Algorithms for improved fixed-time performance of Lyapunov-based economic model predictive control of nonlinear systems

This work presents algorithms for improved fixed-time performance of Lyapunov-based economic model predictive control (LEMPC) of nonlinear systems. Unlike conventional Lyapunov-based model predictive control (LMPC) schemes which typically utilize a quadratic cost function and regulate a process at a steady-state, LEMPC designs very often dictate time-varying operation to optimize an economic (typically non-quadratic) cost function. The LEMPC algorithms proposed here utilize a shrinking prediction horizon with respect to fixed (but potentially large) operation period to ensure improved performance, measured by the desired economic cost, over conventional LMPC by solving auxiliary LMPC problems and incorporating appropriate constraints, based on the LMPC solution, in their formulations at various sampling times. The proposed LEMPC schemes also take advantage of a predefined Lyapunov-based explicit feedback law to characterize their stability region while maintaining the closed-loop system state in an invariant set subject to bounded process disturbances. The LEMPC algorithms are demonstrated through a nonlinear chemical process example.     

Distributed model predictive control of nonlinear systems subject to asynchronous and delayed measurements

In this work, we design distributed Lyapunov-based model predictive controllers for nonlinear systems that coordinate their actions and take asynchronous measurements and delays explicitly into account. Sufficient conditions under which the proposed distributed control designs guarantee that the state of the closed-loop system is ultimately bounded in a region that contains the origin are provided. The theoretical results are demonstrated through a chemical process example.     

Elucidation of the role of constraints in economic model predictive control

Economic model predictive control (EMPC) is a predictive feedback control methodology that unifies economic optimization and control. EMPC uses a stage cost that reflects the process/system economics. In general, the stage cost used is not a quadratic stage cost like that typically used in standard tracking model predictive control. In this paper, a brief overview of EMPC methods is provided. In particular, the role of constraints imposed in the optimization problem of EMPC for feasibility, closed-loop stability, and closed-loop performance is explained. Three main types of constraints are considered including terminal equality constraints, terminal region constraints, and constraints designed via Lyapunov-based techniques. The paper closes with a well-known chemical engineering example (a non-isothermal CSTR with a second-order reaction) to illustrate the effectiveness of time-varying operation to improve closed-loop economic performance compared to steady-state operation and to demonstrate the impact of economically motivated constraints on optimal operation.     

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.     

Economic model predictive control of nonlinear singularly perturbed systems

We focus on the development of a Lyapunov-based economic model predictive control (LEMPC) method for nonlinear singularly perturbed systems in standard form arising naturally in the modeling of two-time-scale chemical processes. A composite control structure is proposed in which, a “fast” Lyapunov-based model predictive controller (LMPC) using a quadratic cost function which penalizes the deviation of the fast states from their equilibrium slow manifold and the corresponding manipulated inputs, is used to stabilize the fast dynamics while a two-mode “slow” LEMPC design is used on the slow subsystem that addresses economic considerations as well as desired closed-loop stability properties by utilizing an economic (typically non-quadratic) cost function in its formulation and possibly dictating a time-varying process operation. Through a multirate measurement sampling scheme, fast sampling of the fast state variables is used in the fast LMPC while slow-sampling of the slow state variables is used in the slow LEMPC. Appropriate stabilizability assumptions are made and suitable constraints are imposed on the proposed control scheme to guarantee the closed-loop stability and singular perturbation theory is used to analyze the closed-loop system. The proposed control method is demonstrated through a nonlinear chemical process example.     

约束非线性系统输入到状态稳定经济型模型预测控制

考虑约束非线性系统经济型最优控制问题,提出一种关于经济性能输入到状态稳定的经济型模型预测控制(EMPC)策略.通过离线计算系统的最优经济稳态点,构建关于该稳态点跟踪的稳定最优控制问题.在此基础上,利用稳定最优控制问题的最优值函数和关于经济性能函数的松弛量构造EMPC优化问题的收缩约束,再结合不变集原理和输入到状态稳定性...     

Detection,isolation and handling of actuator faults in distributed model predictive control systems

In this work, we focus on monitoring and reconfiguration of distributed model predictive control systems applied to general nonlinear processes in the presence of control actuator faults. Specifically, we consider nonlinear process systems controlled with a distributed control scheme in which two Lyapunov-based model predictive controllers manipulate two different sets of control inputs and coordinate their actions to achieve the desired closed-loop stability and performance specifications. To deal with control actuator faults which may reduce the ability of the distributed control system to stabilize the process, a model-based fault detection and isolation and fault-tolerant control system which detects and isolates actuator faults and determines how to reconfigure the distributed control system to handle the actuator faults while maintaining closed-loop stability is designed. A detailed mathematical analysis is carried out to determine precise conditions for the stabilizability of the fault detection and isolation and fault-tolerant control system. A chemical process example, consisting of two continuous stirred tank reactors and a flash tank separator with a recycle stream and involving stabilization of an unstable steady-state, is used to demonstrate the approach.     

切换非线性系统的分布式模型预测控制

针对一类具有预先指定切换序列的切换非线性系统,研究了具有通信信道干扰和时滞测量的分布式模型预测控制问题.在每个子系统都存在镇定控制器的假设下,利用基于Lyapunov函数的模型预测控制器设计了分布式模型预测控制器,并给出了闭环切换非线性系统最终有界的充分条件.最后,通过仿真结果表明了分布式模型预测控制策略的有效性.     

On finite-time and infinite-time cost improvement of economic model predictive control for nonlinear systems

A novel two-layer economic model predictive control (EMPC) structure that addresses provable finite-time and infinite-time closed-loop economic performance of nonlinear systems in closed-loop with EMPC is presented. In the upper layer, a Lyapunov-based EMPC (LEMPC) scheme is formulated with performance constraints by taking advantage of an auxiliary Lyapunov-based model predictive control (LMPC) problem solution formulated with a quadratic cost function. The lower layer LEMPC uses a shorter prediction horizon and smaller sampling period than the upper layer LEMPC and involves explicit performance-based constraints computed by the upper layer LEMPC. Thus, the two-layer architecture allows for dividing dynamic optimization and control tasks into two layers for a computationally manageable control scheme at the feedback control (lower) layer. A chemical process example is used to demonstrate the performance and stability properties of the two-layer LEMPC structure.     

Handling communication disruptions in distributed model predictive control

In this work, we study distributed model predictive control (DMPC) of nonlinear systems subject to communication disruptions - communication channel noise and data losses - between distributed controllers. Specifically, we focus on a DMPC architecture in which one of the distributed controllers is responsible for ensuring closed-loop stability while the rest of the distributed controllers communicate and cooperate with the stabilizing controller to further improve the closed-loop performance. To handle communication disruptions, feasibility problems are incorporated in the DMPC architecture to determine if the data transmitted through the communication channel is reliable or not. Based on the results of the feasibility problems, the transmitted information is accepted or rejected by the stabilizing MPC. In order to ensure the stability of the closed-loop system under communication disruptions, each model predictive controller utilizes a stability constraint which is based on a suitable Lyapunov-based controller. The theoretical results are demonstrated through a nonlinear chemical process example.     

Nash-based robust distributed model predictive control for large-scale systems

In this paper, a new robust distributed model predictive control (RDMPC) is proposed for large-scale systems with polytopic uncertainties. The time-varying system is first decomposed into several interconnected subsystems. Interactions between subsystems are obtained by a distributed Kalman filter, in which unknown parameters of the system are estimated using local measurements and measurements of neighboring subsystems that are available via a network. Quadratic boundedness is used to guarantee the stability of the closed-loop system. In the MPC algorithm, an output feedback-interaction feedforward control input is computed by an LMI-based optimization problem that minimizes an upper bound on the worst case value of an infinite-horizon objective function. Then, an iterative Nash-based algorithm is presented to achieve the overall optimal solution of the whole system in partially distributed fashion. Finally, the proposed distributed MPC approach is applied to a load frequency control (LFC) problem of a multi-area power network to study the efficiency and applicability of the algorithm in comparison with the centralized, distributed and decentralized MPC schemes.     

有界扰动下约束非线性系统鲁棒经济模型预测控制EI北大核心CSCD

针对未知但有界扰动下约束非线性系统,提出一种新的鲁棒经济模型预测控制(Economic model predictive control,EMPC)策略,保证闭环系统对扰动输入具有输入到状态稳定性(Input-to-state stability,ISS).基于微分对策原理,分别优化经济目标函数和关于最优经济平衡点的鲁棒稳定性目标函数,其中经济最优性与鲁棒稳定性是具有冲突的两个控制目标.利用鲁棒稳定性目标最优值函数构造EMPC优化的隐式收缩约束,建立鲁棒EMPC的递推可行性和闭环系统关于最优经济平衡点相对于有界扰动输入到状态稳定性结果.最后以连续搅拌反应器为例,对比仿真验证本文策略的有效性.     

Predictive control of switched nonlinear systems with scheduled mode transitions

In this work, a predictive control framework is proposed for the constrained stabilization of switched nonlinear systems that transit between their constituent modes at prescribed switching times. The main idea is to design a Lyapunov-based predictive controller for each constituent mode in which the switched system operates and incorporate constraints in the predictive controller design which upon satisfaction ensure that the prescribed transitions between the modes occur in a way that guarantees stability of the switched closed-loop system. This is achieved as follows: For each constituent mode, a Lyapunov-based model predictive controller (MPC) is designed, and an analytic bounded controller, using the same Lyapunov function, is used to explicitly characterize a set of initial conditions for which the MPC, irrespective of the controller parameters, is guaranteed to be feasible, and hence stabilizing. Then, constraints are incorporated in the MPC design which, upon satisfaction, ensure that: 1) the state of the closed-loop system, at the time of the transition, resides in the stability region of the mode that the system is switched into, and 2) the Lyapunov function for each mode is nonincreasing wherever the mode is reactivated, thereby guaranteeing stability. The proposed control method is demonstrated through application to a chemical process example.     

Fuzzy Constrained Min-Max Model Predictive Control Based on Piecewise Lyapunov Functions

This paper proposes two novel stable fuzzy model predictive controllers based on piecewise Lyapunov functions and the min-max optimization of a quasi-worst case infinite horizon objective function. The main idea is to design state feedback control laws that minimize the worst case objective function based on fuzzy model prediction, and thus to obtain the optimal transient control performance, which is of great importance in industrial process control. Moreover, in both of these predictive controllers, piecewise Lyapunov functions have been used in order to reduce the conservatism of those existent predictive controllers based on common Lyapunov functions. It is shown that the asymptotic stability of the resulting closed-loop discrete-time fuzzy predictive control systems can be established by solving a set of linear matrix inequalities. Moreover, the controller designs of the closed-loop control systems with desired decay rate and input constraints are also considered. Simulations on a numerical example and a highly nonlinear benchmark system are presented to demonstrate the performance of the proposed fuzzy predictive controllers.     

Lyapunov-Based Model Predictive Control of Nonlinear Systems Subject to Data Losses

In this work, we focus on model predictive control of nonlinear systems subject to data losses. The motivation for considering this problem is provided by wireless networked control systems and control of nonlinear systems under asynchronous measurement sampling. In order to regulate the state of the system towards an equilibrium point while minimizing a given performance index, we propose a Lyapunov-based model predictive controller which is designed taking data losses explicitly into account, both in the optimization problem formulation and in the controller implementation. The proposed controller allows for an explicit characterization of the stability region and guarantees that this region is an invariant set for the closed-loop system under data losses, if the maximum time in which the loop is open is shorter than a given constant that depends on the parameters of the system and the Lyapunov-based controller that is used to formulate the optimization problem. The theoretical results are demonstrated through a chemical process example.     

Single-layer economic model predictive control for periodic operation

In this paper we consider periodic optimal operation of constrained periodic linear systems. We propose an economic model predictive controller based on a single layer that unites dynamic real time optimization and control. The proposed controller guarantees closed-loop convergence to the optimal periodic trajectory that minimizes the average operation cost for a given economic criterion. A priori calculation of the optimal trajectory is not required and if the economic cost function is changed, recursive feasibility and convergence to the new periodic optimal trajectory is guaranteed. The results are demonstrated with two simulation examples, a four tank system, and a simplified model of a section of Barcelona's water distribution network.     

有界扰动下异质车辆队列分布式鲁棒经济预测控制

针对有界扰动下异质车辆队列节能与稳定分布式协同控制问题,提出一种新的分布式鲁棒经济模型预测控制(economic model predictive control, EMPC)策略.首先采用不确定误差模型描述有界扰动下异质车辆队列纵向行驶动态特性,再应用tube思想对系统约束进行紧缩设计,补偿有界扰动对系统造成的不确定性.其次,采用局部车辆行驶能耗模型描述车辆队列分布式经济性能优化的有限时域最优控制问题,并利用传统跟踪性能指标设计附加稳定收缩约束函数.进一步,基于系统收缩原理,建立车辆队列闭环系统关于有界扰动的输入-状态稳定性条件.最后,通过与车辆队列传统分布式鲁棒模型预测控制策略的数值仿真对比结果验证了所提出策略的有效性和优越性.     

约束非线性系统稳定经济模型预测控制

考虑约束非线性系统,提出一种新的具有稳定性保证的经济模型预测控制（Economic model predictive control,EMPC）策略.由于经济性能指标的非凸性和非正定性,引入关于经济最优平衡点的正定辅助函数.利用辅助函数的最优值函数定义原始EMPC优化问题的稳定性约束.应用终端约束集、终端代价函数和局部控制器三要素,建立闭环系统关于经济最优平衡点的渐近稳定性和渐近平均性能.进一步,结合多目标理想点概念,将提出的控制策略用于多个经济性能指标的优化控制,得到稳定多目标EMPC策略.最后,以连续搅拌反应器为例,比较仿真结果验证本文策略的有效性.     

A two-tier control architecture for nonlinear process systems with continuous/asynchronous feedback

In this work, we introduce a two-tier control architecture for nonlinear process systems with both continuous and asynchronous sensing and actuation. This class of systems arises naturally in the context of process control systems based on hybrid communication networks (i.e. point-to-point wired links integrated with networked wired or wireless communication) and utilising multiple heterogeneous measurements (e.g. temperature and concentration). Assuming that there exists a lower-tier control system which relies on point-to-point communication and continuous measurements to stabilise the closed-loop system, we propose to use Lyapunov-based model predictive control to design an upper-tier networked control system to profit from both the continuous and the asynchronous measurements as well as from additional networked control actuators. The proposed two-tier control system architecture preserves the stability properties of the lower-tier controller while improving the closed-loop performance. The theoretical results are demonstrated using two different chemical process examples.     

Adaptive control design under structured model information limitation: A cost-biased maximum-likelihood approach

Networked control strategies based on limited information about the plant model usually result in worse closed-loop performance than optimal centralized control with full plant model information. Recently, this fact has been established by utilizing the concept of competitive ratio, which is defined as the worst-case ratio of the cost of a control design with limited model information to the cost of the optimal control design with full model information. We show that an adaptive controller, inspired by a controller proposed by Campi and Kumar, with limited plant model information, asymptotically achieves the closed-loop performance of the optimal centralized controller with full model information for almost any plant. Therefore, there exists, at least, one adaptive control design strategy with limited plant model information that can achieve a competitive ratio equal to one. The plant model considered in the paper belongs to a compact set of stochastic linear time-invariant systems and the closed-loop performance measure is the ergodic mean of a quadratic function of the state and control input.