Safe and High-Performance Learning of Model Predictive Control using Kernel-Based Interpolation

We present a method that allows efficient and safe approximation of model predictive controllers using kernel interpolation. Since the computational complexity of the approximating function scales linearly with the number of data points, we propose to use a scoring function which chooses the most promising data. To further reduce the complexity of the approximation, we restrict our considerations to the set of closed-loop reachable states. That is, the approximating function only has to be accurate within this set. This makes our method especially suited for systems, where the set of initial conditions is small. In order to guarantee safety and high performance of the designed approximated controller, we use reachability analysis based on Monte Carlo methods.