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Bold, Lea ; Grüne, Lars ; Schaller, Manuel ; Worthmann, Karl:
Practical asymptotic stability of data-driven model predictive control using extended DMD.
Ilmenau ; Bayreuth
,
2023
. - 24 S.
DOI: https://doi.org/10.48550/arXiv.2308.00296
Abstract
The extended Dynamic Mode Decomposition (eDMD) is a very popular method to obtain data-driven surrogate models for nonlinear (control) systems governed by ordinary and stochastic differential equations. 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 work, we prove practical asymptotic stability of a (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 error bounds that converge to zero if the state approaches the desired equilibrium. Further, we show that, if the underlying system is cost controllable, then this stabilizablility property is preserved. We conduct numerical simulations, which illustrate the proven practical asymptotic stability.