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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2403.15329 |
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| _version_ | 1866917620386627584 |
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| author | Smith, Roy S. Abdalmoaty, Mohamed Yin, Mingzhou |
| author_facet | Smith, Roy S. Abdalmoaty, Mohamed Yin, Mingzhou |
| contents | Data-driven control uses a past signal trajectory to characterise the input-output behaviour of a system. Willems' lemma provides a data-based prediction model allowing a control designer to bypass the step of identifying a state-space or transfer function model. This paper provides a more parsimonious formulation of Willems' lemma that separates the model into initial condition matching and predictive control design parts. This avoids the need for regularisers in the predictive control problem that are found in other data-driven predictive control methods. It also gives a closed form expression for the optimal (minimum variance) unbiased predictor of the future output trajectory and applies it for predictive control. Simulation comparisons illustrate very good control performance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_15329 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Optimal Data-Driven Prediction and Predictive Control using Signal Matrix Models Smith, Roy S. Abdalmoaty, Mohamed Yin, Mingzhou Systems and Control Data-driven control uses a past signal trajectory to characterise the input-output behaviour of a system. Willems' lemma provides a data-based prediction model allowing a control designer to bypass the step of identifying a state-space or transfer function model. This paper provides a more parsimonious formulation of Willems' lemma that separates the model into initial condition matching and predictive control design parts. This avoids the need for regularisers in the predictive control problem that are found in other data-driven predictive control methods. It also gives a closed form expression for the optimal (minimum variance) unbiased predictor of the future output trajectory and applies it for predictive control. Simulation comparisons illustrate very good control performance. |
| title | Optimal Data-Driven Prediction and Predictive Control using Signal Matrix Models |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2403.15329 |