A novel constraint‐tightening approach for robust data‐driven predictive control

• Published in: International journal of robust and nonlinear control Vol. 35; no. 7; pp. 2566 - 2587
• Main Authors: Klöppelt, Christian, Berberich, Julian, Allgöwer, Frank, Müller, Matthias A.
• Format: Journal Article
• Language: English
• Published: Bognor Regis Wiley Subscription Services, Inc 10.05.2025
• Subjects: Constraints; Control systems; data‐driven MPC; Feedback control systems; Output feedback; Predictive control; Robust control; robust MPC; Tightening; Upper bounds
• ISSN: 1049-8923; 1099-1239
• DOI: 10.1002/rnc.6532

In this paper, we present a data‐driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time‐invariant systems under the influence of process disturbances. To this end, Willems' lemma is used to predict the future behavior of the system. This allows the entire scheme to be set up using only a priori measured data and knowledge of an upper bound on the system order. First, we develop a state‐feedback MPC scheme, based on input‐state data, which guarantees closed‐loop practical exponential stability and recursive feasibility as well as closed‐loop constraint satisfaction. The scheme is extended by a suitable constraint tightening, which can also be constructed using only data. In order to control a priori unstable systems, the presented scheme contains a prestabilizing controller and an associated input constraint tightening. We first present the proposed data‐driven MPC scheme for the case of full state measurements, and also provide extensions for obtaining similar closed‐loop guarantees in case of output feedback. The presented scheme is applied to a numerical example.