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.