A Control Approach for Nonlinear Stochastic State Uncertain Systems with Probabilistic Safety Guarantees

Abstract: This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state access and, often, relative degree one. We propose a control design approach that first generates a control policy for nonlinear deterministic models with full state observation. The resulting control policy is then used to build an importance-like probability distribution over the space of control sequences which are to be evaluated for the true stochastic and state-uncertain dynamics. This distribution serves in the sampling step within a random search control optimization procedure, to focus the exploration effort on certain regions of the control space. The sampled control sequences are assigned costs determined by a prescribed finite-horizon performance and safety measure, which is based on the stochastic dynamics. This sampling algorithm is parallelizable and shown to have computational complexity indifferent to the state dimension, and to be able to guarantee safety over the prescribed prediction horizon. A numerical simulation is provided to test the applicability and effectiveness of the presented approach and compare it to a certainty equivalence controller.