Data-Driven Tracking MPC for Changing Setpoints

Abstract

We propose a data-driven tracking model predictive control (MPC) scheme to control unknown discrete-time linear time-invariant systems. The scheme uses a purely data-driven system parametrization to predict future trajectories based on behavioral systems theory. The control objective is tracking of a given input-output setpoint. We prove that this setpoint is exponentially stable for the closed loop of the proposed MPC, if it is reachable by the system dynamics and constraints. For an unreachable setpoint, our scheme guarantees closed-loop exponential stability of the optimal reachable equilibrium. Moreover, in case the system dynamics are known, the presented results extend the existing results for model-based setpoint tracking to the case where the stage cost is only positive semidefinite in the state. The effectiveness of the proposed approach is illustrated by means of a practical example.