Bendegúz Györök

Bendegúz Györök, Roland Tóth, Maarten Schoukens et al.

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control objective and constraint satisfaction in a statistical sense. However, the majority of existing SMPC methods face challenges related to computational tractability due to the need for stochastic inference. Approaches that apply accurate inference are computationally demanding, which can lead to serious limitations in the implementability of these methods. Hence, in practice, the uncertainty propagation and the resulting distributions are typically approximated, e.g., by Gaussian distributions. These approximations promote computational efficiency, but are often too conservative, becoming a limiting factor in the representation of stochastic state evolution and the implied guarantees. To overcome this fundamental limitation of SMPC approaches, we propose a novel formulation based on the meta-state-space (MSS) representation of stochastic dynamical systems. The proposed MSS-based SMPC scheme offers a computationally efficient way to forward propagate the uncertainty with a flexible and highly accurate approximation of the probabilistic system description. With the presented method, the entire output probability density function can be directly shaped, which is unprecedented among existing SMPC techniques. Finally, we provide a detailed theoretical analysis and demonstrate the effectiveness of the proposed methodology via an extensive simulation study.

Bendegúz Györök, Roel Drenth, Chris Verhoek et al.

The integration of first-principles models with learning-based components, i.e., model augmentation, has gained increasing attention, as it offers higher model accuracy and faster convergence properties compared to black-box approaches, while generating physically interpretable models. Recently, a unified formulation has been proposed that generalizes existing model augmentation structures, utilizing linear fractional representations (LFRs). However, several potential benefits of the approach remain underexplored. In this work, we address three key limitations. First, the added flexibility of LFRs also introduces possible algebraic loops, i.e., a problem of well-posedness. To address this challenge, we propose a constraint-free direct parametrization of the model structure with a well-posedness guarantee. Second, we introduce a constraint-free parametrization that ensures stability of the overall model augmentation structure via contraction. Third, we adopt an efficient identification pipeline capable of handling non-smooth cost functions, such as group-lasso regularization, which facilitates automatic model order selection and discovery of the required augmentation configuration. These contributions are demonstrated on various simulation and benchmark identification examples.