A linear programming approach to constrained robust predictivecontrol

A receding horizon predictive control algorithm for systems with model uncertainty and input constraints is developed. The proposed algorithm adopts the receding horizon dual-mode (i.e., free control moves and invariant set) paradigm. The approach is novel in that it provides a convenient way of combining predictions of control moves, which are optimal in the sense of worst case performance, with large target invariant sets. Thus, the proposed algorithm has a large stabilizable set of states corresponding to a cautious state feedback law while enjoying the good performance of a tightly tuned but robust control law. Unlike earlier approaches which are based on QP or semidefinite programming, here computational complexity is reduced through the use of LP     

Dynamic Output Feedback Robust MPC With one Free Control Move for LPV Model With Bounded Disturbance

For a linear parameter‐varying (LPV) model which is a convex combination of several linear time invariant sub‐models, this paper considers the case when the combining coefficients are unknown (except being nonnegative and their sum being one). For this model with norm‐bounded unknown disturbance, an output feedback robust model predictive control (MPC) is proposed by parameterizing the infinite horizon control moves and estimated states into one free control move, one free estimated state (i.e., one control move and one estimated state as degrees of freedom for optimization) and a dynamic output feedback law. This is the first endeavour to apply the free control move and free estimated state in the output feedback MPC for this model. The algorithm is shown to be recursively feasible and the system state is guaranteed to converge to the neighborhood of the equilibrium point. A numerical example verifies the effectiveness of the proposed algorithm.     

多胞约束LPV系统多面体不变集RMPC算法

针对一类输入和输出受约束且具有多胞结构的离散LPV 系统, 提出一种基于多面体不变集的鲁棒模型预测控制(RMPC) 算法. 选取一系列收敛于原点的离散状态点, 计算每个状态的反馈控制率, 构建相应的多面体不变集. 在每一个采样时刻, 确定包含当前状态的最小多面体不变集, 通过计算与相邻两个多面体不变集的位置关系, 执行连续的状态反馈控制率. 仿真结果表明, 相比椭圆不变集离线RMPC算法, 所提出算法扩大了系统的稳定区域, 取得了保守性较小的结果.

     

Robust model predictive control with guaranteed setpoint tracking

In this paper a novel robust model predictive control (RMPC) algorithm is proposed, which is guaranteed to stabilize any linear time-varying system in a given convex uncertainty region while respecting state and input constraints. Moreover, unlike most existing RMPC algorithms, the proposed algorithm is guaranteed to remove steady-state offset in the controlled variables for setpoints (possibly) different from the origin when the system is unknown linear time-invariant. The controller uses a dual-mode paradigm (linear control law plus free control moves to reach an appropriate invariant region), and the key step is the design of a robust linear state feedback controller with integral action and the construction of an appropriate polyhedral invariant region in which this controller is guaranteed to satisfy the process constraints. The proposed algorithm is efficient since the on-line implementation only requires one to solve a convex quadratic program with a number of decision variables that scale linearly with the control horizon. The main features of the new control algorithm are illustrated through an example of the temperature control of an open-loop unstable continuous stirred tank reactor.     

基于最小衰减率多面体不变集的鲁棒模型预测控制

针对一类具有输入输出约束的多胞体结构线性变参数系统,提出了一种基于最小衰减率多面体不变集的鲁棒模型预测控制算法,算法分为在线和离线两个部分.为增强系统控制效果,提高系统响应速度,离线算法首先采用寻求状态变量的最小衰减率的方法优化出一系列状态变量及相应的状态反馈控制律,然后构建出相应的多面体不变集序列;在线算法根据当前实测状态变量,在多面体不变集序列内确定状态变量所处的最小多面体不变集,通过在线优化得出系统的控制输入.给出了鲁棒模型预测控制算法的详细步骤和系统的闭环稳定性证明.仿真结果验证了本算法的有效性,表明本算法使系统的闭环响应更为快速和稳定.     

An off-line robust MPC algorithm for uncertain polytopic discrete-time systems using polyhedral invariant sets

In this paper, an off-line synthesis approach to robust model predictive control (MPC) using polyhedral invariant sets is presented. Most of the computational burdens are moved off-line by computing a sequence of state feedback control laws corresponding to a sequence of polyhedral invariant sets. At each sampling time, the smallest polyhedral invariant set that the currently measured state can be embedded is determined. The corresponding state feedback control law is then implemented to the process. The controller design is illustrated with two examples. Comparisons between the proposed algorithm and an ellipsoidal off-line robust MPC algorithm have been undertaken. The proposed algorithm yields a substantial expansion of the stabilizable region. Therefore, it can achieve less conservative result as compared to an ellipsoidal off-line robust MPC algorithm.     

Stabilizable regions of receding horizon predictive control with input constraints

Stabilizable regions of receding horizon predictive control (RHPC) with input constraints are examined. A feasible region of states, which is spanned by eigenvectors of the closed-loop system with a stabilizing feedback gain, is derived in conjunction with input constraints. For states in this region, the feasibility of state feedback is guaranteed with the corresponding feedback gain. It is shown that an RHPC scheme with adequate finite terminal weights can guarantee stability for any initial state which can be steered into this region using finite number of control moves in the presence of input saturation. This methodology results in feasible regions which are infinite (in certain directions) even in the case of open-loop unstable systems. It is shown that the proposed feasible regions are larger than the ellipsoidal regions which were suggested in earlier works. We formulated the optimization problem in LMI so that it can be solved by semidefinite programming.     

Constrained robust model predictive control based on periodic invariance

In this paper, a receding-horizon control method for input/state constrained systems with polyhedral uncertainties is proposed. The dual-mode prediction strategy is adopted to deal with the constraints and periodically-invariant sets are used to derive a target invariant set of the dual-mode prediction strategy. The proposed control method is shown to have novel characteristics earlier approaches do not have i.e.: (i) the convex-hull of all the periodically invariant sets are invariant in the sense that there are feasible feedback gains guaranteeing invariance for any elements of the convex-hull and it provides larger target sets than other methods based on ordinary invariant sets. (ii) A particular convex-hull of periodically invariant sets, that is computable off-line, can be used as an invariant target set. In this case the number of on-line variables is only equal to the period of invariance and thus the proposed algorithm is computationally very efficient. These on-line variables provide interpolation between different feedback gains to yield best performance.     

A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems

This paper presents a robustly stabilizing model predictive control algorithm for systems with incrementally conic uncertain/nonlinear terms and bounded disturbances. The resulting control input consists of feedforward and feedback components. The feedforward control generates a nominal trajectory from online solution of a finite‐horizon constrained optimal control problem for a nominal system model. The feedback control policy is designed off‐line by utilizing a model of the uncertainty/nonlinearity and establishes invariant ‘state tubes’ around the nominal system trajectories. The entire controller is shown to be robustly stabilizing with a region of attraction composed of the initial states for which the finite‐horizon constrained optimal control problem is feasible for the nominal system. Synthesis of the feedback control policy involves solution of linear matrix inequalities. An illustrative numerical example is provided to demonstrate the control design and the resulting closed‐loop system performance. Copyright © 2010 John Wiley & Sons, Ltd.     

Explicit robust model predictive control using recursive closed‐loop prediction

In this paper, we develop an algorithm to compute robust MPC explicit solutions for constrained MIMO systems with internal uncertainties and external disturbances. Our approach is based on a recursive closed‐loop prediction strategy to realize a finite horizon robust MPC regulator, which has the feature that only one‐step state prediction is sufficient to realize robust MPC with an arbitrary prediction horizon. The paper defines a set of recursive sub‐optimization problems as multiple‐parametric sub‐quadratic programming (mp‐SQP), and shows that the optimal solution to the mp‐SQP problem is piecewise affine functions of states, associated with piece objectives and state critical regions. Asymptotic closed‐loop stability can be guaranteed by a terminal weighting and a terminal feedback gain; also by introducing two tuning variables, the algorithm is capable of adjusting the trade‐off between system performance and robustness. The state admissible set, which is not easily derived from physical vision, is constructed by two methods: a piecewise linear norm of signals, and polyhedral Voronoi sets. Finally, two simulation examples demonstrate that the algorithm is efficient, feasible and flexible, and can be applied to both slow and fast industrial MIMO systems. Copyright © 2006 John Wiley & Sons, Ltd.     

Superposition in efficient robust constrained predictive control

A stabilizing control method, which does not require on-line optimizations, is developed for linear systems with polytopic model uncertainties and hard input constraints. This work is motivated by the constrained robust MPC (CRMPC) approach (IEEE Trans. Automat. Control 45 (2000a) 1765) which adopts the dual mode prediction strategy (i.e. free control moves and invariant set) and minimizes a worst case performance criterion. Based on the observation that, a feasible control sequence for a particular state can be found as a linear combination of feasible sequences for other states, we suggest a stabilizing control algorithm providing sub-optimal and feasible control sequences using pre-computed optimal sequences for some canonical states. The on-line computation of the proposed method reduces to simple matrix multiplication.     

Using hash tables to manage the time-storage complexity in a point location problem: Application to explicit model predictive control

The online computational burden of linear model predictive control (MPC) can be moved offline by using multi-parametric programming, so-called explicit MPC. The solution to the explicit MPC problem is a piecewise affine (PWA) state feedback function defined over a polyhedral subdivision of the set of feasible states. The online evaluation of such a control law needs to determine the polyhedral region in which the current state lies. This procedure is called point location; its computational complexity is challenging, and determines the minimum possible sampling time of the system. A new flexible algorithm is proposed which enables the designer to trade off between time and storage complexities. Utilizing the concept of hash tables and the associated hash functions, the proposed method solves an aggregated point location problem that overcomes prohibitive complexity growth with the number of polyhedral regions, while the storage–processing trade-off can be optimized via scaling parameters. The flexibility and power of this approach is supported by several numerical examples.     

A reconfiguration control framework for constrained systems with sensor stuck faults

In this paper, a sensor stuck fault‐tolerant control framework for linear time‐invariant plant models subject to input/state constraints and bounded disturbances is presented. A receding horizon control reconfigurable scheme is proposed to contrast undesired effects due to sensors malfunctioning. The main merit of this strategy relies on its intrinsic capability to quickly identify fault occurrences and to take a decision on the adequate control action. This is formally obtained by jointly exploiting set‐theoretic polyhedral ideas and the certainty equivalence concept. A numerical example is provided and the control performance contrasted with a well‐reputed competitor fault‐tolerant control scheme.     

Full‐complexity polytopic robust control invariant sets for uncertain linear discrete‐time systems

This paper presents an algorithm for the computation of full‐complexity polytopic robust control invariant (RCI) sets, and the corresponding linear state‐feedback control law. The proposed scheme can be applied for linear discrete‐time systems subject to additive disturbances and structured norm‐bounded or polytopic uncertainties. Output, initial condition, and performance constraints are considered. Arbitrary complexity of the invariant polytope is allowed to enable less conservative inner/outer approximations to the RCI sets whereas the RCI set is assumed to be symmetric around the origin. The nonlinearities associated with the computation of such an RCI set structure are overcome through the application of Farkas' theorem and a corollary of the elimination lemma to obtain an initial polytopic RCI set, which is guaranteed to exist under certain conditions. A Newton‐like update, which is recursively feasible, is then proposed to yield desirable large/small volume RCI sets.     

Robust RHC for wheeled vehicles with bounded disturbances

The robust receding horizon control (RHC) synthesis approach is developed in this paper, for the simultaneous tracking and regulation problem (STRP) of wheeled vehicles with bounded disturbances. Considering the bounded disturbances, we firstly provide a robust positively invariant (RPI) set and associated feedback controller for the perturbed vehicles, which contribute to the foundation of the robust RHC synthesis approach. Then, by extending the tube‐based approach introduced in the article of Mayne et al (robust model predictive control of constrained linear systems with bounded disturbances in Automatica, 2005, vol. 41) to the STRP of wheeled vehicles, we employ the designed RPI set to determine the robust tube and terminal state region, and further construct a nominal optimal control problem. The actual control input is implemented by correcting the solved nominal input with the designed feedback controller. Following the contributed properties of the developed RPI set and extended tube‐based approach, a robust RHC algorithm is finally proposed with the guarantees of recursive feasibility and robust convergence, which can also be adapted for real‐time implementation. Additionally, due to the elaborate control design, the effect of disturbances can be completely nullified to achieve better tracking performance. The effectiveness and advantage of the proposed approach are illustrated by two simulation examples.     

Observer-based event-triggered distributed model predictive control for a class of nonlinear interconnected systems

In this paper, an observer-based event-triggered distributed model predictive control method is proposed for a class of nonlinear interconnected systems with bounded disturbances, considering unmeasurable states. First of all, the state observer is constructed. It is proved that the observation error is bounded. Second, distributed model predictive controller is designed by using observed value. Meanwhile, the event-triggered mechanism is set by using the error between the actual output and the predicted output. The setting of event-triggered mechanism not only ensures the error between the actual output and the predicted output within a certain range, but also reduces the calculation amounts of solving the optimization problem. The states of each subsystem enter the terminal invariant set by distributed model predictive control, and then are stabilized in the invariant set under the action of output feedback control law. In addition, sufficient conditions are given to ensure the feasibility of the algorithm and the stability of the closed-loop system. Finally, the numerical example is given, and the simulation results verify the effectiveness of the proposed algorithm.     

基于区间二型T-S模糊模型的网络控制系统的输出反馈预测控制

针对干扰作用下的非线性网络控制系统,给出了带一个自由控制作用的输出反馈预测控制方法.首先,利用区间二型T-S模糊模型描述具有参数不确定性的非线性对象,采用马尔科夫链描述系统中的随机丢包过程,由此建立了丢包网络环境下的非线性网络控制系统的数学模型.然后,通过引入二次有界技术得到了干扰作用下网络控制系统的稳定性描述方法,并在此基础上给出了状态观测器的线性矩阵不等式条件.最后,基于估计状态,通过将无穷时域控制作用参数化为一个自由控制作用加一个线性反馈律得到了输出反馈预测控制方法.论文的特色在于构建了在线更新误差椭圆集合的基本方法,满足了约束条件下输出反馈预测控制保证稳定性的要求.仿真例子验证了所提方法的有效性.     

Feedback min–max model predictive control using robust one-step sets

A solution to the infinite-horizon min–max model predictive control (MPC) problem of constrained polytopic systems has recently been defined in terms of a sequence of free control moves over a fixed horizon and a state feedback law in the terminal region using a time-varying terminal cost. The advantage of this formulation is the enlargement of the admissible set of initial states without sacrificing local optimality, but this comes at the expense of higher computational complexity. This article, by means of a counterexample, shows that the robust feasibility and stability properties of such algorithms are not, in general, guaranteed when more than one control move is adopted. For this reason, this work presents a novel formulation of min–max MPC based on the concept of within-horizon feedback and robust contractive set theory that ensures robust stability for any choice of the control horizon. A parameter-dependent feedback extension is also proposed and analysed. The effectiveness of the algorithms is demonstrated with two numerical examples.     

Dependable control of uncertain linear systems based on set-theoretic methods

This article concerns the feedback control of discrete-time systems subject to disturbances and uncertainties in both model parameters and signal measurements. The uncertainties are assumed to be unknown but bounded and thus characterised by closed intervals or sets. The main result is a new approach to design a feedback controller keeping the system state in a target set. First, a method is proposed that computes minimal enclosures of the set of reachable states, which are consistent with the uncertain input and output measurements and the system dynamics. Then, a control method to keep the current state set in the target set is developed, which extends control techniques based on invariant polyhedra. The method is illustrated by a mobile robot experiment.