用粒子方法动态捕捉关键不确定性,提升非线性系统的鲁棒控制性能。
Stein Variational Uncertainty-Adaptive Model Predictive Control
- 基于粒子的变分推断,自适应聚焦影响性能的关键参数不确定性。
- 在保持计算并行性的同时,避免对不确定性的强假设,提升控制效率。
- 适合需要兼顾性能与鲁棒性的复杂系统控制,如机器人、自动驾驶。
我们提出一种针对具有潜在参数不确定性的非线性动力系统的新方法——基于Stein变分的分布鲁棒控制器。该方法通过任务相关的不确定性分布的确定性粒子近似,替代传统保守的最坏情况模糊集优化,使控制器能够集中关注对闭环性能影响最大的参数敏感性。该方法将最优控制与Stein变分推断相结合,在不施加严格的不确定性模型假设的前提下,保持计算的并行性,并实现对潜在参数不确定性的鲁棒性。与经典分布鲁棒优化(DRO)因最坏情况设计而牺牲正常性能不同,本方法通过围绕任务目标的关键不确定性塑造控制律,实现了性能与鲁棒性的更好平衡。所提框架统一了鲁棒控制与变分推断,在广泛的参数不确定性控制系统中具备理论与应用潜力。我们在代表性控制问题上进行了验证,结果表明其在性能-鲁棒性权衡上优于基准方法,包括常规控制器、集成方法和经典分布鲁棒基线。
原文摘要 · Abstract (English)
We propose a Stein variational distributionally robust controller for nonlinear dynamical systems with latent parametric uncertainty. The method is an alternative to conservative worst-case ambiguity-set optimization with a deterministic particle-based approximation of a task-dependent uncertainty distribution, enabling the controller to concentrate on parameter sensitivities that most strongly affect closed-loop performance. Our method yields a controller that is robust to latent parameter uncertainty by coupling optimal control with Stein variational inference, and avoiding restrictive parametric assumptions on the uncertainty model while preserving computational parallelism. In contrast to classical DRO, which can sacrifice nominal performance through worst-case design, we find our approach achieves robustness by shaping the control law around relevant uncertainty that are most critical to the task objective. The proposed framework therefore reconciles robust control and variational inference in a single decision-theoretic formulation for broad classes of control systems with parameter uncertainty. We demonstrate our approach on representative control problems that empirically illustrate improved performance-robustness tradeoffs over nominal, ensemble, and classical distributionally robust baselines.
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