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Reference Tracking with Adversarial Adaptive Output-Feedback Model Predictive Control

Time: Tue 2021-11-16 15.30 - 16.00

Location: Zoom: https://kth-se.zoom.us/j/67614814962

Language: Engelska

Respondent: Linda Bui , DCS/Reglerteknik

Opponent: Navid Zandpour

Supervisor: Elling Jacobsen

Examiner: Cristian Rojas

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Abstract Model Predictive Control (MPC) is a control strategy based on optimization that handles system constraints explicitly, making it a popular feedback control method in real industrial processes. However, designing this control policy is an expensive operation since an explicit model of the process is required when re-tuning the controller. Another common practical challenge is that not all states are available, which calls for an observer in order to estimate the states, and imposes additional challenges such as satisfying constraints and conditions that follow. This thesis attempts to address these challenges by extending the novel Adversarial Adaptive Model Predictive Control (AAMPC) algorithm with output-feedback for linear plants without explicit identification. The AAMPC algorithm is an adaptive MPC framework, where results from an adversarial Multi-Armed Bandit (MAB) are applied to a basic model predictive control formulation. The algorithm of the project, Adversarial Adaptive Output-Feedback Model Predictive Control (AAOFMPC), is derived by extending the standard MPC formulation with output-feedback, i.e, to an Output-Feedback Model Predictive Control (OFMPC) scheme, where a Kalman filter is implemented as the observer. Furthermore, the control performance of the extended algorithm is demonstrated with the problem of driving the state to a given reference, in which the performance is evaluated in terms of regret, state estimation errors, and how well the states track their given reference. Experiments are conducted on two discrete-time Linear Time-Invariant (LTI) systems, a second order system and a third order system, that are perturbed with different noise sequences. It is shown that the AAOFMPC performance satisfies the given theoretical bounds and constraints despite larger perturbations. However, it is also shown that the algorithm is not very robust against noise since offsets from the reference values for the state trajectories are observed. Furthermore, there are several tuning parameters of AAOFMPC that need further investigation for optimal performance.