论文标题

数据驱动预测控制的最大似然信号矩阵模型

Maximum Likelihood Signal Matrix Model for Data-Driven Predictive Control

论文作者

Yin, Mingzhou, Iannelli, Andrea, Smith, Roy S.

论文摘要

本文基于直接从收集数据的信号矩阵得出的隐式输入输出映射提出了数据驱动的预测控制框架。该信号矩阵模型是通过噪声浪费的数据来得出的最大似然估计。通过在线线性化,隐式模型可以用作线性约束,以表征系统在退化地平线控制中的可能轨迹。信号矩阵也可以通过新的测量在线更新。该算法可以应用于大型数据集和可能具有高噪声水平的时间变化系统。可以引入有关预测误差的附加正规化术语,以增强可预测性,从而增强控制性能。数值结果表明,所提出的信号矩阵模型预测控制算法在多个应用中有效,并且比现有数据驱动的预测控制算法更好。

The paper presents a data-driven predictive control framework based on an implicit input-output mapping derived directly from the signal matrix of collected data. This signal matrix model is derived by maximum likelihood estimation with noise-corrupted data. By linearizing online, the implicit model can be used as a linear constraint to characterize possible trajectories of the system in receding horizon control. The signal matrix can also be updated online with new measurements. This algorithm can be applied to large datasets and slowly time-varying systems, possibly with high noise levels. An additional regularization term on the prediction error can be introduced to enhance the predictability and thus the control performance. Numerical results demonstrate that the proposed signal matrix model predictive control algorithm is effective in multiple applications and performs better than existing data-driven predictive control algorithm.

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