The explicit linear quadratic regulator for constrained systems

For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimizes a quadratic performance criterion. We show that the control law is piece-wise linear and continuous for both the finite horizon problem (model predictive control) and the usual infinite time measure (constrained linear quadratic regulation). Thus, the on-line control computation reduces to the simple evaluation of an explicitly defined piecewise linear function. By computing the inherent underlying controller structure, we also solve the equivalent of the Hamilton-Jacobi-Bellman equation for discrete-time linear constrained systems. Control based on on-line optimization has long been recognized as a superior alternative for constrained systems. The technique proposed in this paper is attractive for a wide range of practical problems where the computational complexity of on-line optimization is prohibitive. It also provides an insight into the structure underlying optimization-based controllers.     

Experimental quadrotor flight performance using computationally efficient and recursively feasible linear model predictive control

A new linear model predictive control (MPC) algorithm in a state-space framework is presented based on the fusion of two past MPC control laws: steady-state optimal MPC (SSOMPC) and Laguerre optimal MPC (LOMPC). The new controller, SSLOMPC, is demonstrated to have improved feasibility, tracking performance and computation time than its predecessors. This is verified in both simulation and practical experimentation on a quadrotor unmanned air vehicle in an indoor motion-capture testbed. The performance of the control law is experimentally compared with proportional-integral-derivative (PID) and linear quadratic regulator (LQR) controllers in an unconstrained square manoeuvre. The use of soft control output and hard control input constraints is also examined in single and dual constrained manoeuvres.     

Explicit solution of min–max MPC with additive uncertainties and quadratic criterion

Min–max model predictive control (MMMPC) is one of the strategies proposed to control plants subject to bounded uncertainties. This technique is very difficult to implement in real time because of the computation time required. Recently, the piecewise affine nature of this control law has been proved for unconstrained linear systems with quadratic performance criterion. However, no algorithm to compute the explicit form of the control law was given. This paper shows how to obtain this explicit form by means of a constructive algorithm. An approximation to MMMPC in the presence of constraints is presented based on this algorithm.     

采用Brent优化的核学习单步预测控制算法

针对非线性SISO系统, 提出一种基于核学习辨识模型的单步预测控制算法(kernel learning one-step-ahead predictive control, KLOPC). 通过KL辨识模型得到系统的一步超前预报值, 并引入输出反馈和偏差校正以克服模型失配等因素引起的预测误差, 以此构造一步加权预测控制性能指标, 然后采用Brent一维搜索方法求取控制律. 该方法无需任何相关的导数信息, 需调整的参数少, 求解效率高. 在一非线性液位系统的仿真研究表明了KLOPC优于整定的PID和其它基于KL模型的控制方法, 对噪声和扰动等均具有更好的鲁棒性和自适应性.     

基于L S-SVM 的非线性预测控制技术

探讨了利用最小二乘支持向量机(LS—SVM)进行非线性系统辨识的方法，LS—SVM用等式约束代替传统支持向量机中不等式约束，求解过程从解QP问题变成解一组等式方程，将得到的LS—SVM模型应用到非线性预测控制，提出了基于LS—SVM模型的非线性预测控制算法，通过CSTR过程仿真表明，最小二乘支持向量机学习速度快，在小样本情况下具有良好的非线性建模和泛化能力，基于LS—SVM的预测控制算法具有很好的控制性能。     

Detection of model-plant mismatch in closed-loop control system

The performance of model-based control systems depends a lot on the process model quality, hence the process model-plant mismatch is an important factor degrading the control performance. In this paper, a new methodology based on a process model evaluation index is proposed for detecting process model mismatch in closed-loop control systems. The proposed index is the ratio between the variance of the disturbance innovation and that of the model quality variable. The disturbance innovations are estimated from the routine operation data by an orthogonal projection method. The model quality variable can be obtained using the closed-loop data and the disturbance model estimated by adaptive Least absolute shrinkage and selection operator (Lasso) method. When the order of the disturbance model is less than 2 or the process time delay is large enough, no external perturbations are required. Besides, the proposed index is independent of the controller tuning and insensitive to the changes in disturbance model, which indicates that the proposed method can isolate the process model-plant mismatch from other factors affecting the overall control performance. Three systems with proportional integral (PI) controller, linear quadratic (LQ) controller and unconstrained model predictive control (MPC) respectively are presented as examples to verify the effectiveness of the proposed technique. Besides, Tennessee Eastman process shows the proposed method is able to detect process model mismatch of nonlinear systems.     

Inherent robustness properties of quasi-infinite horizon nonlinear model predictive control

We consider inherent robustness properties of model predictive control (MPC) for continuous-time nonlinear systems with input constraints and terminal constraints. We show that MPC with a nominal prediction model and persistent but bounded disturbances has some degree of inherent robustness when the terminal control law and the terminal penalty matrix are chosen as the linear quadratic control law and the related Lyapunov matrix, respectively. We emphasize that the input constraint sets can be any compact set rather than convex sets, and our results do not depend on the continuity of the optimal cost function or of the control law in the interior of the feasible region.     

考虑参数优化的BTT导弹三维非线性制导律

针对BTT（bank-to-turn）导弹制导过程中的通道耦合问题,设计了一种考虑制导参数优化的新型的三维非线性制导律.首先,采用旋量描述方法构建弹目视线方位模型,采用矢量描述方法构建弹目视线角速度模型,从而得到了导弹制导的三维非线性模型;然后,将制导律分为制导控制项和耦合补偿项.基于制导控制项最优设计相应的目标函数.同时,在不损失制导信息的情况下,将制导模型转化为线性形式;最后,分别针对无终端约束和有终端约束情况,基于二次型最优方法得到了三维制导律.该制导律既解决了通道解耦,其制导参数又满足一定物理意义下的最优性.仿真结果验证了本文所设计制导律的有效性.     

基于LMI的约束系统H∞控制及其滚动优化实现

在LMI优化框架下,讨论有时域硬约束线性系统的H_∞控制问题.首先提出了一种基于LMI优化的状态反馈方法,并给出了闭环系统保证H_∞性能和满足时域硬约束的条件.在此基础上,融合预测控制的滚动优化原理讨论了一种滚动时域H_∞性能控制方法.通过对H_∞性能指标γ的在线最小化,闭环系统能实时协调控制性能要求和硬约束,并充分利用有限的控制能力提高控制性能.     

一类具有非线性扰动的多重时滞不确定系统鲁棒预测控制

针对一类具有非线性扰动且同时存在多重状态和输入时滞的不确定系统, 提出 一种鲁棒预测控制器设计方法. 基于预测控制滚动优化原理, 运用Lyapunov稳定性 理论和线性矩阵不等式 (Linear matrix inequalities, LMIs)方法, 首先近似求解无限时域二次性能指标优化问题, 然后优化非 线性扰动项所应满足的最大上界, 定量地研究鲁棒预测控制在范数有界意义下的扰动抑制 问题, 并给出了鲁棒预测控制器存在的充分条件. 最后通过仿真验证了所提方法的有效性.     

饱和约束系统的鲁棒模型预测控制

针对饱和约束系统提出了一种鲁棒模型预测控制算法,分别考虑了多面体不确定性和结构反馈不确定性.考虑无穷时域的最坏二次性能指标,通过采用带有饱和特性的反馈控制结构,将控制律的求解转化为一个在线的线性矩阵不等式优化问题.初始时刻优化问题的可行性保证了闭环控制系统的鲁棒稳定性.最后的仿真结果说明了算法的优越性.     

Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance

Model predictive control (MPC) for Markovian jump linear systems with probabilistic constraints has received much attention in recent years. However, in existing results, the disturbance is usually assumed with infinite support, which is not considered reasonable in real applications. Thus, by considering random additive disturbance with finite support, this paper is devoted to a systematic approach to stochastic MPC for Markovian jump linear systems with probabilistic constraints. The adopted MPC law is parameterized by a mode‐dependent feedback control law superimposed with a perturbation generated by a dynamic controller. Probabilistic constraints can be guaranteed by confining the augmented system state to a maximal admissible set. Then, the MPC algorithm is given in the form of linearly constrained quadratic programming problems by optimizing the infinite sum of derivation of the stage cost from its steady‐state value. The proposed algorithm is proved to be recursively feasible and to guarantee constraints satisfaction, and the closed‐loop long‐run average cost is not more than that of the unconstrained closed‐loop system with static feedback. Finally, when adopting the optimal feedback gains in the predictive control law, the resulting MPC algorithm has been proved to converge in the mean square sense to the optimal control. A numerical example is given to verify the efficiency of the proposed results.     

Finite-time control with H-infinity constraints of linear time-invariant and time-varying systems

This paper presents finite-time control methods with H-infinity constraints for linear time-invariant (LTI) and time-varying (LTV) systems. The basic idea of the proposed approaches is to construct controllers for the LTI and LTV in such a way that a constant quadratic Lyapunov function and a time-varying quadratic Lyapunov function can be used to establish the finite-time stability and the H-infinity performance of the resulting closed-loop systems. It is shown that the control laws can be obtained by solving a set of linear matrix inequalities (LMIs) and Differential Riccati Inequalities (DRIs) that are numerically feasible with commercially available software. Finally, the results are illustrated by application to the design of guidance law for a class of terminal guidance system.     

永磁同步电机高效非线性模型预测控制

永磁电机控制器要求电机有很强的转速跟踪能力,并且要保证系统参数变化及负荷扰动下系统的鲁棒性. 永磁电机包含很多不确定因素,是强耦合的非线性系统,传统的线性控制器很难对其进行控制. 针对永磁电机的转速控制构造非线性模型预测控制方法. 非线性永磁电机模型通过输入-输出反馈线性化策略解耦成为新的线性系统. 为保证可行解的收敛性,提出一种迭代二次规划方法来处理由输入-输出反馈线性化导致的非线性约束. 仿真结果表明,控制器能有效降低计算负担,具有很好的动态控制性能,能抑制转矩脉动,并保证在参数变化和负荷扰动下控制系统的鲁棒性.     

Model predictive control for uncertain max–min-plus-scaling systems

In this paper we extend the classical min–max model predictive control framework to a class of uncertain discrete event systems that can be modelled using the operations maximization, minimization, addition and scalar multiplication, and that we call max–min-plus-scaling (MMPS) systems. Provided that the stage cost is an MMPS expression and considering only linear input constraints then the open-loop min–max model predictive control problem for MMPS systems can be transformed into a sequence of linear programming problems. Hence, the min–max model predictive control problem for MMPS systems can be solved efficiently, despite the fact that the system is non-linear. A min–max feedback model predictive control approach using disturbance feedback policies is also presented, which leads to improved performance compared to the open-loop approach.     

Improved control using PFC and modified linear quadratic regulator for a kind of nonlinear systems

This paper describes the combination design of predictive functional control (PFC) and optimal linear quadratic (LQ) method for a kind of nonlinear process with output feedback coupling. In many existing control methods for this kind of nonlinear systems, the nonlinear part is either ignored or represented as a rough linear one when corresponding predictive control methods are designed. However, by assuming that the nonlinearity can be ignored or simplified to a linear time-varying part may not lead to the good control performance of subsequent linear control designs. The paper is a further investigation on this kind of systems, in which a procedure of PFC plus a modified optimal LQ control is developed. With respect to the proposed control strategy and the corresponding processes, the closed-loop performance is improved concerning tracking ability and disturbance rejection compared with previous predictive control methods. In addition, the proposed control is easy to implement as it selects a simple structure and a modification of the classical control scheme.     

控制系统参数优化的一种方法

本文给出一种在时间域里实现带稳定性约束的线性定常系统的优化方法,它不同于最优控制理论所采用的解析方法,而是建立在用计算机解非线性规划问题的基础上的。优化的目标函数采用二次型积分泛函,利用模态矩阵导出了它的一个规范化的算法,然后用增广的拉格朗日乘子法来求解。这一方法适合于那些不能满足最优控制论要求的许多实际系统。对于可稳定的系统,无论原始设计参数是否满足稳定性条件,经优化后总能获得稳定的最优解。     

Max-plus-linear model-based predictive control for constrained hybrid systems: linear programming solution

In this paper, a linear programming method is proposed to solve model predictive control for a class of hybrid systems. Firstly, using the (max, +) algebra, a typical subclass of hybrid systems called max-plus-linear (MPL) systems is obtained. And then, model predictive control (MPC) framework is extended to MPL systems. In general, the nonlinear optimization approach or extended linear complementarity problem (ELCP) were applied to solve the MPL-MPC optimization problem. A new optimization method based on canonical forms for max-min-plus-scaling (MMPS) functions (using the operations maximization, minimization, addition and scalar multiplication) with linear constraints on the inputs is presented. The proposed approach consists in solving several linear programming problems and is more efficient than nonlinear optimization. The validity of the algorithm is illustrated by an example.     

Max-plus-linear model-based predictive control for constrained hybrid systems：linear programming solution

In this paper, a linear programming method is proposed to solve model predictive control for a class of hybrid systems. Firstly, using the （max, ＋） algebra, a typical subclass of hybrid systems called max-plus-linear （MPL） systems is obtained. And then, model predictive control （MPC） framework is extended to MPL systems. In general, the nonlinear optimization approach or extended linear complementarity problem （ELCP） were applied to solve the MPL-MPC optimization problem. A new optimization method based on canonical forms for max-min-plus-scaling （MMPS） functions （using the operations maximization, minimization, addition and scalar multiplication） with linear constraints on the inputs is presented. The proposed approach consists in solving several linear programming problems and is more efficient than nonlinear optimization. The validity of the algorithm is illustrated by an example.     

Design of robust model predictive control with input constraints

This article addresses the problem of designing a robust output feedback model predictive control (MPC) with input constraints, which ensures a parameter-dependent quadratic stability and guaranteed cost for the case of linear polytopic systems. A new heuristic method is introduced to guarantee input constraints for the MPC. To reject disturbances and maintain the process at the optimal operating conditions or setpoints, the integrator is added to the controller design procedure. Finally, some numerical examples are given to illustrate the effectiveness of the proposed method.