Robust Constraint Satisfaction in Data-Driven MPC

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

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  • University of Stuttgart
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Details

Original languageEnglish
Title of host publication2020 59th IEEE Conference on Decision and Control, CDC 2020
Pages1260-1267
Number of pages8
ISBN (electronic)9781728174471
Publication statusPublished - 2020
Event2020 59th IEEE Conference on Decision and Control (CDC) - Jeju, Korea, Republic of
Duration: 14 Dec 202018 Dec 2020

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume2020-December
ISSN (Print)0743-1546
ISSN (electronic)2576-2370

Abstract

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example.

Keywords

    eess.SY, cs.SY, math.OC

ASJC Scopus subject areas

Cite this

Robust Constraint Satisfaction in Data-Driven MPC. / Berberich, Julian; Köhler, Johannes; Müller, Matthias A. et al.
2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. p. 1260-1267 9303965 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2020-December).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Berberich, J, Köhler, J, Müller, MA & Allgöwer, F 2020, Robust Constraint Satisfaction in Data-Driven MPC. in 2020 59th IEEE Conference on Decision and Control, CDC 2020., 9303965, Proceedings of the IEEE Conference on Decision and Control, vol. 2020-December, pp. 1260-1267, 2020 59th IEEE Conference on Decision and Control (CDC), Jeju, Korea, Republic of, 14 Dec 2020. https://doi.org/10.1109/CDC42340.2020.9303965
Berberich, J., Köhler, J., Müller, M. A., & Allgöwer, F. (2020). Robust Constraint Satisfaction in Data-Driven MPC. In 2020 59th IEEE Conference on Decision and Control, CDC 2020 (pp. 1260-1267). Article 9303965 (Proceedings of the IEEE Conference on Decision and Control; Vol. 2020-December). https://doi.org/10.1109/CDC42340.2020.9303965
Berberich J, Köhler J, Müller MA, Allgöwer F. Robust Constraint Satisfaction in Data-Driven MPC. In 2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. p. 1260-1267. 9303965. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC42340.2020.9303965
Berberich, Julian ; Köhler, Johannes ; Müller, Matthias A. et al. / Robust Constraint Satisfaction in Data-Driven MPC. 2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. pp. 1260-1267 (Proceedings of the IEEE Conference on Decision and Control).
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