Volume 31, Issue 18 pp. 8897-8915
SPECIAL ISSUE ARTICLE

Nonlinear learning-based model predictive control supporting state and input dependent model uncertainty estimates

Kim P. Wabersich

Corresponding Author

Kim P. Wabersich

Institute for Dynamic Systems and Control, ETH Zurich, Zurich, Switzerland

Correspondence Kim P. Wabersich, Institute for Dynamic Systems and Control, ETH Zurich, Zurich, Switzerland.

Email: [email protected]

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Melanie N. Zeilinger

Melanie N. Zeilinger

Institute for Dynamic Systems and Control, ETH Zurich, Zurich, Switzerland

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First published: 13 July 2021
Citations: 4

Funding information: Swiss National Science Foundation, PP00P2 157601/1

Abstract

While model predictive control (MPC) methods have proven their efficacy when applied to systems with safety specifications and physical limitations, their performance heavily relies on an accurate prediction model. As a consequence, a significant effort in the design of MPC controllers is dedicated to the modeling part and often requires advanced physical expertise. In order to facilitate the controller design, we present an MPC scheme supporting nonlinear learning-based prediction models, that is, data-driven models with probabilistic parameter uncertainties. A tube-based MPC formulation in combination with an additional implicit state and input constraint forces the closed-loop system to be operated in domains of sufficient model confidence, thereby ensuring asymptotic stability and constraint satisfaction at a prespecified level of probability. Furthermore, by relying on tube-based MPC concepts, the proposed learning-based MPC formulation offers a general framework for addressing different problem classes, such as economic MPC, while providing a general interface to probabilistic prediction models based, for example, on Bayesian regression or Gaussian processes. A design procedure is proposed for approximately linear systems and the efficiency of the method is illustrated using numerical examples.

CONFLICT OF INTEREST

The authors declare no potential conflict of interest.

DATA AVAILABILITY STATEMENT

Data sharing is not applicable to this article as no new real-world data were created or analyzed in this article.

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