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In this paper, we introduce a sequential learning algorithm to address a probabilistically robust controller tuning problem. The algorithm leverages ideas from the areas of randomised algorithms and ordinal optimisation, which have both been proposed to find approximate solutions for difficult design problems in control. We formally prove that our algorithm yields a controller which meets a specified probabilisitic performance specification, assuming a Gaussian or near-Gaussian copula model for the controller performances. Additionally, we are able to characterise the computational requirement of the algorithm by using a lower bound on the distribution function of the algorithms stopping time. To validate our work, the algorithm is then demonstrated for the purpose of tuning model predictive controllers on a diesel engine air-path. It is shown that the algorithm is able to successfully tune a single controller to meet a desired performance threshold, even in the presence of uncertainty in the diesel engine model, that is inherent when a single representation is used across a fleet of vehicles.
This paper proposes a controller for stable grasping of unknown-shaped objects by two robotic fingers with tactile fingertips. The grasp is stabilised by rolling the fingertips on the contact surface and applying a desired grasping force to reach an
We present a data-driven model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are estimated whi
In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where closed-loop traje
This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available methods critic
In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the nonconvex proble