Mamba Sequence Modeling meets Model Predictive Control
Michiel Cevaal, Thomas de Jong, Mircea Lazar

TL;DR
This paper introduces Mamba neural networks for Model Predictive Control, demonstrating superior speed and accuracy over LSTM-based methods in various dynamical system control tasks, including physical experiments.
Contribution
The paper develops a novel Mamba neural network architecture for MPC, providing a complete mathematical description and demonstrating its advantages over LSTM-MPC in speed and performance.
Findings
Mamba-MPC outperforms LSTM-MPC in predictive accuracy.
Mamba-MPC is significantly faster computationally.
Mamba-MPC successfully stabilizes and tracks references in physical systems.
Abstract
In this paper, we consider the design of Model Predictive Control (MPC) algorithms based on Mamba neural networks. Mamba is a neural network architecture capable of sub-quadratic computational scaling in sequence length with state-of-the-art modeling capabilities. We provide a consistent and complete mathematical description of the Mamba neural network is provided. Then, adjustments and optimizations are made to construct a decoder-only Mamba multi-step predictor for MPC and an input-output formulation is given for sequence-to-sequence modeling of dynamical systems. The performance of Mamba-MPC is evaluated on several numerical examples and compared to a Long-Short-Term-Memory based MPC (LSTM-MPC) equivalent. First, a Single-Input-Single-Output (SISO) Van der Pol oscillator is considered, where stability, reference tracking, and noise robustness are evaluated. Then, a MIMO Four Tank…
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