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Table of contents

Digest for "A Step-by-step Guide on Nonlinear Model Predictive Control for Safe Mobile Robot Navigation"

Remark 1

Obstacle avoidance constraints (3) form convex polytopic sets that change over the prediction time \( \tau\) at time \( t\) . A method to compute a single convex polytope is described in [25]. Based on this, [14] leverages a sequence of polytopic obstacle avoidance constraints, which are used in this work. A similar way to represent the obstacle avoidance constraints is recently proposed in [26], in which the constraints are continuously parameterized and differentiable off-centered ellipsoids based on polynomial path segments. This allows them to be more flexible at the cost of increased computation time compared to (3).

Property 1

Reference trajectory

\[ \begin{equation} {\boldsymbol{r}} = [{\boldsymbol{u}^\mathrm{r}}^\top {\boldsymbol{x}^\mathrm{r}}^\top]^\top: \end{equation} \]

(4)

  1. is dynamically feasible:

    \[ \begin{equation} {\dot{\boldsymbol{x}}^\mathrm{r}}_{{t+\tau}} = f({\boldsymbol{x}}_{{t+\tau}}^\mathrm{r},{\boldsymbol{u}}_{{t+\tau}}^\mathrm{r}); \end{equation} \]

    (5)

  2. satisfies a tightened set of the system constraints:

    \[ \begin{equation} {\boldsymbol{r}}_{{t+\tau}} \in {\bar{\mathcal{Z}}}, \end{equation} \]

    (6)

    where \( {\bar{\mathcal{Z}}}\) is defined as

    \[ \begin{equation} {\bar{\mathcal{Z}}} \mathrm{:=} {\bar{{\mathcal{U}}}} \times {\bar{{\mathcal{X}}}} = \left\{({{\boldsymbol{u}},{\boldsymbol{x}}}) \in {\mathbb{R}^{{n^\mathrm{u}}+{n^\mathrm{x}}}}~\middle|~{g_{j}^\mathrm{r,s}}({{\boldsymbol{x}},{\boldsymbol{u}}}) \leq 0,~j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}\right\} \subseteq \operatorname{int}({\mathcal{Z}}), \end{equation} \]

    (7)

    with later introduced functions \( {g_{j}^\mathrm{r,s}}({{\boldsymbol{x}},{\boldsymbol{u}}}), j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}\) ;

  3. satisfies a tightened set of the obstacle avoidance constraints:

    \[ \begin{equation} M {\boldsymbol{x}}_{{t+\tau}}^\mathrm{r} \in \bar{{\mathcal{F}}}_{{\tau|t}}, \end{equation} \]

    (8)

    where \( \bar{{\mathcal{F}}}_{{\tau|t}}\) is defined as

    \[ \begin{equation} \bar{{\mathcal{F}}}_{{\tau|t}} \mathrm{:=} \left\{{\boldsymbol{p}}_{{\tau|t}} \in {\mathbb{R}^{{n^\mathrm{p}}}}~\middle|~{g_{j,{\tau|t}}^\mathrm{r,o}}({\boldsymbol{p}}_{{\tau|t}}) \leq 0,~j \in {\mathbb{N}_{[1,{n^\mathrm{o}}]}}\right\} \subseteq \operatorname{int}({\mathcal{F}}_{{\tau|t}}),~\tau \in [0,T],~t \geq 0, \end{equation} \]

    (9)

    with later introduced functions \( {g_{j,{\tau|t}}^\mathrm{r,o}}({\boldsymbol{p}}_{{\tau|t}}), j \in {\mathbb{N}_{[1,{n^\mathrm{o}}]}}\) ;

Remark 2

In general, feedback gain matrix \( K\) can be state-dependent or time-dependent; see [13] and the discussion therein. For the sake of simplicity, we assume that \( K\) is constant in this guide.

Remark 3

In dynamic environments, the constraints might vary over time. This could break the recursive feasibility property since the previously optimal solution appended by \( {\kappa^\mathrm{f}({\boldsymbol{x}},{\boldsymbol{r}})}\) does not necessarily satisfy the updated constraints. This does not mean the receding-horizon MPC implementation will not find an optimal solution at each time step. This means that we cannot guarantee that a feasible solution will always exist. Therefore, to prove safety in such environments, one must make an assumption about the environment. For example, as long as the robot’s trajectory can be predicted well, the moving obstacles will avoid the robot. Alternatively, and possibly more standard, is the assumption that there exist known sets that over-approximate the dynamic obstacles over time [16]. The latter assumption is usually limited to structured environments with predictable object movements or results in conservative plans. Less conservative motion plans are constructed in more commonly adopted approaches such as stochastic MPC, e.g., [27]. These approaches plan safe trajectories in dynamic environments up to a certain risk level based on future object trajectory predictions. However, the level of safety guarantees decreases for these schemes.

Assumption 1 (Terminal ingredients)

There exist control law (12) with feedback matrix \( K \in {\mathbb{R}^{{n^\mathrm{u}}\times{n^\mathrm{x}}}}\) , terminal cost (13) with terminal cost matrix \( P \in {\mathbb{R}^{{n^\mathrm{x}}\times{n^\mathrm{x}}}}\) , and terminal set (14) with terminal set scaling \( \alpha > 0\) , such that the following properties hold for all \( {\boldsymbol{x}} \in {\mathcal{X}^\mathrm{f}}({\boldsymbol{x}^\mathrm{r}})\) :

\[ \begin{align} &{{\mathcal{J}}^\mathrm{f}}({\boldsymbol{x}}_{{{{T^\mathrm{s}}+T}|t}}^*,{\boldsymbol{x}}_{{t+{T^\mathrm{s}}+T}}^\mathrm{r}) - {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{x}}_{{T|t}}^*,{\boldsymbol{x}}_{{t+T}}^\mathrm{r}) \leq -\int_{T}^{T+{T^\mathrm{s}}} {{\mathcal{J}}^\mathrm{s}}({\boldsymbol{x}}_{{\tau|t}}^*,{\boldsymbol{u}}_{{\tau|t}}^*,{\boldsymbol{r}}_{{t+\tau}})d\tau, \end{align} \]

(15.a)

\[ \begin{align} &\left({\boldsymbol{x}},{\kappa^\mathrm{f}({\boldsymbol{x}},{\boldsymbol{r}})}\right) \in {\mathcal{Z}}, \end{align} \]

(15.b)

\[ \begin{align} &M{\boldsymbol{x}} \in {\mathcal{F}}, \end{align} \]

(15.c)

with sampling time \( {T^\mathrm{s}} > 0\) , optimal solution \( ({\boldsymbol{x}}_ţ^*,{\boldsymbol{u}}_ţ^*)\) at \( t\) for all \( t \geq 0\) and its extended version using terminal control law (12) \( {\boldsymbol{x}}_{{T+\tau}|t}^*\) for \( \tau \in [0,{T^\mathrm{s}}]\) , as defined in Section 3.2.1.

Remark 4

Since the candidate gives the desired recursive feasibility and trajectory tracking properties as shown in the next sections, it would be sufficient to only solve (10) at \( t=0\) and apply the candidate for \( t > 0\) . This reasoning conforms to the arguments presented in [28]: feasibility implies stability. However, the resulting control policy is sub-optimal regarding the defined objective function. Therefore, the user can explicitly trade optimality and computational efficiency.

Assumption 2 (Obstacle avoidance constraints)

The obstacle avoidance constraints should satisfy

\[ \begin{align} {\boldsymbol{p}}_{{{{T^\mathrm{s}}+\tau}|t}}^* &\in {\mathcal{F}}_{{\tau|{t+{T^\mathrm{s}}}}},~\tau \in [0,T-{T^\mathrm{s}}],\\ {\boldsymbol{p}}_{{T|t}}^* &\in {\mathcal{F}}_{{T|t}}. \\\end{align} \]

(20.a)

In words, the previously optimal path \( {\boldsymbol{p}}_{{{{T^\mathrm{s}}+\tau}|t}}^*\) should be contained in the corresponding constraint regions \( {\mathcal{F}}_{{\tau|{t+{T^\mathrm{s}}}}}\) applied for \( \tau \in [0,T-{T^\mathrm{s}}]\) at \( {t+{T^\mathrm{s}}}\) . Similarly, the terminal position \( {\boldsymbol{p}}_{{T|t}}^*\) should be contained in the terminal constraint region \( {\mathcal{F}}_{{T|t}}\) . The latter property ensures that the appended part of the candidate solution, given by (16), satisfies the updated obstacle avoidance constraints at time \( {t+{T^\mathrm{s}}}\) . This property is used to show terminal constraint satisfaction below. We assume the ‘corresponding’ constraint regions are constructed using the previously optimal solution.

Remark 5

Since TMPC (10) will be implemented using multiple shooting with discretized dynamics [3], we also define the obstacle avoidance constraints based on piecewise-constant segments between MPC stages. This means that the obstacle avoidance constraints are also piecewise defined according to

\[ \begin{equation} {\mathcal{F}}_{i{T^\mathrm{s}}+\tau|{t+{T^\mathrm{s}}}} = {\mathcal{F}}_{i{T^\mathrm{s}}|{t+{T^\mathrm{s}}}},~\tau \in (0,{T^\mathrm{s}}],~i \in \mathbb{N}_{[0,N-1]}, \end{equation} \]

(26)

where \( N\) is the number of discrete predicted stages.

Remark 6

Since the computation time of generating LMI (29.c) can become significantly large, a solution is to solve (29) with a coarse grid of points and evaluate the result at a denser grid to check the validity of the result.

Assumption 3 (Incremental stabilizability)

There exist a feedback law \( {{\kappa^\delta}({{\boldsymbol{x}},{\boldsymbol{z}}})} : {{{\mathcal{X}}^2} \rightarrow {\mathbb{R}^{{n^\mathrm{u}}}}}\) , an incremental Lyapunov function \( {V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})} : {{{\mathcal{X}}^2} \rightarrow {\mathbb{R}_{\geq 0}}}\) that is continuously differentiable and satisfies \( {V^\delta}({{\boldsymbol{z}},{\boldsymbol{z}}})=0, \forall {\boldsymbol{z}} \in {\mathcal{X}}\) , parameters \( {c^{\delta\mathrm{,l}}}, {c^{\delta\mathrm{,u}}}, \rho > 0\) , and Lipschitz constants \( {c_{j}^\mathrm{s}} > 0, j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}\) and \( {c^\mathrm{o}} > 0\) , such that the following properties hold for all \( ({{\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}})\in{{\mathcal{X}} \times {\mathcal{Z}}}\) :

\[ \begin{eqnarray}{2} &{c^{\delta\mathrm{,l}}} \lVert {\boldsymbol{x}}-{\boldsymbol{z}}\rVert ^2 \leq {V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})} \leq {c^{\delta\mathrm{,u}}} \lVert {\boldsymbol{x}}-{\boldsymbol{z}}\rVert ^2,&& \end{eqnarray} \]

(44.a)

\[ \begin{eqnarray} &{g_{j}^\mathrm{s}}({\boldsymbol{x}},{\kappa({{\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}})}) - {g_{j}^\mathrm{s}}({{\boldsymbol{z}},{\boldsymbol{v}}}) \leq {c_{j}^\mathrm{s}} \sqrt{{V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}},~&&j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}, \end{eqnarray} \]

(44.b)

\[ \begin{eqnarray} &{g^\mathrm{o}}(M{\boldsymbol{x}}) - {g^\mathrm{o}}(M{\boldsymbol{z}}) \leq {c^\mathrm{o}} \sqrt{{V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}},&& \end{eqnarray} \]

(44.c)

\[ \begin{eqnarray} &\frac{d}{dt}{V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})} \leq -2\rho {V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})},&& \end{eqnarray} \]

(44.d)

with \( {\dot{\boldsymbol{x}}} = f({\boldsymbol{x}},{\kappa({{\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}^\mathrm{b}}\) and \( {\dot{\boldsymbol{z}}} = f({{\boldsymbol{z}},{\boldsymbol{v}}}) + E{\boldsymbol{w}^\mathrm{b}}\) . Furthermore, the following norm-like inequality holds \( \forall {\boldsymbol{x}}_1, {\boldsymbol{x}}_2, {\boldsymbol{x}}_3 \in {\mathbb{R}^{{n^\mathrm{x}}}}\) :

\[ \begin{equation} \sqrt{{V^\delta}({\boldsymbol{x}}_1,{\boldsymbol{x}}_3)} \leq \sqrt{{V^\delta}({\boldsymbol{x}}_1,{\boldsymbol{x}}_2)} + \sqrt{{V^\delta}({\boldsymbol{x}}_2,{\boldsymbol{x}}_3)}. \end{equation} \]

(45)

Remark 7

The superscript \( \delta\) denotes the incremental property of the Lyapunov function, i.e., the fact that the Lyapunov function describes the difference between two time-varying trajectories \( x\) and \( z\) that are close to each other.

Remark 8

When comparing the expressions in Assumption 3 with [31, Ass. 1], note that \( {V^\delta}\) contains a different number of arguments. In general, one can construct \( {V^\delta}\) that also depends on the nominal input \( {\boldsymbol{v}}\) . However, here, we do not leverage this property and leave the additional argument out for notational convenience.

Property 2

There exists a constant \( {\bar{w}} > 0\) such that for any \( ({\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}) \in {\mathcal{X}} \times {\mathcal{Z}}\) and any \( {\boldsymbol{w}} \in {\boldsymbol{w}^\mathrm{b}}\oplus{\mathcal{W}}\) , it holds that

\[ \begin{equation} \frac{d}{dt}\sqrt{{V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}} \leq -\rho \sqrt{{V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}} + {\bar{w}}, \end{equation} \]

(49)

with \( {\dot{\boldsymbol{x}}} = f({\boldsymbol{x}},{\kappa({{\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}}\) and \( {\dot{\boldsymbol{z}}} = f({{\boldsymbol{z}},{\boldsymbol{v}}}) + E{\boldsymbol{w}^\mathrm{b}}\) .

Remark 9

As will be shown later, \( {\bar{s}}\) can be used to tighten the constraints of the reference trajectory, similar to the usage of the terminal set scaling \( \alpha\) for tightening the constraints of the reference trajectory in the TMPC section.

Assumption 4 (Terminal ingredients)

There exist a terminal control law \( {\kappa^\mathrm{f}({\boldsymbol{x}},{\boldsymbol{r}})} : {{\mathcal{X}} \times {\bar{\mathcal{Z}}}} \rightarrow {\mathbb{R}^{{n^\mathrm{u}}}}\) and terminal cost \( {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}},{\boldsymbol{x}^\mathrm{r}}) : {{\mathcal{X}} \times {\bar{{\mathcal{X}}}}} \rightarrow {\mathbb{R}}\) such that the following property holds for all \( {\boldsymbol{z}} \in {\mathcal{X}}\) :

\[ \begin{equation} {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}}_{{{{T^\mathrm{s}}+T}|t}}^*,{\boldsymbol{x}}_{{t+{T^\mathrm{s}}+T}}^\mathrm{r}) - {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}}_{{T|t}}^*,{\boldsymbol{x}}_{{t+T}}^\mathrm{r}) \leq -\int_{T}^{T+{T^\mathrm{s}}}{{\mathcal{J}}^\mathrm{s}}({\boldsymbol{z}}_{{\tau|t}}^*,{\boldsymbol{v}}_{{\tau|t}}^*,{\boldsymbol{r}}_{{t+\tau}}) d\tau, \end{equation} \]

(54)

with sampling time \( {T^\mathrm{s}} > 0\) , optimal solution \( ({\boldsymbol{z}}_ţ^*,{\boldsymbol{v}}_ţ^*)\) at \( t\) for all \( t \geq 0\) and its extended version \( {\boldsymbol{z}}_{{T+\tau}|t}^*\) using terminal control law \( {\kappa^\mathrm{f}({\boldsymbol{x}},{\boldsymbol{r}})}\) for \( \tau \in [0,{T^\mathrm{s}}]\) , as defined in Section 4.3.1.

Remark 10

An alternative to the proof above is to show terminal set constraint satisfaction for \( \tau\in[T-{T^\mathrm{s}},T]\) at \( {t+{T^\mathrm{s}}}\) by first proving that candidate \( {\tilde{\boldsymbol{z}}}_{T-{T^\mathrm{s}}|{t+{T^\mathrm{s}}}}\) and corresponding tube \( s_{T-{T^\mathrm{s}}}\) satisfy terminal set constraint (76) and then leveraging the fact that the terminal set is invariant for \( \alpha \geq \frac{{\bar{w}}}{\rho}\) , as shown in Appendix 8.

Assumption 5 (System constraints tightening for reference trajectory)

The reference trajectory satisfies the tightened systems constraints, i.e., (7) holds, with \( {g_{j}^\mathrm{r,s}}({{\boldsymbol{x}},{\boldsymbol{u}}})\) given by

\[ \begin{equation} {g_{j}^\mathrm{r,s}}({{\boldsymbol{x}},{\boldsymbol{u}}}) = {g_{j}^\mathrm{s}}({{\boldsymbol{x}},{\boldsymbol{u}}}) + {c_{j}^\mathrm{s}} \alpha,~j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}, \end{equation} \]

(83)

where \( {c_{j}^\mathrm{s}}\) is defined in (44.b) for \( j\in{\mathbb{N}_{[1,{n^\mathrm{s}}]}}\) and \( \alpha \geq \frac{{\bar{w}}}{\rho}\) .

Assumption 6 (Obstacle avoidance constraints tightening for reference trajectory)

The reference trajectory satisfies the tightened obstacle avoidance constraints, i.e., (9) holds, with \( {g_{j}^\mathrm{r,o}}({\boldsymbol{p}})\) given by

\[ \begin{equation} {g_{j}^\mathrm{r,o}}({\boldsymbol{p}}) = {g_{j}^\mathrm{o}}({\boldsymbol{p}}) + {c^\mathrm{o}} \alpha,~j \in {\mathbb{N}_{[1,{n^\mathrm{o}}]}}, \end{equation} \]

(84)

where \( {c^\mathrm{o}}\) is defined in (44.c) and \( \alpha \geq \frac{{\bar{w}}}{\rho}\) .

Remark 11

The most important difference with the design in Section 3.2.4 is the fact that \( {V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}\) should satisfy contraction property (44.d) that is used to prove trajectory tracking and recursive feasibility in the presence of disturbances. Furthermore, control law \( {\kappa({{\boldsymbol{x}},{\boldsymbol{z}},{\boldsymbol{v}}})}\) is used in the proofs and implemented in closed-loop execution according to (43).

Remark 12

Since we use shorthand notations (125.a) and (125.b), we can evaluate LMI (127) for an infinitely large number of points \( s \in [0,1]\) on the geodesic. Thus, (127) can also be considered a set of LMIs. Since the constraints tightening is such that \( ({{\boldsymbol{\gamma}}^\mathrm{x}},{{\boldsymbol{\gamma}}^\mathrm{u}})\in{\mathcal{Z}}, s\in[0,1]\) [19, Prop. 5], it suffices to grid \( {\mathcal{Z}}\) in a similar way as described in Section 3.2.4.

Remark 13

Compared to [45], (127) with shorthand notation (125), does not contain the time-dependency since we do not consider a time-varying system.

Remark 14

Note that CCM methods provide a way to ensure uniform exponential stability, i.e., exponential stability guarantees that hold in the complete state space, even though metric \( {P^\delta({\boldsymbol{x}})}\) is state-dependent. This contrasts with the design of tracking LMI (27), which includes reference-dependent matrix \( P({\boldsymbol{r}})\) , but is only valid in local regions \( \epsilon\) around the reference trajectory. In practice, the value of \( \epsilon\) for which the results hold is hard to obtain. Therefore, to obtain strict safety guarantees in the robust case, it is practically recommended to use CCMs according to the design above or remove the state dependency in \( {P^\delta}\) . Using CCMs, uniform exponential stabilizability follows from computing integral expressions in the metric space. Using state-independent \( {P^\delta}\) , uniform exponential stabilizability follows as a direct consequence of the mean value theorem (MVT) since choosing a constant CCM \( {P^\delta}\) results in a straight line minimizing geodesic \( {{\boldsymbol{\gamma}}^\mathrm{x}(s)}\) between \( {\boldsymbol{z}}\) and \( {\boldsymbol{x}}\) as described above.

Remark 15

An alternative to designing the RPI set using polytopic set \( {\mathcal{W}}\) is to leverage universal \( {\mathcal{L}_\infty}\) -gain bounds on disturbances \( {\boldsymbol{w}}^0\) as presented in [18].

Remark 16

Note that LMI (141.d) has to be evaluated at all grid points in both \( {\mathcal{Z}}\) and \( {\mathcal{W}}\) , meaning that the number of LMIs equals the multiplication of the number of grid points in both sets. This might result in a drastic increase in (offline) computation time. To alleviate this effect, we can introduce decision variable \( {\bar{{\mathcal{W}}}}\) and use the following combination of LMIs that is sufficient to ensure the satisfaction of (141.d):

\[ \begin{equation} \begin{bmatrix} 0^{{n^\mathrm{x}}}&E{\boldsymbol{w}}^0\\ \left(E{\boldsymbol{w}}^0\right)^\top&0 \end{bmatrix} \preceq {\bar{{\mathcal{W}}}}, ~ {\boldsymbol{w}}^0\in {\operatorname{vert}}\left({\mathcal{W}}\right), \end{equation} \]

(142)

\[ \begin{equation} {\bar{{\mathcal{W}}}}+\begin{bmatrix} {A({\boldsymbol{\zeta}})}{X^\delta}+{B({\boldsymbol{\zeta}})}{Y^\delta({\boldsymbol{x}})}+\left({A({\boldsymbol{\zeta}})}{X^\delta}+{B({\boldsymbol{\zeta}})}{Y^\delta({\boldsymbol{x}})}\right)^\top+\lambda {X^\delta}&\boldsymbol{0}\\ \boldsymbol{0}&-\lambda \end{bmatrix} \preceq 0, {\boldsymbol{\zeta}} \in {\mathcal{Z}}. \end{equation} \]

(143)

Remark 17

A simpler but more conservative solution would be to define constant scaling factor \( \mu\) such that \( P = \mu {P^\delta}\) . It can be shown that a lower bound for \( \mu\) can be formulated as a function of \( Q, R, {K^\delta({\boldsymbol{x}})}, \rho\) , and \( {c^{\delta\mathrm{,u}}}\) such that the contraction of \( {V^\delta({{\boldsymbol{x}},{\boldsymbol{z}}})}\) by \( 2\rho\) implies that the minimum terminal cost decrease in (54) is satisfied.

Assumption 7 (Incremental stabilizability)

There exist a feedback law \( {{\kappa^\delta}({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})} : {{{\mathcal{X}}^2} \rightarrow {\mathbb{R}^{{n^\mathrm{u}}}}}\) , an incremental Lyapunov function \( {V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})} : {{{\mathcal{X}}^2} \rightarrow {\mathbb{R}_{\geq 0}}}\) that is continuously differentiable and satisfies \( {V^\delta}({{\boldsymbol{z}},{\boldsymbol{z}}})=0, \forall {\boldsymbol{z}} \in {\mathcal{X}}\) , parameters \( {c^{\delta\mathrm{,l}}}, {c^{\delta\mathrm{,u}}}, \rho > 0\) , and Lipschitz constants \( {c_{j}^\mathrm{s}} > 0, j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}\) and \( {c^\mathrm{o}} > 0\) , such that the following properties hold for all \( ({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})\in{{\mathcal{X}} \times {\mathcal{Z}}}\) , \( {\boldsymbol{w}}\in{\boldsymbol{w}^\mathrm{b}}\oplus{\mathcal{W}}\) , and \( {\boldsymbol{\eta}}\in H\) :

\[ \begin{eqnarray}{2} &{c^{\delta\mathrm{,l}}} \lVert {\hat{\boldsymbol{x}}}-{\boldsymbol{z}}\rVert ^2 \leq {V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})} \leq {c^{\delta\mathrm{,u}}} \lVert {\hat{\boldsymbol{x}}}-{\boldsymbol{z}}\rVert ^2,&& \end{eqnarray} \]

(153.a)

\[ \begin{eqnarray} &{g_{j}^\mathrm{s}}({\hat{\boldsymbol{x}}},{\kappa({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})}) - {g_{j}^\mathrm{s}}({{\boldsymbol{z}},{\boldsymbol{v}}}) \leq {c_{j}^\mathrm{s}} \sqrt{{V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})}},~&&j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}, \end{eqnarray} \]

(153.b)

\[ \begin{eqnarray} &{g^\mathrm{o}}(M{\hat{\boldsymbol{x}}}) - {g^\mathrm{o}}(M{\boldsymbol{z}}) \leq {c^\mathrm{o}} \sqrt{{V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})}},&& \end{eqnarray} \]

(153.c)

\[ \begin{eqnarray} &\frac{d}{dt}{V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})} \leq -2\rho {V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})},&& \end{eqnarray} \]

(153.d)

with \( {\dot{\hat{\boldsymbol{x}}}} = f({\hat{\boldsymbol{x}}},{\kappa({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}^\mathrm{b}} + L({\boldsymbol{y}}-C{\hat{\boldsymbol{x}}})\) , \( {\dot{\boldsymbol{z}}} = f({{\boldsymbol{z}},{\boldsymbol{v}}}) + E{\boldsymbol{w}^\mathrm{b}}\) , \( {\boldsymbol{y}}\) defined in (148), and \( {\dot{\boldsymbol{x}}} = f({\boldsymbol{x}},{\kappa({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}^\mathrm{b}}\) . Furthermore, the following norm-like inequality holds \( \forall {\boldsymbol{x}}_1, {\boldsymbol{x}}_2, {\boldsymbol{x}}_3 \in {\mathbb{R}^{{n^\mathrm{x}}}}\) :

\[ \begin{equation} \sqrt{{V^\delta}({\boldsymbol{x}}_1,{\boldsymbol{x}}_3)} \leq \sqrt{{V^\delta}({\boldsymbol{x}}_1,{\boldsymbol{x}}_2)} + \sqrt{{V^\delta}({\boldsymbol{x}}_2,{\boldsymbol{x}}_3)}. \end{equation} \]

(154)

Property 3

There exists a constant \( {\bar{w}^\mathrm{o}} > 0\) such that for any \( ({\boldsymbol{y}},{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}) \in {\mathbb{R}^{{n^\mathrm{y}}}} \times {\mathbb{R}^{{n^\mathrm{x}}}} \times {\mathcal{Z}}\) , any \( {\boldsymbol{w}} \in {\boldsymbol{w}^\mathrm{b}}\oplus{\mathcal{W}}\) , and any \( {\boldsymbol{\eta}} \in H\) , it holds that

\[ \begin{equation} \frac{d}{dt}\sqrt{{V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})}} \leq -\rho \sqrt{{V^\delta({{\hat{\boldsymbol{x}}},{\boldsymbol{z}}})}} + {\bar{w}^\mathrm{o}}, \end{equation} \]

(155)

with \( {\dot{\hat{\boldsymbol{x}}}} = f({\hat{\boldsymbol{x}}},{\kappa({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}^\mathrm{b}} + L({\boldsymbol{y}}-C{\hat{\boldsymbol{x}}})\) , \( {\dot{\boldsymbol{z}}} = f({{\boldsymbol{z}},{\boldsymbol{v}}}) + E{\boldsymbol{w}^\mathrm{b}}\) , \( {\boldsymbol{y}}\) defined in (148), and \( {\dot{\boldsymbol{x}}} = f({\boldsymbol{x}},{\kappa({{\hat{\boldsymbol{x}}},{\boldsymbol{z}},{\boldsymbol{v}}})}) + E{\boldsymbol{w}}\) .

Assumption 8 (Bounded observer error)

There observer gain matrix \( L\) is such that the observer error \( {\boldsymbol{x}}-{\hat{\boldsymbol{x}}}\) is bounded and described by an \( \epsilon\) -sublevel set of \( {\sqrt{{V^\delta({\boldsymbol{x}},{\hat{\boldsymbol{x}}})}}}\) :

\[ \begin{equation} \sqrt{{V^\delta}({\boldsymbol{x}}_t,{\hat{\boldsymbol{x}}}_t)} \leq \epsilon,~\forall t\geq 0. \end{equation} \]

(162)

Assumption 9 (Terminal ingredients)

There exist a terminal control law \( {\kappa^\mathrm{f}({\hat{\boldsymbol{x}}},{\boldsymbol{r}})} : {{\mathcal{X}} \times {\bar{\mathcal{Z}}}} \rightarrow {\mathbb{R}^{{n^\mathrm{u}}}}\) and terminal cost \( {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}},{\boldsymbol{x}^\mathrm{r}}) : {{\mathcal{X}} \times {\bar{{\mathcal{X}}}}} \rightarrow {\mathbb{R}}\) such that the following property holds for all \( {\boldsymbol{z}} \in {\mathcal{X}}\) :

\[ \begin{equation} {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}}_{{{{T^\mathrm{s}}+T}|t}}^*,{\boldsymbol{x}}_{{t+{T^\mathrm{s}}+T}}^\mathrm{r}) - {{\mathcal{J}}^\mathrm{f}}({\boldsymbol{z}}_{{T|t}}^*,{\boldsymbol{x}}_{{t+T}}^\mathrm{r}) \leq -\int_{T}^{T+{T^\mathrm{s}}}{{\mathcal{J}}^\mathrm{s}}({\boldsymbol{z}}_{{\tau|t}}^*,{\boldsymbol{v}}_{{\tau|t}}^*,{\boldsymbol{r}}_{{t+\tau}}) d\tau, \end{equation} \]

(164)

with sampling time \( {T^\mathrm{s}} > 0\) , optimal solution \( ({\boldsymbol{z}}_ţ^*,{\boldsymbol{v}}_ţ^*)\) at \( t\) for all \( t \geq 0\) and its extended version \( {\boldsymbol{z}}_{{T+\tau}|t}^*\) using terminal control law \( {\kappa^\mathrm{f}({\hat{\boldsymbol{x}}},{\boldsymbol{r}})}\) for \( \tau \in [0,{T^\mathrm{s}}]\) , as defined in Section 5.3.1.

Assumption 10 (System constraints tightening for reference trajectory)

The reference trajectory satisfies the tightened systems constraints, i.e., (7) holds, with \( {g_{j}^\mathrm{r,s}}({\hat{\boldsymbol{x}}},{\boldsymbol{u}})\) given by

\[ \begin{equation} {g_{j}^\mathrm{r,s}}({\hat{\boldsymbol{x}}},{\boldsymbol{u}}) = {g_{j}^\mathrm{s}}({\hat{\boldsymbol{x}}},{\boldsymbol{u}}) + {c_{j}^\mathrm{s}} \frac{{\bar{w}^\mathrm{o}}}{\rho} + {c_{j}^\mathrm{s,o}} \epsilon,~j \in {\mathbb{N}_{[1,{n^\mathrm{s}}]}}, \end{equation} \]

(171)

where \( {c_{j}^\mathrm{s}}\) and \( {c_{j}^\mathrm{s,o}}\) are defined in (153.b) and (163), respectively.

Assumption 11 (Obstacle avoidance constraints tightening for reference trajectory)

The reference trajectory satisfies the tightened obstacle avoidance constraints, i.e., (9) holds, with \( {g_{j}^\mathrm{r,o}}({\hat{\boldsymbol{p}}})\) given by

\[ \begin{equation} {g_{j}^\mathrm{r,o}}({\hat{\boldsymbol{p}}}) = {g_{j}^\mathrm{o}}({\hat{\boldsymbol{p}}}) + {c^\mathrm{o}} \alpha,~j \in {\mathbb{N}_{[1,{n^\mathrm{o}}]}}, \end{equation} \]

(172)

where \( {c^\mathrm{o}}\) is defined in (153.c) and \( \alpha \geq \frac{{\bar{w}^\mathrm{o}}}{\rho}+\epsilon\) .

Remark 18

Since LMI (186) enforces (162) to be RPI, the presented results below are only valid if (162) is satisfied at \( t=0\) , i.e., \( \sqrt{{V^\delta}({\boldsymbol{x}}_0,{\hat{\boldsymbol{x}}}_0)} \leq \epsilon\) .

Remark 19

To reduce computation time, we split LMI (190.d) following the same procedure as outlined in Remark 16:

\[ \begin{equation} \begin{bmatrix} 0^{{n^\mathrm{x}}}&0^{{n^\mathrm{x}}}&LF{\boldsymbol{\eta}}\\ 0^{{n^\mathrm{x}}}&0^{{n^\mathrm{x}}}&\boldsymbol{0}\\ \left(LF{\boldsymbol{\eta}}\right)^\top&\boldsymbol{0}&0 \end{bmatrix} \preceq {\bar{H}}, ~ {\boldsymbol{\eta}} \in {\operatorname{vert}}(H), \end{equation} \]

(191)

\[ \begin{equation} {\bar{H}}+\begin{bmatrix} {A({\boldsymbol{\zeta}})}{X^\delta}+{B({\boldsymbol{\zeta}})}{Y^\delta({\boldsymbol{x}})}+\left({A({\boldsymbol{\zeta}})}{X^\delta}+{B({\boldsymbol{\zeta}})}{Y^\delta({\boldsymbol{x}})}\right)^\top+{\lambda^\delta}{X^\delta}&LC{X^\delta}&\boldsymbol{0}\\ \left(LC{X^\delta}\right)^\top&-{\lambda^{\delta,\epsilon}}{X^\delta}&\boldsymbol{0}\\ \boldsymbol{0}&\boldsymbol{0}&{\lambda^{\delta,\epsilon}}\epsilon^2-{\lambda^\delta}\delta^2 \end{bmatrix} \preceq 0, ~ {\boldsymbol{\zeta}} \in {\mathcal{Z}}. \end{equation} \]

(192)

Similarly, we split LMI (190.e) as follows:

\[ \begin{align} \begin{bmatrix} 0^{{n^\mathrm{x}}}&E{\boldsymbol{w}}^0\\ \left(E{\boldsymbol{w}}^0\right)^\top&0 \end{bmatrix} \preceq {\bar{{\mathcal{W}}}}, ~ &{\boldsymbol{w}}^0\in{\operatorname{vert}}({\mathcal{W}}),\\ \begin{bmatrix} 0^{{n^\mathrm{x}}}&-LF{\boldsymbol{\eta}}\\ \left(-LF{\boldsymbol{\eta}}\right)^\top&0 \end{bmatrix} \preceq {\bar{H}_1}, ~ &{\boldsymbol{\eta}} \in {\operatorname{vert}}(H), \\\end{align} \]

(193)

\[ \begin{equation} {\bar{{\mathcal{W}}}}+{\bar{H}_1}+\begin{bmatrix} {X^\delta}\left({A({\boldsymbol{\zeta}})}-LC\right)^\top + \left({A({\boldsymbol{\zeta}})}-LC\right){X^\delta} + {\lambda^\epsilon}{X^\delta}&\boldsymbol{0}\\ \boldsymbol{0}&-{\lambda^\epsilon}\epsilon^2 \end{bmatrix} \preceq 0, ~ {\boldsymbol{\zeta}} \in {\mathcal{Z}}. \end{equation} \]

(194)

Remark 20

An alternative objective to (190.a) is

\[ \begin{equation} \underset{\substack{{X^\delta},{Y^\delta({\boldsymbol{x}})}\\ {{c_{j}^\mathrm{s}}}^2,{{c^\mathrm{o}}}^2,,\epsilon^2}}{{\operatorname{min}}}~~{c^\mathrm{c,o}} {{c^\mathrm{o}}}^2 + \sum_{j=1}^{{n^\mathrm{s}}} {c_{j}^\mathrm{c,s}} {{c_{j}^\mathrm{s}}}^2 + c^\epsilon \epsilon^2, \end{equation} \]

(195)

in which \( \epsilon^2\) is an additional decision variable and \( c^\epsilon\) a high penalty term. Minimizing this objective results in a lower bound on \( \epsilon\) that renders (190) feasible. Therefore, it might give less conservative constraint tightening compared to the case where (190) is optimized with a user-chosen value for \( \epsilon\) .

Remark 21

Note that (190) is bilinear in \( {X^\delta}\) and \( L\) . Hence, a natural solution is to iterate between solving \( {X^\delta}\) and \( L\) . For a given matrix \( {P^\delta}={X^\delta}^{-1}\) , we use the following SDP to optimize \( L\) :

\[ \begin{align} \underset{\substack{\delta^2,\epsilon^2,l^2,\\ {\bar{H}},{\bar{H}_1}}}{{\operatorname{min}}}~~&{\lambda^{\delta,\epsilon}}\epsilon^2 + {\lambda^\delta}\delta^2 + c^l l^2, \end{align} \]

(196.a)

\[ \begin{align} \operatorname{s.t.}~&\mathrm{\text{(190.d)}}, \end{align} \]

(196.b)

\[ \begin{align} &\mathrm{\text{(190.e)}}, \end{align} \]

(196.c)

\[ \begin{align} &\begin{bmatrix} {P^\delta}&{P^\delta} LC\\ \left({P^\delta} LC\right)^\top&l^2 {P^\delta} \end{bmatrix} \succeq 0, \end{align} \]

(196.d)

\[ \begin{align} &{\boldsymbol{\zeta}} \in {\mathcal{Z}}, ~ {\boldsymbol{w}}^0\in{\operatorname{vert}}\left({\mathcal{W}}\right), ~ {\boldsymbol{\eta}} \in {\operatorname{vert}}(H),\notag \\\end{align} \]

(196.e)

with additional decision variable \( l\) such that

\[ \begin{equation} \left\lVert {P^\delta}^\frac{1}{2}LC{P^\delta}^{-\frac{1}{2}}\right\rVert \leq l, \end{equation} \]

(197)

enforced by LMI (196.d) as proven in Appendix I, and corresponding penalty term \( c^l\) . By minimizing \( l\) , we minimize the upper bound on \( \left\lVert {P^\delta}^\frac{1}{2}LC{P^\delta}^{-\frac{1}{2}}\right\rVert \) , thereby also reducing conservatism in the computation of \( {\bar{w}^\mathrm{o}}\) given in (188).

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