Varying Horizon Learning Economic MPC With Unknown Costs of Disturbed Nonlinear Systems

Fuente: arXiv
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Autores principales: Xiong, Weiliang, He, Defeng, Du, Haiping, Mu, Jianbin
Formato: Preprint
Publicado: 2025
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author Xiong, Weiliang
He, Defeng
Du, Haiping
Mu, Jianbin
author_facet Xiong, Weiliang
He, Defeng
Du, Haiping
Mu, Jianbin
contents This paper proposes a novel varying horizon economic model predictive control (EMPC) scheme without terminal constraints for constrained nonlinear systems with additive disturbances and unknown economic costs. The general regression learning framework with mixed kernels is first used to reconstruct the unknown cost. Then an online iterative procedure is developed to adjust the horizon adaptively. Again, an elegant horizon-dependent contraction constraint is designed to ensure the convergence of the closed-loop system to a neighborhood of the desired steady state. Moreover, sufficient conditions ensuring recursive feasibility and input-to-state stability are established for the system in closed-loop with the EMPC. The merits of the proposed scheme are verified by the simulations of a continuous stirred tank reactor and a four-tank system in terms of robustness, economic performance and online computational burden.
format Preprint
id arxiv_https___arxiv_org_abs_2509_11823
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Varying Horizon Learning Economic MPC With Unknown Costs of Disturbed Nonlinear Systems
Xiong, Weiliang
He, Defeng
Du, Haiping
Mu, Jianbin
Systems and Control
93D15, 93D09
This paper proposes a novel varying horizon economic model predictive control (EMPC) scheme without terminal constraints for constrained nonlinear systems with additive disturbances and unknown economic costs. The general regression learning framework with mixed kernels is first used to reconstruct the unknown cost. Then an online iterative procedure is developed to adjust the horizon adaptively. Again, an elegant horizon-dependent contraction constraint is designed to ensure the convergence of the closed-loop system to a neighborhood of the desired steady state. Moreover, sufficient conditions ensuring recursive feasibility and input-to-state stability are established for the system in closed-loop with the EMPC. The merits of the proposed scheme are verified by the simulations of a continuous stirred tank reactor and a four-tank system in terms of robustness, economic performance and online computational burden.
title Varying Horizon Learning Economic MPC With Unknown Costs of Disturbed Nonlinear Systems
topic Systems and Control
93D15, 93D09
url https://arxiv.org/abs/2509.11823