On multi-step prediction models for receding horizon control
Abstract
The derivation of multi-step-ahead prediction models from sampled data of a linear system is considered. A dedicated prediction model is built for each future time step of interest. In addition to a nominal model, the set of all models consistent with data and prior information is derived as well, making the approach suitable for robust control design within a Model Predictive Control framework. The resulting parameter identification problem is solved through a sequence of convex programs, overcoming the non-convexity arising when identifying 1-step prediction models with an output-error criterion. At the same time, the derived models guarantee a worst-case error which is always smaller than the one obtained by iterating models identified with a 1-step prediction error criterion.
Cite
@article{arxiv.1802.09767,
title = {On multi-step prediction models for receding horizon control},
author = {Enrico Terzi and Lorenzo Fagiano and Marcello Farina and Riccardo Scattolini},
journal= {arXiv preprint arXiv:1802.09767},
year = {2018}
}
Comments
This manuscript contains technical details of recent results developed by the authors on learning-based model predictive control for linear time invariant systems