On the design of terminal ingredients for data-driven MPC.

We present a model predictive control (MPC) scheme to control unknown linear time-invariant systems using only measured input-output data and no model knowledge. The scheme includes a terminal cost and a terminal set constraint on an extended state containing past input-output values. We provide an explicit design procedure for the corresponding terminal ingredients that only uses measured input-output data. Further, we prove that the MPC scheme based on these terminal ingredients exponentially stabilizes the desired setpoint in closed loop. Finally, we illustrate the advantages over existing methods with a numerical example.