SYApr 3
Residual-Aware Distributionally Robust EKF: Absorbing Linearization Mismatch via Wasserstein AmbiguityMinhyuk Jang, Jungjin Lee, Astghik Hakobyan et al.
The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We develop a residual-aware distributionally robust EKF that addresses both challenges within a unified Wasserstein distributionally robust state estimation framework. The key idea is to treat linearization residuals as uncertainty and absorb them into an effective uncertainty model captured by a stage-wise ambiguity set, enabling noise-model mismatch and approximation errors to be handled within a single formulation. This approach yields a computable effective radius along with deterministic upper bounds on the prior and posterior mean-squared errors of the true nonlinear estimation error. The resulting filter admits a tractable semidefinite programming reformulation while preserving the recursive structure of the classical EKF. Simulations on coordinated-turn target tracking and uncertainty-aware robot navigation demonstrate improved estimation accuracy and safety compared to standard EKF baselines under model mismatch and nonlinear effects.
SYMar 30
$\mathcal{L}_1$-Certified Distributionally Robust Planning for Safety-Constrained Adaptive ControlAstghik Hakobyan, Amaras Nazarians, Aditya Gahlawat et al.
Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose a hierarchical framework for stochastic nonlinear systems that integrates distributionally robust model predictive control (DR-MPC) with $\mathcal{L}_1$-adaptive control. The key idea is to use the $\mathcal{L}_1$ adaptive controller's online distributional certificates that bound the Wasserstein distance between nominal and true state distributions, thereby certifying the ambiguity sets used for planning without requiring distribution samples. Environment uncertainty is captured via data-driven ambiguity sets constructed from finite samples. These are incorporated into a DR-MPC planner enforcing distributionally robust chance constraints over a receding horizon. Using Wasserstein duality, the resulting problem admits tractable reformulations and a sample-based implementation. We show theoretically and via numerical experimentation that our framework ensures certifiable safety in the presence of simultaneous system and environment uncertainties.
ROSep 15, 2021
Infusing model predictive control into meta-reinforcement learning for mobile robots in dynamic environmentsJaeuk Shin, Astghik Hakobyan, Mingyu Park et al.
The successful operation of mobile robots requires them to adapt rapidly to environmental changes. To develop an adaptive decision-making tool for mobile robots, we propose a novel algorithm that combines meta-reinforcement learning (meta-RL) with model predictive control (MPC). Our method employs an off-policy meta-RL algorithm as a baseline to train a policy using transition samples generated by MPC when the robot detects certain events that can be effectively handled by MPC, with its explicit use of robot dynamics. The key idea of our method is to switch between the meta-learned policy and the MPC controller in a randomized and event-triggered fashion to make up for suboptimal MPC actions caused by the limited prediction horizon. During meta-testing, the MPC module is deactivated to significantly reduce computation time in motion control. We further propose an online adaptation scheme that enables the robot to infer and adapt to a new task within a single trajectory. The performance of our method has been demonstrated through simulations using a nonlinear car-like vehicle model with (i) synthetic movements of obstacles, and (ii) real-world pedestrian motion data. The simulation results indicate that our method outperforms other algorithms in terms of learning efficiency and navigation quality.
ROMay 3, 2021
Distributionally robust risk map for learning-based motion planning and control: A semidefinite programming approachAstghik Hakobyan, Insoon Yang
This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess the conditional value-at-risk (CVaR) of collision with obstacles whose movements are inferred by Gaussian process regression (GPR). Unfortunately, the inferred distribution is subject to errors, making it difficult to accurately evaluate the CVaR of collision. To overcome this challenge, this tool measures the risk under the worst-case distribution in a so-called ambiguity set that characterizes allowable distribution errors. To resolve the infinite-dimensionality issue inherent in the construction of the DR-risk map, we derive a tractable semidefinite programming formulation that provides an upper bound of the risk, exploiting techniques from modern distributionally robust optimization. As a concrete application for motion planning, a distributionally robust RRT* algorithm is considered using the risk map that addresses distribution errors caused by GPR. Furthermore, a motion control method is devised using the DR-risk map in a learning-based model predictive control (MPC) formulation. In particular, a neural network approximation of the risk map is proposed to reduce the computational cost in solving the MPC problem. The performance and utility of the proposed risk map are demonstrated through simulation studies that show its ability to ensure the safety of mobile robots despite learning errors.
ROMar 5, 2020
Learning-based distributionally robust motion control with Gaussian processesAstghik Hakobyan, Insoon Yang
Safety is a critical issue in learning-based robotic and autonomous systems as learned information about their environments is often unreliable and inaccurate. In this paper, we propose a risk-aware motion control tool that is robust against errors in learned distributional information about obstacles moving with unknown dynamics. The salient feature of our model predictive control (MPC) method is its capability of limiting the risk of unsafety even when the true distribution deviates from the distribution estimated by Gaussian process (GP) regression, within an ambiguity set. Unfortunately, the distributionally robust MPC problem with GP is intractable because the worst-case risk constraint involves an infinite-dimensional optimization problem over the ambiguity set. To remove the infinite-dimensionality issue, we develop a systematic reformulation approach exploiting modern distributionally robust optimization techniques. The performance and utility of our method are demonstrated through simulations using a nonlinear car-like vehicle model for autonomous driving.
ROJan 14, 2020
Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-RiskAstghik Hakobyan, Insoon Yang
In this paper, a risk-aware motion control scheme is considered for mobile robots to avoid randomly moving obstacles when the true probability distribution of uncertainty is unknown. We propose a novel model predictive control (MPC) method for limiting the risk of unsafety even when the true distribution of the obstacles' movements deviates, within an ambiguity set, from the empirical distribution obtained using a limited amount of sample data. By choosing the ambiguity set as a statistical ball with its radius measured by the Wasserstein metric, we achieve a probabilistic guarantee of the out-of-sample risk, evaluated using new sample data generated independently of the training data. To resolve the infinite-dimensionality issue inherent in the distributionally robust MPC problem, we reformulate it as a finite-dimensional nonlinear program using modern distributionally robust optimization techniques based on the Kantorovich duality principle. To find a globally optimal solution in the case of affine dynamics and output equations, a spatial branch-and-bound algorithm is designed using McCormick relaxation. The performance of the proposed method is demonstrated and analyzed through simulation studies using a nonlinear car-like vehicle model and a linearized quadrotor model.