arXiv subjects

Melanie N. Zeilinger

Publications and source records attributed to Melanie N. Zeilinger.

At least 73 records · Page 4Linked to original sources

arXiv2024

Moving Horizon Estimation for Simultaneous Localization and Mapping with Robust Estimation Error Bounds

This paper presents a robust moving horizon estimation (MHE) approach with provable estimation error bounds for solving the simultaneous localization and mapping (SLAM) problem. We derive sufficient conditions to guarantee robust stability in ego-state estimates and bounded errors in landmark position estimates, even under limited landmark visibility which directly affects overall system detectability. This is achieved by decoupling the MHE updates for the ego-state and landmark positions, enabling individual landmark updates only when the required detectability conditions are met. The decoupled MHE structure also allows for parallelization of landmark updates, improving computational efficiency. We discuss the key assumptions, including ego-state detectability and Lipschitz continuity of the landmark measurement model, with respect to typical SLAM sensor configurations, and introduce a streamlined method for the range measurement model. Simulation results validate the considered method, highlighting its efficacy and robustness to noise.

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arXiv2024

Towards safe and tractable Gaussian process-based MPC: Efficient sampling within a sequential quadratic programming framework

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability, most approaches for Gaussian process-based model predictive control (GP-MPC) are based on approximations of the reachable set that are either overly conservative or impede the controller's safety guarantees. To address these challenges, we propose a robust GP-MPC formulation that guarantees constraint satisfaction with high probability. For its tractable implementation, we propose a sampling-based GP-MPC approach that iteratively generates consistent dynamics samples from the GP within a sequential quadratic programming framework. We highlight the improved reachable set approximation compared to existing methods, as well as real-time feasible computation times, using two numerical examples.

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arXiv2024

Adaptive Economic Model Predictive Control for linear systems with performance guarantees

We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent economic MPC with a simple least-squares parameter adaptation. For the resulting adaptive economic MPC scheme, we derive strong asymptotic and transient performance guarantees. We provide a numerical example involving building temperature control and demonstrate performance benefits of online parameter adaptation.

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arXiv2024

Fast System Level Synthesis: Robust Model Predictive Control using Riccati Recursions

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback optimization problem for linear time-varying systems. The proposed algorithm iterates between optimizing the controller and the nominal trajectory while converging q-linearly to an optimal solution. We show that the controller optimization can be solved through Riccati recursions leading to a horizon-length, state, and input scalability of $\mathcal{O}(N^2 ( n_x^3 +n_u^3))$ for each iterate. On a numerical example, the proposed algorithm exhibits computational speedups by a factor of up to $10^3$ compared to general-purpose commercial solvers.

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arXiv2024

Perfecting Periodic Trajectory Tracking: Model Predictive Control with a Periodic Observer ($Π$-MPC)

In Model Predictive Control (MPC), discrepancies between the actual system and the predictive model can lead to substantial tracking errors and significantly degrade performance and reliability. While such discrepancies can be alleviated with more complex models, this often complicates controller design and implementation. By leveraging the fact that many trajectories of interest are periodic, we show that perfect tracking is possible when incorporating a simple observer that estimates and compensates for periodic disturbances. We present the design of the observer and the accompanying tracking MPC scheme, proving that their combination achieves zero tracking error asymptotically, regardless of the complexity of the unmodelled dynamics. We validate the effectiveness of our method, demonstrating asymptotically perfect tracking on a high-dimensional soft robot with nearly 10,000 states and a fivefold reduction in tracking errors compared to a baseline MPC on small-scale autonomous race car experiments.

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arXiv2024

Contextual Tuning of Model Predictive Control for Autonomous Racing

Learning-based model predictive control has been widely applied in autonomous racing to improve the closed-loop behaviour of vehicles in a data-driven manner. When environmental conditions change, e.g., due to rain, often only the predictive model is adapted, but the controller parameters are kept constant. However, this can lead to suboptimal behaviour. In this paper, we address the problem of data-efficient controller tuning, adapting both the model and objective simultaneously. The key novelty of the proposed approach is that we leverage a learned dynamics model to encode the environmental condition as a so-called context. This insight allows us to employ contextual Bayesian optimization to efficiently transfer knowledge across different environmental conditions. Consequently, we require fewer data to find the optimal controller configuration for each context. The proposed framework is extensively evaluated with more than 3'000 laps driven on an experimental platform with 1:28 scale RC race cars. The results show that our approach successfully optimizes the lap time across different contexts requiring fewer data compared to other approaches based on standard Bayesian optimization.

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arXiv2024

A Stiffness-Oriented Model Order Reduction Method for Low-Inertia Power Systems

This paper presents a novel model order reduction technique tailored for power systems with a large share of inverter-based energy resources. Such systems exhibit an increased level of dynamic stiffness compared to traditional power systems, posing challenges for time-domain simulations and control design. Our approach involves rotation of the coordinate system of a linearized system using a transformation matrix derived from the real Jordan canonical form, leading to mode decoupling. The fast modes are then truncated in the rotated coordinate system to obtain a lower-order model with reduced stiffness. Applying the same transformation to the original nonlinear system results in an approximate separation of slow and fast states, which can be truncated to reduce the stiffness. The resulting reduced-order model demonstrates an accurate time-domain performance, the slow eigenvalues of the linearized system are correctly preserved, and a reduction in the model stiffness is achieved, allowing for accurate integration with increased step size. Our methodology is assessed in detail for a 3-bus system with generation units involving grid-forming/following converters and synchronous machines, where it allows for a computational speed-up of up to 100x compared to the original system. Several standard larger test systems are also considered.

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arXiv2024

Probabilistic ODE Solvers for Integration Error-Aware Numerical Optimal Control

Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting accuracy and sampling time requirements simultaneously can be challenging using classical discretization methods. In particular, neither fixed-grid nor adaptive-grid discretizations may be suitable, when they suffer from large integration error or exceed the prescribed sampling time, respectively. In this work, we take a first step at closing this gap by utilizing probabilistic numerical integrators to approximate the solution of the initial value problem, as well as the computational uncertainty associated with it, inside the optimal control problem (OCP). By taking the viewpoint of probabilistic numerics and propagating the numerical uncertainty in the cost, the OCP is reformulated such that the optimal input reduces the computational uncertainty insofar as it is beneficial for the control objective. The proposed approach is illustrated using a numerical example, and potential benefits and limitations are discussed.

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arXiv2024

Submodular Reinforcement Learning

In reinforcement learning (RL), rewards of states are typically considered additive, and following the Markov assumption, they are $\textit{independent}$ of states visited previously. In many important applications, such as coverage control, experiment design and informative path planning, rewards naturally have diminishing returns, i.e., their value decreases in light of similar states visited previously. To tackle this, we propose $\textit{submodular RL}$ (SubRL), a paradigm which seeks to optimize more general, non-additive (and history-dependent) rewards modelled via submodular set functions which capture diminishing returns. Unfortunately, in general, even in tabular settings, we show that the resulting optimization problem is hard to approximate. On the other hand, motivated by the success of greedy algorithms in classical submodular optimization, we propose SubPO, a simple policy gradient-based algorithm for SubRL that handles non-additive rewards by greedily maximizing marginal gains. Indeed, under some assumptions on the underlying Markov Decision Process (MDP), SubPO recovers optimal constant factor approximations of submodular bandits. Moreover, we derive a natural policy gradient approach for locally optimizing SubRL instances even in large state- and action- spaces. We showcase the versatility of our approach by applying SubPO to several applications, such as biodiversity monitoring, Bayesian experiment design, informative path planning, and coverage maximization. Our results demonstrate sample efficiency, as well as scalability to high-dimensional state-action spaces.

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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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arXiv2024

Automatic nonlinear MPC approximation with closed-loop guarantees

Safety guarantees are vital in many control applications, such as robotics. Model predictive control (MPC) provides a constructive framework for controlling safety-critical systems, but is limited by its computational complexity. We address this problem by presenting a novel algorithm that automatically computes an explicit approximation to nonlinear MPC schemes while retaining closed-loop guarantees. Specifically, the problem can be reduced to a function approximation problem, which we then tackle by proposing ALKIA-X, the Adaptive and Localized Kernel Interpolation Algorithm with eXtrapolated reproducing kernel Hilbert space norm. ALKIA-X is a non-iterative algorithm that ensures numerically well-conditioned computations, a fast-to-evaluate approximating function, and the guaranteed satisfaction of any desired bound on the approximation error. Hence, ALKIA-X automatically computes an explicit function that approximates the MPC, yielding a controller suitable for safety-critical systems and high sampling rates. We apply ALKIA-X to approximate two nonlinear MPC schemes, demonstrating reduced computational demand and applicability to realistic problems.

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arXiv2024

Active Learning-based Model Predictive Coverage Control

The problem of coverage control, i.e., of coordinating multiple agents to optimally cover an area, arises in various applications. However, coverage applications face two major challenges: (1) dealing with nonlinear dynamics while respecting system and safety critical constraints, and (2) performing the task in an initially unknown environment. We solve the coverage problem by using a hierarchical framework, in which references are calculated at a central server and passed to the agents' local model predictive control (MPC) tracking schemes. Furthermore, to ensure that the environment is actively explored by the agents a probabilistic exploration-exploitation trade-off is deployed. In addition, we derive a control framework that avoids the hierarchical structure by integrating the reference optimization in the MPC formulation. Active learning is then performed drawing inspiration from Upper Confidence Bound (UCB) approaches. For all developed control architectures, we guarantee closed-loop constraint satisfaction and convergence to an optimal configuration. Furthermore, all methods are tested and compared on hardware using a miniature car platform.

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arXiv2024

State Space Models as Foundation Models: A Control Theoretic Overview

In recent years, there has been a growing interest in integrating linear state-space models (SSM) in deep neural network architectures of foundation models. This is exemplified by the recent success of Mamba, showing better performance than the state-of-the-art Transformer architectures in language tasks. Foundation models, like e.g. GPT-4, aim to encode sequential data into a latent space in order to learn a compressed representation of the data. The same goal has been pursued by control theorists using SSMs to efficiently model dynamical systems. Therefore, SSMs can be naturally connected to deep sequence modeling, offering the opportunity to create synergies between the corresponding research areas. This paper is intended as a gentle introduction to SSM-based architectures for control theorists and summarizes the latest research developments. It provides a systematic review of the most successful SSM proposals and highlights their main features from a control theoretic perspective. Additionally, we present a comparative analysis of these models, evaluating their performance on a standardized benchmark designed for assessing a model's efficiency at learning long sequences.

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arXiv2024

Inherently robust suboptimal MPC for autonomous racing with anytime feasible SQP

In recent years, the increasing need for high-performance controllers in applications like autonomous driving has motivated the development of optimization routines tailored to specific control problems. In this paper, we propose an efficient inexact model predictive control (MPC) strategy for autonomous miniature racing with inherent robustness properties. We rely on a feasible sequential quadratic programming (SQP) algorithm capable of generating feasible intermediate iterates such that the solver can be stopped after any number of iterations, without jeopardizing recursive feasibility. In this way, we provide a strategy that computes suboptimal and yet feasible solutions with a computational footprint that is much lower than state-of-the-art methods based on the computation of locally optimal solutions. Under suitable assumptions on the terminal set and on the controllability properties of the system, we can state that, for any sufficiently small disturbance affecting the system's dynamics, recursive feasibility can be guaranteed. We validate the effectiveness of the proposed strategy in simulation and by deploying it onto a physical experiment with autonomous miniature race cars. Both the simulation and experimental results demonstrate that, using the feasible SQP method, a feasible solution can be obtained with moderate additional computational effort compared to strategies that resort to early termination without providing a feasible solution. At the same time, the proposed method is significantly faster than the state-of-the-art solver Ipopt.

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arXiv2023

Inverse Optimal Control as an Errors-in-Variables Problem

Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate measurements. This paper presents an IOC framework for objective estimation from multiple sub-optimal demonstrations in constrained environments. It builds upon the Karush-Kuhn-Tucker optimality conditions, and addresses the Errors-In-Variables problem that emerges from the use of sub-optimal data. The approach presented is applied to various systems in simulation, and consistency guarantees are provided for linear systems with zero mean additive noise, polytopic constraints, and objectives with quadratic features.

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arXiv2023

Homothetic tube model predictive control with multi-step predictors

We present a robust model predictive control (MPC) framework for linear systems facing bounded parametric uncertainty and bounded disturbances. Our approach deviates from standard MPC formulations by integrating multi-step predictors, which provide reduced error bounds. These bounds, derived from multi-step predictors, are utilized in a homothetic tube formulation to mitigate conservatism. Lastly, a multi-rate formulation is adopted to handle the incompatibilities of multi-step predictors. We provide a theoretical analysis, guaranteeing robust recursive feasibility, constraint satisfaction, and (practical) stability of the desired setpoint. We use a simulation example to compare it to existing literature and demonstrate advantages in terms of conservatism and computational complexity.

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arXiv2023

Chronos and CRS: Design of a miniature car-like robot and a software framework for single and multi-agent robotics and control

From both an educational and research point of view, experiments on hardware are a key aspect of robotics and control. In the last decade, many open-source hardware and software frameworks for wheeled robots have been presented, mainly in the form of unicycles and car-like robots, with the goal of making robotics accessible to a wider audience and to support control systems development. Unicycles are usually small and inexpensive, and therefore facilitate experiments in a larger fleet, but they are not suited for high-speed motion. Car-like robots are more agile, but they are usually larger and more expensive, thus requiring more resources in terms of space and money. In order to bridge this gap, we present Chronos, a new car-like 1/28th scale robot with customized open-source electronics, and CRS, an open-source software framework for control and robotics. The CRS software framework includes the implementation of various state-of-the-art algorithms for control, estimation, and multi-agent coordination. With this work, we aim to provide easier access to hardware and reduce the engineering time needed to start new educational and research projects.

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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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