Dual Adaptive MPC for output tracking of linear systems

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschung

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OriginalspracheEnglisch
Titel des Sammelwerks2019 IEEE 58th Conference on Decision and Control (CDC)
UntertitelProceedings
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
Seiten1377-1382
Seitenumfang6
ISBN (elektronisch)978-1-7281-1398-2
ISBN (Print)978-1-7281-1399-9
PublikationsstatusVeröffentlicht - Dez. 2019
Veranstaltung2019 IEEE 58th Conference on Decision and Control (CDC) - Nice, France
Dauer: 11 Dez. 201913 Dez. 2019

Publikationsreihe

NameProceedings of the IEEE Conference on Decision and Control
Band2019-December
ISSN (Print)0743-1546
ISSN (elektronisch)2576-2370

Abstract

In this paper, we present a dual adaptive model predictive control scheme for linear systems with single output subject to noise and parametric uncertainty. The proposed MPC approach incentives exploration of the unknown parameters by minimizing the expected output error, and hence results in a closed-loop behaviour as is typical in dual control. Parameters estimation results from a recursive least squares approach combined with a set-membership estimate. We show that the resulting dual adaptive MPC scheme ensures closed-loop practical stability and robust constraint satisfaction for state, input and output, despite parametric uncertainty and bounded output noise. In a numerical example, we show the practicality of the approach during set-point tracking, and we compare it with a certainty equivalence MPC scheme.

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Dual Adaptive MPC for output tracking of linear systems. / Soloperto, Raffaele; Köhler, Johannes; Müller, Matthias A. et al.
2019 IEEE 58th Conference on Decision and Control (CDC): Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. S. 1377-1382 9029693 (Proceedings of the IEEE Conference on Decision and Control; Band 2019-December).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschung

Soloperto, R, Köhler, J, Müller, MA & Allgöwer, F 2019, Dual Adaptive MPC for output tracking of linear systems. in 2019 IEEE 58th Conference on Decision and Control (CDC): Proceedings., 9029693, Proceedings of the IEEE Conference on Decision and Control, Bd. 2019-December, Institute of Electrical and Electronics Engineers Inc., S. 1377-1382, 2019 IEEE 58th Conference on Decision and Control (CDC), 11 Dez. 2019. https://doi.org/10.1109/CDC40024.2019.9029693
Soloperto, R., Köhler, J., Müller, M. A., & Allgöwer, F. (2019). Dual Adaptive MPC for output tracking of linear systems. In 2019 IEEE 58th Conference on Decision and Control (CDC): Proceedings (S. 1377-1382). Artikel 9029693 (Proceedings of the IEEE Conference on Decision and Control; Band 2019-December). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC40024.2019.9029693
Soloperto R, Köhler J, Müller MA, Allgöwer F. Dual Adaptive MPC for output tracking of linear systems. in 2019 IEEE 58th Conference on Decision and Control (CDC): Proceedings. Institute of Electrical and Electronics Engineers Inc. 2019. S. 1377-1382. 9029693. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC40024.2019.9029693
Soloperto, Raffaele ; Köhler, Johannes ; Müller, Matthias A. et al. / Dual Adaptive MPC for output tracking of linear systems. 2019 IEEE 58th Conference on Decision and Control (CDC): Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. S. 1377-1382 (Proceedings of the IEEE Conference on Decision and Control).
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title = "Dual Adaptive MPC for output tracking of linear systems",
abstract = "In this paper, we present a dual adaptive model predictive control scheme for linear systems with single output subject to noise and parametric uncertainty. The proposed MPC approach incentives exploration of the unknown parameters by minimizing the expected output error, and hence results in a closed-loop behaviour as is typical in dual control. Parameters estimation results from a recursive least squares approach combined with a set-membership estimate. We show that the resulting dual adaptive MPC scheme ensures closed-loop practical stability and robust constraint satisfaction for state, input and output, despite parametric uncertainty and bounded output noise. In a numerical example, we show the practicality of the approach during set-point tracking, and we compare it with a certainty equivalence MPC scheme.",
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AU - Müller, Matthias A.

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AB - In this paper, we present a dual adaptive model predictive control scheme for linear systems with single output subject to noise and parametric uncertainty. The proposed MPC approach incentives exploration of the unknown parameters by minimizing the expected output error, and hence results in a closed-loop behaviour as is typical in dual control. Parameters estimation results from a recursive least squares approach combined with a set-membership estimate. We show that the resulting dual adaptive MPC scheme ensures closed-loop practical stability and robust constraint satisfaction for state, input and output, despite parametric uncertainty and bounded output noise. In a numerical example, we show the practicality of the approach during set-point tracking, and we compare it with a certainty equivalence MPC scheme.

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