Information-seeking polynomial NARX model-predictive control through free energy minimization

Abstract

We propose an adaptive model-predictive controller that balances driving the system to a goal state and seeking system observations that are informative with respect to the parameters of a nonlinear autoregressive exogenous model. The controller’s objective function is derived from an expected free energy functional and contains information-theoretic terms expressing uncertainty over model parameters and output predictions. Experiments demonstrate that the proposed controller dynamically balances information-seeking and goal-seeking behaviour based on parameter uncertainty.