Data-Driven MPC With Stability Guarantees Using Extended Dynamic Mode Decomposition

Published: 01 Jan 2025, Last Modified: 12 May 2025IEEE Trans. Autom. Control. 2025EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: For nonlinear (control) systems, extended dynamic mode decomposition (EDMD) is a popular method to obtain data-driven surrogate models. Its theoretical foundation is the Koopman framework, in which one propagates observable functions of the state to obtain a linear representation in an infinite-dimensional space. In this article, we prove practical asymptotic stability of an (controlled) equilibrium for EDMD-based model predictive control, in which the optimization step is conducted using the data-based surrogate model. To this end, we derive novel bounds on the estimation error that are proportional to the norm of state and control. This enables us to show that, if the underlying system is cost controllable, this stabilizablility property is preserved. We conduct numerical simulations illustrating the proven practical asymptotic stability.
Loading

OpenReview is a long-term project to advance science through improved peer review with legal nonprofit status. We gratefully acknowledge the support of the OpenReview Sponsors. © 2025 OpenReview