Data-Driven Min-Max MPC with Integral Quadratic Constraints

Fuente: arXiv
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Hauptverfasser: Xie, Yifan, Berberich, Julian, Allgöwer, Frank
Format: Preprint
Veröffentlicht: 2026
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_version_ 1866916071002341376
author Xie, Yifan
Berberich, Julian
Allgöwer, Frank
author_facet Xie, Yifan
Berberich, Julian
Allgöwer, Frank
contents Data-driven control of nonlinear systems with rigorous guarantees is a challenging control problem. Integral quadratic constraints (IQCs) provide a powerful framework for modeling nonlinearities. This paper presents a data-driven min-max model predictive control (MPC) synthesis method for unknown systems subject to (nonlinear) uncertainties using the IQC framework. The unknown system matrices are characterized by a set-membership representation using the input-state data and the knowledge of the IQCs. We derive two semidefinite programs (SDPs) that minimize an upper bound on the worst-case cost over all possible system dynamics and uncertainties. By iteratively solving these SDPs, the proposed state-feedback control law is obtained. We further prove that the resulting closed-loop system is exponentially stable and satisfies the input and state constraints. A numerical example demonstrates the validity of the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2606_01194
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Data-Driven Min-Max MPC with Integral Quadratic Constraints
Xie, Yifan
Berberich, Julian
Allgöwer, Frank
Systems and Control
Data-driven control of nonlinear systems with rigorous guarantees is a challenging control problem. Integral quadratic constraints (IQCs) provide a powerful framework for modeling nonlinearities. This paper presents a data-driven min-max model predictive control (MPC) synthesis method for unknown systems subject to (nonlinear) uncertainties using the IQC framework. The unknown system matrices are characterized by a set-membership representation using the input-state data and the knowledge of the IQCs. We derive two semidefinite programs (SDPs) that minimize an upper bound on the worst-case cost over all possible system dynamics and uncertainties. By iteratively solving these SDPs, the proposed state-feedback control law is obtained. We further prove that the resulting closed-loop system is exponentially stable and satisfies the input and state constraints. A numerical example demonstrates the validity of the proposed method.
title Data-Driven Min-Max MPC with Integral Quadratic Constraints
topic Systems and Control
url https://arxiv.org/abs/2606.01194