Efficient Recursive Data-enabled Predictive Control
In the field of model predictive control, Dataenabled Predictive Control (DeePC) offers direct predictive control, bypassing traditional modeling. However, challenges emerge with increased computational demand due to recursive data updates. This paper introduces a novel recursive updating algorithm for DeePC. It emphasizes the use of Singular Value Decomposition (SVD) for efficient low-dimensional transformations of DeePC in its general form, as well as a fast SVD update scheme. Importantly, our proposed algorithm is highly flexible due to its reliance on the general form of DeePC, which is demonstrated to encompass various data-driven methods that utilize Pseudoinverse and Hankel matrices. This is exemplified through a comparison to Subspace Predictive Control, where the algorithm achieves asymptotically consistent prediction for stochastic linear time-invariant systems. Our proposed methodologies' efficacy is validated through simulation studies.
2024-06-25
880
887
REVIEWED
EPFL
Event name | Event acronym | Event place | Event date |
ECC24 | Stockholm | 2024-06-25 - 2024-06-28 | |