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Data-Driven Model Predictive Control With Stability and Robustness Guarantees

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Berberich, Julian, Kohler, Johannes, Muller, Matthias A., Allgower, Frank·2021·IEEE Transactions on Automatic Control

Abstract

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In particular, it does not require any prior identification step, but only an initially measured input-output trajectory as well as an upper bound on the order of the unknown system. First, we prove exponential stability of a nominal data-driven MPC scheme with terminal equality constraints in the case of no measurement noise. For bounded additive output measurement noise, we propose a robust modification of the scheme, including a slack variable with regularization in the cost. We prove that the application of this robust MPC scheme in a multistep fashion leads to practical exponential stability of the closed loop w.r.t. the noise level. The presented results provide the first (theoretical) analysis of closed-loop properties, resulting from a simple, purely data-driven MPC scheme.

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Metadata

Authors
Berberich, J., Kohler, J., Muller, M. A., & Allgower, F.
Venue
IEEE Transactions on Automatic Control
Published
2021-04
Volume
66
Issue
4
Pages
1702-1717
ISSN
  • 0018-9286 (ISSN-L)
  • 1558-2523
  • 2334-3303
OpenAlex
W2952672134
Cited by
803
References
29
FWCI
43.46
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Data-Driven Model Predictive Control With Stability and Robustness Guarantees. https://app.cochat.ai/papers/10.1109/tac.2020.3000182
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Berberich, J., Kohler, J., Muller, M. A., & Allgower, F. (2021). Data-Driven Model Predictive Control With Stability and Robustness Guarantees. IEEE Transactions on Automatic Control. https://doi.org/10.1109/tac.2020.3000182

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