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arXiv 1906.04679eess.SYcs.SY
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具有稳定性和鲁棒性保证的数据驱动模型预测控制

Data-Driven Model Predictive Control with Stability and Robustness Guarantees

Julian Berberich, Johannes Köhler, Matthias A. Müller, Frank Allgöwer

摘要:

提出了一种鲁棒的数据驱动模型预测控制(MPC)方案来控制线性时不变(LTI)系统。该计划使用了一个隐式的模型描述的基础上的行为系统理论和过去测量的轨迹。特别是,它不需要任何事先识别步骤,但只有一个初始测量的输入-输出轨迹,以及上界的顺序未知系统。首先,我们证明了一个标称的数据驱动MPC计划的终端等式约束的情况下,没有测量噪声的指数稳定性。对于有界加性输出测量噪声,我们提出了一个强大的修改方案,包括松弛变量与正则化的成本。我们证明,这种强大的MPC计划的应用程序中的多步方式导致实际指数稳定的闭环w.r.t.噪音水平。所提出的结果提供了第一个(理论)分析的闭环性能,从一个简单的,纯粹的数据驱动的MPC计划。

英文摘要:

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In particular, it does not require any prior identification step, but only an initially measured input-output trajectory as well as an upper bound on the order of the unknown system. First, we prove exponential stability of a nominal data-driven MPC scheme with terminal equality constraints in the case of no measurement noise. For bounded additive output measurement noise, we propose a robust modification of the scheme, including a slack variable with regularization in the cost. We prove that the application of this robust MPC scheme in a multi-step fashion leads to practical exponential stability of the closed loop w.r.t. the noise level. The presented results provide the first (theoretical) analysis of closed-loop properties, resulting from a simple, purely data-driven MPC scheme.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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