Bilinear Koopman-Based Robust Model Predictive Control for Unknown Nonlinear Systems via Contraction Metrics

Abstract

Data-driven model predictive control (MPC) using Koopman operator theory is a promising approach for constrained control of unknown nonlinear systems. While linear Koopman realizations are commonly used due to their simplicity, bilinear Koopman realizations can provide significantly higher approximation accuracy for nonlinear control systems. However, robust MPC (RMPC) formulations that account for modeling errors in bilinear Koopman realizations remain limited. This paper proposes a RMPC framework for unknown nonlinear systems with general nonlinear constraints based on data-driven bilinear Koopman realizations. A central difficulty is that finite-dimensional Koopman predictors need not preserve the manifold of valid lifted states, so multi-step prediction in lifted coordinates may leave the region where one-step error certificates apply. We address this issue by reprojecting each predicted lifted state back onto the manifold, thereby obtaining an error-aware discrete-time control-affine predictor in the original state space without impractical assumptions. For this predictor, we develop a discrete-time robust control contraction metric based homothetic tube construction, and then formulate a tube-based RMPC problem with terminal ingredients. Under the proposed formulation, we prove robust satisfaction of the original nonlinear constraints by the true closed-loop trajectory, recursive feasibility, and convergence to a neighborhood of the target state. Numerical experiments demonstrate robust stabilization of nonlinear systems and the advantages of the proposed method over existing Koopman-based RMPC approaches in terms of performance.