Covariance Steering for Systems Subject to Unknown Parameters

18 Mar 2023  ·  Jacob Knaup, Panagiotis Tsiotras ·

This work considers the optimal covariance steering problem for systems subject to both additive noise and uncertain parameters which may enter multiplicatively with the state and the control. The unknown parameters are modeled as a constant random variable sampled from a distribution with known moments. The optimal covariance steering problem is formulated using a moment-based representation of the system dynamics, which includes dependence between the unknown parameters and future states, and is solved using sequential convex programming. The proposed approach is demonstrated numerically using a holonomic spacecraft system and an autonomous vehicle control application.

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