Flood regulation using nonlinear model predictive control

In this paper the flood problem of the river Demer, a river located in Belgium, is discussed. First a simplified model of the Demer basin is derived based on the conceptual reservoir modeling concept. This model was calibrated to simulations results with a more detailed full hydrodynamic model. Afterwards, the focus is shifted to a nonlinear model predictive controller (NMPC) which is based on a new semi-condensed optimization procedure combined with a line search approach. Finally, simulations are performed based on historical data in which the NMPC is compared with the current control strategy used by the local water administration. Uncertainties are added to the rainfall predictions in order to assess the robustness of the NMPC.     

Nested partitions for global optimization in nonlinear model predictive control

In Nonlinear Model Predictive Control (NMPC), the optimization problem may be nonconvex. It is important to find a global solution since a local solution may not be able to operate the process at desired setpoints. Also the solution must be available before the control input has to be applied to the process. In this paper, a stochastic algorithm called the Nested Partitions Algorithm (NPA) is used for global optimization. The NPA divides the search space into smaller regions and either concentrates search in one of these regions called the most promising region or backtracks to a larger region in the search space based on a performance index. To adapt the NPA to solve dynamic NMPC with continuous variables, a new partitioning scheme is developed that focuses on the first few control moves in the control horizon. The expected number of iterations taken by the NPA is presented. Convergence speed is improved by reducing the size of the starting most promising region based on a good starting point. The discrete sampling nature of the NPA may cause difficulty in finding the global solution in a continuous space. A gradient-based search is used with the NPA to overcome this difficulty. The solution quality is assessed in terms of the error from the actual global minimum. The algorithm is shown to give a feasible solution that provides asymptotic stability. Case studies are used to show the algorithm performance in terms of tracking setpoints, cost, solution quality and convergence time.     

Nonlinear model predictive control using deterministic global optimization

This paper presents a Nonlinear Model Predictive Control (NMPC) algorithm utilizing a deterministic global optimization method. Utilizing local techniques on nonlinear nonconvex problems leaves one susceptible to suboptimal solutions at each iteration. In complex problems, local solver reliability is difficult to predict and dependent upon the choice of initial guess. This paper demonstrates the application of a deterministic global solution technique to an example NMPC problem. A terminal state constraint is used in the example case study. In some cases the local solution method becomes infeasible, while the global solution correctly finds the feasible global solution. Increased computational burden is the most significant limitation for global optimization based online control techniques. This paper provides methods for improving the global optimization rates of convergence. This paper also shows that globally optimal NMPC methods can provide benefits over local techniques and can successfully be used for online control.     

Advanced-multi-step nonlinear model predictive control

Nonlinear model predictive control (NMPC) has gained widespread attention due to its ability to handle variable bounds and deal with multi-input, multi-output systems. However, it is susceptible to computational delay, especially when the solution time of the nonlinear programming (NLP) problem exceeds the sampling time. In this paper we propose a fast NMPC method based on NLP sensitivity, called advanced-multi-step NMPC (amsNMPC). Two variants of this method are developed, the parallel approach and the serial approach. For the amsNMPC method, NLP problems are solved in background multiple sampling times in advance, and manipulated variables are updated on-line when the actual states are available. We present case studies about a continuous stirred tank reactor (CSTR) and a distillation column to show the performance of amsNMPC. Nominal stability properties are also analyzed.     

A formulation of nonlinear model predictive control using automatic differentiation

An efficient algorithm is developed to alleviate the computational burden associated with nonlinear model predictive control (NMPC). The new algorithm extends an existing algorithm for solutions of dynamic sensitivity from autonomous to non-autonomous differential equations using the Taylor series and automatic differentiation (AD). A formulation is then presented to recast the NMPC problem as a standard nonlinear programming problem by using the Taylor series and AD. The efficiency of the new algorithm is compared with other approaches via an evaporation case study. The comparison shows that the new algorithm can reduce computational time by two orders of magnitude.     

Real-time optimization and nonlinear model predictive control of processes governed by differential-algebraic equations

Optimization problems in chemical engineering often involve complex systems of nonlinear DAE as the model equations. The direct multiple shooting method has been known for a while as a fast off-line method for optimization problems in ODE and later in DAE. Some factors crucial for its fast performance are briefly reviewed. The direct multiple shooting approach has been successfully adapted to the specific requirements of real-time optimization. Special strategies have been developed to effectively minimize the on-line computational effort, in which the progress of the optimization iterations is nested with the progress of the process. They use precalculated information as far as possible (e.g. Hessians, gradients and QP presolves for iterated reference trajectories) to minimize response time in case of perturbations. In typical real-time problems they have proven much faster than fast off-line strategies. Compared with an optimal feedback control computable upper bounds for the loss of optimality can be established that are small in practice. Numerical results for the Nonlinear Model Predictive Control (NMPC) of a high-purity distillation column subject to parameter disturbances are presented.     

Reduced order optimization for model predictive control using principal control moves

In order to reduce the computational complexity of model predictive control (MPC) a proper input signal parametrization is proposed in this paper which significantly reduces the number of decision variables. This parametrization can be based on either measured data from closed-loop operation or simulation data. The snapshots of representative time domain data for all manipulated variables are projected on an orthonormal basis by a Karhunen-Loeve transformation. These significant features (termed principal control moves, PCM) can be reduced utilizing an analytic criterion for performance degradation. Furthermore, a stability analysis of the proposed method is given. Considerations on the identification of the PCM are made and another criterion is given for a sufficient selection of PCM. It is shown by an example of an industrial drying process that a strong reduction in the order of the optimization is possible while retaining a high performance level.     

Wiener model based nonlinear predictive control

This paper addresses the problem of discrete-time nonlinear predictive control of W iener systems. Wiener-model-based nonlinear predictive control combines the advantages of linear-model-based predictive control and gain scheduling while retaining a moderate level of computational complexity. A clear relation is shown between an iteration in the optimization of the nonlinear control problem and the control problem of the underlying linear-model-based method. This relation has a simple form of gain scheduling, thus the properties of the nonlinear control system can be analysed from the comprehensible linear control aspect. Several disturbance rejection techniques are proposed and compared. The method was tested on a simulated model of a pH neutralization process. The performance was excellent also in the case of a considerable plant-tomodel mismatch. The method can be applied as a first next step in cases where the performance of linear control is unsatisfactory owing to process nonlinearity.     

Economic optimization using model predictive control with a terminal cost

In the standard model predictive control implementation, first a steady-state optimization yields the equilibrium point with minimal economic cost. Then, the deviation from the computed best steady state is chosen as the stage cost for the dynamic regulation problem. The computed best equilibrium point may not be the global minimum of the economic cost, and hence, choosing the economic cost as the stage cost for the dynamic regulation problem, rather than the deviation from the best steady state, offers potential for improving the economic performance of the system. It has been previously shown that the existing framework for MPC stability analysis, which addresses to the standard class of problems with a regulation objective, does not extend to economic MPC. Previous work on economic MPC developed new tools for stability analysis and identified sufficient conditions for asymptotic stability. These tools were developed for the terminal constraint MPC formulation, in which the system is stabilized by forcing the state to the best equilibrium point at the end of the horizon. In this work, we relax this constraint by imposing a region constraint on the terminal state instead of a point constraint, and adding a penalty on the terminal state to the regulator cost. We extend the stability analysis tools, developed for terminal constraint economic MPC, to the proposed formulation and establish that strict dissipativity is sufficient for guaranteeing asymptotic stability of the closed-loop system. We also show that the average closed-loop performance outperforms the best steady-state performance. For implementing the proposed formulation, a rigorous analysis for computing the appropriate terminal penalty and the terminal region is presented. A further extension, in which the terminal constraint is completely removed by modifying the regulator cost function, is also presented along with its stability analysis. Finally, an illustrative example is presented to demonstrate the differences between the terminal constraint and the proposed terminal penalty formulation.     

Mean arterial pressure control system using model predictive control and particle swarm optimization

Microsystem Technologies - Linear controllers have been designed to regulate mean arterial pressure (MAP) in treating various cardiovascular diseases. For patients with hemodynamic fluctuations,...     

On optimality of nonlinear model predictive control

In this note the optimality property of nonlinear model predictive control (MPC) is analyzed. It is well known that the MPC approximates arbitrarily well the infinite horizon (IH) controller as the optimization horizon increases. Hence, it makes sense to suppose that the performance of the MPC is a not decreasing function of the optimization horizon. This work, by means of a counterexample, shows that the previous conjecture is fallacious, even for simple linear systems.     

Integration of real-time optimization and model predictive control

This paper proposes a controller design approach that integrates RTO and MPC for the control of constrained uncertain nonlinear systems. Assuming that the economic function is a known function of constrained system’s states, parameterized by unknown parameters and time-varying, the controller design objective is to simultaneously identify and regulate the system to the optimal operating point. The approach relies on a novel set-based parameter estimation routine and a robust model predictive controller that takes into the effect of parameter estimation errors. A simulation example is used to demonstrate the effectiveness of the design technique.     

Optimal control of a nonlinear fed-batch fermentation process using model predictive approach

Bioprocesses are involved in producing different pharmaceutical products. Complicated dynamics, nonlinearity and non-stationarity make controlling them a very delicate task. The main control goal is to get a pure product with a high concentration, which commonly is achieved by regulating temperature or pH at certain levels. This paper discusses model predictive control (MPC) based on a detailed unstructured model for penicillin production in a fed-batch fermentor. The novel approach used here is to use the inverse of penicillin concentration as a cost function instead of a common quadratic regulating one in an optimization block. The result of applying the obtained controller has been displayed and compared with the results of an auto-tuned PID controller used in previous works. Moreover, to avoid high computational cost, the nonlinear model is substituted with neuro-fuzzy piecewise linear models obtained from a method called locally linear model tree (LoLiMoT).     

Effective optimization for fuzzy model predictive control

This paper addresses the optimization in fuzzy model predictive control. When the prediction model is a nonlinear fuzzy model, nonconvex, time-consuming optimization is necessary, with no guarantee of finding an optimal solution. A possible way around this problem is to linearize the fuzzy model at the current operating point and use linear predictive control (i.e., quadratic programming). For long-range predictive control, however, the influence of the linearization error may significantly deteriorate the performance. In our approach, this is remedied by linearizing the fuzzy model along the predicted input and output trajectories. One can further improve the model prediction by iteratively applying the optimized control sequence to the fuzzy model and linearizing along the so obtained simulated trajectories. Four different methods for the construction of the optimization problem are proposed, making difference between the cases when a single linear model or a set of linear models are used. By choosing an appropriate method, the user can achieve a desired tradeoff between the control performance and the computational load. The proposed techniques have been tested and evaluated using two simulated industrial benchmarks: pH control in a continuous stirred tank reactor and a high-purity distillation column.     

A toolkit for nonlinear model predictive control using gradient projection and code generation

Nonlinear model predictive control (NMPC) is a control strategy based on finding an optimal control trajectory that minimizes a given objective function. The optimization is recalculated at each control cycle and only the first control values are actually used. The dynamics of the system can be nonlinear and there can be constraints on states and controls. A new toolkit called VIATOC has been developed that can be used to automatically generate the code needed to implement NMPC. The generated code is self-contained ANSI C and the compiled program has a small footprint. In VIATOC, the gradient projection method is used to solve the nonlinear optimization problem. Barzilai–Borwein type step length selection for the gradient method has also been implemented. The performance of the controllers generated with the toolkit is compared with those solved with the ACADO toolkit and HQP. The performance of the optimization is compared with two different test cases with different numbers of controls and states. The first one is based on a model of a pendulum hanging freely on a movable platform. The second one is a more complex model of a chain of three masses connected by springs. Seven different prediction horizons between 10 and 100 steps are used. When the time to achieve a near optimum solution is measured, VIATOC is in most cases the fastest one when the length of the prediction horizon is shorter than 70 steps.     

Lyapunov-based model predictive control of stochastic nonlinear systems

In this work, we design a Lyapunov-based model predictive controller (LMPC) for nonlinear systems subject to stochastic uncertainty. The LMPC design provides an explicitly characterized region from where stability can be probabilistically obtained. The key idea is to use stochastic Lyapunov-based feedback controllers, with well characterized stabilization in probability, to design constraints in the LMPC that allow the inheritance of the stability properties by the LMPC. The application of the proposed LMPC method is illustrated using a nonlinear chemical process system example.     

Theoretical analysis of unconstrained nonlinear model predictive control

Model predictive control (MPC) is a well-established controller design strategy for linear process models. Because many chemical and biological processes exhibit significant nonlinear behaviour, several MPC techniques based on nonlinear process models have recently been proposed. The most significant difference between these techniques is the computational approach used to solve the nonlinear model predictive control (NMPC) optimization problem. Consequently, analysis of NMPC techniques is often connected to the computational approach employed. In this paper, a theoretical analysis of unconstrained NMPC is presented that is independent of the computational approach. A nonlinear discrete-time, state-space model is used to predict the effects of future inputs on future process outputs. It is shown that model inverse, pole-placement, and steady-state controllers can be obtained by suitable selection of the control and prediction horizons. Moreover, the NMPC optimization problem can be modified to yield nonlinear internal model control (NIMC). The computational requirements of NIMC are considerably less than NMPC, but the NIMC approach is currently restricted to nonlinear models with well-defined and stable inverses. The NIMC controller is shown to provide superior servo and regulatory performance to a linear IMC controller for a continuous stirred tank reactor.     

Stabilizing decentralized model predictive control of nonlinear systems

This note presents a stabilizing decentralized model predictive control (MPC) algorithm for nonlinear discrete time systems. No information is assumed to be exchanged between local control laws. The stability proof relies on the inclusion of a contractive constraint in the formulation of the MPC problem.     

约束非线性系统构造性模型预测控制

研究了连续时间约束非线性系统模型预测控制设计.利用控制Lyapunov函数离线构造单变量可调预测控制器,再根据性能指标在线优化可调参数,其中该参数近似于闭环系统的"衰减率".同时,控制Lyapunov函数保证了算法的可行性和闭环系统的稳定性.最后通过数值仿真验证了该算法的有效性.