Constrained receding horizon predictive control for systems with disturbances

A receding horizon predictive control method for systems with input constraints and disturbances is proposed. A polyhedral feasible set of states which is invariant with respect to a given state feedback control law is derived in the presence of bounded disturbances. The proposed predicted control algorithm deploys a strategy in which the current state is steered into the polyhedral invariant feasible set within a finite number N of feasible control moves, despite the presence of disturbances. The future control moves over the horizon N are represented as the sum of the state feedback control and a perturbation; the perturbation term provides the degrees of freedom with which to enlarge the stabilizable set of initial states. The control algorithm is formulated in linear matrix inequalities so that it can be solved using semidefinite programming.     

Optimization over state feedback policies for robust control with constraints

This paper is concerned with the optimal control of linear discrete-time systems subject to unknown but bounded state disturbances and mixed polytopic constraints on the state and input. It is shown that the class of admissible affine state feedback control policies with knowledge of prior states is equivalent to the class of admissible feedback policies that are affine functions of the past disturbance sequence. This implies that a broad class of constrained finite horizon robust and optimal control problems, where the optimization is over affine state feedback policies, can be solved in a computationally efficient fashion using convex optimization methods. This equivalence result is used to design a robust receding horizon control (RHC) state feedback policy such that the closed-loop system is input-to-state stable (ISS) and the constraints are satisfied for all time and all allowable disturbance sequences. The cost to be minimized in the associated finite horizon optimal control problem is quadratic in the disturbance-free state and input sequences. The value of the receding horizon control law can be calculated at each sample instant using a single, tractable and convex quadratic program (QP) if the disturbance set is polytopic, or a tractable second-order cone program (SOCP) if the disturbance set is given by a 2-norm bound.     

不确定离散广义系统的D稳定鲁棒控制

研究了具有圆盘区域极点约束的一类不确定离散广义系统的鲁棒控制问题.首先,研 究了控制输入项不含扰动的不确定离散广义系统,提出了广义二次D镇定的概念,基于矩阵不 等式和广义Riccati方程,给出了一种广义二次D镇定器的设计方法,所得到的结论能够实现研 究目标;然后,讨论了控制输入项含有扰动的不确定离散广义系统,在一定的假设条件下,给出 了期望状态反馈增益阵的存在条件及其解析表达式.最后,用数值示例说明所给方法的有效性 及可行性.     

Optimal control for linear systems with state equality constraints

This paper deals with the optimal control problem for linear systems with linear state equality constraints. For deterministic linear systems, first we find various existence conditions for constraining state feedback control and determine all constraining feedback gains, from which the optimal feedback gain is derived by reducing the dimension of the control input space. For systems with stochastic noises, it is shown that the same gain used for constraining the deterministic system also optimally constrains the expectation of states inside the constraint subspace and minimizes the expectation of the squared constraint error. We compare and discuss performance differences between unconstrained (using penalty method), projected, and constrained controllers for both deterministic and stochastic systems. Finally, numerical examples are used to demonstrate the performance difference of the three controllers.     

Stabilization of nonlinear systems with state and control constraints using Lyapunov-based predictive control

This work considers the problem of stabilization of nonlinear systems subject to state and control constraints, for cases where the state constraints need to be enforced at all times (hard constraints) and where they can be relaxed for some time (soft constraints). We propose a Lyapunov-based predictive control design that guarantees stabilization and state and input constraint satisfaction for all times from an explicitly characterized set of initial conditions. An auxiliary Lyapunov-based analytical bounded control design is used to characterize the stability region of the predictive controller and also provide a feasible initial guess to the optimization problem in the predictive controller formulation. For the case when the state constraints are soft, we propose a switched predictive control strategy that reduces the time during which state constraints are violated, driving the states into the state and input constraints feasibility region of the Lyapunov-based predictive controller. We demonstrate the application of the Lyapunov-based predictive controller designs through a chemical process example.     

Output feedback control of switched nonlinear systems using multiple Lyapunov functions

This work presents a hybrid nonlinear control methodology for a broad class of switched nonlinear systems with input constraints. The key feature of the proposed methodology is the integrated synthesis, via multiple Lyapunov functions, of “lower-level” bounded nonlinear feedback controllers together with “upper-level” switching laws that orchestrate the transitions between the constituent modes and their respective controllers. Both the state and output feedback control problems are addressed. Under the assumption of availability of full state measurements, a family of bounded nonlinear state feedback controllers are initially designed to enforce asymptotic stability for the individual closed-loop modes and provide an explicit characterization of the corresponding stability region for each mode. A set of switching laws are then designed to track the evolution of the state and orchestrate switching between the stability regions of the constituent modes in a way that guarantees asymptotic stability of the overall switched closed-loop system. When complete state measurements are unavailable, a family of output feedback controllers are synthesized, using a combination of bounded state feedback controllers, high-gain observers and appropriate saturation filters to enforce asymptotic stability for the individual closed-loop modes and provide an explicit characterization of the corresponding output feedback stability regions in terms of the input constraints and the observer gain. A different set of switching rules, based on the evolution of the state estimates generated by the observers, is designed to orchestrate stabilizing transitions between the output feedback stability regions of the constituent modes. The differences between the state and output feedback switching strategies, and their implications for the switching logic, are discussed and a chemical process example is used to demonstrate the proposed approach.     

Receding horizon finite memory controls for output feedback controls of state-space systems

In this paper, a new type of control, called a receding horizon finite memory control (RHFMC) or a model predictive finite memory control, is proposed as an optimal output feedback control for stochastic state-space systems. Constraints such as linearity, finite memory structure, and unbiasedness from the optimal state feedback control are required in advance, and in addition, the performance criterion of quadratic cost is required. Constraints for the input and the state are not assumed in this paper. The RHFMC is obtained directly by minimizing the performance criterion for stochastic state-space systems with the previous constraints. It is shown that the RHFMC can be separated into a receding horizon control and a finite-impulse response filter. The stability of the RHFMC is investigated. The validity of the proposed RHFMC is illustrated by a numerical example.     

Output‐feedback control strategies of lower‐triangular nonlinear nonholonomic systems in any prescribed finite time

In this paper, output‐feedback control strategies are proposed for lower‐triangular nonlinear nonholonomic systems in any prescribed finite time. Specifically, by employing the input‐state–scaling technique, the controlled systems are firstly converted into lower‐triangular nonlinear systems, which makes it possible to study such systems using the high‐gain technique. Then, by introducing a scaling of the state by a function that grows unbounded toward the terminal time and proposing a high‐gain observer–prescribed finite time recovering the system states, the output‐feedback regulation control problem in any prescribed finite time is firstly achieved for nonlinear nonholonomic systems with unknown constant incremental rate. Moreover, by designing another time‐varying high gain, the output‐feedback stabilization control problem in any prescribed finite time is then achieved for nonlinear nonholonomic systems with a time‐varying incremental rate. Finally, a numerical example is introduced to show the effectiveness of proposed control strategies.     

A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems

This paper presents a robustly stabilizing model predictive control algorithm for systems with incrementally conic uncertain/nonlinear terms and bounded disturbances. The resulting control input consists of feedforward and feedback components. The feedforward control generates a nominal trajectory from online solution of a finite‐horizon constrained optimal control problem for a nominal system model. The feedback control policy is designed off‐line by utilizing a model of the uncertainty/nonlinearity and establishes invariant ‘state tubes’ around the nominal system trajectories. The entire controller is shown to be robustly stabilizing with a region of attraction composed of the initial states for which the finite‐horizon constrained optimal control problem is feasible for the nominal system. Synthesis of the feedback control policy involves solution of linear matrix inequalities. An illustrative numerical example is provided to demonstrate the control design and the resulting closed‐loop system performance. Copyright © 2010 John Wiley & Sons, Ltd.     

考虑时域约束的线性系统非脆弱H∞控制

针对带有时域约束(包含控制输入约束、状态约束或两者的混合约束)的线性系统,在线性矩阵不等式(LMI)优化框架下,提出了一种非脆弱H∞状态反馈控制器设计方法。首先通过初始条件和外部干扰能量的假设确定一个能包含系统所有可能状态的固定椭圆域,然后得到控制器增益在一定范围内摄动情况下确保闭环系统满足时域约束的充分条件,进而转化为相应的矩阵不等式,详细地给出了推导过程。最终时域约束线性系统的非脆弱H∞控制问题可转化为求解多目标的LMI优化问题。将该方法用于质量-弹簧-阻尼系统的干扰抑制控制。仿真实验结果表明：利用该方法设计的控制器能够在满足时域约束的条件下,提高闭环系统对控制器增益摄动的鲁棒性。     

Infinite time reachability of state-space regions by using feedback control

In this paper we consider some aspects of the problem of feedback control of a time-invariant uncertain system subject to state constraints over an infinite-time interval. The central question that we investigate is under what conditions can the state of the uncertain system be forced to stay in a specified region of the state space for all times by using feedback control. At the same time we study the behavior of the region ofn-step reachability asntends to infinity. It is shown that in general this region may exhibit instability as we pass to the limit, and that under a compactness assumption this region converges to a steady state. A special case involving a linear finite-dimensional system is examined in more detail. It is shown that there exist ellipsoidal regions in state space where the state can be confined by making use of a linear time-invariant control law, provided that the system is stabilizable. Such control laws can be calculated efficiently through the solution of a recursive matrix equation of the Riccati type.     

Input/output stability theory for direct neuro-fuzzy controllers

In an input/output (I/O) setting, we undertake a detailed theoretical investigation of the stability of a given direct static multiple-input single-output neuro-fuzzy controller operating under feedback control, dependent only on the functional gain of the plant to be controlled. It is shown that various stability regions in weight space are convex, and necessary and sufficient conditions are given for these stability regions to be open and bounded. The convexity results coupled with the stability test give a practical method for constructing the stability regions. We show that an adaptive neuro-fuzzy controller is stable under feedback if we constrain the weights of the controller to lie within any compact set within the stability region. Combining a projection operator with any standard training law can thus give a stable adaptive controller     

A COMPARATIVE STUDY ON COMPUTATIONAL SCHEMES FOR NONLINEAR MODEL PREDICTIVE CONTROL

This paper briefly reviews development of nonlinear model predictive control (NMPC) schemes for finite horizon prediction and basic computational algorithms that can solve the stable real‐time implementation of NMPC in space state form with state and input constraints. In order to ensure stability within a finite prediction horizon, most NMPC schemes use a terminal region constraint at the end of the prediction horizon — a particular NMPC scheme using a terminal region constraint, namely quasi‐infinite horizon, that guarantees asymptotic closed‐loop stability with input constraints is presented. However, when nonlinear processes have both input and state constraints, difficulty arises from failure to satisfy the state constraints due to constraints on input. Therefore, a new NMPC scheme without a terminal region constraint is developed using soften state constraints. A brief comparative simulation study of two NMPC schemes: quasi‐infinite horizon and soften state constraints is done via simple nonlinear examples to demonstrate the ability of the soften state constraints scheme. Finally, some features of future research from this study are discussed.     

Exponential stability of constrained receding horizon control withterminal ellipsoid constraints

In this paper, state- and output-feedback receding horizon controllers are proposed for linear discrete time systems with input and state constraints. The proposed receding horizon controllers are obtained from the finite horizon optimization problem with the finite terminal weighting matrix and the artificial invariant ellipsoid constraint, which is less restrictive than the conventional terminal equality constraint. Both hard constraints and mixed constraints are considered in the state-feedback case, and mixed constraints are considered in the output-feedback case. It is shown that all proposed state- and output-feedback receding horizon controllers guarantee the exponential stability of closed-loop systems for all feasible initial sets using the Lyapunov approach     

Discrete‐time low‐gain control of linear systems with input/output nonlinearities

Discrete‐time low‐gain control strategies are presented for tracking of constant reference signals for finite‐dimensional, discrete‐time, power‐stable, single‐input, single‐output, linear systems subject to a globally Lipschitz, non‐decreasing input nonlinearity and a locally Lipschitz, non‐decreasing, affinely sector‐bounded output nonlinearity (the conditions on the output nonlinearities may be relaxed if the input nonlinearity is bounded). Both non‐adaptive and adaptive gain sequences are considered. In particular, it is shown that applying error feedback using a discrete‐time ‘integral’ controller ensures asymptotic tracking of constant reference signals, provided that (a) the steady‐state gain of the linear part of the plant is positive, (b) the positive gain sequence is ultimately sufficiently small and (c) the reference value is feasible in a very natural sense. The classes of input and output nonlinearities under consideration contain standard nonlinearities important in control engineering such as saturation and deadzone. The discrete‐time results are applied in the development of sampled‐data low‐gain control strategies for finite‐dimensional, continuous‐ time, exponentially stable, linear systems with input and output nonlinearities. Copyright © 2001 John Wiley & Sons, Ltd.     

Control of nonlinear systems with partial state constraints using a barrier Lyapunov function

This article addresses the problem of control design for strict-feedback systems with constraints on the states. To prevent the states from violating the constraints, we employ a barrier Lyapunov function (BLF), which grows to infinity whenever its arguments approaches some finite limits. Based on BLF-based backstepping, we show that asymptotic output tracking is achieved without violation of any constraint, provided that the initial states and control parameters are feasible. We also establish sufficient conditions to ensure feasibility, which can be checked offline without precise knowledge of the initial states. The feasibility conditions are relaxed when handling the partial state constraint problem as compared to the full state constraint problem. In the presence of parametric uncertainties, BLF-based adaptive backstepping is useful in preventing the states from transgressing the constrained region during the transient stages of online parameter adaptation. To relax the feasibility conditions, asymmetric error bounds are considered and asymmetric barrier functions are used for control design. The performance of the BLF-based control is illustrated with two simulated examples.     

Fractional order predictive sliding-mode control for a class of nonlinear input-delay systems: singular and non-singular approach

Nonlinear models of physical systems usually suffer from input delay and external disturbances. Moreover, when a delayed state is in the input signal gain, it can be non-singular or singular. So, designing a robust controller in a nonlinear system with input and state delay, suitable for non-singular and singular input signal gain, is imperative. The main contribution of our study is to design a new state feedback fractional order predictive sliding mode control (FOPSMC) procedure which not only guarantees the stability of a nonlinear system with known constant input and state delay but also controls the output signal to the desired value. Firstly, a predictor is designed for the system to achieve an input-delay-free one. Then, a state feedback FOPSMC is proposed based on a fractional order sliding signal for a nonlinear system with non-singular control gain. Also, a state feedback FOPSMC and a fractional order sliding mode observer (FOSMO) for the virtual disturbance are designed for singular control gain situation. It is proved analytically, through the Lyapunov stability criteria, that both control procedures can stabilise the system and can control the output signal to the desired value, effectively. Finally, the simulation results verify the effectiveness of the analytical achievements.     

具有状态和控制约束的受扰离散线性切换系统的反馈控制

本文的主要贡献是针对一类具有重置函数及由外部不能控事件决定动态的离散时间线性切换系统,给出一些稳定性综合结论. 当系统受到外部有界扰动, 及状态和控制量约束时, 在输入到状态稳定性理论框架下, 研究使得系统镇定的线性状态反馈控制器设计方法. 针对这类混杂系统, 本文引入了受控D不变性的概念, 并给出检测某一混杂区域具有受控D不变性的充要条件. 进而, 提出一种能够使得受扰的线性切换系统镇定, 同时保证状态和控制量满足其约束的反馈矩阵的计算方法. 最后, 通过一个由两个子系统构成的数值例子来说明本文技术的应用性.     

Input-to-state stability of robust receding horizon control with an expected value cost

This paper is concerned with the stability of a class of receding horizon control (RHC) laws for constrained linear discrete-time systems subject to bounded state disturbances and convex state and input constraints. The paper considers the class of finite horizon feedback control policies parameterized as affine functions of the system state, calculation of which can be shown to be tractable via a convex reparameterization. When minimizing the expected value of a finite horizon quadratic cost, we show that the value function is convex. When solving this optimal control problem at each time step and implementing the result in a receding horizon fashion, we provide sufficient conditions under which the closed-loop system is input-to-state stable (ISS).