基于多参数规划的显式模型预测系统设计的可行域扩张算法

基于约束线性优化控制问题的多参数二次规划求解方法, 提出设计显式模型预测控制系统的可行域逐步扩张算法. 首先建立一种求取优化控制问题输出不变集的迭代算法. 以该输出不变集作为多参数规划问题中状态区域约束限制的初始条件, 通过反复求解多参数规划问题和不断改变状态区域约束限制, 能够逐步扩大显式模型预测控制系统的无限时间可行区域, 直到可行域不再继续扩大. 算法收敛时设计得到的显式模型预测控制系统在其所有的状态分区上都是无限时间可行的. 通过数值仿真计算, 验证本文提出算法的有效性.     

一类受限线性系统的最优控制

研究了一类受限线性系统的最优控制问题.对于输入和状态联合受限线性系统的最优控制,引入多参数二次规划方法进行求解;首先将控制问题转化为标准的多参数二次规划问题,然后应用多参数二次规划方法求得系统的可行状态空间及其子空间,并对每个子空间的求出其时变最优控制率,最后归纳上述过程得到一般性结论.方法不仅能使系统约束的处理更加系统化和透明化,还可以获得系统的显式分段仿射控制率.仿真结果表明了该方法的有效性.     

空中机器人多模态控制研究

研究空中机器人(小型无人直升机)的约束优化控制问题:对小型无人直升机的非线性系统模型进行系统约简,建立混合系统的分段仿射系统模型,针对该问题求解中遇到的在线计算量大,不利于实时控制等问题,提出利用多参数二次规划离线计算出混合系统最优控制律的方法.基于多参数二次规划的方法,在最大可控不变集的可行域内进行显式优化控制器设计,通过反向动态规划,求出对应每一步的优化解,从而求得不变集作为可行域的优化解.通过实际参数的系统仿真,证明了方法的有效性.     

多速率分段线性系统预测控制的显式设计

针对输出采样周期是输入更新周期N倍的多速率分段线性(Piecewise linear, PWL)系统, 本文提出了保证稳定性的显式预测控制器设计方法. 首先, 基于动态规划原理将预测控制优化问题分解为多个单级优化问题; 然后, 根据分段线性系统各子模型以及目标函数的具体形式, 进一步将各单级优化问题分为若干个子问题, 再利用多参数二次规划(Multiparametric quadratic programming, MP-QP)方法求解;最后,通过比较各子问题的解从而得到系统的最优显式控制律. 在设计过程中, 将系统的最大正不变集作为优化问题的终端约束集, 从而保证了系统的稳定性. 仿真结果表明本文提出的显式预测控制方法能够有效降低多速率分段线性系统的在线计算时间, 在保证系统稳定性的同时, 满足其对输入更新速度的要求.     

自由时间最优控制问题的一种控制向量参数化方法

针对自由时间最优控制问题,提出一种控制向量参数化（CVP）方法.通过引入时间尺度因子,将自由时间最优控制问题转化为固定时间问题,并将终端时刻作为优化参数.基于CVP方法,最优控制问题被转化为一个非线性规划（NLP）问题.建立目标和约束函数的Hamiltonian函数,通过求解伴随方程获得目标和约束函数的梯度,采用序列二次规划（SQP）方法获得问题的数值解.对于控制有切换结构的优化问题,给出了一种网格精细化策略,以提高控制质量.补料分批反应器最优控制问题的仿真实验验证了所提出方法的有效性.     

移动型模块化机器人的高效重构规划方法

基于穷举思想的模块化机器人重构规划方法的计算复杂度与模块数呈阶乘关系,难以适用于模块较多的场合.为此,本文提出一种与模块数呈线性复杂度的高效重构规划方法.将重构规划问题视为最优控制问题,通过求解Hamilton-Jacobi-Bellman方程得到定义在状态空间上的值函数和最优控制律.值函数的吸引域决定了各模块对应的最优目标,而应用控制律能够得到不同状态到达最优目标的最优运动轨迹.这样既避免了考虑不同构形模块间的多种对应关系所产生的组合爆炸,同时也能得到各模块的满足运动学约束的最优轨迹.仿真试验验证了方法的可行性和计算效率.     

δ算子下的网络控制系统最优控制方法

研究网络控制系统的随机最优控制问题,提出了针对随机时延的网络控制系统最优控制律和二次型性能指标极小的控制律设计方案．在δ算子域内应用动态规划理论．设计网络控制系统的最优状态反馈和输出反馈控制律,得到的线性二次型高斯控制器可对系统中的随机长时延进行动态补偿．最后通过实例仿真验证了上述最优控制方案的可行性和有效性．     

基于信赖域二次规划的非线性模型预测控制优化算法

针对非线性预测控制如何在有限时域内有效的求解非凸非线性规划这一关键问题, 本文采用序列二次规划方法, 将非线性规划转化为一系列二次子规划求解. 首先根据非线性规划联立方法将系统状态和控制量同时作为优化变量, 得到以控制量步长为优化变量, 只包含不等式约束的子二次规划问题, 并用它取代原SQP子规划, 减小了子问题的规模; 随后采用基于信赖域二次规划的方法求解子规划问题, 保证每次迭代的可行性; 同时采用一种能够保持SQP问题Hessian矩阵稀疏结构的更新方法, 也在一定程度上降低了算法的复杂程度.最后的仿真结果表明了该方法的有效性.     

基于输入输出线性化的连续系统非线性模型预测控制

非线性约束预测控制关键是求得可行性优化解. 输入输出反馈线性化是非线性控制一种常用的方法, 其系统的初始线性输入约束转化成非线性基于状态的约束, 因而无法采用常规的二次规划(QP)求解优化问题. 针对连续状态空间模型系统, 本文提出迭代二次规划方法来寻求非线性优化解. 为了保证算法的收敛性, 系统加入另外一种迭代算法来保证其在整个预测时域上能得到可行解. 仿真控制结果表明了该方法的有效性.     

桥式吊车系统的伪谱最优控制设计

对于桥式吊车系统的最优控制问题,根据实际的工况要求,性能指标有时不一定是标准的二次形式.同时,在实际的控制问题中,状态和控制输入往往会受到一些边界条件和路径过程中的约束.针对这一问题,本文应用Chebyshev伪谱优化算法来处理,它可以处理状态和控制约束的非线性最优化问题以及一个非标准的目标函数.首先对桥式吊车系统模型进行一系列的坐标变换,将其转变为上三角系统形式的误差模型.然后将桥式吊车最优控制问题转化成具有一系列代数约束的参数优化问题,即非线性规划问题.通过求解离散化后的参数优化问题,得到桥式吊车的最优控制律.本文还给出了Chebyshev伪谱最优解的可行性和一致性分析.最后,在仿真研究中验证该控制器的有效性.     

Explicit/multi-parametric model predictive control (MPC) of linear discrete-time systems by dynamic and multi-parametric programming

This work presents a new algorithm for solving the explicit/multi-parametric model predictive control (or mp-MPC) problem for linear, time-invariant discrete-time systems, based on dynamic programming and multi-parametric programming techniques. The algorithm features two key steps: (i) a dynamic programming step, in which the mp-MPC problem is decomposed into a set of smaller subproblems in which only the current control, state variables, and constraints are considered, and (ii) a multi-parametric programming step, in which each subproblem is solved as a convex multi-parametric programming problem, to derive the control variables as an explicit function of the states. The key feature of the proposed method is that it overcomes potential limitations of previous methods for solving multi-parametric programming problems with dynamic programming, such as the need for global optimization for each subproblem of the dynamic programming step.     

A patchy approximation of explicit model predictive control

The explicit solution of multi-parametric optimisation problems (MPOP) has been used to construct an off-line solution to relatively small- and medium-sized constrained control problems. The control design principles are based on receding horizon optimisation and generally use linear prediction models for the system dynamics. In this context, it can be shown that the optimal control law is a piecewise linear (PWL) state feedback defined over polytopic cells of the state space. However, as the complexity of the related optimisation problems increases, the memory footprint and implementation of such explicit optimal solution may be burdensome for the available hardware, principally due to the high number of polytopic cells in the state-space partition. In this article we provide a solution to this problem by proposing a patchy PWL feedback control law, which intend to approximate the optimal control law. The construction is based on the linear interpolation of the exact solution at the vertices of a feasible set and the solution of an unconstrained linear quadratic regulator (LQR) problem. With a hybrid patchy control implementation, we show that closed-loop stability is preserved in the presence of additive measurement noise despite the existence of discontinuities at the switch between the overlapping regions in the state-space partition.     

Explicit output-feedback nonlinear predictive control based on black-box models

Nonlinear model predictive control (NMPC) algorithms are based on various nonlinear models. A number of on-line optimization approaches for output-feedback NMPC based on various black-box models can be found in the literature. However, NMPC involving on-line optimization is computationally very demanding. On the other hand, an explicit solution to the NMPC problem would allow efficient on-line computations as well as verifiability of the implementation. This paper applies an approximate multi-parametric nonlinear programming approach to explicitly solve output-feedback NMPC problems for constrained nonlinear systems described by black-box models. In particular, neural network models are used and the optimal regulation problem is considered. A dual-mode control strategy is employed in order to achieve an offset-free closed-loop response in the presence of bounded disturbances and/or model errors. The approach is applied to design an explicit NMPC for regulation of a pH maintaining system. The verification of the NMPC controller performance is based on simulation experiments.     

Solution of the input-constrained LQR problem using dynamic programming

The input-constrained LQR problem is addressed in this paper; i.e., the problem of finding the optimal control law for a linear system such that a quadratic cost functional is minimised over a horizon of length N subject to the satisfaction of input constraints. A global solution (i.e., valid in the entire state space) for this problem, and for arbitrary horizon N, is derived analytically by using dynamic programming. The scalar input case is considered in this paper. Solutions to this problem (and to more general problems: state constraints, multiple inputs) have been reported recently in the literature, for example, approaches that use the geometric structure of the underlying quadratic programming problem and approaches that use multi-parametric quadratic programming techniques. The solution by dynamic programming proposed in the present paper coincides with the ones obtained by the aforementioned approaches. However, being derived using a different approach that exploits the dynamic nature of the constrained optimisation problem to obtain an analytical solution, the present result complements the previous methods and reveals additional insights into the intrinsic structure of the optimal solution.     

OPEN‐LOOP AND CLOSED‐LOOP OPTIMIZATION OF LINEAR CONTROL SYSTEMS

A canonical optimal control problem for linear systems with time‐varying coefficients is considered in the class of discrete controls. On the basis of linear programming methods, two primal and two dual methods of constructing optimal open‐loop controls are proposed. A method of synthesis of optimal feedback control is described. Results are illustrated by a fourth‐order problem; estimates of efficiency of proposed methods are given.     

Time/fuel optimal control of constrained linear discrete systems

A unified approach to solving three common optimal control problems is presented, for linear systems under general constraints. The problems are: (1) the time optimal control problem; (2) the fuel optimal control problem in fixed time; (3) the time optimal control problem with a fuel constraint. A special purpose linear programming algorithm is used. State variable constraints are efficiently handled by a cutting plane algorithm. An example of a sixth order system with two inputs and two state variable constraints illustrates the method as implemented on a personal computer.     

基于控制参数化的注塑工业过程最优反馈控制方法

本文针对一类典型的注塑工业过程系统, 研究了注塑填充过程中产生的熔体流动速度最优跟踪控制问题, 提出了一种基于控制参数化的计算最优反馈控制器设计方法以实现注塑过程中熔融聚合物流动前沿位移的最优跟 踪控制, 进而达到改善注塑零件性能的高效生产目标. 首先, 面向注塑工艺复杂生产过程建立了动态过程系统数学 模型, 提出了注塑机内部熔融聚合物流动前沿位置的动态最优跟踪控制问题; 其次, 设计了一种多级反馈控制律, 通 过控制参数化方法将控制反馈核进行了参数化表示, 将控制器设计问题转化为一序列最优参数决策问题; 然后, 通 过状态灵敏度方程分析方法, 求解出了目标函数及约束条件关于决策变量参数梯度信息的显式表达式, 并基于所提 供的梯度信息结合序列二次规划算法进行了高效优化迭代求解; 最后, 通过实验仿真验证了本文所提出的最优反 馈控制器设计方法的可行性和有效性.     

基于拟线性化和Haar 函数的最优控制问题的直接求解方法

针对有约束条件的非线性最优控制问题,提出一种基于拟线性化和Haar函数的数值求解方法.首先将最优控制问题转化为一系列的二次规划问题,并使用系数未知的Haar函数对问题中的状态变量进行近似;然后应用拟线性化法将原非线性最优控制问题转化为相应的一系列受限的二次最优控制问题进行求解;最后基于所提出的方法对2个受限非线性最优控制问题进行求解,并通过仿真结果表明了采用所提出的算法求解最优控制问题的有效性.     

An algorithm for robust explicit/multi-parametric model predictive control

A new algorithm for robust explicit/multi-parametric Model Predictive Control (MPC) for uncertain, linear discrete-time systems is proposed. Based on previous work on Dynamic Programming (DP), multi-parametric Programming and Robust Optimization, the proposed algorithm features, (i) a DP reformulations of the MPC optimization problem, (ii) a robust reformulation of the constraints, and (iii) a multi-parametric programming step, where the control variables are obtained as explicit functions of the state variable, such that the state and input constraints are satisfied for all admissible values of the uncertainty. A key feature of the proposed procedure is that, as opposed to previous methods, it only solves a convex multi-parametric programming problem for each stage of the DP procedure.