Equivalence of SS-based MPC and ARX-based MPC

Abstract: Two kinds of control-oriented models used in MPC are the state-space (SS) model and the input-output model (such as the ARX model). The SS model has interpretability when obtained from the modeling paradigm, and the ARX model is black-box but adaptable. This paper aims to introduce interpretability into ARX models, thereby proposing a first-principle-based modeling paradigm for acquiring control-oriented ARX models, as an alternative to the existing data-driven ARX identification paradigm. That is, first to obtain interpretative SS models via linearizing the first-principle-based models at interesting points and then to transform interpretative SS models into their equivalent ARX models via the SS-to-ARX transformations. This paper presents the Cayley-Hamilton, Observer-Theory, and Kalman Filter based SS-to-ARX transformations, further showing that choosing the ARX model order should depend on the process noise to achieve a good closed-loop performance rather than the fitting criteria in data-driven ARX identification paradigm. An AFTI-16 MPC example is used to illustrate the equivalence of SS-based MPC and ARX-based MPC problems and to investigate the robustness of different SS-to-ARX transformations to noise.