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Kernel-Based State-Space Kriging for Predictive Control

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In this paper, we extend the state-space kriging (SSK) modeling technique presented in a previous work by the authors in order to consider non-autonomous systems. SSK is a data-driven method… Click to show full abstract

In this paper, we extend the state-space kriging (SSK) modeling technique presented in a previous work by the authors in order to consider non-autonomous systems. SSK is a data-driven method that computes predictions as linear combinations of past outputs. To model the nonlinear dynamics of the system, we propose the kernel-based state-space kriging (K-SSK), a new version of the SSK where kernel functions are used instead of resorting to considerations about the locality of the data. Also, a Kalman filter can be used to improve the predictions at each time step in the case of noisy measurements. A constrained tracking nonlinear model predictive control (NMPC) scheme using the black-box input-output model obtained by means of the K-SSK prediction method is proposed. Finally, a simulation example and a real experiment are provided in order to assess the performance of the proposed controller.

Keywords: state space; kernel based; space kriging; based state

Journal Title: IEEE/CAA Journal of Automatica Sinica
Year Published: 2023

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