Model predictive control for LPV models with maximal stabilizable model range

This paper characterizes model predictive control (MPC) for linear parameter varying (LPV) models subject to state and input constraints, which is based on the homogeneous polynomially parameterized (HPP) Lyapunov function and HPP control law with tunable complexity degrees. The controller guarantees the closed‐loop asymptotic stability and finds the control move through the convex optimization. While it is known that this technique can improve the control performance and reduce conservatism, we suggest that it also enlarges, and maximizes with the sufficiently large complexity degrees, the stabilizable LPV model range. The computational burden becomes heavier when the complexity degrees increase. However, the main contributions of this paper are more on theory than on practice. It explores to what extent robust MPC can be applied for stabilization of LPV models. Numerical examples are provided to illustrate the effectiveness of the proposed technique.     

Handling uncertainty in economic nonlinear model predictive control: A comparative case study

In the last years, the use of an economic cost function for model predictive control (MPC) has been widely discussed in the literature. The main motivation for this choice is that often the real goal of control is to maximize the profit or the efficiency of a certain system, rather than tracking a predefined set-point as done in the typical MPC approaches, which can be even counter-productive. Since the economic optimal operation of a system resulting from the application of an economic model predictive control approach drives the system to the constraints, the explicit consideration of the uncertainties becomes crucial in order to avoid constraint violations. Although robust MPC has been studied during the past years, little attention has yet been devoted to this topic in the context of economic nonlinear model predictive control, especially when analyzing the performance of the different MPC approaches. In this work, we present the use of multi-stage scenario-based nonlinear model predictive control as a promising strategy to deal with uncertainties in the context of economic NMPC. We make a comparison based on simulations of the advantages of the proposed approach with an open-loop NMPC controller in which no feedback is introduced in the prediction and with an NMPC controller which optimizes over affine control policies. The approach is efficiently implemented using CasADi, which makes it possible to achieve real-time computations for an industrial batch polymerization reactor model provided by BASF SE. Finally, a novel algorithm inspired by tube-based MPC is proposed in order to achieve a trade-off between the variability of the controlled system and the economic performance under uncertainty. Simulations results show that a closed-loop approach for robust NMPC increases the performance and that enforcing low variability under uncertainty of the controlled system might result in a big performance loss.     

Input-to-state stable finite horizon MPC for neutrally stable linear discrete-time systems with input constraints

MPC or model predictive control is representative of control methods which are able to handle inequality constraints. Closed-loop stability can therefore be ensured only locally in the presence of constraints of this type. However, if the system is neutrally stable, and if the constraints are imposed only on the input, global asymptotic stability can be obtained; until recently, use of infinite horizons was thought to be inevitable in this case. A globally stabilizing finite-horizon MPC has lately been suggested for neutrally stable continuous-time systems using a non-quadratic terminal cost which consists of cubic as well as quadratic functions of the state. The idea originates from the so-called small gain control, where the global stability is proven using a non-quadratic Lyapunov function. The newly developed finite-horizon MPC employs the same form of Lyapunov function as the terminal cost, thereby leading to global asymptotic stability. A discrete-time version of this finite-horizon MPC is presented here. Furthermore, it is proved that the closed-loop system resulting from the proposed MPC is ISS (Input-to-State Stable), provided that the external disturbance is sufficiently small. The proposed MPC algorithm is also coded using an SQP (Sequential Quadratic Programming) algorithm, and simulation results are given to show the effectiveness of the method.     

On real-time robust model predictive control

High-speed applications impose a hard real-time constraint on the solution of a model predictive control (MPC) problem, which generally prevents the computation of the optimal control input. As a result, in most MPC implementations guarantees on feasibility and stability are sacrificed in order to achieve a real-time setting. In this paper we develop a real-time MPC approach for linear systems that provides these guarantees for arbitrary time constraints, allowing one to trade off computation time vs. performance. Stability is guaranteed by means of a constraint, enforcing that the resulting suboptimal MPC cost is a Lyapunov function. The key is then to guarantee feasibility in real-time, which is achieved by the proposed algorithm through a warm-starting technique in combination with robust MPC design. We address both regulation and tracking of piecewise constant references. As a main contribution of this paper, a new warm-start procedure together with a Lyapunov function for real-time tracking is presented. In addition to providing strong theoretical guarantees, the proposed method can be implemented at high sampling rates. Simulation examples demonstrate the effectiveness of the real-time scheme and show that computation times in the millisecond range can be achieved.     

Robust constrained predictive control using comparison model

This paper proposes a quadratic programming (QP) approach to robust model predictive control (MPC) for constrained linear systems having both model uncertainties and bounded disturbances. To this end, we construct an additional comparison model for worst-case analysis based on a robust control Lyapunov function (RCLF) for the unconstrained system (not necessarily an RCLF in the presence of constraints). This comparison model enables us to transform the given robust MPC problem into a nominal one without uncertain terms. Based on a terminal constraint obtained from the comparison model, we derive a condition for initial states under which the ultimate boundedness of the closed loop is guaranteed without violating state and control constraints. Since this terminal condition is described by linear constraints, the control optimization can be reduced to a QP problem.     

Novel MPC‐Based Fault Tolerant Tracking Control Against Sensor Faults

The problem of active fault‐tolerant tracking control with control input and system output constraints is studied for a class of discrete‐time systems subject to sensor faults. A time‐varying fault‐tolerant observer is first developed to estimate the real system state from the faulty sensor output and control input signals. Then by using the estimated state at each time step, a model predictive control (MPC)‐based fault‐tolerant tracking control scheme is presented to guarantee the desired tracking performance and the given input and output constraints on the faulty system. In comparison with many existing fault‐tolerant MPC methods, its main contribution is that the proposed state estimator is designed by the simple and online numerical computation to tolerate the possible sensor faults, so that the regular MPC algorithm without fault information can be adopted for the online calculation of fault‐tolerant control signal. The potential recursive infeasibility and computational complexity due to the faults are avoided in the scheme. Additionally, the closed‐loop stability of the post‐fault system is discussed. Simulative results of an electric throttle control system verify the effectiveness of the proposed method.     

分散式MPC经济性能评估

近年来,学术界对集中式模型预测控制 (Model predictive control, MPC) 性能评估进行了广泛的研究. 对于大规模化工过程, 工业现场通常采用分散式MPC的控制结构. 由于各子系统间存在复杂的耦合关系, 针对集中式MPC 的性能评估方法不能客观反映分散式MPC的性能. 本文基于线性矩阵不等式(Linear matrix inequality, LMI)的方法对分散式MPC进行经济性能评估. 首先提出了一种迭代方法求解分散式线性二次型调节器(Linear quadratic regulator, LQR)问题, 该方法显著降低了已有求解方法的保守性. 再利用LQR基准建立了一组随机优化命题对MPC进行经济性 能评估, 评估方法对集中式MPC与分散式MPC均适用, 评估结果可以指导MPC参数调整, 也可以为集中式与分散式MPC结构选择提供重要参考. 通过对重油分馏塔控制问题的仿真验证了本文方法的有效性与应用价值.     

ILC strategy for progress improvement of economic performance in industrial model predictive control systems

A novel approach to progress improvement of the economic performance in model predictive control (MPC) systems is developed. The conventional LQG based economic performance design provides an estimation which cannot be done by the controller while the proposed approach can develop the design performance achievable by the controller. Its optimal performance is achieved by solving economic performance design (EPD) problem and optimizing the MPC performance iteratively in contrast to the original EPD which has nonlinear LQG curve relationship. Based on the current operating data from MPC, EPD is transformed into a linear programming problem. With the iterative learning control (ILC) strategy, EPD is solved at each trial to update the tuning parameter and the designed condition; then MPC is conducted in the condition guided by EPD. The ILC strategy is proposed to adjust the tuning parameter based on the sensitivity analysis. The convergence of EPD by the proposed ILC has also been proved. The strategy can be applied to industry processes to keep enhancing the performance and to obtain the achievable optimal EPD. The performance of the proposed method is illustrated via an SISO numerical system as well as an MIMO industry process.     

Economic Lyapunov-based model predictive control with event-triggered parametric identification

This article focuses on the design of model predictive control (MPC) for nonlinear systems with slow time-dynamic change. To avoid frequent updates of the predictive model and guarantee the state always stays inside of a given feasible region, an event-triggered parametric estimation mechanism is designed. Firstly, a trigger condition is designed to judge if parameters of the predictive model are out of date and differ a lot from their current true values so that there is no feasible solution to regulate the state within the given bound without predictive model parameter update. This condition also depends on the current state and is deduced from a designed Lyapunov constraint, inputs constraints, and the mismatched predictive model. Then the EMPC is designed based on this condition. If the trigger condition is met, the MPC recursively updates the parameters and imposes the Lyapunov constraint. The Lyapunov constraint is based on the mismatched model and the real state does not need to be convergence. Else, the MPC only optimizes the cost function to derive a good profit. We proved that the proposed EMPC promises that the closed-loop system state is maintained within a predefined stable region when the model mismatch bound can be estimated accurately. A simulation of a chemical process demonstrates the effectiveness of the proposed method.     

Inherent robustness properties of quasi-infinite horizon nonlinear model predictive control

We consider inherent robustness properties of model predictive control (MPC) for continuous-time nonlinear systems with input constraints and terminal constraints. We show that MPC with a nominal prediction model and persistent but bounded disturbances has some degree of inherent robustness when the terminal control law and the terminal penalty matrix are chosen as the linear quadratic control law and the related Lyapunov matrix, respectively. We emphasize that the input constraint sets can be any compact set rather than convex sets, and our results do not depend on the continuity of the optimal cost function or of the control law in the interior of the feasible region.     

Economic MPC with a contractive constraint for nonlinear systems

In this paper, we consider the stability issue of economic model predictive control (EMPC) for constrained nonlinear systems and propose a new contractive constraint formulation of nonlinear EMPC schemes. This formulation is one of Lyapunov‐based approaches in which the contractive function chosen a priori can be used as a Lyapunov function. Some conditions are given to guarantee recursive feasibility and asymptotic stability of the EMPC. Moreover, we analyze the transient economic performance of the EMPC closed‐loop system in some finite‐time intervals. The proposed EMPC scheme is applied to a chemical reactor model to illustrate its utility and benefits. Copyright © 2016 John Wiley & Sons, Ltd.     

Design of networked control systems with bounded arbitrary time delays

This paper is mainly concerned with the model predictive control (MPC) of networked control systems (NCSs) with uncertain time delay and data packets disorder. The network-induced time delay is described as bounded and arbitrary process. For the usual state feedback controller, by considering all the possibilities of delays, an augmented state space model of the closed-loop system, which characterizes all the delay cases, is obtained. The stability conditions are given according to the Lyapunov method based on this augmented model. The stability property is inherited in MPC which explicitly considers the physical constraints. A numerical example is given to demonstrate the effectiveness of the proposed MPC.     

Constrained model predictive force control of an electrohydraulic actuator

An analytical MPC controller was designed for force control of a single-rod electrohydraulic actuator. The controller based on a difference equation uses short control horizon. The constraints on both input and output variables are taken into consideration by the controller. The mechanism of output constraints satisfaction uses output prediction and makes possible to constrain the output values many sampling instants ahead. Thus, it extends capabilities of the analytical MPC controllers to the field reserved so far for much more computationally expensive numerical MPC algorithms. Results of real life experiments illustrate efficiency of the proposed controller. The results also show that the MPC controller has better tracking performance than conventional P and PI controllers. The MPC controller with the constraint handling mechanisms, though relatively simple, offers very good performance. As the design process is detailed, it is possible to relatively easy adapt the proposed approach to other control plants.     

Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance

Model predictive control (MPC) for Markovian jump linear systems with probabilistic constraints has received much attention in recent years. However, in existing results, the disturbance is usually assumed with infinite support, which is not considered reasonable in real applications. Thus, by considering random additive disturbance with finite support, this paper is devoted to a systematic approach to stochastic MPC for Markovian jump linear systems with probabilistic constraints. The adopted MPC law is parameterized by a mode‐dependent feedback control law superimposed with a perturbation generated by a dynamic controller. Probabilistic constraints can be guaranteed by confining the augmented system state to a maximal admissible set. Then, the MPC algorithm is given in the form of linearly constrained quadratic programming problems by optimizing the infinite sum of derivation of the stage cost from its steady‐state value. The proposed algorithm is proved to be recursively feasible and to guarantee constraints satisfaction, and the closed‐loop long‐run average cost is not more than that of the unconstrained closed‐loop system with static feedback. Finally, when adopting the optimal feedback gains in the predictive control law, the resulting MPC algorithm has been proved to converge in the mean square sense to the optimal control. A numerical example is given to verify the efficiency of the proposed results.     

Robust economic model predictive control based on a periodicity constraint

This paper proposes robust economic model predictive control based on a periodicity constraint for linear systems subject to unknown‐but‐bounded additive disturbances. In this economic MPC design, a periodic steady‐state trajectory is not required and thus assumed unknown, which precludes the use of enforcing terminal state constraints as in other standard economic formulations. Instead, based on the desired periodicity of system operation, we optimize the economic performance over a set of periodic trajectories that include the current state. To achieve robust constraint satisfaction, we use a tube‐based technique in the economic MPC formulation. The mismatches between the nominal model and the closed‐loop system with perturbations are limited using a local control law. With the proposed robust tube‐based strategy, recursive feasibility is guaranteed. Moreover, under a convexity assumption, the closed‐loop convergence of the closed‐loop system is analyzed, and an optimality certificate is provided to check if the closed‐loop trajectory reaches a neighborhood of the optimal nominal periodic steady trajectory using Karush‐Kuhn‐Tucker optimality conditions. Finally, through numerical examples, we show the effectiveness of the proposed approach.     

Periodic optimal control of nonlinear constrained systems using economic model predictive control

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC scheme uses an online optimized artificial periodic orbit to ensure recursive feasibility and constraint satisfaction despite unpredictable changes in the economic performance index. We demonstrate that the direct extension of existing methods to periodic orbits does not necessarily yield the desirable closed-loop economic performance. Instead, we carefully revise the constraints on the artificial trajectory, which ensures that the closed-loop average performance is no worse than a locally optimal periodic orbit. In the special case that the prediction horizon is set to zero, the proposed scheme is a modified version of recent publications using periodicity constraints, with the important difference that the resulting closed loop has more degrees of freedom which are vital to ensure convergence to an optimal periodic orbit. In addition, we detail a tailored offline computation of suitable terminal ingredients, which are both theoretically and practically beneficial for closed-loop performance improvement. Finally, we demonstrate the practicality and performance improvements of the proposed approach on benchmark examples.     

Adaptive control Lyapunov function based model predictive control for continuous nonlinear systems

A design of adaptive model predictive control (MPC) based on adaptive control Lyapunov function (aCLF) is proposed in this article for nonlinear continuous systems with part of its dynamics being unknown at the starting time. Specifically, to guarantee the convergence of the closed-loop system with online predictive model updating, a stability constraint is designed. It limits the aCLF of the system under the MPC to be less than that under an online updated auxiliary adaptive control. The auxiliary adaptive control which implements in a sampling-hold fashion can guarantee the convergence of the controlled system. The sufficient conditions that guarantee the states to be steered to a small region near the equilibrium by the proposed MPC are provided. The calculation of the proposed algorithm does not depend on the model mismatch at the starting time. And it does not require the Lyapunov function of the state of the real system always to be reduced at each time. These provide the potential to improve the performance of the closed-loop system. The effectiveness of the proposed method is illustrated through a chemical process example.     

On the finite time performance of model predictive control

This paper addresses the finite time performance of model predictive control (MPC) for linear-time-invariant (LTI) systems without constraints. The performance of MPC is compared with that of finite horizon optimal control to find out how well model predictive control can perform relative to the optimal performance with the same or different horizons. By exploring the properties of the Riccati difference equation (RDE), an upper and a lower bound of the ratio between the finite time performance of MPC and finite horizon optimal cost are obtained. It is possible to extend the obtained results to more complicated systems such as nonlinear dynamic systems with constraints with appropriate generalizations. Simulation example supports our results.     

Necessary and sufficient conditions for constraint satisfaction in switched systems using switch‐robust control invariant sets

This paper studies the control of constrained systems whose dynamics and constraints switch between a finite set of modes over time according to an exogenous input signal. We define a new type of control invariant sets for switched constrained systems, called switch–robust control invariant (switch‐RCI) sets, that are robust to unknown mode switching and exploit available information on minimum dwell‐time and admissible mode transitions. These switch‐RCI sets are used to derive novel necessary and sufficient conditions for the existence of a control‐law that guarantees constraint satisfaction in the presence of unknown mode switching with known minimum dwell‐time. The switch‐RCI sets are also used to design a recursively feasible model predictive controller (MPC) that enforces closed‐loop constraint satisfaction for switched constrained systems. We show that our controller is nonconservative in the sense that it enforces constraints on the largest possible domain, ie, constraints can be recursively satisfied if and only if our controller is feasible. The MPC and switch‐RCI sets are demonstrated on a vehicle lane‐changing case study.