Multi-Timescale Model Predictive Control for Slow-Fast Systems

Abstract: Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem in real time remains challenging when combining long horizons with high-fidelity models that capture both short-term dynamics and long-term behavior. Motivated by results on the Exponential Decay of Sensitivities (EDS), which imply that, under certain conditions, the influence of modeling inaccuracies decreases exponentially along the prediction horizon, this paper proposes a multi-timescale MPC scheme for fast-sampled control. Tailored to systems with both fast and slow dynamics, the proposed approach improves computational efficiency by i) switching to a reduced model that captures only the slow, dominant dynamics and ii) exponentially increasing integration step sizes to progressively reduce model detail along the horizon. We evaluate the method on three practically motivated robotic control problems in simulation and observe speed-ups of up to an order of magnitude.