Constrained tracking control of stochastic multivariable nonlinear systems via Gaussian process predictions

Abstract

To overcome the difficulty of propagating the stochastic uncertainties through a nonlinear model for successful online implementation of the stochastic nonlinear model predictive control (SNMPC) framework, this paper proposes the utilisation of Gaussian processes (GPs) in the context of SNMPC for the stochastic multivariable nonlinear systems to track a given trajectory in the presence of stochastic uncertainties and system constraints. Taking advantage of the GP regression which not only provides predictions, but also uncertainty quantification in the function estimation, the proposed GP-SNMPC architecture exploits the probability distribution of stochastic uncertainties and utilises the predictions provided by the GPs to formulate the model cost and constraint functions, which yields a tractable framework for handling nonlinear constrained control problems with Gaussian parametric uncertainties. By employing a cancellation strategy, the control law consists of two components, that is, tracking control law and disturbance rejection control law. Theoretical results regarding the performance bounds of the closed-loop system are derived. Numerical examples are provided to verify the effectiveness of the proposed GP-SNMPC scheme.

Keywords:

• Chance constraint
• Gaussian process
• stochastic nonlinear model predictive control (SNMPC)
• tracking
• uncertainty

Disclosure statement

No potential conflict of interest was reported by the author(s).