Kernel-based State-Space Kriging for Predictive Control

Abstract

In this paper, we extend the State-Space Kriging (SSK) modeling technique presented in a previous work by the authors in order to consider non-autonomous systems. SSK is a data-driven method that computes predictions as linear combinations of past outputs. To model the nonlinear dynamics of the system, we propose the Kernel-based State-Space Kriging (K-SSK), a new version of the SSK where kernel functions are used instead of resorting to considerations about the locality of the data. Also, a Kalman filter can be used to improve the predictions at each time step in the case of noisy measurements. A constrained tracking Nonlinear Model Predictive Control (NMPC) scheme using the black-box input-output model obtained by means of the K-SSK prediction method is proposed. Finally, a simulation example and a real experiment are provided in order to assess the performance of the proposed controller.