A Hybrid Neural Network Approach for Adaptive Scenario-Based Model Predictive Control in the LPV Framework

This letter presents a hybrid neural network (NN) approach for adaptive scenario-based model predictive control (SMPC) design of nonlinear systems in the linear parameter-varying (LPV) framework. In particular, a deterministic artificial neural network (ANN)-based LPV model is learned from data as the nominal model. Then, a Bayesian NN (BNN) is used to describe the mismatch between the plant and the LPV-ANN model. Adaptive scenarios are generated online based on the BNN model to reduce the conservativeness of scenario generation. Moreover, a probabilistic safety certificate is incorporated into the scenario generation by ensuring that the trajectories of scenarios contain the trajectory of the system and that all the scenarios satisfy the constraints with a high probability. Furthermore, conditions for the recursive feasibility of the SMPC are given. Experiments on the closed-loop simulations of a two-tank system demonstrate that the proposed approach can better model the behaviors of nonlinear systems than sole ANN/BNN models can, and the SMPC based on the hybrid NN (HyNN) model can improve the control performance compared to the SMPC with a fixed scenario tree.