Partial enumeration MPC: Robust stability results and application to an unstable CSTR

We describe a partial enumeration (PE) method for fast computation of a suboptimal solution to linear MPC problems [1] with robust stability properties. Given that the suboptimal PE-based control law is non-unique (that is, a set-valued map) and (possibly) discontinuous, we treat the closed-loop system, appropriately augmented, as a difference inclusion. We derive novel robust exponential stability results for difference inclusions of this type. In particular we show that Strong Robust Exponential Stability (SRES) holds, for any sufficiently small but otherwise arbitrary perturbation. Such approach allows us to show SRES of the closed-loop system under PE-based MPC. Application to a simulated open-loop unstable CSTR with separation unit and recycle is presented to show performance and timing results for PE-based MPC, as well as to highlight its robustness to process/model mismatch, disturbances and measurement noise.     

基于累积平方误差–总平方波动指标的模型预测控制器性能评价及自愈

本文针对模型预测控制器实际投运中遇到性能下降问题,提出了一种基于累积平方误差(ISE)–总平方波动(TSV)指标的模型预测控制器性能评价及自愈方法.先基于累积平方误差(ISE)和总平方波动(TSV)指标对模型预测控制器进行实时性能评价,再根据无限时域模型预测控制器(MPC)的逆特性,基于ISE–TSV指标的分析,提出了一种MPC控制器的鲁棒自愈方法.在二级倒立摆的模型预测控制仿真与实验结果证明了所提自愈方法的可行性及有效性.     

Distributed model predictive control of linear systems with persistent disturbances

This article presents a new form of robust distributed model predictive control (MPC) for multiple dynamically decoupled subsystems, in which distributed control agents exchange plans to achieve satisfaction of coupling constraints. The new method offers greater flexibility in communications than existing robust methods, and relaxes restrictions on the order in which distributed computations are performed. The local controllers use the concept of tube MPC – in which an optimisation designs a tube for the system to follow rather than a trajectory – to achieve robust feasibility and stability despite the presence of persistent, bounded disturbances. A methodical exploration of the trades between performance and communication is provided by numerical simulations of an example scenario. It is shown that at low levels of inter-agent communication, distributed MPC can obtain a lower closed-loop cost than that obtained by a centralised implementation. A further example shows that the flexibility in communications means the new algorithm has a relatively low susceptibility to the adverse effects of delays in computation and communication.     

Quasi-min-max output-feedback model predictive control for LPV systems with input saturation

In the research field of model predictive control (MPC), an output-feedback-type MPC method is consistently required for controlling a wide range of constrained systems. In this paper, we propose a two-stage control strategy for polytopic linear parameter varying (LPV) systems subject to input constraints. This strategy consists of a modified quasi-min-max output-feedback MPC method and a novel terminal output-feedback robust control technique. The proposed control mechanism involves the system states to be first controlled via the MPC method to be driven into a prescribed neighborhood of the origin, and then, the terminal output-feedback robust control method guaranteeing the input constraints is applied to make such states converge to the origin. It is also verified that our control method guarantees the closed-loop stability and feasibility in the presence of model uncertainties and input constraints. Finally, a numerical example is given to demonstrate its effectiveness.     

Output‐feedback model predictive control for stochastic systems with multiplicative and additive uncertainty

This paper studies the output‐feedback model predictive control (MPC) design problem for linear systems with multiplicative and additive random uncertainty. We first present an off‐line optimization algorithm to optimize feedback gains of the observer and the dual‐mode control policy. After that, by defining a cuboid tube whose center and boundary are both time‐varying variables, we develop a set sequence with increased freedom to contain stochastic system trajectories. A quadratic performance function with analytic upper and lower bounds is minimized such that it decreases exponentially to a finite range under the expectation. The resulting MPC algorithms are proved to guarantee practically stochastic input‐to‐state stability. A numerical example of the wind turbine model illustrates the properties of the MPC algorithms.     

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.     

Multi-objective performance optimisation for model predictive control by goal attainment

This article proposes an approach for performance tuning of model predictive control (MPC) using goal-attainment optimisation of the cost function weighting matrices. The approach is developed for three formulations of the control problem: (i) minimal and (ii) non-minimal design based on the same cost function and (iii) a non-minimal MPC approach with an explicit integral-of-error state variable and modified cost function. This approach is based on earlier research into multi-objective optimisation for proportional-integral-plus control systems. Simulation experiments for a 3-input, 3-output Shell heavy oil fractionator model illustrate the feasibility of MPC goal attainment for multivariable decoupling and attainment of a specific output response. For this example, the integral-of-error state variable offers improved design flexibility and hence, when it is combined with the proposed tuning method, yields an improved closed-loop response in comparison to minimal MPC.     

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.     

Hybrid Fuzzy Modelling for Model Predictive Control

Model predictive control (MPC) has become an important area of research and is also an approach that has been successfully used in many industrial applications. In order to implement a MPC algorithm, a model of the process we are dealing with is needed. Due to the complex hybrid and nonlinear nature of many industrial processes, obtaining a suitable model is often a difficult task. In this paper a hybrid fuzzy modelling approach with a compact formulation is introduced. The hybrid system hierarchy is explained and the Takagi–Sugeno fuzzy formulation for the hybrid fuzzy modelling purposes is presented. An efficient method for identifying the hybrid fuzzy model is also proposed. A MPC algorithm suitable for systems with discrete inputs is treated. The benefits of the MPC algorithm employing the hybrid fuzzy model are verified on a batch-reactor simulation example: a comparison between the proposed modern intelligent (fuzzy) approach and a classic (linear) approach was made. It was established that the MPC algorithm employing the proposed hybrid fuzzy model clearly outperforms the approach where a hybrid linear model is used, which justifies the usability of the hybrid fuzzy model. The hybrid fuzzy formulation introduces a powerful model that can faithfully represent hybrid and nonlinear dynamics of systems met in industrial practice, therefore, this approach demonstrates a significant advantage for MPC resulting in a better control performance.     

Reference trajectory tuning of model predictive control

An approach to minimize tuning effort of nominal Model Predictive Control algorithms is proposed. The algorithm dynamically calculates output set points to accommodate user-defined output importance, which is more intuitive than selecting values for the MPC weighing matrices. Instead of tuning the weights on the outputs deviations from their set points, weights on the input values and input increments, which are the usual tuning parameters of MPC, the desired output control performance of the MPC can be specified by performance factors. The proposed method extends the existing methods that consider a reference trajectory for the output tracking to the case of zone control and input targets. The proposed method also assumes that, as in most commercial MPC packages, the controller has two layers: a static layer and an extended dynamic layer. The method is illustrated by three case studies, contemplating both SISO and MIMO systems. It is observed that: the output set point tracking performance can be changed without modifying the MPC tuning weights, the approach is capable of achieving similar performance to conventional MPC tuned by multiobjective optimization techniques from the literature, with a fraction of computer effort, and it can be integrated with Real Time Optimization algorithms to control complex systems, always respecting output constraints.     

Adaptive model predictive control for a class of constrained linear systems based on the comparison model

This paper proposes an adaptive model predictive control (MPC) algorithm for a class of constrained linear systems, which estimates system parameters on-line and produces the control input satisfying input/state constraints for possible parameter estimation errors. The key idea is to combine the robust MPC method based on the comparison model with an adaptive parameter estimation method suitable for MPC. To this end, first, a new parameter update method based on the moving horizon estimation is proposed, which allows to predict an estimation error bound over the prediction horizon. Second, an adaptive MPC algorithm is developed by combining the on-line parameter estimation with an MPC method based on the comparison model, suitably modified to cope with the time-varying case. This method guarantees feasibility and stability of the closed-loop system in the presence of state/input constraints. A numerical example is given to demonstrate its effectiveness.     

Model predictive control for batch processes: Ensuring validity of predictions

The intuitive and simple ideas that support model predictive control (MPC) along with its capabilities have been the key to its success both in industry and academia. The contribution this paper makes is to further enhance the capabilities of MPC by easing its application to industrial batch processes. Specifically, this paper addresses the problem of ensuring the validity of predictions when applying MPC to such processes. Validity of predictions can be ensured by constraining the decision space of the MPC problem. The performance of the MPC control strategy relies on the ability of the model to predict the behaviour of the process. Using the model in the region in which it is valid improves the resulting performance. In the proposed approach four validity indicators on predictions are defined: two of them consider all the variables in the model, and the other two consider the degrees of freedom of the controller. The validity indicators are defined from the latent variable model of the process. Further to this, these are incorporated as constraints in the MPC optimization problem to bound the decision space and ensure the proper use of the model. Finally, the MPC cost function is modified to enable fine case-specific tuning if desired. Provided the indicators are quadratic, the controller yields a quadratic constrained quadratic programming problem for which efficient solvers are commercially available. A fed-batch fermentation example shows how MPC ensuring validity of predictions improves performance and eases tuning of the controller. The target in the example provided is end-point control accounting for variations in the initial measurable conditions of the batch.     

Model predictive control of magnetically actuated mass spring dampers for automotive applications

Mechatronic systems such as those arising in automotive applications are characterized by significant non-linearities, tight performance specifications as well as by state and input constraints which need to be enforced during system operation. This paper takes a view that model predictive control (MPC) and hybrid models can be an attractive and systematic methodology to handle these challenging control problems, even when the underlying process is not hybrid. In addition, the piecewise affine (PWA) explicit form of MPC solutions avoids on-line optimization and can make this approach computationally viable even in situations with rather constrained computational resources. To illustrate the MPC design procedure and the underlying issues, we focus on a specific non-linear process example of a mass spring damper system actuated by an electromagnet. Such a system is one of the most common elements of mechatronic systems in automotive systems, with fuel injectors representing a concrete example. We first consider a linear MPC design for the mechanical part of the system. The approach accounts for all the constraints in the system but one, which is subsequently enforced via a state-dependent saturation element. Second, a hybrid MPC approach for the mechanical subsystem is analysed that can handle all the constraints by design and achieves better performance, at the price of a higher complexity of the controller. Finally, a hybrid MPC design that also takes into account the electrical dynamics of the system is considered.     

A practical multiple model adaptive strategy for single-loop MPC

This paper details a multiple model adaptive control strategy for model predictive control (MPC). To maintain performance of this linear controller over a wide range of operating levels, a multiple model adaptive control strategy for dynamic matrix control (DMC), the process industry's standard for MPC, is presented. The method of approach is to design multiple linear DMC controllers. The tuning parameters for the linear controllers are obtained using novel analytical expressions. The controller output of the adaptive DMC controller is a weighted average of the multiple linear DMC controllers. The capabilities of the multiple model adaptive strategy for DMC are investigated through computer simulations and an experimental system.     

Model predictive control design for polytopic uncertain systems by synthesising multi-step prediction scenarios

A common objective of model predictive control (MPC) design is the large initial feasible region, low online computational burden as well as satisfactory control performance of the resulting algorithm. It is well known that interpolation-based MPC can achieve a favourable trade-off among these different aspects. However, the existing results are usually based on fixed prediction scenarios, which inevitably limits the performance of the obtained algorithms. So by replacing the fixed prediction scenarios with the time-varying multi-step prediction scenarios, this paper provides a new insight into improvement of the existing MPC designs. The adopted control law is a combination of predetermined multi-step feedback control laws, based on which two MPC algorithms with guaranteed recursive feasibility and asymptotic stability are presented. The efficacy of the proposed algorithms is illustrated by a numerical example.     

Adaptive receding horizon predictive control for constrained discrete-time linear systems with parameter uncertainties

This paper proposes a discrete-time model predictive control (MPC) scheme combined with an adaptive mechanism. To this end, first, an adaptive parameter estimation algorithm suitable for MPC is proposed, which uses the available input and output signals to estimate the unknown system parameters. It enables the prediction of a monotonically decreasing worst-case estimation error bound over the prediction horizon of MPC. These distinctive features allow for future model improvement to be explicitly considered in MPC. Thus, a less conservative adaptive-type MPC controller can be developed based on the proposed estimation method. Second, we show how the discrete-time adaptive-type state-feedback MPC controller is constructed by combining the on-line parameter estimation scheme with a modified robust MPC method based on the comparison model. The developed MPC controller guarantees feasibility and stability of the closed-loop system theoretically in the presence of input and state constraints. A numerical example is given to demonstrate its effectiveness.     

Model based approach to closed loop control of 1-D engine simulation models

1-D engine simulation models are widely used for the analysis and verification of air-path design concepts to assess performance and therefore determine suitable hardware. The transient response is a key driver in the selection process which in most cases requires closed loop control of the model to ensure operation within prescribed physical limits and tracking of reference signals. Since the controller effects the system performance a systematic procedure which achieves close-to-optimal performance is desired, if the full potential of a given hardware configuration is to be properly assessed. For this purpose a particular implementation of Model Predictive Control (MPC) based on a corresponding Mean Value Engine Model (MVEM) is reported here. The MVEM is linearised on-line at each operating point to allow for the formulation of quadratic programming (QP) problems, which are solved as the part of the proposed MPC algorithm. The MPC output is used to control a 1-D engine model. The closed loop performance of such a system is benchmarked against the solution of a related optimal control problem (OCP). The system is also tested for operation at high altitude conditions to demonstrate the ability of the controller to respect specified physical constraints. As an example this study is focused on the transient response of a light-duty automotive Diesel engine. For the cases examined the proposed controller design gives a more systematic procedure than other ad hoc approaches that require considerable tuning effort.     

A multi-iteration pseudo-linear regression method and an adaptive disturbance model for MPC

This paper proposes an MPC method that uses an adaptive disturbance model to improve the accuracy of prediction. In unmeasured disturbance model identification, a novel multi-iteration pseudo-linear regression (MIPLR) method is used which is more accurate and has faster convergence than traditional recursive identification methods. The adaptive disturbance model is used in an MPC scheme for improved performance in disturbance rejection. The method is demonstrated by the simulation of a distillation column and also tested on the real process. The test results show that the proposed MPC scheme can not only increase control performance, but also increase robustness.     

基于强化学习的大时延过程控制策略研究

具有长时延的过程控制被公认为是较难的系统过程控制。模型预测控制(MPC)是一种适用于大时延过程的新的过程控制方法。相比于PID等传统的控制方法,MPC基于模型对未来状态的预测进行决策,能够兼顾及时反馈与长期规划。但MPC对于过程的预测步数依然是有限的。强化学习作为机器学习的重要部分,原则上能够预测策略在无限长时间内的收益。作者基于强化学习方法改进混凝剂添加过程中的控制算法,利用大量仿真数据训练模型,成功提升了该过程的控制效果。通过对该方法进行仿真模拟,并与传统的MPC方法进行对比,证明了使用强化学习改进过的控制方法在大时延过程控制中的总体表现优于传统MPC方法。