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arXiv 2610.12902eess.SYcs.SY
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Fast-DeePC:采用软约束方案的快速数据驱动预测控制

Fast-DeePC: Fast Data-Enabled Predictive Control using Soft-constrained Scheme

Johns Hopkins University(约翰斯·霍普金斯大学);Beijing Information Science and Technology University(北京信息科技大学);Southeast University(东南大学)

Terry Zhang, Jan Drgona, Malika Sader, Di Liu, Liang Wu

AI总结:

针对原始DeePC在线计算成本随数据量增长的问题,提出Fast-DeePC框架,通过软约束方案将坐标向量离线消除,使在线问题为固定规模二次规划,求解速度较通用求解器提升最高两个数量级且精度匹配。

摘要:

数据驱动预测控制(DeePC)用直接从记录的输入输出轨迹构建的数据驱动预测器替代模型预测控制的显式系统模型,但原始的硬等式公式将其坐标向量作为在线决策变量,其大小随离线数据长度增长,因此随着更多数据用于丰富行为表示,在线问题的计算成本会更高。本文提出Fast-DeePC框架,该框架将此一致性关系松弛为控制目标,对坐标向量施加二次岭项以替代常规的稀疏促进惩罚,允许离线闭式消除坐标向量,并将在线问题简化为固定大小的盒约束二次规划,可通过利用结构的内点法求解。在相同的软二次正则化问题上,该方法的结果与通用求解器的解匹配,速度最高可达两个数量级。

英文摘要:

Data-enabled predictive control (DeePC) replaces the explicit system model of model predictive control with a data-driven predictor built directly from recorded input-output trajectories, but the original hard-equality formulation keeps its coordinate vector as an online decision variable whose size grows with the offline data length, so the online problem grows more expensive as more data is used to enrich the behavioral representation. This article proposes Fast-DeePC, a framework which relaxes this consistency relation into the control objective with a quadratic ridge on the coordinate vector in place of the customary sparsity-promoting penalty, admitting a closed-form, offline elimination of the coordinate vector and reducing the online problem to a fixed-size box-constrained quadratic program solved by a structure-exploiting interior-point method. On identical soft quadratically regularized problems, the result matches a general-purpose solver's solution and is up to two orders of magnitude faster.

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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