Title: Linear Data-Driven Economic MPC with Generalized Terminal Constraint Show Chinese title

Title: 基于线性数据驱动的经济MPC与广义终端约束

Abstract: In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future system trajectories using a persistently exciting input-output trajectory. The control objective is to minimize an economic cost objective. By employing a generalized terminal constraint with artificial equilibrium, the scheme does not require prior knowledge of the optimal equilibrium. We prove that the asymptotic average performance of the closed-loop system can be made arbitrarily close to that of the optimal equilibrium. Moreover, we extend our results to the case of an unknown linear stage cost function, where the Fundamental lemma is used to predict the stage cost directly. The effectiveness of the proposed scheme is shown by a numerical example. Show Chinese abstract

Abstract: 本文中，我们提出了一种数据驱动的经济模型预测控制（EMPC）方案，该方案具有广义终端约束，用于控制一个未知的线性时不变系统。我们的方案基于基本引理，利用持续激励的输入输出轨迹来预测未来的系统轨迹。控制目标是使经济成本目标最小化。通过采用带有人工平衡点的广义终端约束，该方案不需要先验知识的最优平衡点。我们证明了闭环系统的渐近平均性能可以任意接近最优平衡点的性能。此外，我们将结果扩展到未知线性阶段成本函数的情况，其中基本引理被用来直接预测阶段成本。所提出的方案的有效性通过一个数值例子得到了展示。