An Overview of Systems-Theoretic Guarantees in Data-Driven Model Predictive Control

Abstract

The development of control methods based on data has seen a surge of interest in recent years. When applying data-driven controllers in real-world applications, providing theoretical guarantees for the closed-loop system is of crucial importance to ensure reliable operation. In this review, we provide an overview of data-driven model predictive control (MPC) methods for controlling unknown systems with guarantees on systems-theoretic properties such as stability, robustness, and constraint satisfaction. The considered approaches rely on the fundamental lemma from behavioral theory in order to predict input–output trajectories directly from data. We cover various setups, ranging from linear systems and noise-free data to more realistic formulations with noise and nonlinearities, and we provide an overview of different techniques to ensure guarantees for the closed-loop system. Moreover, we discuss avenues for future research that may further improve the theoretical understanding and practical applicability of data-driven MPC.