Robust Data-Driven Predictive Control for Unknown Linear Time-Invariant Systems

Abstract

This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the persistently exciting (PE) condition of a sufficiently high order on pre-collected data, a set containing all systems capable of generating such data is constructed. Then, at each time step, an upper bound of a given objective function is derived for all systems in the set, and a feedback controller is designed to minimize this bound. The optimal control gain at each time step is determined by solving a set of linear matrix inequalities. We prove that if the synthesis problem is feasible at the initial time step, it remains feasible for all future time steps. Unlike current data-driven predictive control schemes based on behavioral system theory, our approach requires less stringent conditions for the pre-collected data, facilitating easier implementation. Further, the proposed predictive control scheme features an infinite prediction horizon, potentially resulting in superior overall control performance compared to existing methods with finite prediction horizons. The effectiveness of our proposed methods is demonstrated through application to an unknown and unstable batch reactor.