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Nonlinear Programs (NLPs) are prevalent in optimization-based control of nonlinear systems. Solving general NLPs is computationally expensive, necessitating the development of fast hardware or tractable suboptimal approximations. This paper investigates the sensitivity of the solutions of NLPs with polytopic constraints when the nonlinear continuous objective function is approximated by a PieceWise-Affine (PWA) counterpart. By leveraging perturbation analysis using a convex modulus, we derive guaranteed bounds on the distance between the optimal solution of the original polytopically-constrained NLP and that of its approximated formulation. Our approach aids in determining criteria for achieving desired solution bounds. Two case studies on the Eggholder function and nonlinear model predictive control of an inverted pendulum demonstrate the theoretical results., Comment: 6 pages, 4 figures, accepted for publication in IEEE Control Systems Letters

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon performance. The uncertainty arises from a parametric mismatch between the true and the estimated system under the matrix Frobenius norm. We examine a simple MPC controller that exclusively uses the estimated system model and establishes sufficient conditions under which the MPC controller can stabilize the true system. Moreover, we derive a theoretical performance bound based on relaxed dynamic programming, elucidating the impact of prediction horizon and modeling errors on the suboptimality gap between the MPC controller and the Oracle infinite-horizon optimal controller with knowledge of the true system. Simulations of a numerical example validate the theoretical results. Our theoretical analysis offers guidelines for obtaining the desired modeling accuracy and choosing a proper prediction horizon to develop certainty-equivalent MPC controllers for uncertain linear systems., Comment: 14 pages, 3 figures, the full version of the short paper that has been submitted to CDC2024 for potential publication (some minor changes made)

This paper presents a novel approach for distributed model predictive control (MPC) for piecewise affine (PWA) systems. Existing approaches rely on solving mixed-integer optimization problems, requiring significant computation power or time. We propose a distributed MPC scheme that requires solving only convex optimization problems. The key contribution is a novel method, based on the alternating direction method of multipliers, for solving the non-convex optimal control problem that arises due to the PWA dynamics. We present a distributed MPC scheme, leveraging this method, that explicitly accounts for the coupling between subsystems by reaching agreement on the values of coupled states. Stability and recursive feasibility are shown under additional assumptions on the underlying system. Two numerical examples are provided, in which the proposed controller is shown to significantly improve the CPU time and closed-loop performance over existing state-of-the-art approaches., Comment: 14 pages, 8 figures, submitted to IEEE Transactions on Automatic Control, code available at https://github.com/SamuelMallick/stable-dmpc-pwa/tree/paper_2024 and https://github.com/SamuelMallick/hybrid-vehicle-platoon/tree/paper-2024

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper, we propose a method to compensate for the effect of scenario reduction on stochastic optimal control problems for chance-constrained linear systems with additive uncertainty. We consider a setting in which the uncertainty has a discrete distribution, where the number of possible realizations is large. We then propose a reduction algorithm with a problem-dependent loss function, and we define sufficient conditions on the stochastic optimal control problem to ensure out-of-sample guarantees (i.e., against the original distribution of the uncertainty) for the controlled system in terms of performance and chance constraint satisfaction. Finally, we demonstrate the effectiveness of the approach on a numerical example., Comment: 7 pages, 1 figure, submitted to the European Control Conference

In this article we consider the problem of tether entanglement for tethered robots. In many applications, such as maintenance of underwater structures, aerial inspection, and underground exploration, tethered robots are often used in place of standalone (i.e., untethered) ones. However, the presence of a tether also introduces the risk for it to get entangled with obstacles present in the environment or with itself. To avoid these situations, a non-entanglement constraint can be considered in the motion planning problem for tethered robots. This constraint can be expressed either as a set of specific tether configurations that must be avoided, or as a quantitative measure of a `level of entanglement' that can be minimized. However, the literature lacks a generally accepted definition of entanglement, with existing definitions being limited and partial. Namely, the existing entanglement definitions either require a taut tether to come into contact with an obstacle or with another tether, or they require for the tether to do a full loop around an obstacle. In practice, this means that the existing definitions do not effectively cover all instances of tether entanglement. Our goal in this article is to bridge this gap and provide new definitions of entanglement, which, together with the existing ones, can be effectively used to qualify the entanglement state of a tethered robot in diverse situations. The new definitions find application mainly in motion planning for tethered robot systems, where they can be used to obtain more safe and robust entanglement-free trajectories. The present article focuses exclusively on the presentation and analysis of the entanglement definitions. The application of the definitions to the motion planning problem is left for future work., Comment: 30 pages, 19 figures

Distributed model predictive control (MPC) is currently being investigated as a solution to the important control challenge presented by networks of hybrid dynamical systems. However, a benchmark problem for distributed hybrid MPC is absent from the literature. We propose distributed control of a platoon of autonomous vehicles as a comparison benchmark problem. The problem provides a complex and adaptable case study, upon which existing and future approaches to distributed MPC for hybrid systems can be evaluated. Two hybrid modeling frameworks are presented for the vehicle dynamics. Five hybrid MPC controllers are then evaluated and extensively assessed on the fleet of vehicles. Finally, we comment on the need for new efficient and high performing distributed MPC schemes for hybrid systems., Comment: 14 pages, 11 figures, submitted to IEEE Transactions on Control Systems Technology, code can be found at https://github.com/SamuelMallick/hybrid-vehicle-platoon/tree/paper-2023

Learning-based control with safety guarantees usually requires real-time safety certification and modifications of possibly unsafe learning-based policies. The control barrier function (CBF) method uses a safety filter containing a constrained optimization problem to produce safe policies. However, finding a valid CBF for a general nonlinear system requires a complex function parameterization, which in general, makes the policy optimization problem difficult to solve in real time. For nonlinear systems with nonlinear state constraints, this paper proposes the novel concept of state-action CBFs, which not only characterize the safety at each state but also evaluate the control inputs taken at each state. State-action CBFs, in contrast to CBFs, enable a flexible parameterization, resulting in a safety filter that involves a convex quadratic optimization problem. This, in turn, significantly alleviates the online computational burden. To synthesize state-action CBFs, we propose a learning-based approach exploiting Hamilton-Jacobi reachability. The effect of learning errors on the effectiveness of state-action CBFs is addressed by constraint tightening and introducing a new concept called contractive CBFs. These contributions ensure formal safety guarantees for learned CBFs and control policies, enhancing the applicability of learning-based control in real-time scenarios. Simulation results on an inverted pendulum with elastic walls validate the proposed CBFs in terms of constraint satisfaction and CPU time.

This paper presents a novel approach to multi-agent reinforcement learning (RL) for linear systems with convex polytopic constraints. Existing work on RL has demonstrated the use of model predictive control (MPC) as a function approximator for the policy and value functions. The current paper is the first work to extend this idea to the multi-agent setting. We propose the use of a distributed MPC scheme as a function approximator, with a structure allowing for distributed learning and deployment. We then show that Q-learning updates can be performed distributively without introducing nonstationarity, by reconstructing a centralized learning update. The effectiveness of the approach is demonstrated on two numerical examples., Comment: 12 pages, 8 figures, submitted to Automatica, code can be found at https://github.com/SamuelMallick/dmpcrl-concept/tree/paper-2023

In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an innovative approach to the problem of ramp metering control that embeds Reinforcement Learning (RL) techniques within the Model Predictive Control (MPC) framework. The control problem is formulated as an RL task by crafting a suitable stage cost function that is representative of the traffic conditions, variability in the control action, and violations of the constraint on the maximum number of vehicles in queue. An MPC-based RL approach, which leverages the MPC optimal problem as a function approximation for the RL algorithm, is proposed to learn to efficiently control an on-ramp and satisfy its constraints despite uncertainties in the system model and variable demands. Simulations are performed on a benchmark small-scale highway network to compare the proposed methodology against other state-of-the-art control approaches. Results show that, starting from an MPC controller that has an imprecise model and is poorly tuned, the proposed methodology is able to effectively learn to improve the control policy such that congestion in the network is reduced and constraints are satisfied, yielding an improved performance that is superior to the other controllers., Comment: 16 pages, 10 figures, 3 tables, submitted to IEEE Transactions on Intelligent Transportation Systems

In this paper, we analyze the regret incurred by a computationally efficient exploration strategy, known as naive exploration, for controlling unknown partially observable systems within the Linear Quadratic Gaussian (LQG) framework. We introduce a two-phase control algorithm called LQG-NAIVE, which involves an initial phase of injecting Gaussian input signals to obtain a system model, followed by a second phase of an interplay between naive exploration and control in an episodic fashion. We show that LQG-NAIVE achieves a regret growth rate of $\tilde{\mathcal{O}}(\sqrt{T})$, i.e., $\mathcal{O}(\sqrt{T})$ up to logarithmic factors after $T$ time steps, and we validate its performance through numerical simulations. Additionally, we propose LQG-IF2E, which extends the exploration signal to a `closed-loop' setting by incorporating the Fisher Information Matrix (FIM). We provide compelling numerical evidence of the competitive performance of LQG-IF2E compared to LQG-NAIVE.

Uncertainty in the behavior of other traffic participants is a crucial factor in collision avoidance for automated driving; here, stochastic metrics should often be considered to avoid overly conservative decisions. This paper introduces a Stochastic Model Predictive Control (SMPC) planner for emergency collision avoidance in highway scenarios to proactively minimize collision risk while ensuring safety through chance constraints. To address the challenge of guaranteeing the feasibility for the emergency trajectory, we incorporate nonlinear tire dynamics in the prediction model of the ego vehicle. Further, we exploit Max-Min-Plus-Scaling (MMPS) approximations of the nonlinearities to avoid conservatism, enforce proactive collision avoidance, and improve computational efficiency in terms of performance and speed. Consequently, our contributions include integrating a dynamic ego vehicle model into the SMPC planner, introducing the MMPS approximation for real-time implementation in emergency scenarios, and integrating SMPC with hybridized chance constraints and risk minimization. We evaluate our SMPC formulation in terms of proactivity and efficiency in various hazardous scenarios. Moreover, we demonstrate the effectiveness of our proposed approach by comparing it with a state-of-the-art SMPC planner and validate the feasibility of generated trajectories using a high-fidelity vehicle model in IPG CarMaker., Comment: 13 pages, 10 figures, submitted to IEEE Transactions on Control Systems Technology

Networks of dynamical systems play an important role in various domains and have motivated many studies on the control and analysis of linear dynamical networks. For linear network models considered in these studies, it is typically pre-determined what signal channels are inputs and what are outputs. These models do not capture the practical need to incorporate different experimental situations, where different selections of input and output channels are applied to the same network. Moreover, a unified view of different network models is lacking. This work makes an initial step towards addressing the above issues by taking a behavioral perspective, where input and output channels are not pre-determined. The focus of this work is on behavioral network models with only external variables. By exploiting the concept of hypergraphs, novel dual graphical representations, called system graphs and signal graphs, are introduced for behavioral networks. Moreover, connections between behavioral network models and structural vector autoregressive models are established. In addition to their connections in graphical representations, it is shown that the regularity of interconnections is an essential assumption when choosing a structural vector autoregressive model.

Optimization-based approaches such as Model Predictive Control (MPC) are promising approaches in proactive control for safety-critical applications with changing environments such as automated driving systems. However, the computational complexity of the MPC optimization problem coupled with the need for real-time control in hazardous scenarios is the main bottleneck in realization of automation levels four and five for driving systems. In this paper, we construct hybrid formulations of the nonlinear MPC problem for tracking control during emergency evasive maneuvers and assess their computational efficiency in terms of accuracy and solution time. To hybridize the MPC problem, we combine three hybrid approximations of the prediction model and four approximations of the nonlinear stability and tire saturation constraints and simulate the closed-loop behavior of the resulting controllers during five emergency maneuvers for different prediction horizons. Further, we compare the robustness of the controllers in the presence of friction uncertainty as well to assess the accuracy-time trade-off in cases where the friction of the road is either unknown or has an offset error with respect to the prediction model. This robustness is studied for different levels of friction uncertainty, as well as investigated with respect to the proximity to the vehicle handling limits. We show that the hybridization of the MPC problem is an efficient approach for real-time implementation of MPC during emergency evasive maneuvers, paving the way for implementation of high levels of automation., Comment: 13 pages, 7 figures, submitted to IEEE Transactions on Intelligent Vehicles

Despite the extensive application of nonlinear Model Predictive Control (MPC) in automated driving, balancing its computational efficiency with respect to the control performance and constraint satisfaction remains a challenge in emergency scenarios: in such situations, sub-optimal but computationally fast responses are more valuable than optimal responses obtained after long computations. In this paper, we introduce a hybridization approach for efficient approximation of nonlinear vehicle dynamics and non-convex constraints using a hybrid systems modeling framework. Hybridization allows to reformulate the nonlinear MPC problem during emergency evasive maneuvers as a hybrid MPC problem. In this regard, Max-Min-Plus-Scaling (MMPS) hybrid modeling is used to approximate the nonlinear vehicle dynamics. Meanwhile, different formulations for constraint approximation are presented, and various grid-generation methods are compared to solve these approximation problems. Among these, two novel grid types are introduced to structurally include the influence of the system dynamics on the grid point distributions in the state domain. Overall, the work presents and compares three hybrid models and four hybrid constraints for efficient MPC synthesis and offers guidelines for implementation of the presented hybridization framework in other applications., Comment: 13 pages, 7 figures, submitted to IEEE Transactions on Intelligent Vehicles

Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online implementation. In this paper, we consider an alternative approach based on approximate dynamic programming (ADP), an important class of methods in reinforcement learning. We accommodate non-convex union-of-polyhedra state constraints and linear input constraints into ADP by designing PWA penalty functions. PWA function approximation is used, which allows for a mixed-integer encoding to implement ADP. The main advantage of the proposed ADP method is its online computational efficiency. Particularly, we propose two control policies, which lead to solving a smaller-scale mixed-integer linear program than conventional hybrid MPC, or a single convex quadratic program, depending on whether the policy is implicitly determined online or explicitly computed offline. We characterize the stability and safety properties of the closed-loop systems, as well as the sub-optimality of the proposed policies, by quantifying the approximation errors of value functions and policies. We also develop an offline mixed-integer linear programming-based method to certify the reliability of the proposed method. Simulation results on an inverted pendulum with elastic walls and on an adaptive cruise control problem validate the control performance in terms of constraint satisfaction and CPU time.

Surrogate Safety Measures (SSMs) are used to express road safety in terms of the safety risk in traffic conflicts. Typically, SSMs rely on assumptions regarding the future evolution of traffic participant trajectories to generate a measure of risk, restricting their applicability to scenarios where these assumptions are valid. In response to this limitation, we present the novel Probabilistic RISk Measure derivAtion (PRISMA) method. The objective of the PRISMA method is to derive SSMs that can be used to calculate in real time the probability of a specific event (e.g., a crash). The PRISMA method adopts a data-driven approach to predict the possible future traffic participant trajectories, thereby reducing the reliance on specific assumptions regarding these trajectories. Since the PRISMA is not bound to specific assumptions, the PRISMA method offers the ability to derive multiple SSMs for various scenarios. The occurrence probability of the specified event is based on simulations and combined with a regression model, this enables our derived SSMs to make real-time risk estimations. To illustrate the PRISMA method, an SSM is derived for risk evaluation during longitudinal traffic interactions. Since there is no known method to objectively estimate risk from first principles, i.e., there is no known risk ground truth, it is very difficult, if not impossible, to objectively compare the relative merits of two SSMs. Instead, we provide a method for benchmarking our derived SSM with respect to expected risk trends. The application of the benchmarking illustrates that the SSM matches the expected risk trends. Whereas the derived SSM shows the potential of the PRISMA method, future work involves applying the approach for other types of traffic conflicts, such as lateral traffic conflicts or interactions with vulnerable road users., Comment: Accepted for publication in Accident Analysis & Prevention. 28 pages, 5 figures, 1 table

In this work, we aim to analyze how the trade-off between the modeling error, the terminal value function error, and the prediction horizon affects the performance of a nominal receding-horizon linear quadratic (LQ) controller. By developing a novel perturbation result of the Riccati difference equation, a novel performance upper bound is obtained and suggests that for many cases, the prediction horizon can be either one or infinity to improve the control performance, depending on the relative difference between the modeling error and the terminal value function error. The result also shows that when an infinite horizon is desired, a finite prediction horizon that is larger than the controllability index can be sufficient for achieving a near-optimal performance, revealing a close relation between the prediction horizon and controllability. The obtained suboptimality performance bound is also applied to provide novel sample complexity and regret guarantees for nominal receding-horizon LQ controllers in a learning-based setting.

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based controller with approximate knowledge on the real system's dynamics, 2) an episodic RL algorithm tasked with adjusting the MPC parametrization in order to increase its performance, and lastly, 3) GP regressors used to estimate, directly from data, constraints on the MPC parameters capable of predicting, up to some probability, whether the parametrization is likely to yield a safe or unsafe policy. These constraints are then enforced onto the RL updates in an effort to enhance the learning method with a probabilistic safety mechanism. Compared to other recent publications combining safe RL with MPC, our method does not require further assumptions on, e.g., the prediction model in order to retain computational tractability. We illustrate the results of our method in a numerical example on the control of a quadrotor drone in a safety-critical environment., Comment: 8 pages, 3 figures, submitted to IFAC World Congress 2023 (implemented reviews)

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its computation is sometimes prohibitive. This paper introduces an approach combining the two methodologies to overcome their individual limitations. The predictive control law for constrained linear quadratic regulation (CLQR) problems has been proven to be piecewise affine (PWA) while the value function is piecewise quadratic. We exploit these formal results from MPC to design an ADP method for CLQR problems. A novel convex and piecewise quadratic neural network with a local-global architecture is proposed to provide an accurate approximation of the value function, which is used as the cost-to-go function in the online dynamic programming problem. An efficient decomposition algorithm is developed to speed up the online computation. Rigorous stability analysis of the closed-loop system is conducted for the proposed control scheme under the condition that a good approximation of the value function is achieved. Comparative simulations are carried out to demonstrate the potential of the proposed method in terms of online computation and optimality.

For the identification of switched systems with a measured switching signal, this work aims to analyze the effect of switching strategies on the estimation error. The data for identification is assumed to be collected from globally asymptotically or marginally stable switched systems under switches that are arbitrary or subject to an average dwell time constraint. Then the switched system is estimated by the least-squares (LS) estimator. To capture the effect of the parameters of the switching strategies on the LS estimation error, finite-sample error bounds are developed in this work. The obtained error bounds show that the estimation error is logarithmic of the switching parameters when there are only stable modes; however, when there are unstable modes, the estimation error bound can increase linearly as the switching parameter changes. This suggests that in the presence of unstable modes, the switching strategy should be properly designed to avoid the significant increase of the estimation error.

The development of assessment methods for the performance of Automated Vehicles (AVs) is essential to enable the deployment of automated driving technologies, due to the complex operational domain of AVs. One candidate is scenario-based assessment, in which test cases are derived from real-world road traffic scenarios obtained from driving data. Because of the high variety of the possible scenarios, using only observed scenarios for the assessment is not sufficient. Therefore, methods for generating additional scenarios are necessary. Our contribution is twofold. First, we propose a method to determine the parameters that describe the scenarios to a sufficient degree without relying on strong assumptions on the parameters that characterize the scenarios. By estimating the probability density function (pdf) of these parameters, realistic parameter values can be generated. Second, we present the Scenario Representativeness (SR) metric based on the Wasserstein distance, which quantifies to what extent the scenarios with the generated parameter values are representative of real-world scenarios while covering the actual variety found in the real-world scenarios. A comparison of our proposed method with methods relying on assumptions of the scenario parametrization and pdf estimation shows that the proposed method can automatically determine the optimal scenario parametrization and pdf estimation. Furthermore, we demonstrate that our SR metric can be used to choose the (number of) parameters that best describe a scenario. The presented method is promising, because the parameterization and pdf estimation can directly be applied to already available importance sampling strategies for accelerating the evaluation of AVs., Comment: 14 pages, 11 figures, 4 tables, accepted for publication in IEEE Transactions on Intelligent Transportation Systems

In this paper, the disjunctive and conjunctive lattice piecewise affine (PWA) approximations of explicit linear model predictive control (MPC) are proposed. The training data are generated uniformly in the domain of interest, consisting of the state samples and corresponding affine control laws, based on which the lattice PWA approximations are constructed. Re-sampling of data is also proposed to guarantee that the lattice PWA approximations are identical to explicit MPC control law in the unique order (UO) regions containing the sample points as interior points. Additionally, under mild assumptions, the equivalence of the two lattice PWA approximations guarantees that the approximations are error-free in the domain of interest. The algorithms for deriving statistically error-free approximation to the explicit linear MPC are proposed and the complexity of the entire procedure is analyzed, which is polynomial with respect to the number of samples. The performance of the proposed approximation strategy is tested through two simulation examples, and the result shows that with a moderate number of sample points, we can construct lattice PWA approximations that are equivalent to optimal control law of the explicit linear MPC.

The safety assessment of automated vehicles (AVs) is an important aspect of the development cycle of AVs. A scenario-based assessment approach is accepted by many players in the field as part of the complete safety assessment. A scenario is a representation of a situation on the road to which the AV needs to respond appropriately. One way to generate the required scenario-based test descriptions is to parameterize the scenarios and to draw these parameters from a probability density function (pdf). Because the shape of the pdf is unknown beforehand, assuming a functional form of the pdf and fitting the parameters to the data may lead to inaccurate fits. As an alternative, Kernel Density Estimation (KDE) is a promising candidate for estimating the underlying pdf, because it is flexible with the underlying distribution of the parameters. Drawing random samples from a pdf estimated with KDE is possible without the need of evaluating the actual pdf, which makes it suitable for drawing random samples for, e.g., Monte Carlo methods. Sampling from a KDE while the samples satisfy a linear equality constraint, however, has not been described in the literature, as far as the authors know. In this paper, we propose a method to sample from a pdf estimated using KDE, such that the samples satisfy a linear equality constraint. We also present an algorithm of our method in pseudo-code. The method can be used to generating scenarios that have, e.g., a predetermined starting speed or to generate different types of scenarios. This paper also shows that the method for sampling scenarios can be used in case a Singular Value Decomposition (SVD) is used to reduce the dimension of the parameter vectors., Comment: 6 pages, 3 figures, to be published in the proceedings of the IEEE Intelligent Vehicle Symposium Workshops (IV workshop)

After disasters, distribution networks have to be restored by repair, reconfiguration, and power dispatch. During the restoration process, changes can occur in real time that deviate from the situations considered in pre-designed planning strategies. That may result in the pre-designed plan to become far from optimal or even unimplementable. This paper proposes a centralized-distributed bi-level optimization method to solve the real-time restoration planning problem. The first level determines integer variables related to routing of the crews and the status of the switches using a genetic algorithm (GA), while the second level determines the dispatch of active/reactive power by using distributed model predictive control (DMPC). A novel Aitken- DMPC solver is proposed to accelerate convergence and to make the method suitable for real-time decision making. A case study based on the IEEE 123-bus system is considered, and the acceleration performance of the proposed Aitken-DMPC solver is evaluated and compared with the standard DMPC method.

State-of-the-art Model Predictive Control (MPC) applications for building heating adopt either a deterministic controller together with a nonlinear model or a linearized model with a stochastic MPC controller. However, deterministic MPC only considers one single realization of the disturbances and its performance strongly depends on the quality of the forecast of the disturbances, which can lead to low performance. In fact, inadequate building energy management can lead to high energy costs and CO$_2$ emissions. On the other hand, a linearized model can fail to capture some dynamics and behavior of the building under control. In this article, we combine a stochastic scenario-based MPC (SBMPC) controller together with a nonlinear Modelica model that is able to provide a richer building description and to capture the dynamics of the building more accurately than linear models. The adopted SBMPC controller considers multiple realizations of the external disturbances obtained through a statistically accurate model, so as to consider different possible disturbance evolutions and to robustify the control action. To this purpose, we present a scenario generation method for building temperature control that can be applied to several exogenous perturbations, e.g.\ solar irradiance, outside temperature, and that satisfies several important stastistical properties, in contrast with simpler and less accurate methods adopted in the literature. We show the benefits of our proposed approach through several simulations in which we compare our method against the standard ones from the literature, for several combinations of a trade-off parameter between comfort and energy cost. We show how our SBMPC controller approach outperforms the standard controllers available in the literature.

While the field of electricity price forecasting has benefited from plenty of contributions in the last two decades, it arguably lacks a rigorous approach to evaluating new predictive algorithms. The latter are often compared using unique, not publicly available datasets and across too short and limited to one market test samples. The proposed new methods are rarely benchmarked against well established and well performing simpler models, the accuracy metrics are sometimes inadequate and testing the significance of differences in predictive performance is seldom conducted. Consequently, it is not clear which methods perform well nor what are the best practices when forecasting electricity prices. In this paper, we tackle these issues by performing a literature survey of state-of-the-art models, comparing state-of-the-art statistical and deep learning methods across multiple years and markets, and by putting forward a set of best practices. In addition, we make available the considered datasets, forecasts of the state-of-the-art models, and a specifically designed python toolbox, so that new algorithms can be rigorously evaluated in future studies.

We propose a framework for studying the stability of discrete-event systems modelled as switching max-plus linear systems. In this framework, we propose a set of notions of stability for generic discrete-event systems in the max-plus algebra. Then we show the loss of equivalence of these notions for switching max-plus linear systems due to the lack of global monotonicity and the accompanying difficulty in rigorous analysis. This serves as a motivation to relax the assumption on monotonicity of the dynamics to positive invariance of max-plus cones. Then we proceed to generalise the notions of stability when the dynamics is restricted to such cones. The stability analysis approach presented in this paper serves as a first step to study the stability of a general class of switching max-plus linear systems., Comment: To appear in the conference proceedings of the IFAC Workshop on Discrete Event Systems 2020

Scenario-based methods for the assessment of Automated Vehicles (AVs) are widely supported by many players in the automotive field. Scenarios captured from real-world data can be used to define the scenarios for the assessment and to estimate their relevance. Therefore, different techniques are proposed for capturing scenarios from real-world data. In this paper, we propose a new method to capture scenarios from real-world data using a two-step approach. The first step consists in automatically labeling the data with tags. Second, we mine the scenarios, represented by a combination of tags, based on the labeled tags. One of the benefits of our approach is that the tags can be used to identify characteristics of a scenario that are shared among different type of scenarios. In this way, these characteristics need to be identified only once. Furthermore, the method is not specific for one type of scenario and, therefore, it can be applied to a large variety of scenarios. We provide two examples to illustrate the method. This paper is concluded with some promising future possibilities for our approach, such as automatic generation of scenarios for the assessment of automated vehicles., Comment: 8 pages, 8 figures, 4 tables

In this paper, the time-varying formation and time-varying formation tracking problems are solved for linear multi-agent systems over digraphs without the knowledge of the eigenvalues of the Laplacian matrix associated to the digraph. The solution to these problems relies on a framework that generalizes the directed spanning tree adaptive method, which was originally limited to consensus problems. Necessary and sufficient conditions for the existence of solutions to the formation problems are derived. Asymptotic convergence of the formation errors is proved via graph theory and Lyapunov analysis.

In this work, the novel Distributed Bayesian (D-Bay) algorithm is presented for solving multi-agent problems within the continuous Distributed Constraint Optimization Problem (DCOP) framework. This framework extends the classical DCOP framework towards utility functions with continuous domains. Traditional DCOP solvers discretize the continuous domains, which increases the problem size exponentially. D-Bay overcomes this problem by utilizing Bayesian optimization for the adaptive sampling of variables to avoid discretization entirely. We theoretically show that D-Bay converges to the global optimum of the DCOP for Lipschitz continuous utility functions. The performance of the algorithm is evaluated empirically based on the sample efficiency. The proposed algorithm is compared to a centralized approach with equidistant discretization of the continuous domains for the sensor coordination problem. We find that our algorithm generates better solutions while requiring less samples., Comment: 31 pages, 7 figures

Due to the increasing integration of solar power into the electrical grid, forecasting short-term solar irradiance has become key for many applications, e.g.~operational planning, power purchases, reserve activation, etc. In this context, as solar generators are geographically dispersed and ground measurements are not always easy to obtain, it is very important to have general models that can predict solar irradiance without the need of local data. In this paper, a model that can perform short-term forecasting of solar irradiance in any general location without the need of ground measurements is proposed. To do so, the model considers satellite-based measurements and weather-based forecasts, and employs a deep neural network structure that is able to generalize across locations; particularly, the network is trained only using a small subset of sites where ground data is available, and the model is able to generalize to a much larger number of locations where ground data does not exist. As a case study, 25 locations in The Netherlands are considered and the proposed model is compared against four local models that are individually trained for each location using ground measurements. Despite the general nature of the model, it is shown show that the proposed model is equal or better than the local models: when comparing the average performance across all the locations and prediction horizons, the proposed model obtains a 31.31% rRMSE (relative root mean square error) while the best local model achieves a 32.01% rRMSE.

We propose a novel two-layer multi-agent architecture aimed at efficient real-time control of large-scale and complex-dynamics systems. The proposed architecture integrates intelligent control approaches (which have a low computation time and fit real-time applications) with model-predictive control (which takes care of the optimality requirements of control). The bottom control layer (intelligent-control module) includes several distributed intelligent-control agents, the design parameters of which are tuned by the top layer (model-predictive control module). The model-predictive control module fulfills two significant roles: looking ahead to the effects of the control decisions, and coordinating the intelligent-control agents of the lower control layer. The resulting multi-agent control system has a very low computation time, and provides adaptivity, control coordination, and aims at excellent performance. Additionally, we give a general treatment of type-2 fuzzy membership functions, and introduce two categories for them: probabilistic-fuzzy (which is a novel concept introduced in this paper) and fuzzy-fuzzy (which is a new treatment of the existing type-2 fuzzy membership functions). The performance of the proposed modeling and control approaches are assessed via a case study involving a simple urban traffic network: the results show that the novel concept of probabilistic-fuzzy membership function outperforms the type-1 and type-2 membership functions that have already been introduced in the literature. Furthermore, the proposed two-layer integrated multi-agent control architecture significantly outperforms a multi-agent decentralized fuzzy control system (without coordination among the agents), while requiring a comparable computation time.

The lack of measurements in distribution grids poses a severe challenge for their monitoring: since there may not be enough sensors to achieve numerical observability, load forecasts (pseudo-measurements) are typically used, and thus an accurate state estimation is not guaranteed. However, an estimation is required to control distribution grids given the increasing amount of distributed generation. Therefore, we consider the problem of optimal sensor placement to improve the state estimation accuracy in large-scale, 3-phase coupled, unbalanced distribution grids. This is a combinatorial optimization problem whose optimal solution is unpractical to obtain for large networks. We explore the properties of different metrics in the context of optimal experimental design, like convexity and modularity, to propose and compare several tight lower and upper bounds on the performance of the optimal solution. Moreover, we show how to use these bounds to choose near-optimal solutions. We test the method on two IEEE benchmark test feeders, the 123-bus and the 8500-node feeders, to show the effectiveness of the approach., Comment: arXiv admin note: text overlap with arXiv:1810.12195

The increasing amount of controllable generation and consumption in distribution grids poses a severe challenge in keeping voltage values within admissible ranges. Existing approaches have considered different optimal power flow formulations to regulate distributed generation and other controllable elements. Nevertheless, distribution grids are characterized by an insufficient number of sensors, and state estimation algorithms are required to monitor the grid status. We consider in this paper the combined problem of optimal power flow under state estimation, where the estimation uncertainty results into stochastic constraints for the voltage magnitude levels instead of deterministic ones. To solve the given problem efficiently and to bypass the lack of load measurements, we use a linear approximation of the power flow equations. Moreover, we derive a transformation of the stochastic constraints to make them tractable without being too conservative. A case study shows the success of our approach at keeping voltage within limits, and also shows how ignoring the uncertainty in the estimation can lead to voltage level violations.

We propose an integrated control architecture to address the gap that currently exists for efficient real-time implementation of MPC-based control approaches for highly nonlinear systems with fast dynamics and a large number of control constraints. The proposed architecture contains two types of controllers: base controllers that are tuned or optimized offline, and parallel controllers that solve an optimization-based control problem online. The control inputs computed by the base controllers provide starting points for the optimization problem of the parallel controllers, which operate in parallel within a limited time budget that does not exceed the control sampling time. The resulting control system is very flexible and its architecture can easily be modified or changed online, e.g., by adding or eliminating controllers, for online improvement of the performance of the controlled system. In a case study, the proposed control architecture is implemented for highway traffic, which is characterized by nonlinear, fast dynamics with multiple control constraints, to minimize the overall travel time of the vehicles, while increasing their total traveled distance within the fixed simulation time window. The results of the simulation show the excellent real-time (i.e., within the given time budget) performance of the proposed control architecture, with the least realized value of the overall cost function. Moreover, among the online control approaches considered for the case study, the average cost per vehicle for the base-parallel control approach is the closest to the online MPC-based controllers, which have excellent performance but may involve computation times that exceed the given time budget.

The small amount of measurements in distribution grids makes their monitoring more difficult. Topological observability may not be possible, and thus, pseudo-measurements are needed to perform state estimation, which is required to control elements such as distributed generation or transformers at distribution grids. Therefore, we consider the problem of optimal sensor placement to improve the state estimation accuracy in large-scale, 3-phase coupled, unbalanced distribution grids. This is an NP-hard optimization problem whose optimal solution is unpractical to obtain for large networks. Therefore, we develop a computationally efficient convex optimization algorithm to compute a lower bound on the possible value of the optimal solution, and thus check the gap between the bound and heuristic solutions. We test the method on a large test feeder, the standard IEEE 8500-node, to show the effectiveness of the approach.