization, we propose to use a two-stage hierarchical structure that plans the trajectory and the maneuver separately. A high-level layer takes advantage of a long prediction horizon and of an abstract model to plan the optimal maneuver, and a lower level is in charge of executing the selected maneuver by properly planning the vehicle's trajectory. Numerical simulations are included, showing the potential of our proposal.

eess.SY↗