
We develop an online data-enabled predictive (ODeePC) control method for optimal control of unknown systems, building on the recently proposed DeePC [1]. Our proposed ODeePC method leverages a primal-dual algorithm with real-time measurement feedback to iteratively compute the corresponding real-time optimal control policy as system conditions change. The proposed ODeePC conceptual-wise resembles standard adaptive system identification and model predictive control (MPC), but it provides a new alternative for the standard methods. ODeePC is enabled by computationally efficient methods that exploit the special structure of the Hankel matrices in the context of DeePC with Fast Fourier Transform (FFT) and primal-dual algorithm. We provide theoretical guarantees regarding the asymptotic behavior of ODeePC, and we demonstrate its performance through numerical examples.
Sampled-data control/observation systems, model predictive control, Optimization and Control (math.OC), FOS: Mathematics, Model predictive control, System identification, Mathematics - Optimization and Control, data-driven control, online optimization
Sampled-data control/observation systems, model predictive control, Optimization and Control (math.OC), FOS: Mathematics, Model predictive control, System identification, Mathematics - Optimization and Control, data-driven control, online optimization
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