Adaptive horizon economic nonlinear model predictive control

In this paper, we present a computationally efficient economic NMPC formulation, where we propose to adaptively update the length of the prediction horizon in order to reduce the problem size. This is based on approximating an infinite horizon economic NMPC problem with a finite horizon optimal control problem with terminal region of attraction to the optimal equilibrium point. Using the nonlinear programming (NLP) sensitivity calculations, the minimum length of the prediction horizon required to reach this terminal region is determined. We show that the proposed adaptive horizon economic NMPC (AH-ENMPC) has comparable performance to standard economic NMPC (ENMPC). We also show that the proposed adaptive horizon economic NMPC framework is nominally stable. Two benchmark examples demonstrate that the proposed adaptive horizon economic NMPC provides similar performance as the standard economic NMPC with significantly less computation time.     

A COMPARATIVE STUDY ON COMPUTATIONAL SCHEMES FOR NONLINEAR MODEL PREDICTIVE CONTROL

This paper briefly reviews development of nonlinear model predictive control (NMPC) schemes for finite horizon prediction and basic computational algorithms that can solve the stable real‐time implementation of NMPC in space state form with state and input constraints. In order to ensure stability within a finite prediction horizon, most NMPC schemes use a terminal region constraint at the end of the prediction horizon — a particular NMPC scheme using a terminal region constraint, namely quasi‐infinite horizon, that guarantees asymptotic closed‐loop stability with input constraints is presented. However, when nonlinear processes have both input and state constraints, difficulty arises from failure to satisfy the state constraints due to constraints on input. Therefore, a new NMPC scheme without a terminal region constraint is developed using soften state constraints. A brief comparative simulation study of two NMPC schemes: quasi‐infinite horizon and soften state constraints is done via simple nonlinear examples to demonstrate the ability of the soften state constraints scheme. Finally, some features of future research from this study are discussed.     

Dual-mode Nonlinear MPC via Terminal Control Laws With Free-parameters

The paper presents a new dual-mode nonlinear model predictive control (NMPC) scheme for continuous-time nonlinear systems subject to constraints on the state and control. The idea of control Lyapunov functions for nonlinear systems is used to compute the terminal regions and terminal control laws with some free-parameters in the dual-mode NMPC framework. The parameters of the terminal controller are selected offline to estimate the terminal region as large as possible; and the parameters are optimized online to gain optimality of the terminal controller with respect to given cost functions. Then a dual-mode NMPC algorithm with varying time-horizon is formulated for the constrained system. Recursive feasibility and closed-loop stability of this NMPC are established. The example of a spring-cart is used to demonstrate the advantages of the presented scheme by comparing to the dual-mode NMPC via the linear quadratic regulator (LQR) method.      

A moving switching sequence approach for nonlinear model predictive control of switched systems with state‐dependent switches and state jumps

In this paper, we propose an approach for real‐time implementation of nonlinear model predictive control (NMPC) for switched systems with state‐dependent switches called the moving switching sequence approach. In this approach, the switching sequence on the horizon moves to the present time at each time as well as the optimal state trajectory and the optimal control input on the horizon. We assume that the switching sequence is basically invariant until the first predicted switching time reaches the current time or a new switch enters the horizon. This assumption is reasonable in NMPC for systems with state‐dependent switches and reduces computational cost significantly compared with the direct optimization of the switching sequence all over the horizon. We update the switching sequence by checking whether an additional switch occurs or not at the last interval of the present switching sequence and whether the actual switch occurs or not between the current time and the next sampling time. We propose an algorithm consisting of two parts: (1) the local optimization of the control input and switching instants by solving the two‐point boundary‐value problem for the whole horizon under a given switching sequence and (2) the detection of an additional switch and the reconstruction of the solution taking into account the additional switch. We demonstrate the effectiveness of the proposed method through numerical simulations of a compass‐like biped walking robot, which contains state‐dependent switches and state jumps.     

时变非线性不确定系统H∞鲁棒模型预测控制

针对输入受限的时变不确定非线性系统,提出一种H∞鲁棒模型预测控制策略。假设线性化系统矩阵一致有界,将非凸的无穷时域优化问题转化为带有单个线性矩阵不等式(LMI)约束的凸优化问题,降低控制量求解难度。结合滚动优化原理与H∞控制方法在线极小化性能指标,使得闭环系统满足控制性能和约束。在LMI框架下给出H∞NMPC的求解方法及其鲁棒稳定性充分条件。仿真实验对比验证了该策略的有效性。     

A novel adaptive fuzzy predictive control for hybrid systems with mixed inputs

This paper proposes a new adaptive nonlinear model predictive control (NMPC) methodology for a class of hybrid systems with mixed inputs. For this purpose, an online fuzzy identification approach is presented to recursively estimate an evolving Takagi–Sugeno (eTS) model for the hybrid systems based on a potential clustering scheme. A receding horizon adaptive NMPC is then devised on the basis of the online identified eTS fuzzy model. The nonlinear MPC optimization problem is solved by a genetic algorithm (GA). Diverse sets of test scenarios have been conducted to comparatively demonstrate the robust performance of the proposed adaptive NMPC methodology on the challenging start-up operation of a hybrid continuous stirred tank reactor (CSTR) benchmark problem.     

Explicit output-feedback nonlinear predictive control based on black-box models

Nonlinear model predictive control (NMPC) algorithms are based on various nonlinear models. A number of on-line optimization approaches for output-feedback NMPC based on various black-box models can be found in the literature. However, NMPC involving on-line optimization is computationally very demanding. On the other hand, an explicit solution to the NMPC problem would allow efficient on-line computations as well as verifiability of the implementation. This paper applies an approximate multi-parametric nonlinear programming approach to explicitly solve output-feedback NMPC problems for constrained nonlinear systems described by black-box models. In particular, neural network models are used and the optimal regulation problem is considered. A dual-mode control strategy is employed in order to achieve an offset-free closed-loop response in the presence of bounded disturbances and/or model errors. The approach is applied to design an explicit NMPC for regulation of a pH maintaining system. The verification of the NMPC controller performance is based on simulation experiments.     

Nonlinear model predictive control using deterministic global optimization

This paper presents a Nonlinear Model Predictive Control (NMPC) algorithm utilizing a deterministic global optimization method. Utilizing local techniques on nonlinear nonconvex problems leaves one susceptible to suboptimal solutions at each iteration. In complex problems, local solver reliability is difficult to predict and dependent upon the choice of initial guess. This paper demonstrates the application of a deterministic global solution technique to an example NMPC problem. A terminal state constraint is used in the example case study. In some cases the local solution method becomes infeasible, while the global solution correctly finds the feasible global solution. Increased computational burden is the most significant limitation for global optimization based online control techniques. This paper provides methods for improving the global optimization rates of convergence. This paper also shows that globally optimal NMPC methods can provide benefits over local techniques and can successfully be used for online control.     

一类非线性系统非切换解析模型预测控制方法研究

针对关系度不确定非线性系统, 基于模型预测控制理论和切换解析非线性模型预测控制(Nonlinear model predictive control, NMPC) 提出了一种非切换的解析NMPC新方法. 论证了在非切换解析NMPC控制律下, 通过坐标变换可以将闭环系统分别在关系度确定和不确定的两个子空间近似为线性系统, 得出非切换解析NMPC使闭环系统稳定的必要条件. 通过仿真实验验证了非切换解析NMPC可以达到很好的响应特性, 无需切换的特征也扩大了其应用范围.     

Decentralized tube‐based model predictive control of uncertain nonlinear multiagent systems

This paper addresses the problem of decentralized tube‐based nonlinear model predictive control (NMPC) for a general class of uncertain nonlinear continuous‐time multiagent systems with additive and bounded disturbance. In particular, the problem of robust navigation of a multiagent system to predefined states of the workspace while using only local information is addressed under certain distance and control input constraints. We propose a decentralized feedback control protocol that consists of two terms: a nominal control input, which is computed online and is the outcome of a decentralized finite horizon optimal control problem that each agent solves at every sampling time, for its nominal system dynamics; and an additive state‐feedback law which is computed offline and guarantees that the real trajectories of each agent will belong to a hypertube centered along the nominal trajectory, for all times. The volume of the hypertube depends on the upper bound of the disturbances as well as the bounds of the derivatives of the dynamics. In addition, by introducing certain distance constraints, the proposed scheme guarantees that the initially connected agents remain connected for all times. Under standard assumptions that arise in nominal NMPC schemes, controllability assumptions, communication capabilities between the agents, it is guaranteed that the multiagent system is input‐to‐state stable with respect to the disturbances, for all initial conditions satisfying the state constraints. Simulation results verify the correctness of the proposed framework.     

基于信赖域二次规划的非线性模型预测控制优化算法

针对非线性预测控制如何在有限时域内有效的求解非凸非线性规划这一关键问题, 本文采用序列二次规划方法, 将非线性规划转化为一系列二次子规划求解. 首先根据非线性规划联立方法将系统状态和控制量同时作为优化变量, 得到以控制量步长为优化变量, 只包含不等式约束的子二次规划问题, 并用它取代原SQP子规划, 减小了子问题的规模; 随后采用基于信赖域二次规划的方法求解子规划问题, 保证每次迭代的可行性; 同时采用一种能够保持SQP问题Hessian矩阵稀疏结构的更新方法, 也在一定程度上降低了算法的复杂程度.最后的仿真结果表明了该方法的有效性.     

Robust stability of economically oriented infinite horizon NMPC that include cyclic processes

Nonlinear model predictive control (NMPC) with economic objective attracts growing interest. In our previous work [1], nominal stability of economically oriented NMPC for cyclic processes was proved by introducing a transformed system, and an infinite horizon NMPC formulation with discount factors was proposed. Moreover, the nominal stability property for economically oriented NMPC was analyzed in [2] for a class of systems satisfying strong duality. In this study, we extend the previous stability analysis in [1] to a general infinite horizon NMPC formulation with economic objectives. Instead of the strong duality assumption, we require the stage cost to be strongly convex, which is easier to check for a general nonlinear system. In addition, robust stability of this NMPC controller is also analyzed based on the Input-to-State Stability (ISS) framework. A simulated nonlinear double tank system subject to periodic change in electricity price is presented to illustrate the stability property. Finally, an industrial size air separation unit case study with periodic electricity cost is presented.     

Enlarging the domain of attraction of MPC controllers

This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add a terminal constraint and a terminal cost to the optimization problem such that the terminal region is a positively invariant set for the system and the terminal cost is an associated Lyapunov function. The domain of attraction of the controller depends on the size of the terminal region and the control horizon. By increasing the control horizon, the domain of attraction is enlarged but at the expense of a greater computational burden, while increasing the terminal region produces an enlargement without an extra cost.In this paper, the MPC formulation with terminal cost and constraint is modified, replacing the terminal constraint by a contractive terminal constraint. This constraint is given by a sequence of sets computed off-line that is based on the positively invariant set. Each set of this sequence does not need to be an invariant set and can be computed by a procedure which provides an inner approximation to the one-step set. This property allows us to use one-step approximations with a trade off between accuracy and computational burden for the computation of the sequence. This strategy guarantees closed loop-stability ensuring the enlargement of the domain of attraction and the local optimality of the controller. Moreover, this idea can be directly translated to robust MPC.     

Data-driven model reduction-based nonlinear MPC for large-scale distributed parameter systems

Model predictive control (MPC) has been effectively applied in process industries since the 1990s. Models in the form of closed equation sets are normally needed for MPC, but it is often difficult to obtain such formulations for large nonlinear systems. To extend nonlinear MPC (NMPC) application to nonlinear distributed parameter systems (DPS) with unknown dynamics, a data-driven model reduction-based approach is followed. The proper orthogonal decomposition (POD) method is first applied off-line to compute a set of basis functions. Then a series of artificial neural networks (ANNs) are trained to effectively compute POD time coefficients. NMPC, using sequential quadratic programming is then applied. The novelty of our methodology lies in the application of POD's highly efficient linear decomposition for the consequent conversion of any distributed multi-dimensional space-state model to a reduced 1-dimensional model, dependent only on time, which can be handled effectively as a black-box through ANNs. Hence we construct a paradigm, which allows the application of NMPC to complex nonlinear high-dimensional systems, even input/output systems, handled by black-box solvers, with significant computational efficiency. This paradigm combines elements of gain scheduling, NMPC, model reduction and ANN for effective control of nonlinear DPS. The stabilization/destabilization of a tubular reactor with recycle is used as an illustrative example to demonstrate the efficiency of our methodology. Case studies with inequality constraints are also presented.     

衰减扰动下非线性预测控制系统的鲁棒稳定性

考虑一般形式的非线性预测控制系统,研究带终端约束的稳定预测控制策略在衰减扰动下的鲁棒稳定性问题,首先引入离散非线性系统的输入状态稳定性,然后针对上述预测控制策略得出了系统的稳定性结论。     

Latent‐variable Nonlinear Model Predictive Control Strategy for a pH Neutralization Process

Linear model predictive control (MPC) is a widely‐used control strategy in chemical processes. Its extension to nonlinear MPC (NMPC) has drawn increasing attention since many process systems are inherently nonlinear. When implementing the NMPC based on a nonlinear predictive model, a nonlinear dynamic optimization problem must be calculated. For the sake of solving this optimization problem efficiently, a latent‐variable dynamic optimization approach is proposed. Two kinds of constraint formulations, original variable constraint and Hotelling T² statistic constraint, are also discussed. The proposed method is illustrated in a pH neutralization process. The results demonstrate that the latent‐variable dynamic optimization based the NMPC strategy is efficient and has good control performance.     

基于扩张终端约束集的非线性双模预测控制

Aiming at a class of nonlinear systems with multiple equilibrium points, we present a dual-mode model predictive control algorithm with extended terminal constraint set combined with control invariant set and gain schedule. Local LQR control laws and the corresponding maximum control invariant sets can be designed for finite equilibrium points. It is guaranteed that control invariant sets are overlapped each other. The union of the control invariant sets is treated as the terminal constraint set of predictive control. The feasibility and stability of the novel dual-mode model predictive control are investigated with both variable and fixed horizon. Because of the introduction of extended terminal constrained set, the feasibility of optimization can be guaranteed with short prediction horizon. In this way, the size of the optimization problem is reduced so it is computationally efficient. Finally, a simulation example illustrating the algorithm is presented.     

约束非线性系统的一个准无限时域预测控制方案

提出了一个具有准无限预测时域的模型预测控制方案,该方案可用于输入和状态的非线性系统的控制,用优化柔性状态约束条件代替了硬性状态约束,以避免优化问题的不可解,开环优化问题含有附加的终端代价项和终的约束条件,这样预测时域延伸至准无限,而需在线优化获得的控制函数仅为有限时域,如果在最初时刻优化问题有解,则闭环系统具有保证稳定性。     

基于SQP/GA混合优化算法的双容水箱非线性预测控制

为了计算控制序列，非线性模型预测控制可以转换为一个带约束的非线性优化过程．本文分析了三种约束处理方案，根据遗传算法的特点，将等式约束用于状态量计算，在搜索空间降维的同时消除遗传算法难以求解的等式约束．对双容水箱进行遗传算法和序列二次规划仿真试验和实际控制，结果表明遗传算法对控制量的优化效果优于序列二次规划．为克服遗传算法耗时较长、优化结果存在随机抖动的缺点，结合序列二次规划提出一种混合优化算法，仿真和实控结果表明其可行性和有效性．     

非线性预测控制终端约束集的优化

为保证预测控制的稳定性,经典的策略是在预测控制的优化问题中加入终端约束集和终端惩罚函数,并保证终端约束集是一个在终端控制律作用下的正不变集,终端惩罚函数是受控系统的局部控制Lyapunov函数.本文提供了一种求解非线性系统终端约束集、终端控制律和终端惩罚函数的新策略.通过在优化问题中引入新的变量来降低求解终端约束条件的...