Data-driven economic MPC with asymptotic stability and strong duality verification using Hankel matrix

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Contributors

Abstract

We consider the problem of dynamic regulation with an economic cost function to control unknown linear systems, in which improving the economic performance and guaranteeing the stability of economical optimal equilibrium point are control objectives. A data-driven economic MPC scheme is presented using measured input-output trajectories without a prior system identification step. Our method uses Hankel matrices which include one input-output data trajectory for prediction in economic MPC, while persistently exciting of the input generating the data is needed. One of the novelties of the presented framework is directly verifying the strong duality property from input-output trajectory with the general cost function, considered as the supply rate. This is used to find a Lyapunov function for data-driven economic MPC. Under the strong duality assumption, asymptotic stability of the economical optimal equilibrium point for the closed-loop system with terminal equality constraint is guaranteed. The proposed data-driven economic MPC approach needs only persistently exciting data trajectory along with an upper bound on the system order and need no model description and no online parameter estimation. The proposed scheme applicability compared to the existing model-based economic MPC and data-driven MPC is illustrated for continuous stirred tank reactor (CSTR) and a numerical example and the robustness of the proposed scheme is evaluated in the case of measurement noise, as well as nonlinear model for CSTR system.

Details

Original languageEnglish
Article number103230
JournalJournal of Process Control
Volume139
Publication statusPublished - Jul 2024
Peer-reviewedYes

External IDs

ORCID /0000-0001-5165-4459/work/172571721

Keywords

Research priority areas of TU Dresden

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Keywords

  • Data-driven control, Dissipativity from measured data, Economic model predictive control, Strong duality property