NDLI: Stochastic nonlinear model predictive control based on deterministic scenario generation

Content Provider	IEEE Xplore Digital Library
Author	Chlebek, C. Hanebeck, U.D.
Copyright Year	2015
Description	Author affiliation: Intell. Sensor-Actuator-Syst. Lab. (ISAS), Inst. for Anthropomatics & Robot., Karlsruhe, Germany (Chlebek, C.; Hanebeck, U.D.)
Abstract	We consider closed-loop feedback (CLF) stochastic model predictive control of nonlinear time-invariant systems with imperfect state information. In this class of control problems, future information feedback is considered in the decision making process, and thus, the effect of the control influencing the state uncertainty is taken into account. The main challenge in the solution is to find a good approximation to the arising stochastic dynamic programming problem, which is computationally not tractable. In this work, future information is considered in the form of conditional state probability densities. Thus, the objective is it to optimize the state and its uncertainty as a combined problem. We propose to discretize the state space by a novel scenario generation approach based on deterministic sampling. A distance based threshold determines the narrowness of the discretization. The dynamic programming problem is formulated such that the approximate cumulative control cost function can be explicitly evaluated offline. The online calculation consists of a one-step prediction and the interpolation of the explicit cost function in order to calculate the control input. The effectiveness of this novel method is presented by means of a simulation.
Starting Page	215
Ending Page	222
File Size	839407
Page Count	8
File Format	PDF
e-ISBN	9780982443866
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-07-06
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	ISIF
Subject Keyword	Cost function Approximation methods Stochastic processes Uncertainty Estimation Sensors
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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