Adaptive, cautious, predictive control with Gaussian process priors

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 1155-1160

  Murray Smith, Roderick ^a,d   Sbarbaro, Daniel ^b   Rasmussen, Carl Edward ^c   Girard, Agathe ^a  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

^b UNIVERSITY OF CONCEPCIÓN   (Chile)

^c MAX PLANCK INSTITUTE   (Germany)

^d NATIONAL UNIVERSITY OF IRELAND   (Ireland)

Author keywords

Cautious control; Gaussian process priors; nonlinear model based predictive control; nonparametric models; propagation of uncertainty

Indexed keywords

COST FUNCTIONS; FORECASTING; GAUSSIAN NOISE (ELECTRONIC); MODEL PREDICTIVE CONTROL;

CAUTIOUS CONTROL; GAUSSIAN PROCESS PRIORS; NON-PARAMETRIC MODEL; NONLINEAR MODEL-BASED PREDICTIVE CONTROLS; PROPAGATION OF UNCERTAINTIES;

GAUSSIAN DISTRIBUTION;

EID: 79953133012     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)34915-7     Document Type: Conference Paper

References (23)

1. M. Agarwal, and D.E. Seborg Self-tuning controllers for nonlinear systems Automatical 2 1987 209 214
2. S. Bittanli, and L. Piroddi Neural implementation of GMV control shemes based on affine input/output models Proc. IEE Control Theory Appl 6 1997 521 530
3. S. Duane, A.D. Kennedy, and D. Roweth Hybrid Monte Carlo Phys. Lett. B 195 1987 216 222
4. S. Fabri, and V. Kadirkamanathan Dual adaptive control of nonlinear stochastic systems using neural networks Automatica 34 2 1998 245 253 june
5. A.A. Fel'dbaum Dual-control theory I-IV Av-tomatika i Telenwkhanika 21 9 1960 1240 1249 1453-1464, 3-16,129-142 and 22 11 (vol. 21), 1, 2 (vol. 22)
6. N.M. Filatov, and H. Unbehauen Survey of adaptive dual control methods Proc. IEE Control Theory Appl 1 2000 119 128
7. N.M. Filatov, H. Unbehauen, and U. Keuchel Dual pole placement controller with direct adaptation Automatica 33 1 1997 113 117
8. A. Girard, C.E. Rasmussen, and R. Murray-Smith Gaussian process priors with uncertain inputs: multiple-step ahead prediction Technical Report TR-2002-119 2002 Department of Computing Science. University of Glasgow
9. A. Girard, C.E. Rasmussen, J. Quinonero-Candela, and R. Murray-Smith Gaussian process priors with uncertain inputs - application to multiple-step ahead time series forecasting S. Becker, S. Thrun, K. Obermayer, Advances in Neural Information processing Systems 15 2003
10. J. Kocijan, R. Murray-Smith, C.E. Rasmussen, and B. Likar Predictive control and Gaussian process models 2003 Submitted for publication
11. D.J. Leith, R. Murray-Smith, and W.E. Leithcad Nonlinear structure identification: A Gaussian Process prior/Velocity-based approach In Control 2000 Cambridge 2000
12. D.J.C. MacKay Introduction to Monte Carlo methods M.I. Jordan, Learning and Inference in Graphical Models 1998 Kluwer 175 204
13. R. Murray-Smith, T.A. Johansen, and R. Shorten On transient dynamics, off-equilibrium behaviour and identification in blended multiple model structures In European Control Conference Karlsruhe 1999 BA-14 1999
14. R. Murray-Smith, and D. Sbarbaro Nonlinear adaptive control using non-parametric Gaussian process prior models In 15th IFAC World Congress on Automatic Control Barcelona 2002
15. K. Narendra, and K. Parthasarathy Identification and Control of Dynamical Systems Using Neural Networks IEEE Trans, on Neural Networks 1 1 1990 4 27 January/February
16. R.M. Neal Monte Carlo implementation of Gaussian process models for Bayesian regression and classification Technical Report 9702 1997 Department of Statistics, University of Toronto
17. A. O'Hagan On curve fitting and optimal design for regression (with discussion) Journal of the Royal Statistical Society B 40 1978 1 42
18. A. O'Hagan Some Bayesian numerical analysis J.M. Bernardo, J.O. Berger, A.P. Dawid, A.F.M. Smith, Bayesian Statistics 4 1992 Oxford University Press 345 363
19. J. Quinonero-Candcla, A. Girard, J. Larsen, and C.E. Rasmussen Propagation of uncertainty in Bayesian kernels models - application to multiple-step ahead forecasting ICASSP Hong Kong 2003
20. D. Sbarbaro, N.M. Filatov, and H. Unbehaucn Adaptive dual controller for a class of nonlinear systems Proceedings of the IFAC Workshop on Adaptive systems in Control and Signal Processing Glasgow, U.K. 1998 28 33
21. E. Solak, R. Murray-Smith, W.E. Leithead, D.J. Leith, and C.E. Rasmussen Derivative observations in Gaussian process models of dynamic systems S. Becker, S. Thrun, K. Obermayer, Advances in Neural Information processing Systems 15 2003
22. C.K.I. Williams Prediction with Gaussian processes: From linear regression to linear prediction and beyond M.I. Jordan, Learning and Inference in Graphical Models 1998 Kluwer 599 621
23. B. Wittenmark Adaptive dual control methods: An overview Preprints of 5th IFAC symposium on Adaptive Systems in Control and Signal processing Hungary 1995 67 72