Stochastic Predictive Control with Adaptive Model Maintenance

The closed-loop performance of model-based controllers often degrades over time due to increased model uncertainty. Some form of model maintenance must be performed to regularly adapt the system model using closed-loop data. This paper addresses the problem of control-oriented model adaptation in the context of predictive control of stochastic linear systems. A stochastic predictive control approach is presented that integrates stochastic optimal control with control-oriented input design in order to confer some degree of probing effect to the control inputs. The probing effect will enable generating informative closed-loop data for (online) control-oriented model maintenance. In a simulation study, the performance of the proposed stochastic predictive control approach with integrated input design is demonstrated on a atmospheric-pressure plasma jet with potential biomedical applications.