Experimental quadrotor flight performance using computationally efficient and recursively feasible linear model predictive control

A new linear model predictive control (MPC) algorithm in a state-space framework is presented based on the fusion of two past MPC control laws: steady-state optimal MPC (SSOMPC) and Laguerre optimal MPC (LOMPC). The new controller, SSLOMPC, is demonstrated to have improved feasibility, tracking performance and computation time than its predecessors. This is verified in both simulation and practical experimentation on a quadrotor unmanned air vehicle in an indoor motion-capture testbed. The performance of the control law is experimentally compared with proportional-integral-derivative (PID) and linear quadratic regulator (LQR) controllers in an unconstrained square manoeuvre. The use of soft control output and hard control input constraints is also examined in single and dual constrained manoeuvres.     

Necessary and sufficient conditions for constraint satisfaction in switched systems using switch‐robust control invariant sets

This paper studies the control of constrained systems whose dynamics and constraints switch between a finite set of modes over time according to an exogenous input signal. We define a new type of control invariant sets for switched constrained systems, called switch–robust control invariant (switch‐RCI) sets, that are robust to unknown mode switching and exploit available information on minimum dwell‐time and admissible mode transitions. These switch‐RCI sets are used to derive novel necessary and sufficient conditions for the existence of a control‐law that guarantees constraint satisfaction in the presence of unknown mode switching with known minimum dwell‐time. The switch‐RCI sets are also used to design a recursively feasible model predictive controller (MPC) that enforces closed‐loop constraint satisfaction for switched constrained systems. We show that our controller is nonconservative in the sense that it enforces constraints on the largest possible domain, ie, constraints can be recursively satisfied if and only if our controller is feasible. The MPC and switch‐RCI sets are demonstrated on a vehicle lane‐changing case study.     

Decomposition principle in model predictive control for linear systems with bounded disturbances

Considering a constrained linear system with bounded disturbances, this paper proposes a novel approach which aims at enlarging the domain of attraction by combining a set-based MPC approach with a decomposition principle. The idea of the paper is to extend the “pre-stabilizing” MPC, where the MPC control sequence is parameterized as perturbations to a given pre-stabilizing feedback gain, to the case where the pre-stabilizing feedback law is given as the linear combination of a set of feedback gains. This procedure leads to a relatively large terminal set and consequently a large domain of attraction even when using short prediction horizons. As time evolves, by minimizing the nominal performance index, the resulting controller reaches the desired optimal controller with a good asymptotic performance. Compared to the standard “pre-stabilizing” MPC, it combines the advantages of having a flexible choice of feedback gains, a large domain of attraction and a good asymptotic behavior.     

Robust output feedback model predictive control using off-line linear matrix inequalities

A fundamental question about model predictive control (MPC) is its robustness to model uncertainty. In this paper, we present a robust constrained output feedback MPC algorithm that can stabilize plants with both polytopic uncertainty and norm-bound uncertainty. The design procedure involves off-line design of a robust constrained state feedback MPC law and a state estimator using linear matrix inequalities (LMIs). Since we employ an off-line approach for the controller design which gives a sequence of explicit control laws, we are able to analyze the robust stabilizability of the combined control laws and estimator, and by adjusting the design parameters, guarantee robust stability of the closed-loop system in the presence of constraints. The algorithm is illustrated with two examples.     

MPC for tracking with optimal closed-loop performance

In the recent paper [Limon, D., Alvarado, I., Alamo, T., & Camacho, E.F. (2008). MPC for tracking of piece-wise constant references for constrained linear systems. Automatica, 44, 2382-2387], a novel predictive control technique for tracking changing target operating points has been proposed. Asymptotic stability of any admissible equilibrium point is achieved by adding an artificial steady state and input as decision variables, specializing the terminal conditions and adding an offset cost function to the functional.In this paper, the closed-loop performance of this controller is studied and it is demonstrated that the offset cost function plays an important role in the performance of the model predictive control (MPC) for tracking. Firstly, the controller formulation has been enhanced by considering a convex, positive definite and subdifferential function as the offset cost function. Then it is demonstrated that this formulation ensures convergence to an equilibrium point which minimizes the offset cost function. Thus, in case of target operation points which are not reachable steady states or inputs for the constrained system, the proposed control law steers the system to an admissible steady state (different to the target) which is optimal with relation to the offset cost function. Therefore, the offset cost function plays the role of a steady-state target optimizer which is built into the controller. On the other hand, optimal performance of the MPC for tracking is studied and it is demonstrated that under some conditions on both the offset and the terminal cost functions optimal closed-loop performance is locally achieved.     

A framework for multiple robust explicit MPC controllers for linear systems

This article presents a multi-mode explicit controller for constrained linear systems with bounded disturbances using a switching strategy based on Model Predictive Control (MPC). In the proposed approach, the system switches among several MPC controllers having different performance levels. The switching is done so as to achieve increasing levels of performance as time evolves, reaching the desired controller in finite time steps. The conditions needed for switching and robust convergence of the multi-mode MPC controllers are provided. Compared with standard robust explicit MPC implementations, the proposed approach has the flexibility of having a large domain of attraction, a good asymptotic behaviour and a small number of partitions.     

Stochastic model predictive control for probabilistically constrained Markovian jump linear systems with additive disturbance

Model predictive control (MPC) for Markovian jump linear systems with probabilistic constraints has received much attention in recent years. However, in existing results, the disturbance is usually assumed with infinite support, which is not considered reasonable in real applications. Thus, by considering random additive disturbance with finite support, this paper is devoted to a systematic approach to stochastic MPC for Markovian jump linear systems with probabilistic constraints. The adopted MPC law is parameterized by a mode‐dependent feedback control law superimposed with a perturbation generated by a dynamic controller. Probabilistic constraints can be guaranteed by confining the augmented system state to a maximal admissible set. Then, the MPC algorithm is given in the form of linearly constrained quadratic programming problems by optimizing the infinite sum of derivation of the stage cost from its steady‐state value. The proposed algorithm is proved to be recursively feasible and to guarantee constraints satisfaction, and the closed‐loop long‐run average cost is not more than that of the unconstrained closed‐loop system with static feedback. Finally, when adopting the optimal feedback gains in the predictive control law, the resulting MPC algorithm has been proved to converge in the mean square sense to the optimal control. A numerical example is given to verify the efficiency of the proposed results.     

Robust MPC for Linear Systems with Structured Time‐Varying Uncertainties and Saturating Actuator

In this paper, a synthesis of model predictive control (MPC) algorithm is presented for uncertain systems subject to structured time‐varying uncertainties and actuator saturation. The system matrices are not exactly known, but are affine functions of a time varying parameter vector. To deal with the nonlinear actuator saturation, a saturated linear feedback control law is expressed into a convex hull of a group of auxiliary linear feedback laws. At each time instant, a state feedback law is designed to ensure the robust stability of the closed‐loop system. The robust MPC controller design problem is formulated into solving a minimization problem of a worst‐case performance index with respect to model uncertainties. The design of controller is then cast into solving a feasibility of linear matrix inequality (LMI) optimization problem. Then, the result is further extended to saturation dependent robust MPC approach by introducing additional variables. A saturation dependent quadratic function is used to reduce the conservatism of controller design. To show the effectiveness, the proposed robust MPC algorithms are applied to a continuous‐time stirred tank reactor (CSTR) process.     

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.     

六自由度机械臂约束预测控制系统的设计

本文提出了一种基于约束预测控制的机械臂实时运动控制方法.该控制方法分为两层,分别设计了约束预测控制器和跟踪控制器.其中,约束预测控制器在考虑系统物理约束的条件下,在线为跟踪控制器生成参考轨迹;跟踪控制器采用最优反馈控制律,使机械臂沿参考轨迹运动.为了简化控制器的设计和在线求解,本文采用输入输出线性化的方式简化机械臂动力学模型.同时,为了克服扰动,在约束预测控制器中引入前馈策略,提出了带前馈一反馈控制结构的预测控制设计.因此,本文设计的控制器可以使机械臂在满足物理约束的条件下快速稳定地跟踪到目标位置.通过在PUMA560机理模型上进行仿真实验,验证了预测控制算法的可行性和有效性.     

Uniting bounded control and MPC for stabilization of constrained linear systems

In this work, a hybrid control scheme, uniting bounded control with model predictive control (MPC), is proposed for the stabilization of linear time-invariant systems with input constraints. The scheme is predicated upon the idea of switching between a model predictive controller, that minimizes a given performance objective subject to constraints, and a bounded controller, for which the region of constrained closed-loop stability is explicitly characterized. Switching laws, implemented by a logic-based supervisor that constantly monitors the plant, are derived to orchestrate the transition between the two controllers in a way that safeguards against any possible instability or infeasibility under MPC, reconciles the stability and optimality properties of both controllers, and guarantees asymptotic closed-loop stability for all initial conditions within the stability region of the bounded controller. The hybrid control scheme is shown to provide, irrespective of the chosen MPC formulation, a safety net for the practical implementation of MPC, for open-loop unstable plants, by providing a priori knowledge, through off-line computations, of a large set of initial conditions for which closed-loop stability is guaranteed. The implementation of the proposed approach is illustrated, through numerical simulations, for an exponentially unstable linear system.     

基于累积平方误差–总平方波动指标的模型预测控制器性能评价及自愈

本文针对模型预测控制器实际投运中遇到性能下降问题,提出了一种基于累积平方误差(ISE)–总平方波动(TSV)指标的模型预测控制器性能评价及自愈方法.先基于累积平方误差(ISE)和总平方波动(TSV)指标对模型预测控制器进行实时性能评价,再根据无限时域模型预测控制器(MPC)的逆特性,基于ISE–TSV指标的分析,提出了...     

Quality guaranteed aggregation based model predictive control and stability analysis

The input aggregation strategy can reduce the online computational burden of the model predictive controller. But generally aggregation based MPC controller may lead to poor control quality. Therefore, a new concept, equivalent aggregation, is proposed to guarantee the control quality of aggregation based MPC. From the general framework of input linear aggregation, the design methods of equivalent aggregation are developed for unconstrained and terminal zero constrained MPC, which guarantee the actual control inputs exactly to be equal to that of the original MPC. For constrained MPC, quasi-equivalent aggregation strategies are also discussed, aiming to make the difference between the control inputs of aggregation based MPC and original MPC as small as possible. The stability conditions are given for the quasi-equivalent aggregation based MPC as well. Supported by the National Natural Science Foundation of China (Grant No. 60674041), and the Specialized Research Fund for the Doctoral Program of Higher Education (Grant No. 20070248004)     

Spacecraft attitude control using explicit model predictive control

In this paper, an explicit model predictive controller for the attitude of a satellite is designed. Explicit solutions to constrained linear MPC problems can be computed by solving multi-parametric quadratic programs (mpQP), where the parameters are the components of the state vector. The solution to the mpQP is a piecewise affine (PWA) function, which can be evaluated at each sample to obtain the optimal control law. The on-line computation effort is restricted to a table-lookup, and the controller can be implemented on inexpensive hardware as fixed-point arithmetics can be used. This is useful for systems with limited power and CPU resources. An example of such systems is micro-satellites, which is the focus of this paper. In particular, the explicit MPC (eMPC) approach is applied to the SSETI/ESEO micro-satellite, initiated by the European Space Agency (esa). The theoretical results are supported by simulations.     

基于线性二次型高斯基准的多变量预测控制技术经济性能评估

由于受控过程参数的漂移及缺乏维护,令采用的控制器性能逐渐降低,需要做经济性能评估,以确保其最佳运行状态.因为目前最小方差评估算法没有考虑控制器的约束条件,对此我们采用线性二次型高斯(linearquadratic Gaussian,LQG)基准的模型预测控制(model predictive control,MPC)双层优化控制结构,将控制和输出的加权值引入上层经济性能指标,通过求解LQG问题获取控制与输出方差关系的离散点集,进一步拟合Pareto最优曲面方程,建立优化命题并求解最优经济指标及设定值.对延迟焦化加热炉的多变量MPC控制进行了性能评估及分析,证明该方法可以改进控制器设计,提高经济效益.     

MPC for tracking zone regions

This paper deals with the problem of tracking target sets using a model predictive control (MPC) law. Some MPC applications require a control strategy in which some system outputs are controlled within specified ranges or zones (zone control), while some other variables – possibly including input variables - are steered to fixed target or set-point. In real applications, this problem is often overcome by including and excluding an appropriate penalization for the output errors in the control cost function. In this way, throughout the continuous operation of the process, the control system keeps switching from one controller to another, and even if a stabilizing control law is developed for each of the control configurations, switching among stable controllers not necessarily produces a stable closed loop system. From a theoretical point of view, the control objective of this kind of problem can be seen as a target set (in the output space) instead of a target point, since inside the zones there are no preferences between one point or another. In this work, a stable MPC formulation for constrained linear systems, with several practical properties is developed for this scenario. The concept of distance from a point to a set is exploited to propose an additional cost term, which ensures both, recursive feasibility and local optimality. The performance of the proposed strategy is illustrated by simulation of an ill-conditioned distillation column.     

Model predictive control for constrained uncertain piecewise linear systems

For constrained piecewise linear (PWL) systems, the possible existing model uncertainty will bring the difficulties to the design approaches of model predictive control (MPC) based on mixed integer programming (MIP). This paper combines the robust method and hybrid method to design the MPC for PWL systems with structured uncertainty. For the proposed approach, as the system model is known at current time, a free control move is optimized to be the current control input. Meanwhile, the MPC controller uses a sequence of feedback control laws as the future control actions, where each feedback control law in the sequence corresponds to each partitions and the arbitrary switching technique is adopted to tackle all the possible switching. Furthermore, to reduce the online computational burden of MPC, the segmented design procedure is suggested by utilizing the characteristics of the proposed approach. Then, an offline design algorithm is proposed, and the reserved degree of freedom can be online used to optimize the control input with lower computational burden.     

Multiple models switching control based on recurrent neural networks

This paper presents a novel approach in designing adaptive controller to improve the transient performance for a class of nonlinear discrete-time systems under different operating modes. The proposed scheme consists of generalized minimum variance (GMV) controllers and a compensating controller. GMV controllers are based on the known nominal linear multiple models, while the compensating controller is based upon a recurrent neural network. The adaptation law of network weight is derived from Lyapunov stability theory. A suitable switching control strategy is applied to choose the best controller by the performance indices at every sampling instant. Simulations are discussed in order to illustrate the merits of the proposed method.     

Quis custodiet ipsos custodes?

The design of automated systems for monitoring the performance of large numbers of MPC controllers is presented. The linear-quadratic-Gaussian (LQG) system is treated first, and analytical closed-form probability densities are derived for all variables of interest. The MPC controller’s stage cost is chosen as the key performance index (KPI) to use for monitoring purposes. The stage cost is shown to have a generalized chi-squared distribution in the LQG case. The effects of nonzero, deterministic disturbances and plant/model mismatch on monitoring systems are briefly presented. The problem of determining the disturbance variances required for monitoring is briefly reviewed. Next the case of constrained, linear MPC and nonlinear MPC is discussed. In place of closed-form probability densities, online simulation is proposed as a general method for generating the statistics required for monitoring purposes. An overall conclusion of the paper is that the timing may be ideal for vendors to start offering monitoring products tailored to enhance their advanced MPC control product offerings.