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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2304.03088 |
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| _version_ | 1866917785669468160 |
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| author | Teutsch, Johannes Kerz, Sebastian Brüdigam, Tim Wollherr, Dirk Leibold, Marion |
| author_facet | Teutsch, Johannes Kerz, Sebastian Brüdigam, Tim Wollherr, Dirk Leibold, Marion |
| contents | In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require any prior model identification. The approximation of chance constraints using uncertainty sampling leads to efficient constraint tightening. Under mild assumptions, robust recursive feasibility and closed-loop constraint satisfaction is shown. In a simulation example, we provide evidence for the improved control performance of the proposed control scheme in comparison to a purely robust data-driven predictive control approach. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_03088 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Offline Uncertainty Sampling in Data-driven Stochastic MPC Teutsch, Johannes Kerz, Sebastian Brüdigam, Tim Wollherr, Dirk Leibold, Marion Systems and Control In this work, we exploit an offline-sampling based strategy for the constrained data-driven predictive control of an unknown linear system subject to random measurement noise. The strategy uses only past measured, potentially noisy data in a non-parametric system representation and does not require any prior model identification. The approximation of chance constraints using uncertainty sampling leads to efficient constraint tightening. Under mild assumptions, robust recursive feasibility and closed-loop constraint satisfaction is shown. In a simulation example, we provide evidence for the improved control performance of the proposed control scheme in comparison to a purely robust data-driven predictive control approach. |
| title | Offline Uncertainty Sampling in Data-driven Stochastic MPC |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2304.03088 |