Risk-Aware Control of Discrete-Time Stochastic Systems: Integrating Kalman Filter and Worst-case CVaR in Control Barrier Functions
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arXiv
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866917872862756864 |
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| author | Kishida, Masako |
| author_facet | Kishida, Masako |
| contents | This paper proposes control approaches for discrete-time linear systems subject to stochastic disturbances. It employs Kalman filter to estimate the mean and covariance of the state propagation, and the worst-case conditional value-at-risk (CVaR) to quantify the tail risk using the estimated mean and covariance. The quantified risk is then integrated into a control barrier function (CBF) to derive constraints for controller synthesis, addressing tail risks near safe set boundaries. Two optimization-based control methods are presented using the obtained constraints for half-space and ellipsoidal safe sets, respectively. The effectiveness of the obtained results is demonstrated using numerical simulations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_15638 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Risk-Aware Control of Discrete-Time Stochastic Systems: Integrating Kalman Filter and Worst-case CVaR in Control Barrier Functions Kishida, Masako Optimization and Control Systems and Control This paper proposes control approaches for discrete-time linear systems subject to stochastic disturbances. It employs Kalman filter to estimate the mean and covariance of the state propagation, and the worst-case conditional value-at-risk (CVaR) to quantify the tail risk using the estimated mean and covariance. The quantified risk is then integrated into a control barrier function (CBF) to derive constraints for controller synthesis, addressing tail risks near safe set boundaries. Two optimization-based control methods are presented using the obtained constraints for half-space and ellipsoidal safe sets, respectively. The effectiveness of the obtained results is demonstrated using numerical simulations. |
| title | Risk-Aware Control of Discrete-Time Stochastic Systems: Integrating Kalman Filter and Worst-case CVaR in Control Barrier Functions |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2312.15638 |