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A New Componentwise Holder Regression Method for Shrink-Horizon Economic Model Predictive Control

Authors

Xiong, Weiliang , He, Defeng , MANZANO CRESPO, JOSÉ MARÍA, Du, Haiping

External publication

No

Means

IEEE Trans. Neural Netw. Learn. Syst.

Scope

Article

Nature

Científica

JCR Quartile

1

SJR Quartile

1

Publication date

01/09/2026

ISI

001868221100001

Scopus Id

2-s2.0-105050150303

Abstract

This article proposes a novel learning-based Shrink-Horizon Economic Model Predictive Control (SHEMPC) algorithm for constrained nonlinear systems with unknown dynamics and additive disturbances. By combining data clustering and kernel techniques, a component wise Holder regression algorithm is customized to construct an accurate and sparse dynamics predictor. The kernel weights and Holder matrices within each cluster are determined using a tailored Block Coordinate Descent (BCD) optimization method. Then, two error bounds of the regression-based predictor are estimated a priori for the design of SHEMPC. Next, by integrating the customized constraint-tightening method of the predictor, the SHEMPC algorithm is formulated as two finite-horizon receding optimization problems solved iteratively. The algorithm enables a flexible trade-off among economic performance, stability, and online computational burden via simple parameter adjustments. Moreover, some mild assumptions are derived to ensure the feasibility and Input-to-State Stability (ISS) of the closed-loop system as well as smoothness and prediction complexity of the predictor. The performance and merits of the proposed algorithm are illustrated through a numerical example and a Continuously Stirred Tank Reactor (CSTR) simulation.

Keywords

Economic performance; nonlinear systems; predictive control; regression; robust stability

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