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In this paper, we provide a theoretical analysis of closed-loop properties of a simple data-driven model predictive control (MPC) scheme. The formulation does not involve any terminal ingredients, thus allowing for a simple implementation…

Optimization and Control · Mathematics 2024-12-04 Joscha Bongard , Julian Berberich , Johannes Köhler , Frank Allgöwer

This paper presents an adaptive tracking model predictive control (MPC) scheme to control unknown nonlinear systems based on an adaptively estimated linear model. The model is determined based on linear system identification using a moving…

Systems and Control · Electrical Eng. & Systems 2024-05-17 Tatiana Strelnikova , Johannes Köhler , Julian Berberich

We present a Stochastic Model Predictive Control (SMPC) framework for linear systems subject to Gaussian disturbances. In order to avoid feasibility issues, we employ a recent initialization strategy, optimizing over an interpolation of the…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Henning Schlüter , Frank Allgöwer

We propose a novel adaptive learning-based model predictive control (MPC) scheme for interconnected systems which can be decomposed into several smaller dynamically coupled subsystems with uncertain coupling. The proposed scheme is mainly…

Systems and Control · Electrical Eng. & Systems 2024-04-26 Ahmed Aboudonia , John Lygeros

We present a stochastic model predictive control (MPC) method for linear discrete-time systems subject to possibly unbounded and correlated additive stochastic disturbance sequences. Chance constraints are treated in analogy to robust MPC…

Systems and Control · Computer Science 2019-01-23 Lukas Hewing , Kim P. Wabersich , Melanie N. Zeilinger

We present an output feedback stochastic model predictive controller (SMPC) for constrained linear time-invariant systems. The system is perturbed by additive Gaussian disturbances on state and additive Gaussian measurement noise on output.…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Eunhyek Joa , Monimoy Bujarbaruah , Francesco Borrelli

Koopman operators are of infinite dimension and capture the characteristics of nonlinear dynamics in a lifted global linear manner. The finite data-driven approximation of Koopman operators results in a class of linear predictors, useful…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Xinglong Zhang , Wei Pan , Riccardo Scattolini , Shuyou Yu , Xin Xu

A new adaptive predictive controller for constrained linear systems is presented. The main feature of the proposed controller is the partition of the input in two components. The first part is used to persistently excite the system, in…

Systems and Control · Computer Science 2018-04-23 Bernardo A. Hernandez , Paul A. Trodden

We present a novel data-driven model predictive control (MPC) approach to control unknown nonlinear systems using only measured input-output data with closed-loop stability guarantees. Our scheme relies on the data-driven system…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…

Optimization and Control · Mathematics 2023-08-23 Alireza Zolanvari , Ashish Cherukuri

The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and…

Machine Learning · Computer Science 2022-07-25 Sébastien Gros , Mario Zanon

We investigate model predictive control (MPC) formulations for linear systems subject to i.i.d. stochastic disturbances with bounded support and chance constraints. Existing stochastic MPC formulations with closed-loop guarantees can be…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Johannes Köhler , Ferdinand Geuss , Melanie N. Zeilinger

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

In this paper we propose an output-feedback Model Predictive Control (MPC) algorithm for linear discrete-time systems affected by a possibly unbounded additive noise and subject to probabilistic constraints. In case the noise distribution…

Systems and Control · Computer Science 2014-08-29 Marcello Farina , Luca Giulioni , Lalo Magni , Riccardo Scattolini

We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

Optimization and Control · Mathematics 2022-12-20 Tobias Holicki , Carsten W. Scherer

Modern control theory provides us with a spectrum of methods for studying the interconnection of dynamic systems using input-output properties of the interconnected subsystems. Perhaps the most advanced framework for such input-output…

Optimization and Control · Mathematics 2023-09-04 Aleksandr Talitckii , Peter Seiler , Matthew M. Peet

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

We propose a robust adaptive Model Predictive Control (MPC) strategy with online set-based estimation for constrained linear systems with unknown parameters and bounded disturbances. A sample-based test applied to predicted trajectories is…

Optimization and Control · Mathematics 2023-03-09 Xiaonan Lu , Mark Cannon

The local stability and convergence for Model Predictive Control (MPC) of unconstrained nonlinear dynamics based on a linear time-invariant plant model is studied. Based on the long-time behavior of the solution of the Riccati Differential…

Optimization and Control · Mathematics 2022-06-07 Daniel Veldman , Enrique Zuazua