Data-Driven Min-Max MPC with Integral Quadratic Constraints

Abstract: Data-driven control of nonlinear systems with rigorous guarantees is a challenging control problem. Integral quadratic constraints (IQCs) provide a powerful framework for modeling nonlinearities. This paper presents a data-driven min-max model predictive control (MPC) synthesis method for unknown systems subject to (nonlinear) uncertainties using the IQC framework. The unknown system matrices are characterized by a set-membership representation using the input-state data and the knowledge of the IQCs. We derive two semidefinite programs (SDPs) that minimize an upper bound on the worst-case cost over all possible system dynamics and uncertainties. By iteratively solving these SDPs, the proposed state-feedback control law is obtained. We further prove that the resulting closed-loop system is exponentially stable and satisfies the input and state constraints. A numerical example demonstrates the validity of the proposed method.