Method and Apparatus for Preconditioned Predictive Control

    公开(公告)号:US20190243320A1

    公开(公告)日:2019-08-08

    申请号:US15888143

    申请日:2018-02-05

    摘要: A predictive controller for controlling a system subject to constraints including equality and inequality constraints on state and control variables of the system, includes an estimator to estimate a current state of the system using measurements of outputs of the system and a controller to solve, at each control step, a matrix equation of necessary optimality conditions to produce a control solution and to control the system using the control solution to change a state of the system. The matrix equation includes a block-structured matrix having a constraint Jacobian matrix of the equality constraints of the system. The controller determines the control solution iteratively using two levels of iterations including a first level of iterations that selects active inequality constraints for each point of time within a control horizon, updates the constraint Jacobian matrix, with a low-rank update for a change in the set of active inequality constraints, to include the equality constraints and the active inequality constraints, and updates a preconditioning matrix, with a low-rank factorization update, in response to the low-rank update of the constraint Jacobian matrix. The second level of iterations solves the matrix equation with the updated constraint Jacobian matrix using the updated preconditioning matrix to produce the control solution.

    Nonlinear optimization for stochastic predictive vehicle control

    公开(公告)号:US11327449B2

    公开(公告)日:2022-05-10

    申请号:US16886825

    申请日:2020-05-29

    IPC分类号: G05B13/04 G05B13/02 G06F17/13

    摘要: A predictive controller controls a system under uncertainty subject to constraints on state and control variables of the system. At each control step, the predictive controller solves an inequality constrained nonlinear dynamic optimization problem including probabilistic chance constraints representing the uncertainty to produce a control command, and controls an operation of the system using the control command. The predictive controller solves the dynamic optimization problem based on a two-level optimization that alternates, until a termination condition is met, propagation of covariance matrices of the probabilistic chance constraints within the prediction horizon for fixed values of the state and control variables with optimization of the state and control variables within the prediction horizon for fixed values of the covariance matrices.

    Active set based interior point optimization method for predictive control

    公开(公告)号:US11163273B2

    公开(公告)日:2021-11-02

    申请号:US16806701

    申请日:2020-03-02

    IPC分类号: G05B13/04 G06F17/11 G06F17/16

    摘要: A control system for controlling an operation of a machine subject to constraints including equality and inequality constraints on state and control variables of the system iteratively solves an optimal control structured optimization problem (OCP), such that each iteration outputs primal variables and dual variables with respect to the equality constraints and dual variables and slack variables with respect to the inequality constraints. For a current iteration, the system classifies each of the inequality constraints as an active, an inactive or an undecided constraint based on a ratio of a slack variable to a dual variable of the corresponding inequality constraint determined by a previous iteration, finds an approximate solution to the set of relaxed optimality conditions subject to the equality constraints and the active and undecided inequality constraints, and update the primal, dual, and slack variables for each of the equality and inequality constraint.

    System and method for data-driven control of constrained system

    公开(公告)号:US11106189B2

    公开(公告)日:2021-08-31

    申请号:US16293818

    申请日:2019-03-06

    摘要: A machine subject to state and control input constraints is control, while the control policy is learned from data collected during an operation of the machine. To ensure satisfaction of the constraints, the state of machine is maintained within a constraint admissible invariant set (CAIS) satisfying the constraints and the machine is controlled with corresponding control policy mapping a state of the system within the CAIS to a control input satisfying the control input constraints. The machine is controlled using a constrained policy iteration, in which a constrained policy evaluation updates CAIS and value function and a constrained policy improvement updates control policy that improves the cost function of operation according to the updated CAIS and the corresponding updated value function.

    Model predictive control of systems with continuous and discrete elements of operations

    公开(公告)号:US10996639B2

    公开(公告)日:2021-05-04

    申请号:US16297870

    申请日:2019-03-11

    IPC分类号: G05B13/04 B60W50/00

    摘要: A controller for controlling a system with continuous and discrete elements of operation accepts measurements of a current state of the system, solves a mixed-integer model predictive control (MI-MPC) problem subject to state constraints on the state of the system to produce control inputs to the system, and submits the control inputs to the system thereby changing the state of the system. To solve the MI-MPC, the controller transforms the state constraints into state-invariant control constraints on the control inputs to the system, such that any combination of values for the control inputs, resulting in a sequence of values for the state variables that satisfy the state constraints, also satisfy the state-invariant control constraints, and solve the MI-MPC problem subject to the state constraints and the state-invariant control constraints.

    Method with quasi-Newton Jacobian updates for nonlinear predictive control

    公开(公告)号:US10409233B2

    公开(公告)日:2019-09-10

    申请号:US15895393

    申请日:2018-02-13

    IPC分类号: G05B13/04 G06F17/16 G06F17/11

    摘要: A control system for controlling an operation of a system with continuous-time nonlinear dynamics subject to constraints including equality and inequality constraints on state and control variables of the system, including an estimator to estimate a current state of the system using measurements of the operation of the system and a controller to iteratively solve, at each control time step, an approximation of a constrained nonlinear optimization problem to produce a control solution, wherein the approximation includes a linearization of the nonlinear dynamics of the system discretized by time intervals in the control horizon and represented using an approximation of the constraint Jacobian matrix for each time interval of the control horizon. The iterative solution procedure is based on a block-wise update formula for the approximation of the constraint Jacobian matrix and the intermediate condensing matrices using an evaluation of one or combination of the discretized dynamics of the system and at least one directional derivative of the discretized dynamics of the system. Each block in the constraint Jacobian matrix and in the intermediate condensing matrices represents one time interval in the prediction horizon and can be updated independently, based on a block-wise rank-one update formula without any iterative solution procedure and without any matrix-matrix multiplications or matrix factorizations.