论文标题

部分可观测时空混沌系统的无模型预测

Probably Approximately Correct Nonlinear Model Predictive Control (PAC-NMPC)

论文作者

Polevoy, Adam, Kobilarov, Marin, Moore, Joseph

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For this reason, they are often unable to capture more complex distributions (e.g., non-Gaussian or multi-modal) and cannot provide accurate guarantees of performance. In this paper, we present a sampling-based SNMPC approach that leverages recently derived sample complexity bounds to certify the performance of a feedback policy without making assumptions about the system dynamics or underlying uncertainty distributions. By parallelizing our approach, we are able to demonstrate real-time receding-horizon SNMPC with statistical safety guarantees in simulation and on hardware using a 1/10th scale rally car and a 24-inch wingspan fixed-wing unmanned aerial vehicle (UAV).

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