Output-Feedback RLS-Based Model Predictive Control*

This paper presents recursive-least-squares-based model predictive control (RLSMPC). RLSMPC uses only output feedback, and thus does not require full-state measurements. Online learning is performed through concurrent system identification, and thus no a priori model is needed. RLSMPC employs separate RLS algorithms for identification, offset determination, and control. Variable-rate forgetting is used to facilitate system identification and offset estimation.

[1]  David W. Clarke,et al.  Generalized predictive control - Part I. The basic algorithm , 1987, Autom..

[2]  Minh Q. Phan,et al.  Direct Data-Based Model Predictive Controller Design , 2006 .

[3]  Dennis S. Bernstein,et al.  Active Noise Control for Harmonic and Broadband Disturbances Using RLS-Based Model Predictive Control , 2020, 2020 American Control Conference (ACC).

[4]  John Lygeros,et al.  Data-Enabled Predictive Control: In the Shallows of the DeePC , 2018, 2019 18th European Control Conference (ECC).

[5]  David Q. Mayne,et al.  Robust model predictive control of constrained linear systems with bounded disturbances , 2005, Autom..

[6]  Dennis S. Bernstein,et al.  Convergence and Consistency of Recursive Least Squares with Variable-Rate Forgetting , 2020, Autom..

[7]  J. A. Rossiter,et al.  Model-Based Predictive Control : A Practical Approach , 2017 .

[8]  Jan Willem Polderman,et al.  A state space approach to the problem of adaptive pole assignment , 1989, Math. Control. Signals Syst..

[9]  Alberto Bemporad,et al.  Predictive Control for Linear and Hybrid Systems , 2017 .

[10]  Alberto Bemporad,et al.  Fast model predictive control based on linear input/output models and bounded-variable least squares , 2017, 2017 IEEE 56th Annual Conference on Decision and Control (CDC).

[11]  M. Kothare,et al.  Robust constrained model predictive control using linear matrix inequalities , 1994, Proceedings of 1994 American Control Conference - ACC '94.

[12]  Stefano Di Cairano,et al.  Robust dual control MPC with guaranteed constraint satisfaction , 2014, 53rd IEEE Conference on Decision and Control.

[13]  Manfred Morari,et al.  Soft Constrained Model Predictive Control With Robust Stability Guarantees , 2014, IEEE Transactions on Automatic Control.

[14]  David Muñoz de la Peña,et al.  Data Driven Control: An Offset Free Approach , 2019, 2019 18th European Control Conference (ECC).