A novel constraint-tightening approach for robust data-driven predictive control

In this paper, we present a data-driven model predictive control (MPC) scheme that is capable of stabilizing unknown linear time-invariant systems under the influence of process disturbances. To this end, Willems' lemma is used to predict the future behavior of the system. This allows the entire scheme to be set up using only a priori measured data and knowledge of an upper bound on the system order. First, we develop a state-feedback MPC scheme, based on input-state data, which guarantees closed-loop practical exponential stability and recursive feasibility as well as closed-loop constraint satisfaction. The scheme is extended by a suitable constraint tightening, which can also be constructed using only data. In order to control a priori unstable systems, the presented scheme contains a prestabilizing controller and an associated input constraint tightening. We first present the proposed data-driven MPC scheme for the case of full state measurements, and also provide extensions for obtaining similar closed-loop guarantees in case of output feedback. The presented scheme is applied to a numerical example

Transient Performance of Tube-based Robust Economic Model Predictive Control

In this paper, we provide non-averaged and transient performance guarantees for recently developed, tube-based robust economic model predictive control (MPC) schemes. In particular, we consider both tube-based MPC schemes with and without terminal conditions. We show that the closed-loop performance obtained by applying such MPC schemes is approximately optimal when evaluated both on finite and infinite time horizons. These performance bounds are similar to those derived previously for nominal economic MPC.Comment: This work has been submitted to IFAC for possible publicatio