Least-restrictive move-blocking model predictive control

Move-blocking lowers the computational complexity of model predictive control (MPC) problems by reducing the number of optimization variables. However, this may render states close to constraints infeasible. Thus move-blocking generally results in control laws that are restrictive; the controller domains may be unacceptably and unnecessarily small. Furthermore, different move-blocking strategies may result in controller domains of different sizes, all other factors being equal. In this paper an approach is proposed to design move-blocking MPC control laws that are least-restrictive, i.e. the controller domain is equal to the maximum controlled invariant set. The domains of different move-blocking controllers are then by design equal to each other. This allows comparison of differing move-blocking strategies based on cost performance only, without needing to consider domain size also. Thus this paper is a step towards being able to derive optimal move-blocking MPC control laws.     

MPC of constrained discrete-time linear periodic systems — A framework for asynchronous control: Strong feasibility, stability and optimality via periodic invariance

State-feedback model predictive control (MPC) of discrete-time linear periodic systems with time-dependent state and input dimensions is considered. The states and inputs are subject to periodically time-dependent, hard, convex, polyhedral constraints. First, periodic controlled and positively invariant sets are characterized, and a method to determine the maximum periodic controlled and positively invariant sets is derived. The proposed periodic controlled invariant sets are then employed in the design of least-restrictive strongly feasible reference-tracking MPC problems. The proposed periodic positively invariant sets are employed in combination with well-known results on optimal unconstrained periodic linear-quadratic regulation (LQR) to yield constrained periodic LQR control laws that are stabilizing and optimal. One motivation for systems with time-dependent dimensions is efficient control law synthesis for discrete-time systems with asynchronous inputs, for which a novel modeling framework resulting in low dimensional models is proposed. The presented methods are applied to a multirate nano-positioning system.     

Stochastic MPC with inequality stability constraints

Stochastic uncertainty is a common feature of many control engineering problems, and is also present in a wider class of applications, e.g. finance and sustainable development. Recent work proposed a constrained MPC approach that took explicit account of the distributions of uncertain model parameters but used terminal equality constraints to ensure stability. The present paper reformulates the problem in order to relax the stability constraints by invoking appropriate terminal inequalities. The application of the proposed strategy and its advantages over earlier work are illustrated by means of a numerical example.     

An MPC approach to the design of two-layer hierarchical control systems

A methodology for the design of two-layer hierarchical control systems is presented. The high layer corresponds to a system with slow dynamics, whose control inputs must be provided by subsystems with faster dynamics placed at the low layer. Model Predictive Control laws are synthesized for both layers and overall convergence properties are established. The use of different control configurations is also considered by allowing the switching on/off of the subsystems at the low layer. A simulation example is reported to witness the potentialities of the proposed solution.     

A line search improvement of efficient MPC

A recent efficient Model Predictive Control (MPC) strategy uses a univariate Newton-Raphson procedure to solve a dual problem, but is not amenable to warm starting or early termination. By solving a primal problem, the current note proposes a strategy which is more efficient than the Newton-Raphson method and which enables warm starting and early termination. Performance improvements are demonstrated over the Newton-Raphson method and alternative approaches based on quadratic programming or semidefinite programming.     

Least-restrictive robust periodic model predictive control applied to room temperature regulation

State-feedback model predictive control (MPC) of constrained discrete-time periodic affine systems is considered. The periodic systems’ states and inputs are subject to periodically time-dependent, hard, polyhedral constraints. Disturbances are additive, bounded and subject to periodically time-dependent bounds. The objective is to design MPC laws that robustly enforce constraint satisfaction in a manner that is least-restrictive, i.e., have the largest possible domain. The proposed design method is demonstrated on a building climate control example. The proposed method is directly applicable to time-invariant MPC.     

A new optimization algorithm with application to nonlinear MPC

This paper investigates application of SQP optimization algorithms to nonlinear model predictive control. It considers feasible vs. infeasible path methods, sequential vs. simultaneous methods and reduced vs. full space methods. A new optimization algorithm coined rFOPT which remains feasibile with respect to inequality constraints is introduced. The suitable choices between these various strategies are assessed informally through a small CSTR case study. The case study also considers the effect various discretization methods have on the optimization problem.     

Enlarging the domain of attraction of MPC controllers

This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add a terminal constraint and a terminal cost to the optimization problem such that the terminal region is a positively invariant set for the system and the terminal cost is an associated Lyapunov function. The domain of attraction of the controller depends on the size of the terminal region and the control horizon. By increasing the control horizon, the domain of attraction is enlarged but at the expense of a greater computational burden, while increasing the terminal region produces an enlargement without an extra cost.In this paper, the MPC formulation with terminal cost and constraint is modified, replacing the terminal constraint by a contractive terminal constraint. This constraint is given by a sequence of sets computed off-line that is based on the positively invariant set. Each set of this sequence does not need to be an invariant set and can be computed by a procedure which provides an inner approximation to the one-step set. This property allows us to use one-step approximations with a trade off between accuracy and computational burden for the computation of the sequence. This strategy guarantees closed loop-stability ensuring the enlargement of the domain of attraction and the local optimality of the controller. Moreover, this idea can be directly translated to robust MPC.     

Convergence properties of constrained linear system under MPC control law using affine disturbance feedback

This paper shows new convergence properties of constrained linear discrete time system with bounded disturbances under Model Predictive Control (MPC) law. The MPC control law is obtained using an affine disturbance feedback parametrization with an additional linear state feedback term. This parametrization has the same representative ability as some recent disturbance feedback parametrization, but its choice together with an appropriate cost function results in a different closed-loop convergence property. More exactly, the state of the closed-loop system converges to a minimal invariant set with probability one. Deterministic convergence to the same minimal invariant set is also possible if a less intuitive cost function is used. Numerical experiments are provided that validate the results.     

Computation of the constrained infinite time linear quadratic regulator

This paper presents an efficient algorithm for computing the solution to the constrained infinite-time, linear quadratic regulator (CLQR) problem for discrete time systems. The algorithm combines multi-parametric quadratic programming with reachability analysis to obtain the optimal piecewise affine (PWA) feedback law. The algorithm reduces the time necessary to compute the PWA solution for the CLQR when compared to other approaches. It also determines the minimal finite horizon , such that the constrained finite horizon LQR problem equals the CLQR problem for a compact set of states . The on-line computational effort for the implementation of the CLQR can be significantly reduced as well, either by evaluating the PWA solution or by solving the finite dimensional quadratic program associated with the CLQR for a horizon of .     

A gradient-based strategy for the one-layer RTO + MPC controller

In the process industries model predictive controllers (MPC) have the task of controlling the plant ensuring stability and constraints satisfaction, while an economic cost is minimized. Usually the economic objective is optimized by an upper level Real Time Optimizer (RTO) that passes the economically optimal setpoints to the MPC level. The drawback of this structure is the possible inconsistence/unreachability of those setpoints, due to the different models employed by the RTO and the MPC, as well as their different time scales. In this paper an MPC that explicitly integrates the RTO structure into the dynamic control layer is presented. To overcome the complexity of this one-layer formulation a gradient-based approximation is proposed, which provides a low-computational-cost suboptimal solution.     

Incorporating state estimation into model predictive control and its application to network traffic control

Model predictive control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is normally posed as a full-state feedback control and is implemented in a certainty-equivalence fashion with best estimates of the states being used in place of the exact state. This paper focuses on exploring the inclusion of state estimates and their interaction with constraints. It does this by applying constrained MPC to a system with stochastic disturbances. The stochastic nature of the problem requires re-posing the constraints in a probabilistic form. Using a gaussian assumption, the original problem is approximated by a standard deterministically-constrained MPC problem for the conditional mean process of the state. The state estimates’ conditional covariances appear in tightening the constraints. ‘Closed-loop covariance’ is introduced to reduce the infeasibility and the conservativeness caused by using long-horizon, open-loop prediction covariances. The resulting control law is applied to a telecommunications network traffic control problem as an example.     

Estimation of Attractive Regions of Nonlinear MPC Controller-A Feasible Solution based Method

A new model predictive control (MPC) algorithm for nonlinear systems is presented, its stabilizing property is proved, and its attractive regions are estimated. The presented method is based on the feasible solution, which makes the attractive regions much larger than those of the normal MPC controller that is based on the optimal solution.     

A General Robust MPC Design for the State‐Space Model: Application to Paper Machine Process

Applying model predictive control (MPC) in some cases such as complicated process dynamics and/or rapid sampling leads us to poorly numerically conditioned solutions and heavy computational load. Furthermore, there is always mismatch in a model that describes a real process. Therefore, in this paper in order to prevail over the mentioned difficulties, we design a robust MPC using the Laguerre orthonormal basis in order to speed up the convergence at the same time with lower computation adding an extra parameter “a” in MPC. In addition, the Kalman state estimator is included in the prediction model and accordingly the MPC design is related to the Kalman estimator parameters as well as the error of estimations which helps the controller react faster against unmeasured disturbances. Tuning the parameters of the Kalman estimator as well as MPC is another achievement of this paper which guarantees the robustness of the system against the model mismatch and measurement noise. The sensitivity function at low frequency is minimized to tune the MPC parameters since the lower the magnitude of the sensitivity function at low frequency the better command tracking and disturbance rejection results. The integral absolute error (IAE) and peak of the sensitivity are used as constraints in optimization procedure to ensure the stability and robustness of the controlled process. The performance of the controller is examined via the controlling level of a Tank and paper machine processes.     

Conditions for which linear MPC converges to the correct target

This paper considers the efficacy of disturbance models for ensuring offset-free control and the determination of the optimum feasible steady-state target within linear model predictive control (MPC). Previously proposed methods for steady-state target determination can address model error, disturbances, and output target changes when the desired steady state is feasible, but may fail to achieve a feasible target that is as close as possible to the desired steady-state target when the desired target is unreachable due to active constraints. Under certain conditions, the resulting ‘feasible steady-state target’ can converge to a point that is not as close as possible to the optimal feasible target. By considering the Karush–Kuhn–Tucker (KKT) conditions of optimality for the steady-state target optimizer, sufficient multi-variable conditions are established for which convergence to the optimal feasible target is guaranteed and, conversely, when convergence to a sub-optimal feasible target is expected.     

Comments on “Quasi-min-max MPC algorithm for LPV systems” by Y. Lu and Y. Arkun, Automatica 36 (2000) 527-540

This note shows that the solvability of the modified quasi-min-max MPC algorithm of the paper Lu and Arkun, Automatica 36 (2000) 527 for the systems with input constraints is not guaranteed and the proof of the theorems are not sufficient via a counterexample of the Remark 5.     

Model predictive control with robust feasibility

This paper presents a new model predictive control (MPC) method that provides robust feasibility with tractable, real-time computation. The method optimizes the closed-loop system dynamics, which involves models of the process (with parametric uncertainty) and controller at each step in the prediction horizon. Such problems are often formulated as a multi-stage stochastic program that suffers from the curse of dimensionality. This paper presents an alternative formulation that yields a bilevel stochastic optimization problem that is transformed by a series of reformulation steps into a tractable problem such that it can be solved through a limited number of second order cone programming sub-problems. The method addresses robust feasibility, manipulated saturation, state and output soft constraints, exogenous and endogenous uncertainty, and uncertainty in the state estimation in an integrated manner. Case study results demonstrate the advantages of the proposed robust MPC over nominal MPC and several other robust MPC formulations.