Closed-loop data-enabled predictive control and its equivalence with closed-loop subspace predictive control
Rogier Dinkla, Tom Oomen, Sebastiaan Paul Mulders, Jan‐Willem van Wingerden
Abstract
Factors like growing data availability and increasing system complexity have sparked interest in data-driven predictive control (DDPC) methods like Data-enabled Predictive Control (DeePC). However, closed-loop identification bias arises in the presence of noise, which reduces the effectiveness of obtained control policies. In this paper we propose Closed-loop Data-enabled Predictive Control (CL-DeePC), a framework that unifies different approaches to address this challenge. To this end, CL-DeePC incorporates instrumental variables (IVs) to synthesize and sequentially apply consistent single or multi-step-ahead predictors. Furthermore, a computationally efficient CL-DeePC implementation is developed that reveals an equivalence with Closed-loop Subspace Predictive Control (CL-SPC). Time marching simulations of DeePC and CL-DeePC are conducted using Hankel matrices of past data that are updated at every time step to induce potentially troublesome closed-loop correlations between inputs and noise. Compared to DeePC, CL-DeePC simulations demonstrate superior reference tracking, with a sensitivity study finding a 48% lower susceptibility to noise-induced reference tracking performance degradation.