Robust hybrid predictive control of nonlinear systems

In this work, we consider nonlinear systems with input constraints and uncertain variables, and develop a robust hybrid predictive control structure that provides a safety net for the implementation of any model predictive control (MPC) formulation, designed with or without taking uncertainty into account. The key idea is to use a Lyapunov-based bounded robust controller, for which an explicit characterization of the region of robust closed-loop stability can be obtained, to provide a stability region within which any available MPC formulation can be implemented. This is achieved by devising a set of switching laws that orchestrate switching between MPC and the bounded robust controller in a way that exploits the performance of MPC whenever possible, while using the bounded controller as a fall-back controller that can be switched in at any time to maintain robust closed-loop stability in the event that the predictive controller fails to yield a control move (due, e.g., to computational difficulties in the optimization or infeasibility) or leads to instability (due, e.g., to inappropriate penalties and/or horizon length in the objective function). The implementation and efficacy of the robust hybrid predictive control structure are demonstrated through simulations using a chemical process example.     

Optimal control of grinding mill circuit using model predictive static programming: A new nonlinear MPC paradigm

The recently developed reference-command tracking version of model predictive static programming (MPSP) is successfully applied to a single-stage closed grinding mill circuit. MPSP is an innovative optimal control technique that combines the philosophies of model predictive control (MPC) and approximate dynamic programming. The performance of the proposed MPSP control technique, which can be viewed as a ‘new paradigm’ under the nonlinear MPC philosophy, is compared to the performance of a standard nonlinear MPC technique applied to the same plant for the same conditions. Results show that the MPSP control technique is more than capable of tracking the desired set-point in the presence of model-plant mismatch, disturbances and measurement noise. The performance of MPSP and nonlinear MPC compare very well, with definite advantages offered by MPSP. The computational speed of MPSP is increased through a sequence of innovations such as the conversion of the dynamic optimization problem to a low-dimensional static optimization problem, the recursive computation of sensitivity matrices and using a closed form expression to update the control. To alleviate the burden on the optimization procedure in standard MPC, the control horizon is normally restricted. However, in the MPSP technique the control horizon is extended to the prediction horizon with a minor increase in the computational time. Furthermore, the MPSP technique generally takes only a couple of iterations to converge, even when input constraints are applied. Therefore, MPSP can be regarded as a potential candidate for online applications of the nonlinear MPC philosophy to real-world industrial process plants.     

Enhanced predictive ratio control of interacting systems

Ratio control for two interacting processes is proposed with a PID feedforward design based on model predictive control (MPC) scheme. At each sampling instant, the MPC control action minimizes a state-dependent performance index associated with a PID-type state vector, thus yielding a PID-type control structure. Compared to the standard MPC formulations with separated single-variable control, such a control action allows one to take into account the non-uniformity of the two process outputs. After reformulating the MPC control law as a PID control law, we provide conditions for prediction horizon and weighting matrices so that the closed-loop control is asymptotically stable, and show the effectiveness of the approach with simulation and experiment results.     

Event-triggered robust model predictive control of continuous-time nonlinear systems

The event-triggered control is of compelling features in efficiently exploiting system resources, and thus has found many applications in sensor networks, networked control systems, multi-agent systems and so on. In this paper, we study the event-triggered model predictive control (MPC) problem for continuous-time nonlinear systems subject to bounded disturbances. An event-triggered mechanism is first designed by measuring the error between the system state and its optimal prediction; the event-triggered MPC algorithm that is built upon the triggering mechanism and the dual-mode approach is then designed. The rigorous analysis of the feasibility and stability is conducted, and the sufficient conditions for ensuring the feasibility and stability are developed. We show that the feasibility of the event-triggered MPC algorithm can be guaranteed if, the prediction horizon is designed properly and the disturbances are small enough. Furthermore, it is shown that the stability is related to the prediction horizon, the disturbance bound and the triggering level, and that the state trajectory converges to a robust invariant set under the proposed conditions. Finally, a case study is provided to verify the theoretical results.     

Unconstrained model predictive control and suboptimality estimates for nonlinear continuous-time systems

This paper presents a continuous-time version of recent results on unconstrained nonlinear model predictive control (MPC) schemes. Based on a controllability assumption and a corresponding infinite-dimensional optimization problem, performance estimates and stability conditions are derived in terms of the prediction horizon and the sampling time of the MPC controller. Moreover, improved estimates for small sampling times are discussed and a comparison to the application of the discrete-time results in a sampled-data context is provided.     

Optimizing the end-point state-weighting matrix in model-based predictive control

In this paper a linear model-based predictive control (MPC) algorithm is presented, for which nominal closed-loop stability is guaranteed. The input is obtained by minimizing a quadratic performance index over a finite horizon plus an end-point state (EPS) penalty, subject to input, state and output constraints. Under certain conditions, the weighting matrix in the EPS penalty enables one to specify an invariant ellipsoid in which the input, state and output constraints are satisfied. In existing MPC algorithms this weighting matrix is calculated off-line. The main contribution of this paper is to incorporate the calculation of the EPS-weighting matrix into the on-line optimization problem of the controller. The main advantage of this approach is that a natural and automatic trade-off between feasibility and optimality is obtained. This is demonstrated in a simulation 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.     

Stability Analysis of Constrained Nonlinear Model Predictive Control with Terminal Weighting

This paper investigates stability of model predictive control (MPC) for nonlinear constrained systems. New stability results for the MPC algorithms with terminal weighting are proposed using the dynamic programming method, which gives new criteria for choosing state, control and terminal weighting in the performance index to achieve stability of MPC algorithms. Illustrative examples are given to show that by combining this condition with existing ones, much less conservative results can be generated.     

Distributed model predictive control over network information exchange for large-scale systems

A class of large scale systems, which is naturally divided into many smaller interacting subsystems, are usually controlled by a distributed or decentralized control framework. In this paper, a novel distributed model predictive control (MPC) is proposed for improving the performance of entire system. In which each subsystem is controlled by a local MPC and these controllers exchange a reduced set of information with each other by network. The optimization index of each local MPC considers not only the performance of the corresponding subsystem but also that of its neighbours. The proposed architecture guarantees satisfactory performance under strong interactions among subsystems. A stability analysis is presented for the unconstrained distributed MPC and the provided stability results can be employed for tuning the controller. Experiment of the application to accelerated cooling process in a test rig is provided for validating the efficiency of the proposed method.     

Stability of model predictive control with mixed constraints

We derive stability conditions for model predictive control (MPC) with hard constraints on the inputs and “soft” constraints on the outputs for an infinitely long output horizon. We show that with state feedback, MPC is globally asymptotically stabilizing if and only if all the eigenvalues of the open loop system are in the closed unit disk. With output feedback, we show that the results hold if all the eigenvalues are strictly inside the unit circle. The online optimization problem defining MPC can be posed as a finite dimensional quadratic program even though the output constraints are specified over an infinite horizon     

一类输入受限不确定时滞系统的准Min-Max模型预测控制

针对一类输入受限离散不确定时滞系统,提出一种基于准Ｍｉｎ-Ｍａｘ的模型预测控制器设计方法．定义了时滞系统的鲁棒性能指标,给出了系统稳定的充分条件,通过求解ＬＭＩ凸优化获得控制器．准Ｍｉｎ-Ｍａｘ预测控制将当前控制量作为独立优化变量,与其他作为反馈控制的时域控制序列分开处理,有效地降低了算法的保守性,提高了可行性．仿真算例验证了所提出控制方法的有效性．     

一种基于H∞理论的鲁棒预测控制方法

融合H∞控制的鲁棒概念和预测控制的滚动优化原理,提出了一种全新的约束动态对 策预测控制方法.对有状态和控制约束的不确定线性系统,证明了闭环系统的鲁棒稳定性并给 出了鲁棒性条件.该方法同时具有H∞控制和预测控制的优点:鲁棒性和显式处理约束的能力.     

基于仿射控制输入的输入状态稳定非线性预测控制

针对有扰动的约束非线性系统,提出了一种基于仿射控制输入的反馈预测控制策略.采用无穷范数定义有限时域代价函数,对其进行极大极小优化得到预测控制律,并应用输入状态稳定分析了闭环系统的鲁棒稳定性,同时还给出了确定容许扰动上界的方法.最后,数值仿真说明本文的预测控制策略是有效的.     

A convex approach for NMPC based on second order Volterra series models

In model predictive control (MPC), the input sequence is computed, minimizing a usually quadratic cost function based on the predicted evolution of the system output. In the case of nonlinear MPC (NMPC), the use of nonlinear prediction models frequently leads to non‐convex optimization problems with several minimums. This paper proposes a new NMPC strategy based on second order Volterra series models where the original performance index is approximated by quadratic functions, which represent a lower bound of the original performance index. Convexity of the approximating quadratic cost functions can be achieved easily by a suitable choice of the weighting of the control increments in the performance index. The approximating cost functions can be globally minimized by convex optimization techniques in order to compute the input sequence. The minimization of the performance index is carried out by an iterative optimization procedure, which guarantees convergence to the solution. Furthermore, for a nominal prediction model, asymptotic stability for the proposed NMPC strategy can be shown. In the case of considering an estimation error in the prediction model, input‐to‐state practical stability is assured. The control performance of the NMPC strategy is illustrated by experimental results. Copyright © 2014 John Wiley & Sons, Ltd.     

Economic optimization using model predictive control with a terminal cost

In the standard model predictive control implementation, first a steady-state optimization yields the equilibrium point with minimal economic cost. Then, the deviation from the computed best steady state is chosen as the stage cost for the dynamic regulation problem. The computed best equilibrium point may not be the global minimum of the economic cost, and hence, choosing the economic cost as the stage cost for the dynamic regulation problem, rather than the deviation from the best steady state, offers potential for improving the economic performance of the system. It has been previously shown that the existing framework for MPC stability analysis, which addresses to the standard class of problems with a regulation objective, does not extend to economic MPC. Previous work on economic MPC developed new tools for stability analysis and identified sufficient conditions for asymptotic stability. These tools were developed for the terminal constraint MPC formulation, in which the system is stabilized by forcing the state to the best equilibrium point at the end of the horizon. In this work, we relax this constraint by imposing a region constraint on the terminal state instead of a point constraint, and adding a penalty on the terminal state to the regulator cost. We extend the stability analysis tools, developed for terminal constraint economic MPC, to the proposed formulation and establish that strict dissipativity is sufficient for guaranteeing asymptotic stability of the closed-loop system. We also show that the average closed-loop performance outperforms the best steady-state performance. For implementing the proposed formulation, a rigorous analysis for computing the appropriate terminal penalty and the terminal region is presented. A further extension, in which the terminal constraint is completely removed by modifying the regulator cost function, is also presented along with its stability analysis. Finally, an illustrative example is presented to demonstrate the differences between the terminal constraint and the proposed terminal penalty formulation.     

Integrating dynamic economic optimization and model predictive control for optimal operation of nonlinear process systems

In this work, we propose a conceptual framework for integrating dynamic economic optimization and model predictive control (MPC) for optimal operation of nonlinear process systems. First, we introduce the proposed two-layer integrated framework. The upper layer, consisting of an economic MPC (EMPC) system that receives state feedback and time-dependent economic information, computes economically optimal time-varying operating trajectories for the process by optimizing a time-dependent economic cost function over a finite prediction horizon subject to a nonlinear dynamic process model. The lower feedback control layer may utilize conventional MPC schemes or even classical control to compute feedback control actions that force the process state to track the time-varying operating trajectories computed by the upper layer EMPC. Such a framework takes advantage of the EMPC ability to compute optimal process time-varying operating policies using a dynamic process model instead of a steady-state model, and the incorporation of suitable constraints on the EMPC allows calculating operating process state trajectories that can be tracked by the control layer. Second, we prove practical closed-loop stability including an explicit characterization of the closed-loop stability region. Finally, we demonstrate through extensive simulations using a chemical process model that the proposed framework can both (1) achieve stability and (2) lead to improved economic closed-loop performance compared to real-time optimization (RTO) systems using steady-state models.     

LMI-based model predictive control for switched nonlinear systems

This paper proposes an LMI approach to model predictive control of nonlinear systems with switching between multiple modes. In this approach, at each mode, the nonlinear system is divided to a linearized model in addition to a nonlinear term. A sum of squares (SOS) optimization problem is presented to find a quadratic bound for the nonlinear part. The stability condition of the switching system is obtained by using a discrete Lyapunov function and then the sufficient state feedback control law is achieved so that guarantees the stability of the system and also minimizes an infinite prediction horizon performance index. Moreover, two other LMI optimization problems are solved at each mode in order to find the maximum area region of convergence of the nonlinear system inscribed in the region of stability. The performance and effectiveness of the proposed MPC approach are illustrated by two case studies.     

基于HM非线性模型的滚动时域H∞控制

基于HM(Heterogeneous Model)非线性系统模型,提出并研究了滚动时域H∞控 制器的设计.给出了基于H∞性能指标的最优控制律和其存在的充分性条件,该控制律可以 保证系统稳定和干扰衰减增益不超过某一上限.然后,为了减少计算量,设计了有上述相同性 能保证的次优控制器.