Data-driven Kernel-based Predictive Control with Stability and Robustness Guarantees
TL;DR
A theoretical analysis of the closed-loop properties of a data-driven kernel-based predictive control (DDKPC) scheme developed solely from input-output data proves that the DDKPC scheme guarantees recursive feasibility and closed-loop stability.
Abstract
In this paper, we provide a theoretical analysis of the closed-loop properties of a data-driven kernel-based predictive control (DDKPC) scheme developed solely from input-output data. The proposed formulation integrates a robust data-driven predictive control framework with a multi-step predictor for nonlinear systems constructed via kernel-based methods. This predictor implicitly captures the system's nonlinear behavior using the representer theorem. For the nominal case with noise-free data, we prove that the DDKPC scheme guarantees recursive feasibility and closed-loop stability, provided that the prediction horizon is sufficiently long and the kernel representation error is sufficiently small. To facilitate real-time implementation, we introduce a penalty relaxation formulation to alleviate the computational burden inherently caused by nonconvex implicit constraints. Furthermore, the framework is robustified against measurement noise by aggregating the representation mismatch and the bounded noise into a unified uncertainty bound. Finally, we extend the DDKPC framework to slowly time-varying nonlinear systems by periodically reconstructing the kernel predictor from a fixed-budget online dictionary managed by the approximate linear dependency (ALD) criterion. Under suitable conditions on the rate of variation of the input-output evolution and the online prediction error, recursive feasibility and practical closed-loop stability are preserved. The effectiveness of the proposed approach is illustrated through numerical examples.