Adaptive Output Feedback Model Predictive Control

Model predictive control (MPC) for uncertain systems in the presence of hard constraints on state and input is a non-trivial problem, and the challenge is increased manyfold in the absence of state measurements. In this paper, we propose an adaptive output feedback MPC technique, based on a novel combination of an adaptive observer and robust MPC, for single-input single-output discrete-time linear time-invariant systems. At each time instant, the adaptive observer provides estimates of the states and the system parameters that are then leveraged in the MPC optimization routine while robustly accounting for the estimation errors. The solution to the optimization problem results in a homothetic tube where the state estimate trajectory lies. The true state evolves inside a larger outer tube obtained by augmenting a set, invariant to the state estimation error, around the homothetic tube sections. The proof for recursive feasibility for the proposed `homothetic and invariant' two-tube approach is provided, along with simulation results on an academic system.Comment: 6 page

Adaptive control: Myths and realities

It was found that all currently existing globally stable adaptive algorithms have three basic properties in common: positive realness of the error equation, square-integrability of the parameter adjustment law and, need for sufficient excitation for asymptotic parameter convergence. Of the three, the first property is of primary importance since it satisfies a sufficient condition for stabillity of the overall system, which is a baseline design objective. The second property has been instrumental in the proof of asymptotic error convergence to zero, while the third addresses the issue of parameter convergence. Positive-real error dynamics can be generated only if the relative degree (excess of poles over zeroes) of the process to be controlled is known exactly; this, in turn, implies perfect modeling. This and other assumptions, such as absence of nonminimum phase plant zeros on which the mathematical arguments are based, do not necessarily reflect properties of real systems. As a result, it is natural to inquire what happens to the designs under less than ideal assumptions. The issues arising from violation of the exact modeling assumption which is extremely restrictive in practice and impacts the most important system property, stability, are discussed

Connections Between Adaptive Control and Optimization in Machine Learning

This paper demonstrates many immediate connections between adaptive control and optimization methods commonly employed in machine learning. Starting from common output error formulations, similarities in update law modifications are examined. Concepts in stability, performance, and learning, common to both fields are then discussed. Building on the similarities in update laws and common concepts, new intersections and opportunities for improved algorithm analysis are provided. In particular, a specific problem related to higher order learning is solved through insights obtained from these intersections.Comment: 18 page