Patent ID: 11932262
Assignee: MITSUBISHI ELECTRIC RESEARCH LABORATORIES, INC.
Field: Transport (Mechanical engineering)
Classification: CPC B  G | IPC B  G

Claim 0:
1. A predictive controller for controlling a system under uncertainty subject to constraints on states and control variables of the system, comprising:
at least one processor; and
memory having instructions stored thereon that, when executed by the at least one processor, cause the predictive controller to:
solve, at each control step of the predictive controller, an inequality constrained nonlinear dynamic optimization problem to produce a control signal, the inequality constrained nonlinear dynamic optimization problem including probabilistic chance constraints representing the uncertainty, wherein the predictive controller solves a direct optimal control structured nonlinear program (NLP), based on the probabilistic chance constraints and discrete-time approximated propagation equations, until a termination condition is met,
wherein the discrete-time approximated propagation equations are based on Gaussian-assumed density filtering (ADF) that is applied to perform an approximate prediction of first and/or higher order moment integrals of a state probability distribution of the system from one time step to a next time step within a prediction horizon,
wherein the constraints on states and control variables of the system include one or multiple inequality constraints, and
wherein the probabilistic chance constraints are approximated based on a tightening of the one or multiple inequality constraints with a term that depends on a back-off coefficient value, a constraint Jacobian matrix and the first and/or higher order moment integrals for predicted state variables at each time step within the prediction horizon, to ensure that a probability of violating each of the corresponding inequality constraints of the one or multiple inequality constraints is below a probability threshold value; and
control an operation of the system using the control signal.