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Adaptive Economic Model Predictive Control for linear systems with performance guarantees (2403.18398v2)

Published 27 Mar 2024 in eess.SY, cs.SY, and math.OC

Abstract: We present a model predictive control (MPC) formulation to directly optimize economic criteria for linear constrained systems subject to disturbances and uncertain model parameters. The proposed formulation combines a certainty equivalent economic MPC with a simple least-squares parameter adaptation. For the resulting adaptive economic MPC scheme, we derive strong asymptotic and transient performance guarantees. We provide a numerical example involving building temperature control and demonstrate performance benefits of online parameter adaptation.

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