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  •   Open Research
  • AUT Faculties
  • Faculty of Design and Creative Technologies (Te Ara Auaha)
  • School of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, Pāngarau
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Gaussian Process Model Predictive Control of Unknown Nonlinear Systems

Cao, G; Lai, E; Alam, F
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http://hdl.handle.net/10292/10321
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Abstract
Model predictive control (MPC) of an unknown system that is modelled by Gaussian process (GP) techniques is studied. Using GP, the variances computed during the modelling and inference processes allow us to take model uncertainty into account. The main issue in using MPC to control systems modelled by GP is the propagation of such uncertainties within the control horizon. In this study, two approaches to solve this problem, called GPMPC1 and GPMPC2, are proposed. With GPMPC1, the original stochastic model predictive control (SMPC) problem is relaxed to a deterministic non-linear MPC based on a basic linearised GP local model. The resulting optimisation problem, though non-convex, can be solved by the sequential quadratic programming. By incorporating the model variance into the state vector, an extended local model is derived. This model allows us to relax the non-convex MPC problem to a convex one which can be solved by an active-set method efficiently. The performance of both approaches is demonstrated by applying them to two trajectory tracking problems. Results show that both GPMPC1 and GPMPC2 produce effective controls but GPMPC2 is much more efficient computationally.
Date
January 4, 2017
Source
IET Control Theory & Applications. doi: 10.1049/iet-cta.2016.1061
Item Type
Journal Article
Publisher
The Institution of Engineering and Technology (IET)
DOI
10.1049/iet-cta.2016.1061
Publisher's Version
http://dx.doi.org/10.1049/iet-cta.2016.1061
Rights Statement
This paper is a postprint of a paper submitted to and accepted for publication in IET Control Theory & Applications and is subject to Institution of Engineering and Technology Copyright. The copy of record is available at IET Digital Library.

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