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 on 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. The effectiveness of our proposed methods is demonstrated through application to an unknown and unstable batch reactor.