Robust Constraint Satisfaction in Data-Driven MPC

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Autoren

Organisationseinheiten

Externe Organisationen

  • Universität Stuttgart
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Titel des Sammelwerks2020 59th IEEE Conference on Decision and Control, CDC 2020
Seiten1260-1267
Seitenumfang8
ISBN (elektronisch)9781728174471
PublikationsstatusVeröffentlicht - 2020
Veranstaltung2020 59th IEEE Conference on Decision and Control (CDC) - Jeju, Südkorea
Dauer: 14 Dez. 202018 Dez. 2020

Publikationsreihe

NameProceedings of the IEEE Conference on Decision and Control
Band2020-December
ISSN (Print)0743-1546
ISSN (elektronisch)2576-2370

Abstract

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example.

ASJC Scopus Sachgebiete

Zitieren

Robust Constraint Satisfaction in Data-Driven MPC. / Berberich, Julian; Köhler, Johannes; Müller, Matthias A. et al.
2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. S. 1260-1267 9303965 (Proceedings of the IEEE Conference on Decision and Control; Band 2020-December).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Berberich, J, Köhler, J, Müller, MA & Allgöwer, F 2020, Robust Constraint Satisfaction in Data-Driven MPC. in 2020 59th IEEE Conference on Decision and Control, CDC 2020., 9303965, Proceedings of the IEEE Conference on Decision and Control, Bd. 2020-December, S. 1260-1267, 2020 59th IEEE Conference on Decision and Control (CDC), Jeju, Südkorea, 14 Dez. 2020. https://doi.org/10.1109/CDC42340.2020.9303965
Berberich, J., Köhler, J., Müller, M. A., & Allgöwer, F. (2020). Robust Constraint Satisfaction in Data-Driven MPC. In 2020 59th IEEE Conference on Decision and Control, CDC 2020 (S. 1260-1267). Artikel 9303965 (Proceedings of the IEEE Conference on Decision and Control; Band 2020-December). https://doi.org/10.1109/CDC42340.2020.9303965
Berberich J, Köhler J, Müller MA, Allgöwer F. Robust Constraint Satisfaction in Data-Driven MPC. in 2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. S. 1260-1267. 9303965. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC42340.2020.9303965
Berberich, Julian ; Köhler, Johannes ; Müller, Matthias A. et al. / Robust Constraint Satisfaction in Data-Driven MPC. 2020 59th IEEE Conference on Decision and Control, CDC 2020. 2020. S. 1260-1267 (Proceedings of the IEEE Conference on Decision and Control).
Download
@inproceedings{9d85db88cbdb4ba69b9ed355163b779f,
title = "Robust Constraint Satisfaction in Data-Driven MPC",
abstract = "We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example. ",
keywords = "eess.SY, cs.SY, math.OC",
author = "Julian Berberich and Johannes K{\"o}hler and M{\"u}ller, {Matthias A.} and Frank Allg{\"o}wer",
note = "Funding Information: This work was funded by Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany{\textquoteright}s Excellence Strategy - EXC 2075 - 390740016. The authors thank the International Max Planck Research School for Intelligent Systems (IMPRS-IS) for supporting Julian Berberich, and the International Research Training Group “Soft Tissue Robotics” (GRK 2198/1). ; 2020 59th IEEE Conference on Decision and Control (CDC) ; Conference date: 14-12-2020 Through 18-12-2020",
year = "2020",
doi = "10.1109/CDC42340.2020.9303965",
language = "English",
isbn = "978-1-7281-7446-4",
series = "Proceedings of the IEEE Conference on Decision and Control",
pages = "1260--1267",
booktitle = "2020 59th IEEE Conference on Decision and Control, CDC 2020",

}

Download

TY - GEN

T1 - Robust Constraint Satisfaction in Data-Driven MPC

AU - Berberich, Julian

AU - Köhler, Johannes

AU - Müller, Matthias A.

AU - Allgöwer, Frank

N1 - Funding Information: This work was funded by Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy - EXC 2075 - 390740016. The authors thank the International Max Planck Research School for Intelligent Systems (IMPRS-IS) for supporting Julian Berberich, and the International Research Training Group “Soft Tissue Robotics” (GRK 2198/1).

PY - 2020

Y1 - 2020

N2 - We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example.

AB - We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future trajectories based on data-dependent Hankel matrices, which span the full system behavior if the input is persistently exciting. This paper extends previous work on data-driven MPC by including a suitable constraint tightening which ensures that the closed-loop trajectory satisfies desired pointwise-in-time output constraints. Furthermore, we provide estimation procedures to compute system constants related to controllability and observability, which are required to implement the constraint tightening. The practicality of the proposed approach is illustrated via a numerical example.

KW - eess.SY

KW - cs.SY

KW - math.OC

UR - http://www.scopus.com/inward/record.url?scp=85099876899&partnerID=8YFLogxK

U2 - 10.1109/CDC42340.2020.9303965

DO - 10.1109/CDC42340.2020.9303965

M3 - Conference contribution

SN - 978-1-7281-7446-4

SN - 978-1-7281-7448-8

T3 - Proceedings of the IEEE Conference on Decision and Control

SP - 1260

EP - 1267

BT - 2020 59th IEEE Conference on Decision and Control, CDC 2020

T2 - 2020 59th IEEE Conference on Decision and Control (CDC)

Y2 - 14 December 2020 through 18 December 2020

ER -

Von denselben Autoren