Design of networked control systems with bounded arbitrary time delays

This paper is mainly concerned with the model predictive control (MPC) of networked control systems (NCSs) with uncertain time delay and data packets disorder. The network-induced time delay is described as bounded and arbitrary process. For the usual state feedback controller, by considering all the possibilities of delays, an augmented state space model of the closed-loop system, which characterizes all the delay cases, is obtained. The stability conditions are given according to the Lyapunov method based on this augmented model. The stability property is inherited in MPC which explicitly considers the physical constraints. A numerical example is given to demonstrate the effectiveness of the proposed MPC.     

From data to diagnosis and control using generalized orthonormal basis filters. Part II: Model predictive and fault tolerant control

Given a state space model together with the state noise and measurement noise characteristics, there are well established procedures to design a Kalman filter based model predictive control (MPC) and fault diagnosis scheme. In practice, however, such disturbance models relating the true root cause of the unmeasured disturbances with the states/outputs are difficult to develop. To alleviate this difficulty, we reformulate the MPC scheme proposed by K.R. Muske and J.B. Rawlings [Model predictive control with linear models, AIChE J. 39 (1993) 262–287] and the fault tolerant control scheme (FTCS) proposed by J. Prakash, S.C. Patwardhan, and S. Narasimhan [A supervisory approach to fault tolerant control of linear multivariable systems, Ind. Eng. Chem. Res. 41 (2002) 2270–2281] starting from the innovations form of state space model identified using generalized orthonormal basis function (GOBF) parameterization. The efficacy of the proposed MPC scheme and the on-line FTCS is demonstrated by conducting simulation studies on the benchmark shell control problem (SCP) and experimental studies on a laboratory scale continuous stirred tank heater (CSTH) system. The analysis of the simulation and experimental results reveals that the MPC scheme formulated using the identified observers produces superior regulatory performance when compared to the regulatory performance of conventional MPC controller even in the presence of significant plant model mismatch. The FTCS reformulated using the innovations form of state space model is able to isolate sensor as well as actuator faults occurring sequentially in time. In particular, the proposed FTCS is able to eliminate offset between the true value of the measured variable and the setpoint in the presence of sensor biases. Thus, the simulation and experimental study clearly demonstrate the advantages of formulating MPC and generalized likelihood ratio (GLR) based fault diagnosis schemes using the innovations form of state space model identified from input output data.     

Reduced order model predictive control for constrained discrete‐time linear systems

A reduced order model predictive control (MPC) is discussed for constrained discrete‐time linear systems. By employing a decomposition method for finite‐horizon linear systems, an MPC law is obtained from a reduced order optimization problem. The decomposition enables us to construct pairs of initial state and control sequence which have large influence on system responses, and it also characterizes the standard LQ control. The MPC law is obtained based on a combination of the LQ control and dominant input sequences over the prediction horizon. The proposed MPC method is illustrated with numerical examples. Copyright © 2011 John Wiley & Sons, Ltd.     

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.     

Tuning SISO offset-free Model Predictive Control based on ARX models

In this paper, we present a tuning methodology for a simple offset-free SISO Model Predictive Controller (MPC) based on autoregressive models with exogenous inputs (ARX models). ARX models simplify system identification as they can be identified from data using convex optimization. Furthermore, the proposed controller is simple to tune as it has only one free tuning parameter. These two features are advantageous in predictive process control as they simplify industrial commissioning of MPC. Disturbance rejection and offset-free control is important in industrial process control. To achieve offset-free control in face of unknown disturbances or model-plant mismatch, integrators must be introduced in either the estimator or the regulator. Traditionally, offset-free control is achieved using Brownian disturbance models in the estimator. In this paper we achieve offset-free control by extending the noise model with a filter containing an integrator. This filter is a first order ARMA model. By simulation and analysis, we argue that it is independent of the parameterization of the underlying linear plant; while the tuning of traditional disturbance models is system dependent. Using this insight, we present MPC for SISO systems based on ARX models combined with the first order filter. We derive expressions for the closed-loop variance of the unconstrained MPC based on a state space representation in innovation form and use these expressions to develop a tuning procedure for the regulator. We establish formal equivalence between GPC and state space based off-set free MPC. By simulation we demonstrate this procedure for a third order system. The offset-free ARX MPC demonstrates satisfactory set point tracking and rejection of an unmeasured step disturbance for a simulated furnace with a long time delay.     

Output feedback model predictive control for LPV systems based on quasi-min–max algorithm

This paper proposes a robust output feedback model predictive control (MPC) scheme for linear parameter varying (LPV) systems based on a quasi-min–max algorithm. This approach involves an off-line design of a robust state observer for LPV systems using linear matrix inequality (LMI) and an on-line robust output feedback MPC algorithm using the estimated state. The proposed MPC method for LPV systems is applicable for a variety of systems with constraints and guarantees the robust stability of the output feedback systems. A numerical example for an LPV system subject to input constraints is given to demonstrate its effectiveness.     

Input to state stability of min-max MPC controllers for nonlinear systems with bounded uncertainties

Min-max model predictive control (MPC) is one of the control techniques capable of robustly stabilize uncertain nonlinear systems subject to constraints. In this paper we extend existing results on robust stability of min-max MPC to the case of systems with uncertainties which depend on the state and the input and not necessarily decaying, i.e. state and input dependent bounded uncertainties. This allows us to consider both plant uncertainties and external disturbances in a less conservative way.It is shown that the input-to-state practical stability (ISpS) notion is suitable to analyze the stability of worst-case based controllers. Thus, we provide Lyapunov-like sufficient conditions for ISpS. Based on this, it is proved that if the terminal cost is an ISpS-Lyapunov function then the optimal cost is also an ISpS-Lyapunov function for the system controlled by the min-max MPC and hence, the controlled system is ISpS. Moreover, we show that if the system controlled by the terminal control law locally admits certain stability margin, then the system controlled by the min-max MPC retains the stability margin in the feasibility region.     

Minimum variance performance map for constrained model predictive control

A minimum variance performance map is introduced for constrained linear model predictive control (MPC). The minimum variance performance map provides a demonstration of the effect of constraints in an MPC on the best achievable controller performance. The constrained minimum variance controller is formulated for the MPC system to be monitored. Using multi-parametric quadratic programming (mp-QP), the linear, piecewise control law is obtained for the constrained minimum variance controller. The linear, piecewise control law is used with a Kalman filter to obtain the minimum output variance in each region of the state space partition. The minimum variance performance map is demonstrated on a second order process with a constraint on the input amplitude.     

Distributed model predictive control of constrained nonlinear systems with communication delays

Distributed model predictive control (MPC), having been proven to be efficient for large-scale control systems, is essentially enabled by communication network connections among involved subsystems (agents). This paper studies the distributed MPC problem for a class of continuous-time decoupled nonlinear systems subject to communication delays. By using a robustness constraint and designing a waiting mechanism, a delay-involved distributed MPC scheme is proposed. Furthermore, the iterative feasibility and stability properties are analyzed. It is shown that, if the communication delays are bounded by an upper bound, and the cooperation weights and the sampling period are designed appropriately, the overall system state converges to the equilibrium point. The theoretical results are verified by a simulation study.     

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.     

Affine and predictive control policies for a class of nonlinear systems

The input-state linear horizon (ISLH) for a nonlinear discrete-time system is defined as the smallest number of time steps it takes the system input to appear nonlinearly in the state variable. In this paper, we employ the latter concept and show that the class of constraint admissible N-step affine state-feedback policies is equivalent to the associated class of constraint admissible disturbance-feedback policies, provided that N is less than the system’s ISLH. The result generalizes a recent result in [Goulart, P. J., Kerrigan, E. C., Maciejowski, J. M. (2006). Optimization over state feedback policies for robust control with constraints. Automatica, 42(4), 523-533] and is significant because it enables one: (i) to determine a constraint admissible state-feedback policy by employing well-known convex optimization techniques; and (ii) to guarantee robust recursive feasibility of a class of model predictive control (MPC) policies by imposing a suitable terminal constraint. In particular, we propose an input-to-state stabilizing MPC policy for a class of nonlinear systems with bounded disturbance inputs and mixed polytopic constraints on the state and the control input. At each time step, the proposed MPC policy requires the solution of a single convex quadratic programme parameterized by the current system state.     

Optimal MPC for tracking of constrained linear systems

Model predictive control (MPC) is one of the few techniques which is able to handle constraints on both state and input of the plant. The admissible evolution and asymptotic convergence of the closed-loop system is ensured by means of suitable choice of the terminal cost and terminal constraint. However, most of the existing results on MPC are designed for a regulation problem. If the desired steady-state changes, the MPC controller must be redesigned to guarantee the feasibility of the optimisation problem, the admissible evolution as well as the asymptotic stability. Recently, a novel MPC has been proposed to ensure the feasibility of the optimisation problem, constraints satisfaction and asymptotic evolution of the system to any admissible target steady-state. A drawback of this controller is the loss of a desirable property of the MPC controllers: the local optimality property. In this article, a novel formulation of the MPC for tracking is proposed aimed to recover the optimality property maintaining all the properties of the original formulation.     

An improved structure for model predictive control using non-minimal state space realisation

This paper describes a new method for the design of model predictive control (MPC) using non-minimal state space models, in which the state variables are chosen as the set of measured input and output variables and their past values. It shows that the proposed design approach avoids the use of an observer to access the state information and, as a result, the disturbance rejection, particularly the system input disturbance rejection, is significantly improved when constraints become activated. In addition, when there is no model/plant mismatch, the paper shows that the system output constraints can be realised in the proposed approach. Furthermore, closed-form transfer function representation of the model predictive control system enables the application of frequency response analysis tools to the nominal performance of the system.     

Assessment of non-centralised model predictive control techniques for electrical power networks

Model predictive control (MPC) is one of the few advanced control methodologies that have proven to be very successful in real-life applications. An attractive feature of MPC is its capability of explicitly taking state and input constraints into account. Recently, there has been an increasing interest in the usage of MPC schemes to control electrical power networks. The major obstacle for implementation lies in the large scale of these systems, which is prohibitive for a centralised approach. In this article, we therefore assess and compare the suitability of several non-centralised predictive control schemes for power balancing, to provide valuable insights that can contribute to the successful implementation of non-centralised MPC in the real-life electrical power system.     

Distributed MPC of polytopic uncertain systems: handling quantised communication and packet dropouts

In this paper, we study the distributed model predictive control (MPC) of polytopic uncertain systems with quantised communication and packet dropouts. The model of the whole plant is divided into a certain number of incomplete subsystems. Due to the nature of the distributed control structure, there is generally a lack of information about the state of the overall system. Each subsystem shares its information with neighbour subsystems via reliable connection. Distributed MPC controllers are designed for each subsystem by solving the linear matrix inequalities optimisation problem. The distributed state feedback laws are quantised and transmitted via communication network. An iterative algorithm is presented to make coordination among distributed state feedback laws. The communication is assumed to be affected by random packet dropouts in a representation of Bernoulli distributed white sequences with known conditional probabilities. A case study is carried out to demonstrate the effectiveness of the proposed distributed MPC technique.     

Event-triggered robust model predictive control of continuous-time nonlinear systems

The event-triggered control is of compelling features in efficiently exploiting system resources, and thus has found many applications in sensor networks, networked control systems, multi-agent systems and so on. In this paper, we study the event-triggered model predictive control (MPC) problem for continuous-time nonlinear systems subject to bounded disturbances. An event-triggered mechanism is first designed by measuring the error between the system state and its optimal prediction; the event-triggered MPC algorithm that is built upon the triggering mechanism and the dual-mode approach is then designed. The rigorous analysis of the feasibility and stability is conducted, and the sufficient conditions for ensuring the feasibility and stability are developed. We show that the feasibility of the event-triggered MPC algorithm can be guaranteed if, the prediction horizon is designed properly and the disturbances are small enough. Furthermore, it is shown that the stability is related to the prediction horizon, the disturbance bound and the triggering level, and that the state trajectory converges to a robust invariant set under the proposed conditions. Finally, a case study is provided to verify the theoretical results.     

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.     

Stochastic model predictive control with joint chance constraints

ABSTRACT

This article investigates model predictive control (MPC) of linear systems subject to arbitrary (possibly unbounded) stochastic disturbances. An MPC approach is presented to account for hard input constraints and joint state chance constraints in the presence of unbounded additive disturbances. The Cantelli–Chebyshev inequality is used in combination with risk allocation to obtain computationally tractable but accurate surrogates for the joint state chance constraints when only the mean and variance of the arbitrary disturbance distributions are known. An algorithm is presented for determining the optimal feedback gain and optimal risk allocation by iteratively solving a series of convex programs. The proposed stochastic MPC approach is demonstrated on a continuous acetone–butanol–ethanol fermentation process, which is used in the production of biofuels.