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Stochastic data-driven model predictive control using gaussian processes
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DOI：10.1016/j.compchemeng.2020.106844.png)
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Abstract
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Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multi-variable nonlinear control systems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and quantify the residual uncertainty of the plant-model mismatch. It is crucial to consider this uncertainty, since it may lead to worse control performance and constraint violations. In this paper we propose a new method to design a GP-based NMPC algorithm for finite horizon control problems. The method generates Monte Carlo samples of the GP offline for constraint tightening using back-offs. The tightened constraints then guarantee the satisfaction of chance constraints online. Advantages of our proposed approach over existing methods include fast online evaluation, consideration of closed-loop behaviour, and the possibility to alleviate conservativeness by considering both online learning and state dependency of the uncertainty. The algorithm is verified on a challenging semi-batch bioprocess case study. (C) 2020 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY license. (http://creativecommons.org/licenses/by/4.0/)
Keywords:
Model-based nonlinear control
Uncertain dynamic systems
Machine learning
Probabilistic constraints
State space
Robust control
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