Explicit nonlinear predictive control algorithms for Laguerre filter and sparse least square support vector machine-based Wiener model

Abstract

In this paper, three computationally proficient model predictive control (MPC) algorithms for least square support vector machine (LSSVM)-based Wiener model are described. A Wiener model with Laguerre filter as dynamic linear part and LSSVM approximator as nonlinear static part is considered. Even though having excellent approximation abilities, LSSVM suffers from lack of sparseness. A pruning algorithm for LSSVM model is proposed and its comparison is made with classical pruning algorithm. The proposed pruning algorithm is able to remove 99% of support vectors with no remarkable drop in modelling accuracy. Using pruned Wiener model, three computationally efficient MPC algorithms are described. In the first algorithm, linearization of Wiener model is performed at every sampling interval and therefore control vector is determined by carrying out a quadratic optimization task. In the second algorithm, control signal is determined by an explicit control law and parameters of this control law are computed by performing lower-upper (LU) factorization of a matrix and solving linear equations without any online optimization. In the third algorithm, the parameters of explicit control law are calculated directly by another LSSVM approximator, which is trained offline. The advantages and effectiveness of proposed methods are demonstrated on the benchmark pH neutralization reactor. The control performance and computational efficiency of proposed algorithms are compared with computationally complex nonlinear MPC, which repeats a nonlinear optimization task at every sampling interval. The impact of pruning on model accuracy, computational efficiency and control accuracy is also discussed.