Recursively Feasible Chance-constrained Model Predictive Control under Gaussian Mixture Model Uncertainty

Abstract: We present a chance-constrained model predictive control (MPC) framework under Gaussian mixture model (GMM) uncertainty. Specifically, we consider the uncertainty that arises from predicting future behaviors of moving obstacles, which may exhibit multiple modes (for example, turning left or right). To address the multi-modal uncertainty distribution, we propose three MPC formulations: nominal chance-constrained planning, robust chance-constrained planning, and contingency planning. We prove that closed-loop trajectories generated by the three planners are safe. The approaches differ in conservativeness and performance guarantee. In particular, the robust chance-constrained planner is recursively feasible under certain assumptions on the propagation of prediction uncertainty. On the other hand, the contingency planner generates a less conservative closed-loop trajectory than the nominal planner. We validate our planners using state-of-the-art trajectory prediction algorithms in autonomous driving simulators.