Multi-step prediction error approach for controller performance monitoring

Performance monitoring of model predictive control (MPC) systems has received a great interest from both academia and industry. In recent years some novel approaches for multivariate control performance monitoring have been developed without the requirement of process models or interactor matrices. Among them the prediction error approach has been shown promising, but it is based on single-step prediction and may not be compatible with the MPC objective that is based on multi-step prediction. This paper develops a multi-step prediction error approach for performance monitoring of model predictive control systems, and demonstrates its application in a real industrial MPC performance monitoring and diagnosis problem.     

Constrained model predictive force control of an electrohydraulic actuator

An analytical MPC controller was designed for force control of a single-rod electrohydraulic actuator. The controller based on a difference equation uses short control horizon. The constraints on both input and output variables are taken into consideration by the controller. The mechanism of output constraints satisfaction uses output prediction and makes possible to constrain the output values many sampling instants ahead. Thus, it extends capabilities of the analytical MPC controllers to the field reserved so far for much more computationally expensive numerical MPC algorithms. Results of real life experiments illustrate efficiency of the proposed controller. The results also show that the MPC controller has better tracking performance than conventional P and PI controllers. The MPC controller with the constraint handling mechanisms, though relatively simple, offers very good performance. As the design process is detailed, it is possible to relatively easy adapt the proposed approach to other control plants.     

Reference trajectory tuning of model predictive control

An approach to minimize tuning effort of nominal Model Predictive Control algorithms is proposed. The algorithm dynamically calculates output set points to accommodate user-defined output importance, which is more intuitive than selecting values for the MPC weighing matrices. Instead of tuning the weights on the outputs deviations from their set points, weights on the input values and input increments, which are the usual tuning parameters of MPC, the desired output control performance of the MPC can be specified by performance factors. The proposed method extends the existing methods that consider a reference trajectory for the output tracking to the case of zone control and input targets. The proposed method also assumes that, as in most commercial MPC packages, the controller has two layers: a static layer and an extended dynamic layer. The method is illustrated by three case studies, contemplating both SISO and MIMO systems. It is observed that: the output set point tracking performance can be changed without modifying the MPC tuning weights, the approach is capable of achieving similar performance to conventional MPC tuned by multiobjective optimization techniques from the literature, with a fraction of computer effort, and it can be integrated with Real Time Optimization algorithms to control complex systems, always respecting output constraints.     

Stability Analysis of Constrained Nonlinear Model Predictive Control with Terminal Weighting

This paper investigates stability of model predictive control (MPC) for nonlinear constrained systems. New stability results for the MPC algorithms with terminal weighting are proposed using the dynamic programming method, which gives new criteria for choosing state, control and terminal weighting in the performance index to achieve stability of MPC algorithms. Illustrative examples are given to show that by combining this condition with existing ones, much less conservative results can be generated.     

A multiple model approach for predictive control of nonlinear hybrid systems

This paper presents modeling and control of nonlinear hybrid systems using multiple linearized models. Each linearized model is a local representation of all locations of the hybrid system. These models are then combined using Bayes theorem to describe the nonlinear hybrid system. The multiple models, which consist of continuous as well as discrete variables, are used for synthesis of a model predictive control (MPC) law. The discrete-time equivalent of the model predicts the hybrid system behavior over the prediction horizon. The MPC formulation takes on a similar form as that used for control of a continuous variable system. Although implementation of the control law requires solution of an online mixed integer nonlinear program, the optimization problem has a fixed structure with certain computational advantages. We demonstrate performance and computational efficiency of the modeling and control scheme using simulations on a benchmark three-spherical tank system and a hydraulic process plant.     

Analytical results for the multi-objective design of model-predictive control

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational capacity is the underlying design consideration. This paper analyzes the MPC tuning problem with control performance and required computational capacity as competing design objectives. The proposed multi-objective design of MPC (MOD-MPC) approach extends current methods that treat control performance and the computational capacity separately – often with the latter as a fixed constraint – which requires the implementation hardware to be known a priori. The proposed approach focuses on the tuning of structural MPC parameters, namely sampling time and prediction horizon length, to produce a set of optimal choices available to the practitioner. The posed design problem is then analyzed to reveal key properties, including smoothness of the design objectives and parameter bounds, and establish certain validated guarantees. Founded on these properties, necessary and sufficient conditions for an effective and efficient optimizer are presented, leading to a specialized multi-objective optimizer for the MOD-MPC being proposed. Finally, two real-world control problems are used to illustrate the results of the tuning approach and importance of the developed conditions for an effective optimizer of the MOD-MPC problem.     

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.     

基于多步控制集的鲁棒预测控制器设计

针对有约束多胞不确定系统, 本文提出多步控制集的概念, 并将其作为终端集进而设计鲁棒预测控制器. 由于设计了一系列可变的反馈律, 鲁棒预测控制器可以得到更好的控制性能和更大的初始可行域. 另外, 利用多步控制集的特性, 本文提出了一种将预测控制器的在线计算量转移到离线完成的算法. 通过该算法, 可以有效地平衡鲁棒预测控制器的控制性能、在线计算量和初始可行域. 仿真算例验证了这些算法的有效性.     

An alternative use of the Riccati recursion for efficient optimization

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are solved in each iteration. This is true both for Active Set (AS) solvers as well as for Interior Point (IP) solvers, and for linear MPC as well as for nonlinear MPC and hybrid MPC. The main computational effort is spent while solving these linear systems of equations, and hence, it is of great interest to solve them efficiently. In high performance solvers for MPC, this is performed using Riccati recursions or generic sparsity exploiting algorithms. To be able to get this performance gain, the problem has to be formulated in a sparse way which introduces more variables. The alternative is to use a smaller formulation where the objective function Hessian is dense. In this work, it is shown that it is possible to exploit the structure also when using the dense formulation. More specifically, it is shown that it is possible to efficiently compute a standard Cholesky factorization for the dense formulation. This results in a computational complexity that grows quadratically in the prediction horizon length instead of cubically as for the generic Cholesky factorization.     

Optimal control of grinding mill circuit using model predictive static programming: A new nonlinear MPC paradigm

The recently developed reference-command tracking version of model predictive static programming (MPSP) is successfully applied to a single-stage closed grinding mill circuit. MPSP is an innovative optimal control technique that combines the philosophies of model predictive control (MPC) and approximate dynamic programming. The performance of the proposed MPSP control technique, which can be viewed as a ‘new paradigm’ under the nonlinear MPC philosophy, is compared to the performance of a standard nonlinear MPC technique applied to the same plant for the same conditions. Results show that the MPSP control technique is more than capable of tracking the desired set-point in the presence of model-plant mismatch, disturbances and measurement noise. The performance of MPSP and nonlinear MPC compare very well, with definite advantages offered by MPSP. The computational speed of MPSP is increased through a sequence of innovations such as the conversion of the dynamic optimization problem to a low-dimensional static optimization problem, the recursive computation of sensitivity matrices and using a closed form expression to update the control. To alleviate the burden on the optimization procedure in standard MPC, the control horizon is normally restricted. However, in the MPSP technique the control horizon is extended to the prediction horizon with a minor increase in the computational time. Furthermore, the MPSP technique generally takes only a couple of iterations to converge, even when input constraints are applied. Therefore, MPSP can be regarded as a potential candidate for online applications of the nonlinear MPC philosophy to real-world industrial process plants.     

Quantifying and mitigating the bullwhip effect in a benchmark supply chain system by an extended prediction self-adaptive control ordering policy

An undesired observation known as the bullwhip effect in supply chain management leads to excessive oscillations of the inventory and order levels. This paper presents how to quantify and mitigate the bullwhip effect by introducing model predictive control (MPC) strategy into the ordering policy for a benchmark supply chain system. Instead of quantifying the bullwhip effect with commonly used statistical measure, we derive equivalently the expression of bullwhip metric via control-theoretic approach by applying discrete Fourier transform and (inverse) z-transform when the demand signal is stationary stochastic. A four-echelon supply chain is formulated and its dynamical features are analyzed to give the discrete model. An extended prediction self-adaptive control (EPSAC) approach to the multi-step predictor is implemented in the development of MPC formulation. The closed-form solution to MPC problem is derived by minimizing a specified objective function. The transfer function for MPC ordering policy is then obtained graphically from an equivalent representation of this closed-form solution. A numerical simulation shows that MPC ordering policy outperforms the traditional ordering policies on reducing bullwhip effect.     

Enhanced predictive ratio control of interacting systems

Ratio control for two interacting processes is proposed with a PID feedforward design based on model predictive control (MPC) scheme. At each sampling instant, the MPC control action minimizes a state-dependent performance index associated with a PID-type state vector, thus yielding a PID-type control structure. Compared to the standard MPC formulations with separated single-variable control, such a control action allows one to take into account the non-uniformity of the two process outputs. After reformulating the MPC control law as a PID control law, we provide conditions for prediction horizon and weighting matrices so that the closed-loop control is asymptotically stable, and show the effectiveness of the approach with simulation and experiment results.     

基于协方差指标预测的MPC实时性能监控

为利用过程数据实时监控模型预测控制(Model predictive control, MPC)的性能, 提出一种基于协方差预测残差的性能监控方法.首先在分析模型预测控制器优 化函数和控制结构的基础上, 构造包含预测误差、控制量和过程输出的监控变量集, 然后利用滑动时间窗口建立基于协方差的实时性能评价 指标.针对协方差指标缺少控制限的问题, 建立实时协方差指标的时间序列模型, 根据协方差指标的预测残差检测模型预测控制性能下降.进 一步利用基于数据集相似度的性能诊断方法确定性能恶化源.最后通过Wood-Berry二元精馏塔上的仿真研究验证了所提方法的有效性.     

Feedback min–max model predictive control using robust one-step sets

A solution to the infinite-horizon min–max model predictive control (MPC) problem of constrained polytopic systems has recently been defined in terms of a sequence of free control moves over a fixed horizon and a state feedback law in the terminal region using a time-varying terminal cost. The advantage of this formulation is the enlargement of the admissible set of initial states without sacrificing local optimality, but this comes at the expense of higher computational complexity. This article, by means of a counterexample, shows that the robust feasibility and stability properties of such algorithms are not, in general, guaranteed when more than one control move is adopted. For this reason, this work presents a novel formulation of min–max MPC based on the concept of within-horizon feedback and robust contractive set theory that ensures robust stability for any choice of the control horizon. A parameter-dependent feedback extension is also proposed and analysed. The effectiveness of the algorithms is demonstrated with two numerical examples.     

ILC strategy for progress improvement of economic performance in industrial model predictive control systems

A novel approach to progress improvement of the economic performance in model predictive control (MPC) systems is developed. The conventional LQG based economic performance design provides an estimation which cannot be done by the controller while the proposed approach can develop the design performance achievable by the controller. Its optimal performance is achieved by solving economic performance design (EPD) problem and optimizing the MPC performance iteratively in contrast to the original EPD which has nonlinear LQG curve relationship. Based on the current operating data from MPC, EPD is transformed into a linear programming problem. With the iterative learning control (ILC) strategy, EPD is solved at each trial to update the tuning parameter and the designed condition; then MPC is conducted in the condition guided by EPD. The ILC strategy is proposed to adjust the tuning parameter based on the sensitivity analysis. The convergence of EPD by the proposed ILC has also been proved. The strategy can be applied to industry processes to keep enhancing the performance and to obtain the achievable optimal EPD. The performance of the proposed method is illustrated via an SISO numerical system as well as an MIMO industry process.     

Periodic optimal control of nonlinear constrained systems using economic model predictive control

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC scheme uses an online optimized artificial periodic orbit to ensure recursive feasibility and constraint satisfaction despite unpredictable changes in the economic performance index. We demonstrate that the direct extension of existing methods to periodic orbits does not necessarily yield the desirable closed-loop economic performance. Instead, we carefully revise the constraints on the artificial trajectory, which ensures that the closed-loop average performance is no worse than a locally optimal periodic orbit. In the special case that the prediction horizon is set to zero, the proposed scheme is a modified version of recent publications using periodicity constraints, with the important difference that the resulting closed loop has more degrees of freedom which are vital to ensure convergence to an optimal periodic orbit. In addition, we detail a tailored offline computation of suitable terminal ingredients, which are both theoretically and practically beneficial for closed-loop performance improvement. Finally, we demonstrate the practicality and performance improvements of the proposed approach on benchmark examples.     

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.     

Handling uncertainty in economic nonlinear model predictive control: A comparative case study

In the last years, the use of an economic cost function for model predictive control (MPC) has been widely discussed in the literature. The main motivation for this choice is that often the real goal of control is to maximize the profit or the efficiency of a certain system, rather than tracking a predefined set-point as done in the typical MPC approaches, which can be even counter-productive. Since the economic optimal operation of a system resulting from the application of an economic model predictive control approach drives the system to the constraints, the explicit consideration of the uncertainties becomes crucial in order to avoid constraint violations. Although robust MPC has been studied during the past years, little attention has yet been devoted to this topic in the context of economic nonlinear model predictive control, especially when analyzing the performance of the different MPC approaches. In this work, we present the use of multi-stage scenario-based nonlinear model predictive control as a promising strategy to deal with uncertainties in the context of economic NMPC. We make a comparison based on simulations of the advantages of the proposed approach with an open-loop NMPC controller in which no feedback is introduced in the prediction and with an NMPC controller which optimizes over affine control policies. The approach is efficiently implemented using CasADi, which makes it possible to achieve real-time computations for an industrial batch polymerization reactor model provided by BASF SE. Finally, a novel algorithm inspired by tube-based MPC is proposed in order to achieve a trade-off between the variability of the controlled system and the economic performance under uncertainty. Simulations results show that a closed-loop approach for robust NMPC increases the performance and that enforcing low variability under uncertainty of the controlled system might result in a big performance loss.     

Learning-based model predictive control for improved mobile robot path following using Gaussian processes and feedback linearization

This paper proposes a high-performance path following algorithm that combines Gaussian processes (GP) based learning and feedback linearization (FBL) with model predictive control (MPC) for ground mobile robots operating in off-road terrains, referred to as GP-FBLMPC. The algorithm uses a nominal kinematic model and learns unmodeled dynamics as GP models by using observation data collected during field experiments. Extensive outdoor experiments using a Clearpath Husky A200 mobile robot show that the proposed GP-FBLMPC algorithm's performance is comparable to existing GP learning-based nonlinear MPC (GP-NMPC) methods with respect to the path following errors. The advantage of GP-FBLMPC is that it is generalizable in reducing path following errors for different paths that are not included in the GP models training process, while GP-NMPC methods only work well on exactly the same path on which GP models are trained. GP-FBLMPC is also computationally more efficient than the GP-NMPC because it does not conduct iterative optimization and requires fewer GP models to make predictions over the MPC prediction horizon loop at every time step. Field tests show the effectiveness and generalization of reducing path following errors of the GP-FBLMPC algorithm. It requires little training data to perform GP modeling before it can be used to reduce path-following errors for new, more complex paths on the same terrain (see video at https://youtu.be/tC09jJQ0OXM ).