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Title:

Data-Driven Tube-Based Stochastic Predictive Control

Document type:
Zeitschriftenaufsatz
Author(s):
Kerz, Sebastian; Teutsch, Johannes; Brüdigam, Tim; Leibold, Marion; Wollherr, Dirk
Abstract:
A powerful result from behavioral systems theory known as the fundamental lemma allows for predictive control akin to Model Predictive Control (MPC) for linear time-invariant (LTI) systems with unknown dynamics purely from data. While most data-driven predictive control literature focuses on robustness with respect to measurement noise, only a few works consider exploiting probabilistic information of disturbances for performance-oriented control as in stochastic MPC. This work proposes a novel...     »
Keywords:
Data-driven control, predictive control for linear systems, stochastic optimal control, uncertain systems
Journal title:
IEEE Open Journal of Control Systems
Year:
2023
Fulltext / DOI:
doi:10.1109/OJCSYS.2023.3291596
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