Adaptive stochastic model predictive control via network ensemble learning

Abstract

This paper proposes a novel ensemble learning-based adaptive stochastic model predictive control (SMPC) algorithm for constrained linear systems with unknown nonlinear terms and random disturbances. The ensemble network combining a feedforward neural network and a Bayesian network is used to offline learn the nonlinear dynamics and disturbance distribution parameters. Then, the mixed-tube scheme is designed to cope with input constraints and state chance constraints while decreasing computational demands and conservativeness. The reliability of the stochastic tube is guaranteed using the Hoeffding inequality-based verification mechanism, which results in a chance constraint with double probabilities. The feasibility and exponential stability of the SMPC are rigorously proven. A numerical example verifies the merits of the proposed algorithm in terms of the control performance and the feasible domain.

KEYWORDS:

• Predictive control
• linear systems
• robust control
• learning systems
• neural networks

Disclosure statement

No potential conflict of interest was reported by the author(s).

Data availability statement

The authors confirm that the data supporting the findings of this study are available within the article.

Additional information

Funding

This work was supported by the National Natural Science Foundation of China [grant no 62173303] and the Central Guidance Project for Local Scientific and Technological Development [grant no 2023ZY1045].