Fast adaptive regression-based model predictive control

Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations of the MPC are performed at pre-determined sample instances over a finite time horizon. The number of sample instances and the horizon length determine the performance of the MPC and its computational cost. A long horizon with a large sample count allows the MPC to better estimate the inputs when the states have rapid changes over time, which results in better performance but at the expense of high computational cost. However, this long horizon is not always necessary, especially for slowly-varying states. In this case, a short horizon with less sample count is preferable as the same MPC performance can be obtained but at a fraction of the computational cost. In this paper, we propose an adaptive regression-based MPC that predicts the best minimum horizon length and the sample count from several features extracted from the time-varying changes of the states. The proposed technique builds a synthetic dataset using the system model and utilizes the dataset to train a support vector regressor that performs the prediction. The proposed technique is experimentally compared with several state-of-the-art techniques on both linear and non-linear models. The proposed technique shows a superior reduction in computational time with a reduction of about 35-65% compared with the other techniques without introducing a noticeable loss in performance.