This study presents a novel data-driven predictive control approach for unknown nonlinear systems under bounded process and measurement noises. A chance-constrained reachability analysis control framework is proposed to provide probabilistic safety and robustness guarantees by characterizing the likely evolution of system behavior under risk-aware control. A zonotopic deep Koopman reachability analysis is used to design a data-driven controller without acquiring prior knowledge of the statistical properties of the noise. Unlike previous set-based approaches that enforce hard constraints under worst-case scenarios, the proposed method balances robustness and performance more effectively, reducing conservatism while still ensuring safety with bounded risk. It also guarantees recursive feasibility using a first-step constraint technique. A simulation study is conducted on a stirred-tank reactor system and a cart--damper--spring system to demonstrate the effectiveness of the proposed approach, with numerical results supporting the theoretical claims and highlighting its practical applicability.
chance constraint, reachability analysis, first-step constraint, predictive control, recursive feasibility
93B03, 93C10, 93E20, 93E35