Constrained linear system with disturbance: Convergence under disturbance feedback

This paper proposes a disturbance-based control parametrization under the Model Predictive Control framework for constrained linear discrete time systems with bounded additive disturbances. The proposed approach has the same feasible domain as that obtained from parametrization over the family of time-varying state feedback policies. In addition, the closed-loop system is stable in the sense that the state converges to a bounded set that has a characterization determined by a feedback gain.     

Uniting bounded control and MPC for stabilization of constrained linear systems

In this work, a hybrid control scheme, uniting bounded control with model predictive control (MPC), is proposed for the stabilization of linear time-invariant systems with input constraints. The scheme is predicated upon the idea of switching between a model predictive controller, that minimizes a given performance objective subject to constraints, and a bounded controller, for which the region of constrained closed-loop stability is explicitly characterized. Switching laws, implemented by a logic-based supervisor that constantly monitors the plant, are derived to orchestrate the transition between the two controllers in a way that safeguards against any possible instability or infeasibility under MPC, reconciles the stability and optimality properties of both controllers, and guarantees asymptotic closed-loop stability for all initial conditions within the stability region of the bounded controller. The hybrid control scheme is shown to provide, irrespective of the chosen MPC formulation, a safety net for the practical implementation of MPC, for open-loop unstable plants, by providing a priori knowledge, through off-line computations, of a large set of initial conditions for which closed-loop stability is guaranteed. The implementation of the proposed approach is illustrated, through numerical simulations, for an exponentially unstable linear system.     

Output feedback robust MPC with one free control move for the linear polytopic uncertain system with bounded disturbance

In this paper a previous approach, for the robust model predictive control (MPC) for a linear polytopic uncertain system, is extended to the case with bounded disturbance and unmeasurable state. The controller on-line optimizes a free control move followed by an output feedback control law based on the pre-specified state estimator. A key technique for this controller is an appropriate formulation of the estimation error bound which accounts for recursive feasibility of the optimization problem. The quadratic boundedness (QB) of the augmented state is guaranteed by the proposed approach. A numerical example is given to illustrate the effectiveness of the proposed controller.     

Output feedback robust MPC using general polyhedral and ellipsoidal true state bounds for LPV model with bounded disturbance

This paper considers the dynamic output feedback robust model predictive control (MPC) for a system with both polytopic model parametric uncertainty and bounded disturbance. For this topic, the techniques for handling the unknown true state are crucial, and the strict guarantee of the input/output/state constraints requires replacing the true state by its bounds in the optimisation problems. Previously, in the separate works, we (i) gave the general polyhedral bound; (ii) proposed the general ellipsoidal bound; (iii) applied some special polyhedral bounds to tighten the ellipsoidal bound since the latter is crucial for guaranteeing recursive feasibility. In this paper, (i)–(iii) are unified, and the up-to-date least conservative treatment of the true state bound is given, so the control performance can be greatly improved. The contribution mainly lies in overcoming the difficulties in developing technical details for the unification. A numerical example is given to illustrate the effectiveness of the new method.     

Modified reference tracking MPC for constrained linear systems

This article presents a model predictive control for tracking piecewise constant references with a new steady-state parametrisation. The modified algorithm is based on the artificial reference idea, but the number of decision variables is equal to the standard MPC for regulation. The proposed strategy is able to track admissible constant references with an admissible evolution. If the reference is not admissible, the system is steered to the closest admissible stationary point. A modified initialisation algorithm is proposed to recover the enlarged domain of attraction provided by related artificial reference-based strategies. Simulation examples are presented to illustrate the benefits of the proposed strategy.     

Resource-aware MPC for constrained linear systems: Two rollout approaches

In systems with resource constraints, such as actuation limitations in sparse control applications or limited bandwidth in networked control systems, it is desirable to use control signals that are either sparse or sporadically changing in time. Motivated by these applications, in this paper we propose two resource-aware MPC schemes for discrete-time linear systems subject to state and input constraints. The two MPC schemes exploit ideas from rollout strategies to determine simultaneously the new (continuous) control inputs and the (discrete) time instants at which the control actions are updated. The first scheme provides performance guarantees by design, in the sense that it allows the user to select a desired suboptimal level of performance, where the degree of suboptimality provides a trade-off between the guaranteed closed-loop control performance on the one hand and the utilization of (communication/actuation) resources on the other hand. The second scheme provides a guaranteed (average) resource utilization, while cleverly allocating these resources in order to maximize the control performance. By means of numerical examples, we demonstrate the effectiveness of the proposed strategies.     

MPC of constrained discrete-time linear periodic systems — A framework for asynchronous control: Strong feasibility, stability and optimality via periodic invariance

State-feedback model predictive control (MPC) of discrete-time linear periodic systems with time-dependent state and input dimensions is considered. The states and inputs are subject to periodically time-dependent, hard, convex, polyhedral constraints. First, periodic controlled and positively invariant sets are characterized, and a method to determine the maximum periodic controlled and positively invariant sets is derived. The proposed periodic controlled invariant sets are then employed in the design of least-restrictive strongly feasible reference-tracking MPC problems. The proposed periodic positively invariant sets are employed in combination with well-known results on optimal unconstrained periodic linear-quadratic regulation (LQR) to yield constrained periodic LQR control laws that are stabilizing and optimal. One motivation for systems with time-dependent dimensions is efficient control law synthesis for discrete-time systems with asynchronous inputs, for which a novel modeling framework resulting in low dimensional models is proposed. The presented methods are applied to a multirate nano-positioning system.     

Tracking control of small-scale helicopters using explicit nonlinear MPC augmented with disturbance observers

Small-scale helicopters are very attractive for a wide range of civilian and military applications due to their unique features. However, the autonomous flight for small helicopters is quite challenging because they are naturally unstable, have strong nonlinearities and couplings, and are very susceptible to wind and small structural variations.A nonlinear optimal control scheme is proposed to address these issues. It consists of a nonlinear model predictive controller (MPC) and a nonlinear disturbance observer. First, an analytical solution of the MPC is developed based on the nominal model under the assumption that all disturbances are measurable. Then, a nonlinear disturbance observer is designed to estimate the influence of the external force/torque introduced by wind turbulences, unmodelled dynamics and variations of the helicopter dynamics. The global asymptotic stability of the composite controller has been established through stability analysis. Flight tests including hovering under wind gust and performing very challenging pirouette have been carried out to demonstrate the performance of the proposed control scheme.     

Stabilizing low complexity feedback control of constrained piecewise affine systems

Piecewise affine (PWA) systems are powerful models for describing both non-linear and hybrid systems. One of the key problems in controlling these systems is the inherent computational complexity of controller synthesis and analysis, especially if constraints on states and inputs are present. In addition, few results are available which address the issue of computing stabilizing controllers for PWA systems without placing constraints on the location of the origin.This paper first introduces a method to obtain stability guarantees for receding horizon control of discrete-time PWA systems. Based on this result, two algorithms which provide low complexity state feedback controllers are introduced. Specifically, we demonstrate how multi-parametric programming can be used to obtain minimum-time controllers, i.e., controllers which drive the state into a pre-specified target set in minimum time. In a second segment, we show how controllers of even lower complexity can be obtained by separately dealing with constraint satisfaction and stability properties. To this end, we introduce a method to compute PWA Lyapunov functions for discrete-time PWA systems via linear programming. Finally, we report results of an extensive case study which justify our claims of complexity reduction.     

On dynamic output feedback robust MPC for constrained quasi-LPV systems

This paper considers the dynamic output feedback robust model predictive control (MPC) of a quasi-linear parameter varying (quasi-LPV) system with bounded noise. In our previous works, for the unknown true state, either its ellipsoidal bounds or its polyhedral bounds were solely applied in the main optimisation problem. The recursive feasibility of the main optimisation problem was guaranteed by a simple refreshment of the ellipsoidal bound, but might be lost by applying the polyhedral bounds. This paper shows how and to what extent the recursive feasibility can be restored when the polyhedral bounds are still utilised. First, we propose a new approach which, at each sampling time, utilises either the ellipsoidal bound or the polyhedral bound in the main optimisation problem, the latter being used if and only if it is contained in the former. Then, we show the sufficient conditions under which the approaches based on polyhedral bounds preserve the property of recursive feasibility. A numerical example is given to illustrate the effectiveness of the controller.     

Stochastic MPC with inequality stability constraints

Stochastic uncertainty is a common feature of many control engineering problems, and is also present in a wider class of applications, e.g. finance and sustainable development. Recent work proposed a constrained MPC approach that took explicit account of the distributions of uncertain model parameters but used terminal equality constraints to ensure stability. The present paper reformulates the problem in order to relax the stability constraints by invoking appropriate terminal inequalities. The application of the proposed strategy and its advantages over earlier work are illustrated by means of a numerical example.     

Resource-aware MPC for constrained nonlinear systems: A self-triggered control approach

In systems with resource constraints, such as actuation limitations or limited communication bandwidth, it is desired to obtain control signals that are either sparse or sporadically changing in time to reduce resource utilization. In this paper, we propose a resource-aware self-triggered MPC strategy for discrete-time nonlinear systems subject to state and input constraints that has three important features: Firstly, significant reductions in resource utilization can be realized without modifying the cost function by input regularization or explicitly penalizing resource usage. Secondly, the control laws and triggering mechanisms are synthesized so that a priori chosen performance levels (in terms of the original cost function) are guaranteed by design next to asymptotic stability and constraint satisfaction. Thirdly, we address the co-design problem of jointly designing the feedback law and the triggering condition. By means of numerical examples, we show the effectiveness of this novel strategy.     

A framework for design of scheduled output feedback model predictive control

We present a stabilizing scheduled output feedback Model Predictive Control (MPC) algorithm for constrained nonlinear systems with large operating regions. We design a set of local output feedback predictive controllers with their estimated regions of stability covering the desired operating region, and implement them as a single scheduled output feedback MPC which on-line switches between the set of local controllers and achieves nonlinear transitions with guaranteed stability. This algorithm provides a general framework for scheduled output feedback MPC design.     

Robust output feedback model predictive control of constrained linear systems

This paper provides a solution to the problem of robust output feedback model predictive control of constrained, linear, discrete-time systems in the presence of bounded state and output disturbances. The proposed output feedback controller consists of a simple, stable Luenberger state estimator and a recently developed, robustly stabilizing, tube-based, model predictive controller. The state estimation error is bounded by an invariant set. The tube-based controller ensures that all possible realizations of the state trajectory lie in a simple uncertainty tube the ‘center’ of which is the solution of a nominal (disturbance-free) system and the ‘cross-section’ of which is also invariant. Satisfaction of the state and input constraints for the original system is guaranteed by employing tighter constraint sets for the nominal system. The complexity of the resultant controller is similar to that required for nominal model predictive control.     

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.     

Decomposition principle in model predictive control for linear systems with bounded disturbances

Considering a constrained linear system with bounded disturbances, this paper proposes a novel approach which aims at enlarging the domain of attraction by combining a set-based MPC approach with a decomposition principle. The idea of the paper is to extend the “pre-stabilizing” MPC, where the MPC control sequence is parameterized as perturbations to a given pre-stabilizing feedback gain, to the case where the pre-stabilizing feedback law is given as the linear combination of a set of feedback gains. This procedure leads to a relatively large terminal set and consequently a large domain of attraction even when using short prediction horizons. As time evolves, by minimizing the nominal performance index, the resulting controller reaches the desired optimal controller with a good asymptotic performance. Compared to the standard “pre-stabilizing” MPC, it combines the advantages of having a flexible choice of feedback gains, a large domain of attraction and a good asymptotic behavior.     

Adaptive model predictive control for a class of constrained linear systems based on the comparison model

This paper proposes an adaptive model predictive control (MPC) algorithm for a class of constrained linear systems, which estimates system parameters on-line and produces the control input satisfying input/state constraints for possible parameter estimation errors. The key idea is to combine the robust MPC method based on the comparison model with an adaptive parameter estimation method suitable for MPC. To this end, first, a new parameter update method based on the moving horizon estimation is proposed, which allows to predict an estimation error bound over the prediction horizon. Second, an adaptive MPC algorithm is developed by combining the on-line parameter estimation with an MPC method based on the comparison model, suitably modified to cope with the time-varying case. This method guarantees feasibility and stability of the closed-loop system in the presence of state/input constraints. A numerical example is given to demonstrate its effectiveness.     

Model predictive control for constrained uncertain piecewise linear systems

For constrained piecewise linear (PWL) systems, the possible existing model uncertainty will bring the difficulties to the design approaches of model predictive control (MPC) based on mixed integer programming (MIP). This paper combines the robust method and hybrid method to design the MPC for PWL systems with structured uncertainty. For the proposed approach, as the system model is known at current time, a free control move is optimized to be the current control input. Meanwhile, the MPC controller uses a sequence of feedback control laws as the future control actions, where each feedback control law in the sequence corresponds to each partitions and the arbitrary switching technique is adopted to tackle all the possible switching. Furthermore, to reduce the online computational burden of MPC, the segmented design procedure is suggested by utilizing the characteristics of the proposed approach. Then, an offline design algorithm is proposed, and the reserved degree of freedom can be online used to optimize the control input with lower computational burden.     

An observer‐based output feedback robust MPC approach for constrained LPV systems with bounded disturbance and noise

The present paper addresses an observer‐based output feedback robust model predictive control for the linear parameter varying system with bounded disturbance and noise subject to input and state constraints. The main contribution is that the on‐line convex optimization problem not only simultaneously optimizes the observer and controller gains to stabilize the augmented closed‐loop system but also incorporates the refreshment of bounds of the estimation error set. The optimization problem steers the nominal augmented closed‐loop system to converge to the origin, and the real augmented closed‐loop system bounded within robust positive invariant set converges to a neighborhood of the origin such that recursive feasibility of the optimization and robust stability of the controlled system are ensured. Two numerical examples are given to illustrate the effectiveness of the method.     

Model predictive control using reduced order models: Guaranteed stability for constrained linear systems

The problem of controlling a high-dimensional linear system subject to hard input and state constraints using model predictive control is considered. Applying model predictive control to high-dimensional systems typically leads to a prohibitive computational complexity. Therefore, reduced order models are employed in many applications. This introduces an approximation error which may deteriorate the closed loop behavior and may even lead to instability. We propose a novel model predictive control scheme using a reduced order model for prediction in combination with an error bounding system. We employ the explicit time and input dependent bound on the model order reduction error to achieve design conditions for constraint fulfillment, recursive feasibility and asymptotic stability for the closed loop of the model predictive controller when applied to the high-dimensional system. Moreover, for a special choice of design parameters, we establish local optimality of the proposed model predictive control scheme. The proposed MPC approach is assessed via examples demonstrating that a good trade-off between computational efficiency and conservatism can be achieved while guaranteeing constraint satisfaction and asymptotic stability.