Neural Generalized Predictive Control: A Newton-Raphson Implementation

Abstract

An efficient implementation of Generalized Predictive Control using a multi-layer feedforward neural network as the plant's nonlinear model is presented. In using Newton-Raphson as the optimization algorithm, the number of iterations needed for convergence is significantly reduced from other techniques. The main cost of the Newton-Raphson algorithm is in the calculation of the Hessian, but even with this overhead the low iteration numbers make Newton-Raphson faster than other techniques and a viable algorithm for real-time control. This paper presents a detailed derivation of the Neural Generalized Predictive Control algorithm with Newton-Raphson as the minimization algorithm. Simulation results show convergence to a good solution within two iterations and timing data show that real-time control is possible. Comments about the algorithm's implementation are also included.