Shrinking Horizon Model Predictive Control With Signal Temporal Logic Constraints Under Stochastic Disturbances

DOI10.1109/TAC.2018.2880651zbMATH Open1482.93346arXiv1705.02152OpenAlexW2963931816WikidataQ128878921 ScholiaQ128878921MaRDI QIDQ5228316FDOQ5228316

Authors: Samira S. Farahani, Rupak Majumdar, Vinayak S. Prabhu, Sadegh Soudjani 

Publication date: 12 August 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Abstract: We present Shrinking Horizon Model Predictive Control (SHMPC) for discrete-time linear systems with Signal Temporal Logic (STL) specification constraints under stochastic disturbances. The control objective is to maximize an optimization function under the restriction that a given STL specification is satisfied with high probability against stochastic uncertainties. We formulate a general solution, which does not require precise knowledge of the probability distributions of the (possibly dependent) stochastic disturbances; only the bounded support intervals of the density functions and moment intervals are used. For the specific case of disturbances that are independent and normally distributed, we optimize the controllers further by utilizing knowledge of the disturbance probability distributions. We show that in both cases, the control law can be obtained by solving optimization problems with linear constraints at each step. We experimentally demonstrate effectiveness of this approach by synthesizing a controller for an HVAC system.

Full work available at URL: https://arxiv.org/abs/1705.02152

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Discrete-time control/observation systems (93C55) Computational methods for problems pertaining to systems and control theory (93-08)

Cited In (4)

• Optimal control of multi-task Boolean control networks via temporal logic
• Data-driven verification of stochastic linear systems with signal temporal logic constraints
• Automated verification and synthesis of stochastic hybrid systems: a survey
• Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control

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