Sample- and computationally efficient data-driven predictive control

Fuente: arXiv
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Autori principali: Alsalti, Mohammad, Barkey, Manuel, Lopez, Victor G., Müller, Matthias A.
Natura: Preprint
Pubblicazione: 2023
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author Alsalti, Mohammad
Barkey, Manuel
Lopez, Victor G.
Müller, Matthias A.
author_facet Alsalti, Mohammad
Barkey, Manuel
Lopez, Victor G.
Müller, Matthias A.
contents Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation necessitates that the data is sufficiently long and, hence, the computational complexity of the corresponding finite-horizon optimal control problem increases. In this paper, we propose an efficient data-driven predictive control (eDDPC) scheme which is both more sample efficient (requires less offline data) and computationally efficient (uses less decision variables) compared to existing schemes. This is done by leveraging an alternative data-based representation of the trajectories of LTI systems. We analytically and numerically compare the performance of this scheme to existing ones from the literature.
format Preprint
id arxiv_https___arxiv_org_abs_2309_11238
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Sample- and computationally efficient data-driven predictive control
Alsalti, Mohammad
Barkey, Manuel
Lopez, Victor G.
Müller, Matthias A.
Systems and Control
Optimization and Control
Recently proposed data-driven predictive control schemes for LTI systems use non-parametric representations based on the image of a Hankel matrix of previously collected, persistently exciting, input-output data. Persistence of excitation necessitates that the data is sufficiently long and, hence, the computational complexity of the corresponding finite-horizon optimal control problem increases. In this paper, we propose an efficient data-driven predictive control (eDDPC) scheme which is both more sample efficient (requires less offline data) and computationally efficient (uses less decision variables) compared to existing schemes. This is done by leveraging an alternative data-based representation of the trajectories of LTI systems. We analytically and numerically compare the performance of this scheme to existing ones from the literature.
title Sample- and computationally efficient data-driven predictive control
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/2309.11238