Tractable Stochastic Hybrid Model Predictive Control using Gaussian Processes for Repetitive Tasks in Unseen Environments

Abstract: Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal models derived from first principles. Varying residual models across an environment manifest as modes of a piecewise residual (PWR) model that requires a) identifying how modes are distributed across the environment and b) solving a computationally intensive Mixed Integer Nonlinear Program (MINLP) problem for control. We develop an iterative mapping algorithm capable of predicting time-varying mode distributions. We then develop and solve two tractable approximations of the MINLP to combine with the predictor in closed-loop to solve the overall control problem. In simulation, we first demonstrate how the approximations improve performance by 4-18% in comparison to the MINLP while achieving significantly lower computation times (upto 250x faster). We then demonstrate how the proposed mapping algorithm incrementally improves controller performance (upto 3x) over multiple iterations of a trajectory tracking control task even when the mode distributions change over time.