Data-driven predictive control with estimated prediction matrices and integral action

Abstract: This paper presents a data-driven approach to the design of predictive controllers. The prediction matrices utilized in standard model predictive control (MPC) algorithms are typically constructed using knowledge of a system model such as, state-space or input-output models. Instead, we directly estimate the prediction matrices relating future outputs with current and future inputs from measured data, off-line. On-line, the developed data--driven predictive controller reduces to solving a quadratic program with a similar structure and complexity as linear MPC. Additionally, we develop a new procedure for estimating prediction matrices from data for predictive controllers with integral action, corresponding to the rate-based formulation of linear MPC. The effectiveness of the developed data-driven predictive controller is illustrated on position control of a linear motor model.