MPC closed-loop identification without excitation

Abstract

This paper presents a method of closed-loop identification for multivariable systems without external excitation. The method is specially designed for model predictive control (MPC) systems. Without using external excitation (test signals), the method ensures the informativity of the closed-loop data and, at the same time, improve the control performance during the test period. The purpose of the study is to reduce the cost of identification test. The basic idea is to switch the input weighting matrix in the MPC controller which leads to the informativity of the data-set. A preliminary test is carried out in order to find a new input weighting matrix which improve the control performance; then a switching scheme is developed based on the two weighting matrices. Traditional simulation based model validation no longer works in closed-loop identification without excitation, and model error bounds on the frequency responses can be used instead. The effectiveness of the proposed method is demonstrated by a simulation study.