Real-Time Online Learning for Model Predictive Control using a Spatio-Temporal Gaussian Process Approximation

Abstract: Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual dynamics as a Gaussian process (GP), which leverages data and also provides an estimate of the associated uncertainty. However, the high computational cost of online learning poses a major challenge for real-time GP-MPC applications. This work presents an efficient implementation of an approximate spatio-temporal GP model, offering online learning at constant computational complexity. It is optimized for GP-MPC, where it enables improved control performance by learning more accurate system dynamics online in real-time, even for time-varying systems. The performance of the proposed method is demonstrated by simulations and hardware experiments in the exemplary application of autonomous miniature racing.