Robust distributed model predictive control of linear systems with structured time-varying uncertainties

In this work, synthesis of robust distributed model predictive control (MPC) is presented for a class of linear systems subject to structured time-varying uncertainties. By decomposing a global system into smaller dimensional subsystems, a set of distributed MPC controllers, instead of a centralised controller, are designed. To ensure the robust stability of the closed-loop system with respect to model uncertainties, distributed state feedback laws are obtained by solving a min–max optimisation problem. The design of robust distributed MPC is then transformed into solving a minimisation optimisation problem with linear matrix inequality constraints. An iterative online algorithm with adjustable maximum iteration is proposed to coordinate the distributed controllers to achieve a global performance. The simulation results show the effectiveness of the proposed robust distributed MPC algorithm.     

Model predictive control of constrained LPV systems

This article considers robust model predictive control (MPC) schemes for linear parameter varying (LPV) systems in which the time-varying parameter is assumed to be measured online and exploited for feedback. A closed-loop MPC with a parameter-dependent control law is proposed first. The parameter-dependent control law reduces conservativeness of the existing results with a static control law at the cost of higher computational burden. Furthermore, an MPC scheme with prediction horizon ‘1’ is proposed to deal with the case of asymmetric constraints. Both approaches guarantee recursive feasibility and closed-loop stability if the considered optimisation problem is feasible at the initial time instant.     

Chance-constrained model predictive control for spacecraft rendezvous with disturbance estimation

A robust Model Predictive Controller (MPC) is used to solve the problem of spacecraft rendezvous, using the Hill-Clohessy-Wiltshire model with additive disturbances and line-of-sight constraints. Since a standard (non-robust) MPC is not able to cope with disturbances, a robust MPC is designed using a chance-constrained approach for robust satisfaction of constraints in a probabilistic sense. Disturbances are modeled as Gaussian allowing for an explicit transformation of the probabilistic constraints into simple algebraic constraints. To estimate the distribution parameters a predictor of disturbances is proposed. Both robust and non-robust MPC control laws are compared using the Monte Carlo method, which shows the superiority of the robust MPC.     

Robust discrete-time set-based adaptive predictive control for nonlinear systems

The problem of robust adaptive predictive control for a class of discrete-time nonlinear systems is considered. First, a parameter estimation technique, based on an uncertainty set estimation, is formulated. This technique is able to provide robust performance for nonlinear systems subject to exogenous variables. Second, an adaptive MPC is developed to use the uncertainty estimation in a framework of min–max robust control. A Lipschitz-based approach, which provides a conservative approximation for the min–max problem, is used to solve the control problem, retaining the computational complexity of nominal MPC formulations and the robustness of the min–max approach. Finally, the set-based estimation algorithm and the robust predictive controller are successfully applied in two case studies. The first one is the control of anonisothermal CSTR governed by the van de Vusse reaction. Concentration and temperature regulation is considered with the simultaneous estimation of the frequency (or pre-exponential) factors of the Arrhenius equation. In the second example, a biomedical model for chemotherapy control is simulated using control actions provided by the proposed algorithm. The methods for estimation and control were tested using different disturbances scenarios.     

基于粒子群优化的有约束模型预测控制器

研究了模型预测控制(MPC)中解决带约束的优化问题时所用到的优化算法,针对传统的二次规划(QP)方法的不足,引入了一种带有混沌初始化的粒子群优化算法(CPSO),将其应用到模型预测控制中,用十解决同时带有输入约束和状态约束的控制问题.最后,引入了一个实际的带有约束的线性离散系统的优化控制问题,分别用二次规划和粒子群优化两种算法去解决,通过仿真结果的比较,说明了基于粒子群优化(PSO)的模型预测控制算法的优越性.     

Explicit robust model predictive control using recursive closed‐loop prediction

In this paper, we develop an algorithm to compute robust MPC explicit solutions for constrained MIMO systems with internal uncertainties and external disturbances. Our approach is based on a recursive closed‐loop prediction strategy to realize a finite horizon robust MPC regulator, which has the feature that only one‐step state prediction is sufficient to realize robust MPC with an arbitrary prediction horizon. The paper defines a set of recursive sub‐optimization problems as multiple‐parametric sub‐quadratic programming (mp‐SQP), and shows that the optimal solution to the mp‐SQP problem is piecewise affine functions of states, associated with piece objectives and state critical regions. Asymptotic closed‐loop stability can be guaranteed by a terminal weighting and a terminal feedback gain; also by introducing two tuning variables, the algorithm is capable of adjusting the trade‐off between system performance and robustness. The state admissible set, which is not easily derived from physical vision, is constructed by two methods: a piecewise linear norm of signals, and polyhedral Voronoi sets. Finally, two simulation examples demonstrate that the algorithm is efficient, feasible and flexible, and can be applied to both slow and fast industrial MIMO systems. Copyright © 2006 John Wiley & Sons, Ltd.     

航天器近距离相对运动的鲁棒约束模型预测控制

航天器在轨服务对近距离相对运动精确控制的需求越来越强.通过引入集合理论,采用鲁棒可变时域模型预测控制和混合整数线性规划,解决了航天器近距离相对运动的鲁棒控制问题,便于处理控制约束和状态约束,对未知有界干扰、推力误差和导航误差具有鲁棒性.首先,针对航天器近距离相对运动过程中向任意目标集的有限时间机动问题,采用离散化C-W(Clohessy-Wiltshire)动力学模型、时间一能量组合优化目标函数和线性约束表示建立了控制问题模型;其次,给出了基于约束压缩的鲁棒可变时域模型预测控制算法,可以确保鲁棒可行和鲁棒完成;引入i-步鲁棒可控集分析问题可行性,通过集合运算将导航误差处理成有界干扰,采用混合整数线性规划完成了控制器设计.最后,数值仿真验证了模型的有效性.     

考虑区间约束的物流网络双层规划模型及算法

考虑物流网络需求的不确定性,利用区间参数度量不确定性变量与参数,建立区间需求模式下的物流网络双层规划模型,设计了一种含区间参数与变量的递阶优化遗传算法,通过定义问题求解的风险系数与最大决策偏差,给出适合物流网络结构的区间运算准则,实现模型的确定性转化。以区间松弛变量与0-1决策变量定义初始种群,通过两阶遗传操作运算,求解不同情景下双层规划目标的区间最优解与节点决策方案。算例测试表明算法求解的可操作性更强,求解结果具有区间最优解与情景决策的优越性。     

Online set-point optimisation cooperating with predictive control of a yeast fermentation process: A neural network approach

Online set-point optimisation which cooperates with model predictive control (MPC) and its application to a yeast fermentation process are described. A computationally efficient multilayer control system structure with adaptive steady-state target optimisation (ASSTO) and a suboptimal MPC algorithm are presented in which two neural models of the process are used. For set-point optimisation, a steady-state neural model is linearised online and the set-point is calculated from a linear programming problem. For MPC, a dynamic neural model is linearised online and the control policy is calculated from a quadratic programming problem. In consequence of linearisation of neural models, the necessity of online nonlinear optimisation is eliminated. Results obtained in the proposed structure are comparable with those achieved in a computationally demanding structure with nonlinear optimisation used for set-point optimisation and MPC.     

Simulation optimisation using a genetic algorithm

The paper presents an attempt to apply genetic algorithms (GAs) to the problem of optimising an existing simulation model. A simple real-coded GA is presented and used to change the simulation model parameters. With each new parameter set proposed, a simulation run is performed. From the statistics gathered by running the simulation, a goal function is constructed that measures the quality of these parameters. Because of its nature and the stochastic and unpredictable behaviour of the complex simulation model, the goal function used leads to a highly non-linear, noisy and mixed (discrete and continuous) programming optimisation problem. A GA successfully works on it, and as a result gives a parameter set that measures substantially better than the nominal one. This demonstrates the capability of GAs to solve hard inverse problems even in the area of complex simulation model optimisation.     

Barrier function based model predictive control

A new formulation of nonlinear model predictive control (MPC) is developed by including a weighted barrier function in the control objective. While the barrier ensures that inequality constraints are strictly satisfied it also provides a smooth transition between points in the interior and those on the boundary of the constraint set. In addition, the resulting optimisation problem, to be solved at each control step, is effectively unconstrained and thus amenable to elegant optimisation techniques. The barrier must satisfy certain conditions in order that the state converges to the origin and we show how to construct such a barrier. Conventional MPC may be seen as a limiting case of the new class as the barrier weighting itself approaches zero. We pay particular attention to the novel approach of fixing the weighting parameter to some positive value—possibly large—and observe that this provides a degree of controller caution near constraint boundaries. We construct an ellipsoidal invariant set by exploiting the geometry of self-concordant functions and show nominal closed-loop stability for this class of controllers under full state feedback.     

具有安全性保证的基于增强主动学习的模型预测控制

本文提出了一种基于主动学习的增强模型预测控制方法. 该方案克服了大多数基于学习的方法的缺点, 即只能 被动地利用可获得的系统数据并导致学习缓慢. 首先应用高斯过程来评估残差模型的不确定性并构建多步预测模型. 然 后提出了一个两阶段主动学习策略, 通过在优化问题中引入信息增益作为对偶目标来激励系统探测. 最后, 基于鲁棒不 变集定义了安全控制输入集保证了状态约束满足与系统安全性. 本文提出的方法在保证系统安全的情况下提高了学习 能力和闭环控制性能, 实验说明了本文方案的优越性.     

Robust dynamic programming for min-max model predictive control of constrained uncertain systems

We address min-max model predictive control (MPC) for uncertain discrete-time systems by a robust dynamic programming approach, and develop an algorithm that is suitable for linearly constrained polytopic systems with piecewise affine cost functions. The method uses polyhedral representations of the cost-to-go functions and feasible sets, and performs multiparametric programming by a duality based approach in each recursion step. We show how to apply the method to robust MPC, and give conditions guaranteeing closed loop stability. Finally, we apply the method to a tutorial example, a parking car with uncertain mass.     

Robust explicit MPC based on approximate multiparametric convex programming

Many robust model predictive control (MPC) schemes require the online solution of a computationally demanding convex program. For deterministic MPC schemes, multiparametric programming was successfully applied to move offline most of the computation. In this paper, we adopt a general approximate multiparametric algorithm recently suggested for convex problems and propose to apply it to a classical robust MPC scheme. This approach enables one to implement a robust MPC controller in real time for systems with polytopic uncertainty, ensuring robust constraint satisfaction and robust convergence to a given bounded set.     

Real‐time model predictive control based on dual gradient projection: Theory and fixed‐point FPGA implementation

This paper proposes a method to design robust model predictive control (MPC) laws for discrete‐time linear systems with hard mixed constraints on states and inputs, in case of only an inexact solution of the associated quadratic program is available, because of real‐time requirements. By using a recently proposed dual gradient‐projection algorithm, it is proved that the discrepancy of the optimal control law as compared with the obtained one is bounded even if the solver is implemented in fixed‐point arithmetic. By defining an alternative MPC problem with tightened constraints, a feasible solution is obtained for the original MPC problem, which guarantees recursive feasibility and asymptotic stability of the closed‐loop system with respect to a set including the origin, also considering the presence of external disturbances. The proposed MPC law is implemented on a field‐programmable gate array in order to show the practical applicability of the method. Copyright © 2016 John Wiley & Sons, Ltd.     

A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems

This paper studies a class of two-stage distributionally robust optimization (TDRO) problems which comes from many practical application fields. In order to set up some implementable solution method, we first transfer the TDRO problem to its equivalent robust counterpart (RC) by the duality theorem of optimization. The RC reformulation of TDRO is a semi-infinite stochastic programming. Then we construct a conditional value-at-risk-based sample average approximation model for the RC problem. Furthermore, we analyse the error bound of the approximation model and obtain the convergent results with respect to optimal value and optimal solution set. Finally, a so-called stochastic dual dynamic programming approach is proposed to solve the approximate model. Numerical results validate the solution approach of this paper.     

Output‐feedback model predictive control for stochastic systems with multiplicative and additive uncertainty

This paper studies the output‐feedback model predictive control (MPC) design problem for linear systems with multiplicative and additive random uncertainty. We first present an off‐line optimization algorithm to optimize feedback gains of the observer and the dual‐mode control policy. After that, by defining a cuboid tube whose center and boundary are both time‐varying variables, we develop a set sequence with increased freedom to contain stochastic system trajectories. A quadratic performance function with analytic upper and lower bounds is minimized such that it decreases exponentially to a finite range under the expectation. The resulting MPC algorithms are proved to guarantee practically stochastic input‐to‐state stability. A numerical example of the wind turbine model illustrates the properties of the MPC algorithms.     

状态空间模型的双层结构预测控制算法

双层结构预测控制是指先进行设定值优化、再进行设定值跟踪的预测控制.在已有的双层结构动态矩阵控制的基础上,本文给出基于状态空间模型的双层结构预测控制算法.该算法基于干扰模型和新定义的开环预测值,给出了新的开环预测模块.该开环预测模块采用Kalman滤波方法得到操作变量、被控变量的开环动、稳态预测值.基于这些开环预测值,稳态目标计算模块的基本原理同双层结构动态矩阵控制,但是具体细节上遵循状态空间方法.动态控制模块基于稳态目标计算提供的操作变量、被控变量的稳态目标(设定值),采用二次规划算法计算控制作用.仿真算例证实了该算法的有效性.