Tube MPC for Bilinear Koopman Models using Robust Control Contraction Metrics
TL;DR
A robust tube model predictive control framework for nonlinear systems represented by bilinear Koopman models identified from data, which establishes recursive feasibility, robust constraint satisfaction and input-to-state stability of the closed-loop system with respect to the mismatch between the Koopman model and the true dynamics.
Abstract
This paper presents a robust tube model predictive control (MPC) framework for nonlinear systems represented by bilinear Koopman models identified from data. We derive discrete-time robust control contraction metrics (RCCMs) for bilinear Koopman models, which certify a contraction property that explicitly accounts for the mismatch between the Koopman model and the true dynamics. To synthesize such certificates for the typically high-dimensional lifted state, we propose a scalable learning approach that trains neural network parameterizations of the metric and of an associated feedback controller over a sparsely sampled subset of the lifted state space. The resulting certificates are used to construct a robust tube MPC scheme with tightened constraints, for which we establish recursive feasibility, robust constraint satisfaction and input-to-state stability (ISS) of the closed-loop system with respect to the mismatch between the Koopman model and the true dynamics. By exploiting the linear parameter-varying structure of bilinear Koopman models, the MPC problem becomes convex for a fixed scheduling sequence, while the geodesic computation underlying the contractive feedback is reformulated, via a Chebyshev pseudospectral discretization, as a sequence of quadratic programs. The complete framework is validated on a nonlinear pendulum benchmark with a state-dependent input gain.