Closed-loop Aspects of Data-Enabled Predictive Control

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Abstract

In recent years, the amount of data available from systems has drastically increased, motivating the use of direct data-driven control techniques that avoid the need of parametric modeling. The aim of this paper is to analyze closed-loop aspects of these approaches in the presence of noise. To analyze this, a unified formulation of several approaches, including Data-enabled Predictive Control (DeePC) and Subspace Predictive Control (SPC) is obtained and the influence of noise on closed-loop predictors is analyzed. The analysis reveals potential closed-loop correlation problems, which are closely related to well-known results in closed-loop system identification, and consequent control issues. A case study reveals the hazards of noise in data-driven control.