Disturbance rejection design for Gaussian process-based model predictive control using extended state observer

Gaussian process (GP) regression has gained significant popularity in machine learning because it has the intrinsic capability to capture uncertainty in function prediction and requires a limited number of hyperparameters to be optimized. In this study, a Gaussian process model predictive control (GPMPC) algorithm is proposed to model the unknown dynamics of the process using Gaussian process regression. The GPMPC incorporates the expected variance of the GP model to account for the model's uncertainty and to achieve prudent control. Meanwhile, the extended state observer (ESO) is introduced for the GPMPC, which can estimate the unmodeled dynamics and unknown disturbance. With the designed feedforward gain, the proposed extended state observer-based GPMPC (GPMPC-ESO) method can achieve offset-free performance. Theoretical analysis is conducted to evaluate the stability and disturbance rejection performance of the control system. Finally, the algorithms are validated by simulation in continuous stirred tank reactor (CSTR) process control.