Model Predictive Control (MPC) is an enabling technology in applications
requiring controlling physical processes in an optimized way under constraints
on inputs and outputs. However, in MPC closed-loop performance is pushed to the
limits only if the plant under control is accurately modeled; otherwise, robust
architectures need to be employed, at the price of reduced performance due to
worst-case conservative assumptions. In this paper, instead of adapting the
controller to handle uncertainty, we adapt the learning procedure so that the
prediction model is selected to provide the best closed-loop performance. More
specifically, we apply for the first time the above "identification for
control" rationale to hierarchical MPC using data-driven methods and Bayesian
optimization.Comment: Accepted for publication in the IEEE Control Systems Letters (L-CSS
