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Statistical Machine Learning in Model Predictive Control of Nonlinear Processes

Author

Listed:
  • Zhe Wu

    (Department of Chemical and Biomolecular Engineering, University of California, Los Angeles, CA 90095-1592, USA)

  • David Rincon

    (Department of Chemical and Biomolecular Engineering, University of California, Los Angeles, CA 90095-1592, USA)

  • Quanquan Gu

    (Department of Computer Science, University of California, Los Angeles, CA 90095-1592, USA)

  • Panagiotis D. Christofides

    (Department of Chemical and Biomolecular Engineering, University of California, Los Angeles, CA 90095-1592, USA
    Department of Electrical and Computer Engineering, University of California, Los Angeles, CA 90095-1592, USA)

Abstract

Recurrent neural networks (RNNs) have been widely used to model nonlinear dynamic systems using time-series data. While the training error of neural networks can be rendered sufficiently small in many cases, there is a lack of a general framework to guide construction and determine the generalization accuracy of RNN models to be used in model predictive control systems. In this work, we employ statistical machine learning theory to develop a methodological framework of generalization error bounds for RNNs. The RNN models are then utilized to predict state evolution in model predictive controllers (MPC), under which closed-loop stability is established in a probabilistic manner. A nonlinear chemical process example is used to investigate the impact of training sample size, RNN depth, width, and input time length on the generalization error, along with the analyses of probabilistic closed-loop stability through the closed-loop simulations under Lyapunov-based MPC.

Suggested Citation

  • Zhe Wu & David Rincon & Quanquan Gu & Panagiotis D. Christofides, 2021. "Statistical Machine Learning in Model Predictive Control of Nonlinear Processes," Mathematics, MDPI, vol. 9(16), pages 1-37, August.
  • Handle: RePEc:gam:jmathe:v:9:y:2021:i:16:p:1912-:d:612751
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    Citations

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    Cited by:

    1. Constantin Volosencu, 2022. "Study of the Angular Positioning of a Rotating Object Based on Some Computational Intelligence Methods," Mathematics, MDPI, vol. 10(7), pages 1-46, April.
    2. Aisha Alnajdi & Fahim Abdullah & Atharva Suryavanshi & Panagiotis D. Christofides, 2023. "Machine Learning-Based Model Predictive Control of Two-Time-Scale Systems," Mathematics, MDPI, vol. 11(18), pages 1-31, September.

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