Data-Driven Predictive Control for Autonomous Systems

In autonomous systems, the ability to make forecasts and cope with uncertain predictions is synonymous with intelligence. Model predictive control (MPC) is an established control methodology that systematically uses forecasts to compute real-time optimal control decisions. In MPC, at each time step an optimization problem is solved over a moving horizon. The objective is to find a control policy that minimizes a predicted performance index while satisfying operating constraints. Uncertainty in MPC is handled by optimizing over multiple uncertain forecasts. In this case, performance index and operating constraints take the form of functions defined over a probability space, and the resulting technique is called stochastic MPC. Our research over the past 10 years has focused on predictive control design methods that systematically handle uncertain forecasts in autonomous and semiautonomous systems. In the first part of this article, we present an overview of the approach we use, its main advantages, and its...