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 closedloop 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.
We consider the problem of designing robust statefeedback controllers for discrete-time linear time-invariant systems, based directly on measured data. The proposed design procedures require no model knowledge, but only a single openloop data trajectory, which may be affected by noise. First, a data-driven characterization of the uncertain class of closedloop matrices under state-feedback is derived. By considering this parametrization in the robust control framework, we design data-driven state-feedback gains with guarantees on stability and performance, containing, e.g., the H∞-control problem as a special case. Further, we show how the proposed framework can be extended to take partial model knowledge into account. The validity of the proposed approach is illustrated via a numerical example.
We investigate adaptive strategies to robustly and optimally control the COVID-19 pandemic via social distancing measures based on the example of Germany. Our goal is to minimize the number of fatalities over the course of two years without inducing excessive social costs. We consider a tailored model of the German COVID-19 outbreak with different parameter sets to design and validate our approach. Our analysis reveals that an open-loop optimal control policy can significantly decrease the number of fatalities when compared to simpler policies under the assumption of exact model knowledge. In a more realistic scenario with uncertain data and model mismatch, a feedback strategy that updates the policy weekly using model predictive control (MPC) leads to a reliable performance, even when applied to a validation model with deviant parameters. On top of that, we propose a robust MPC-based feedback policy using interval arithmetic that adapts the social distancing measures cautiously and safely, thus leading to a minimum number of fatalities even if measurements are inaccurate and the infection rates cannot be precisely specified by social distancing. Our theoretical findings support various recent studies by showing that (1) adaptive feedback strategies are required to reliably contain the COVID-19 outbreak, (2) well-designed policies can significantly reduce the number of fatalities compared to simpler ones while keeping the amount of social distancing measures on the same level, and (3) imposing stronger social distancing measures early on is more effective and cheaper in the long run than opening up too soon and restoring stricter measures at a later time.
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