Data-driven $H_{\infty}$ predictive control for constrained systems: a Lagrange duality approach

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Wu, Wenhuang, Guo, Lulu, Li, Nan, Chen, Hong
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866913737416376320
author Wu, Wenhuang
Guo, Lulu
Li, Nan
Chen, Hong
author_facet Wu, Wenhuang
Guo, Lulu
Li, Nan
Chen, Hong
contents This article proposes a data-driven $H_{\infty}$ control scheme for time-domain constrained systems based on model predictive control formulation. The scheme combines $H_{\infty}$ control and minimax model predictive control, enabling more effective handling of external disturbances and time-domain constraints. First, by leveraging input-output-disturbance data, the scheme ensures $H_{\infty}$ performance of the closed-loop system. Then, a minimax optimization problem is converted into a more manageable minimization problem employing Lagrange duality, which reduces conservatism typically associated with ellipsoidal evaluations of time-domain constraints. The study examines key closed-loop properties, including stability, disturbance attenuation, and constraint satisfaction, achieved by the proposed data-driven moving horizon predictive control algorithm. The effectiveness and advantages of the proposed method are demonstrated through numerical simulations involving a batch reactor system, confirming its robustness and feasibility under noisy conditions.
format Preprint
id arxiv_https___arxiv_org_abs_2412_18831
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Data-driven $H_{\infty}$ predictive control for constrained systems: a Lagrange duality approach
Wu, Wenhuang
Guo, Lulu
Li, Nan
Chen, Hong
Optimization and Control
Systems and Control
This article proposes a data-driven $H_{\infty}$ control scheme for time-domain constrained systems based on model predictive control formulation. The scheme combines $H_{\infty}$ control and minimax model predictive control, enabling more effective handling of external disturbances and time-domain constraints. First, by leveraging input-output-disturbance data, the scheme ensures $H_{\infty}$ performance of the closed-loop system. Then, a minimax optimization problem is converted into a more manageable minimization problem employing Lagrange duality, which reduces conservatism typically associated with ellipsoidal evaluations of time-domain constraints. The study examines key closed-loop properties, including stability, disturbance attenuation, and constraint satisfaction, achieved by the proposed data-driven moving horizon predictive control algorithm. The effectiveness and advantages of the proposed method are demonstrated through numerical simulations involving a batch reactor system, confirming its robustness and feasibility under noisy conditions.
title Data-driven $H_{\infty}$ predictive control for constrained systems: a Lagrange duality approach
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2412.18831