Robust feedback model predictive control of constrained uncertain systems

We propose a novel procedure for the solution to the problem of robust model predictive control (RMPC) of linear discrete time systems involving bounded disturbances and model-uncertainties along with hard constraints on the input and state. The RMPC (outer) controller – responsible for steering the uncertain system state to a designed invariant (terminal) set – has a mixed structure consisting of a state-feedback component as well as a control-perturbation. Both components are explicitly considered as decision variables in the online optimization and the nonlinearities commonly associated with such a state-feedback parameterization are avoided by adopting a sequential approach in the formulation. The RMPC controller minimizes an upper bound on an H₂/H_∞-based cost function. Moreover, the proposed algorithm does not require any offline calculation of (feasible) feedback gains for the computation of the RMPC controller. The optimal Robust Positively invariant set and the inner controller – responsible for keeping the state within the invariant set – are both computed in one step as solutions to an LMI optimization problem. We also provide conditions which guarantee the Lyapunov stability of the closed-loop system. Numerical examples, taken from the literature, demonstrate the advantages of the proposed scheme.     

一类离散不确定系统的Tube不变集离线鲁棒模型预测控制

针对一类输入和状态受限的离散线性不确定系统,提出了一种基于Tube不变集的离线鲁棒模型预测控制方法.首先针对输入和状态约束线性时不变标准系统,设计了改进的基于多面体不变集的离线模型预测控制算法,并证明了稳定性.其次对于存在未知有界干扰的实际不确定系统,引入了Tube不变集策略,通过设计对应标准模型的最优控制序列和状态轨迹,给出了实际不确定系统的离线Tube不变集控制策略,保证系统状态鲁棒渐近稳定,并收敛于终端干扰不变集.仿真结果验证了该控制方法的有效性.     

非线性系统有输入饱和时基于平方和的鲁棒模型预测控制器

本文针对带有参数不确定和输入饱和的单输入单输出(SISO)仿射非线性系统,利用反馈线性化,将非线性系统转化为带有扰动和状态依赖输入饱和的多胞线性参变(LPV)模型,进而提出一种基于平方和(SOS)的鲁棒模型预测控制器(RMPC)设计方法.基于多胞RMPC控制器,设计加权状态反馈控制律,通过引入范数有界定理,确保扰动下预测状态收敛到不变集内,并利用勒让德多项式近似和SOS技术,将状态依赖输入饱和约束转化为多项式凸优化问题,以获得实际和辅助状态反馈律,所设计的SOS-RMPC控制器能够保证闭环系统的稳定性.通过与常规多胞RMPC控制器的仿真比较,验证了本方法的有效性,并进一步仿真分析了勒让德多项式阶次对控制器性能的影响.     

基于容许集的多胞不确定系统三模RMPC

针对输入和状态受约束的多胞不确定线性系统,提出了基于容许集的扩大吸引域三模鲁棒模型预测控制方法.在多面体不变集离线模型预测控制算法的基础上引入容许集,以多面体不变集序列的并集作为模态1,基于N步容许集的控制容许集作为模态2,并利用离线设计和在线优化的控制策略,设计了三模变终端约束鲁棒模型预测控制算法,以实现系统渐近稳定.该算法不仅降低了在线运算量,而且扩大了吸引域.最后的仿真结果验证了所提出算法的有效性.     

Mixed H2/H∞ robust model predictive control with saturated inputs

In this paper, we investigate the mixed H₂/H_∞ robust model predictive control (RMPC) for polytopic uncertain systems, which refers to the infinite horizon optimal guaranteed cost control (OGCC). To fully use the capability of actuators, we adopt a saturating feedback control law as the control strategy of RMPC. As the saturating feedback control law can be effectively represented by the convex hull of a group of auxiliary linear feedback laws, the auxiliary feedback laws allow us to design the actual feedback control law without consideration of the input constraints directly to achieve the improved performance. Moreover, we suggest the relative weights on the actual and auxiliary feedback laws to the RMPC, which in turn improves the closed-loop system performance. Furthermore, an off-line design of the proposed RMPC is also developed to make it more practical. Numerical studies demonstrate the effectiveness of the proposed algorithm.     

Robust Model Predictive Control for Linear Discrete‐Time System With Saturated Inputs and Randomly Occurring Uncertainties

This paper investigates the robust model predictive control (RMPC) problem for a class of linear discrete‐time systems subject to saturated inputs and randomly occurring uncertainties (ROUs). Due to limited bandwidth of the network channels, the networked transmission would inevitably lead to incomplete measurements and subsequently unavoidable network‐induced phenomenon that include saturated inputs as a special case. The saturated inputs are assumed to be sector‐bounded in the underlying system. In addition, the ROUs are taken into account to reflect the difficulties in precise system modelling, where the norm‐bounded uncertainties are governed by certain uncorrelated Bernoulli‐distributed white noise sequences with known conditional probabilities. Based on the invariant set theory, a sufficient condition is derived to guarantee the robust stability in the mean‐square sense of the closed‐loop system. By employing the convex optimization technique, the controller gain is obtained by solving an optimization problem with some inequality constraints. Finally, a simulation example is employed to demonstrate the effectiveness of the proposed RMPC scheme.     

Synthesis of Mixed Objective Output Feedback Robust Model Predictive Control

Aiming at the constrained polytopic uncertain system with energy‐bounded disturbance and unmeasurable states, a novel synthesis scheme to design the output feedback robust model predictive control(MPC)is put forward by using mixed H₂/H_∞ design approach. The proposed scheme involves an offline design of a robust state observer using linear matrix inequalities(LMIs)and an online output feedback robust MPC algorithm using the estimated states in which the desired mixed objective robust output feedback controllers are cast into efficiently tractable LMI‐based convex optimization problems. In addition, the closed‐loop stability and the recursive feasibility of the proposed robust MPC are guaranteed through an appropriate reformulation of the estimation error bound (EEB). A numerical example subject to input constraints illustrates the effectiveness of the proposed controller.     

Improved dynamic output feedback RMPC for linear uncertain systems with input constraints

In this work, we propose a dynamic output feedback robust model predictive control (RMPC) design method for linear uncertain systems with input constraints. In order to handle the input constraints, the control signals are permitted to saturate, which can fully utilize the capability of actuators and thus can reduce the conservatism. For the unavailable states, an ellipsoidal set is used to obtain an estimation, and it is updated at every time instant. A modified RMPC design requirement is used to ensure the recursive feasibility of the optimization problem. Then, the design method is formulated in terms of a convex optimization problem with linear matrix inequality constraints. The proposed output feedback RMPC design method is expected to further reduce the conservativeness. The improvements of the proposed algorithm over the other existing techniques is demonstrated by an example. Copyright © 2015 John Wiley & Sons, Ltd.     

ROBUST MODEL PREDICTIVE CONTROL FOR INPUT SATURATED AND SOFTENED STATE CONSTRAINTS

This paper starts with a brief review of robust model predictive control (RMPC) algorithsms for uncertain systems using linear matrix inequalities (LMIs) subject to input and/or output saturated constraints. However when RMPC has both input and state constraints, a difficulty will arise due to the inability of the optimizer to satisfy the state constraints due to the constraints on inputs. Therefore, a novel RMPC scheme is presented that softens the state constraints as penalty terms are added to its objective function. These terms maintain state violation at low values until a constrained solution is returned. The state violation can be regulated by changing the value of the weighting factor. A novel robust predictive controller for input saturated and softened state constraints for linear time varying (LTV) systems with polytopic model uncertainties is presented.     

Robust output feedback model predictive control of constrained linear systems

This paper provides a solution to the problem of robust output feedback model predictive control of constrained, linear, discrete-time systems in the presence of bounded state and output disturbances. The proposed output feedback controller consists of a simple, stable Luenberger state estimator and a recently developed, robustly stabilizing, tube-based, model predictive controller. The state estimation error is bounded by an invariant set. The tube-based controller ensures that all possible realizations of the state trajectory lie in a simple uncertainty tube the ‘center’ of which is the solution of a nominal (disturbance-free) system and the ‘cross-section’ of which is also invariant. Satisfaction of the state and input constraints for the original system is guaranteed by employing tighter constraint sets for the nominal system. The complexity of the resultant controller is similar to that required for nominal model predictive control.     

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.

     

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.     

Robust synergetic control design under inputs and states constraints

In this paper, a novel robust-constrained control methodology for discrete-time linear parameter-varying (DT-LPV) systems is proposed based on a synergetic control theory (SCT) approach. It is shown that in DT-LPV systems without uncertainty, and for any unmeasured bounded additive disturbance, the proposed controller accomplishes the goal of stabilising the system by asymptotically driving the error of the controlled variable to a bounded set containing the origin and then maintaining it there. Moreover, given an uncertain DT-LPV system jointly subject to unmeasured and constrained additive disturbances, and constraints in states, input commands and reference signals (set points), then invariant set theory is used to find an appropriate polyhedral robust invariant region in which the proposed control framework is guaranteed to robustly stabilise the closed-loop system. Furthermore, this is achieved even for the case of varying non-zero control set points in such uncertain DT-LPV systems. The controller is characterised to have a simple structure leading to an easy implementation, and a non-complex design process. The effectiveness of the proposed method and the implications of the controller design on feasibility and closed-loop performance are demonstrated through application examples on the temperature control on a continuous-stirred tank reactor plant, on the control of a real-coupled DC motor plant, and on an open-loop unstable system example.     

A robust economic MPC for changing economic criterion

This note presents a robust economic model predictive control controller suitable for changing economic criterion. The proposal ensures feasibility under any change of the economic criterion, thanks to the use of artificial variables and a relaxed terminal constraint, and robustness in presence of additive bounded disturbances. The resulting robust formulation considers a nominal prediction model and restricted constraints (in order to account for the effect of additive disturbances). The controlled system under the proposed controller is shown to be input‐to‐state stable in the sense that it is asymptotically steered to an invariant region around the best admissible steady state. An illustrative example shows the benefits and the properties of the proposed controller.     

连续非线性系统的滑模鲁棒正不变集控制

针对一类具有控制和状态有界约束的连续非线性系统, 提出了一种基于单向辅助面滑模控制的正不变集设计方法. 该方法通过将约束条件引入单向辅助面的设计中, 利用单向辅助面构造系统状态的正不变集, 以保证系统状态和控制输入在整个过程中都能满足约束条件. 同时, 滑模控制器设计不再受到切换面的限制, 一些不稳定的超平面也可以作为单向辅助面以设计控制器. 随后给出该方法的稳定性分析以及正不变集的理论证明, 并且通过仿真验证了设计方法的有效性.     

不确定离散切换系统具有极点约束的保性能控制

对一类含有范数有界不确定性的离散切换系统和一个二次型性能指标，研究其具有闭环极点约束的鲁棒状态反馈保性能控制问题．利用二次Lyapunov函数方法和线性矩阵不等式技术，给出了鲁棒保性能控制器存在的一个充分条件，在所构造切换规则下，闭环系统二次D稳定，且满足给定的性能指标．在此基础上，将次优保性能控制器设计问题转化为一组线性矩阵不等式约束下的凸优化问题．数值例子说明了所提方法的有效性．     

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.     

基于多步控制策略的混合H2/H∞鲁棒预测控制器设计

针对具有外界扰动的线性定常(Linear time invariant, LTI)系统, 本文研究了其鲁棒预测控制器(Robust model predictive control, RMPC)的设计方法. 设计采用了混合的H2/H∞控制方法以有效地兼顾系统的抗干扰能力和闭环控制性能. 同时, 为了降低设计的保守性, 设计利用闭环多步控制策略以扩大控制器的可行范围, 改善系统控制性能. 进而, 为了便于实际实施, 提出该RMPC的简化设计, 通过将大部分在线计算量离线完成以降低鲁 棒预测控制器的在线计算量.     

Output feedback receding horizon control of constrained systems

This paper considers output feedback control of linear discrete-time systems with convex state and input constraints which are subject to bounded state disturbances and output measurement errors. We show that the non-convex problem of finding a constraint admissible affine output feedback policy over a finite horizon, to be used in conjunction with a fixed linear state observer, can be converted to an equivalent convex problem. When used in the design of a time-varying robust receding horizon control law, we derive conditions under which the resulting closed-loop system is guaranteed to satisfy the system constraints for all time, given an initial state estimate and bound on the state estimation error. When the state estimation error bound matches the minimal robust positively invariant (mRPI) set for the system error dynamics, we show that this control law is time-invariant, but its calculation generally requires solution of an infinite-dimensional optimization problem. Finally, using an invariant outer approximation to the mRPI error set, we develop a time-invariant control law that can be computed by solving a finite-dimensional tractable optimization problem at each time step that guarantees that the closed-loop system satisfies the constraints for all time.     

Designing of non-fragile robust model predictive control for constrained uncertain systems and its application in process control

A non-fragile robust model predictive control (RMPC) is designed in the uncertain systems under bounded control signals. To this aim, a class of the nonlinear systems with additive uncertainty is considered in its general form. The RMPC synthesis could lead to the proper selection of the controller’s gains. Thus, the non-fragile RMPC design is translated into a minimization problem subjected to some constraints in terms of linear matrix inequality (LMI). Hence, the controller’s gains are computed by solving such a minimization problem. In some numerical examples, the suggested non-fragile RMPC is compared with the other methods. The simulation results demonstrate the effectiveness of the proposed RMPC in comparison with similar techniques.