Simultaneous design of explicit/multi-parametric constrained moving horizon estimation and robust model predictive control

In this work we present a rigorous methodology for the simultaneous design of moving horizon estimation (MHE) and robust model predictive control based on multi-parametric programming. First, an explicit/multi-parametric solution of the MHE is derived. Then, a novel method is presented that allows for the derivation of the estimation error dynamics, the bounding set of the estimation error, and the state estimate dynamic equations of constrained MHE. A framework is then presented for the design of robust explicit/multi-parametric model predictive control (MPC) controllers, based on tube-based MPC methods, which ensures that no constraints are violated due to the estimation error and the process noise in the system. This framework is first shown for the Kalman filter and unconstrained MHE and is then extended to the constrained MHE.     

Bounded robust control of constrained multivariable nonlinear processes

This work focuses on control of multi-input multi-output (MIMO) nonlinear processes with uncertain dynamics and actuator constraints. A Lyapunov-based nonlinear controller design approach that accounts explicitly and simultaneously for process nonlinearities, plant-model mismatch, and input constraints, is proposed. Under the assumption that all process states are accessible for measurement, the approach leads to the explicit synthesis of bounded robust multivariable nonlinear state feedback controllers with well-characterized stability and performance properties. The controllers enforce stability and robust asymptotic reference-input tracking in the constrained uncertain closed-loop system and provide, at the same time, an explicit characterization of the region of guaranteed closed-loop stability. When full state measurements are not available, a combination of the state feedback controllers with high-gain state observes and appropriate saturation filters, is employed to synthesize bounded robust multivariable output feedback controllers that require only measurements of the outputs for practical implementation. The resulting output feedback design is shown to inherit the same closed-loop stability and performance properties of the state feedback controllers and, in addition, recover the closed-loop stability region obtained under state feedback, provided that the observer gain is sufficiently large. The developed state and output feedback controllers are applied successfully to non-isothermal chemical reactor examples with uncertainty, input constraints, and incomplete state measurements. Finally, we conclude the paper with a discussion that attempts to put in perspective the proposed Lyapunov-based control approach with respect to the nonlinear model predictive control (MPC) approach and discuss the implications of our results for the practical implementation of MPC, in control of uncertain nonlinear processes with input constraints.     

A robustly stabilizing fault-tolerant MPC: A performance improvement-based approach

In terms of model predictive control (MPC) performance degradation caused by operational faults, in this article, a robust MPC strategy with active fault tolerance properties is proposed. The proposed strategy incorporates a fault supervision layer into the structure of conventional cost-contracting formulation-based robust MPC for the online update of the nominal controller model in the event of faults. The robust MPC is based on multiplant uncertainty, while the supervisory layer consists of a bank of unknown input observers and a decision-making algorithm. Simulation results in a nonlinear polymerization reactor subject to process faults demonstrate that the proposed approach offers superior performance compared to the conventional strategy.     

Model predictive control with learning‐type set‐point: Application to artificial pancreatic β‐cell

A novel combination of model predictive control (MPC) and iterative learning control (ILC), referred to learning‐type MPC (L‐MPC), is proposed for closed‐loop control in an artificial pancreatic β‐cell. The main motivation for L‐MPC is the repetitive nature of glucose‐meal‐insulin dynamics over a 24‐h period. L‐MPC learns from an individual's lifestyle, inducing the control performance to improve from day to day. The proposed method is first tested on the Adult Average subject presented in the UVa/Padova diabetes simulator. After 20 days, the blood glucose concentrations can be kept within 68–145 mg/dl when the meals are repetitive. L‐MPC can produce superior control performance compared with that achieved under MPC. In addition, L‐MPC is robust to random variations in meal sizes within ±75% of the nominal value or meal timings within ±60 min. Furthermore, the robustness of L‐MPC to subject variability is validated on Adults 1–10 in the UVa/Padova simulator. © 2009 American Institute of Chemical Engineers AIChE J, 2010     

Robust decision making for hybrid process supply chain systems via model predictive control

Model predictive control (MPC) is a promising solution for the effective control of process supply chains. This paper presents an optimization-based decision support tool for supply chain management, by means of a robust MPC strategy. The proposed formulation: (i) captures uncertainty in model parameters and demand by stochastic programming, (ii) accommodates hybrid process systems with decisions governed by logical conditions/rulesets, and (iii) addresses multiple supply chain performance metrics including customer service and economics, within an integrated optimization framework. Two mechanisms for uncertainty propagation are presented – an open-loop approach, and an approximate closed-loop strategy. The performance of the robust MPC framework is analyzed through its application to two process supply chain case studies. The proposed approach is shown to provide a substantial reduction in the occurrence of back orders when compared to a nominal MPC implementation.     

Economic model predictive control of nonlinear process systems using Lyapunov techniques

In this work, we develop model predictive control (MPC) designs, which are capable of optimizing closed‐loop performance with respect to general economic considerations for a broad class of nonlinear process systems. Specifically, in the proposed designs, the economic MPC optimizes a cost function, which is related directly to desired economic considerations and is not necessarily dependent on a steady‐state—unlike conventional MPC designs. First, we consider nonlinear systems with synchronous measurement sampling and uncertain variables. The proposed economic MPC is designed via Lyapunov‐based techniques and has two different operation modes. The first operation mode corresponds to the period in which the cost function should be optimized (e.g., normal production period); and in this operation mode, the MPC maintains the closed‐loop system state within a predefined stability region and optimizes the cost function to its maximum extent. The second operation mode corresponds to operation in which the system is driven by the economic MPC to an appropriate steady‐state. In this operation mode, suitable Lyapunov‐based constraints are incorporated in the economic MPC design to guarantee that the closed‐loop system state is always bounded in the predefined stability region and is ultimately bounded in a small region containing the origin. Subsequently, we extend the results to nonlinear systems subject to asynchronous and delayed measurements and uncertain variables. Under the assumptions that there exist an upper bound on the interval between two consecutive asynchronous measurements and an upper bound on the maximum measurement delay, an economic MPC design which takes explicitly into account asynchronous and delayed measurements and enforces closed‐loop stability is proposed. All the proposed economic MPC designs are illustrated through a chemical process example and their performance and robustness are evaluated through simulations. © 2011 American Institute of Chemical Engineers AIChE J, 2012     

Soft-constrained model predictive control based on data-driven distributionally robust optimization

This article proposes a novel distributionally robust optimization (DRO)-based soft-constrained model predictive control (MPC) framework to explicitly hedge against unknown external input terms in a linear state-space system. Without a priori knowledge of the exact uncertainty distribution, this framework works with a lifted ambiguity set constructed using machine learning to incorporate the first-order moment information. By adopting a linear performance measure and considering input and state constraints robustly with respect to a lifted support set, the DRO-based MPC is reformulated as a robust optimization problem. The constraints are softened to ensure recursive feasibility. Theoretical results on optimality, feasibility, and stability are further discussed. Performance and computational efficiency of the proposed method are illustrated through motion control and building energy control systems, showing 18.3% less cost and 78.8% less constraint violations, respectively, while requiring one third of the CPU time compared to multi-stage scenario based stochastic MPC.     

Lyapunov‐based MPC with robust moving horizon estimation and its triggered implementation

In this work, we consider moving horizon state estimation (MHE)‐based model predictive control (MPC) of nonlinear systems. Specifically, we consider the Lyapunov‐based MPC (LMPC) developed in (Mhaskar et al., IEEE Trans Autom Control. 2005;50:1670–1680; Syst Control Lett. 2006;55:650–659) and the robust MHE (RMHE) developed in (Liu J, Chem Eng Sci. 2013;93:376–386). First, we focus on the case that the RMHE and the LMPC are evaluated every sampling time. An estimate of the stability region of the output control system is first established; and then sufficient conditions under which the closed‐loop system is guaranteed to be stable are derived. Subsequently, we propose a triggered implementation strategy for the RMHE‐based LMPC to reduce its computational load. The triggering condition is designed based on measurements of the output and its time derivatives. To ensure the closed‐loop stability, the formulations of the RMHE and the LMPC are also modified accordingly to account for the potential open‐loop operation. A chemical process is used to illustrate the proposed approaches. © 2013 American Institute of Chemical Engineers AIChE J, 59: 4273–4286, 2013     

A delay‐dependent robust fuzzy MPC approach for nonlinear CSTR

Based on Takagi–Sugeno (T–S) fuzzy models, a robust fuzzy model predictive control (MPC) algorithm is presented for a class of nonlinear time‐delay systems with input constraints. Delay‐dependent sufficient conditions for the robust stability of the closed‐loop system are derived, and the condition for the existence of the fuzzy model predictive controller is formulated in terms of nonlinear matrix inequality via the parallel distributed compensation (PDC) approach. By using a novel matrix transform technique, a receding optimization problem with linear matrix inequality (LMIs) constraints is constructed to design the desired controllers with an on‐line optimal receding horizon guaranteed cost. Finally, an example of continuous stirred tank reactors (CSTR) is given to demonstrate the effectiveness of the proposed results.     

Some manifold learning considerations toward explicit model predictive control

Model predictive control (MPC) is a de facto standard control algorithm across the process industries. There remain, however, applications where MPC is impractical because an optimization problem is solved at each time step. We present a link between explicit MPC formulations and manifold learning to enable facilitated prediction of the MPC policy. Our method uses a similarity measure informed by control policies and system state variables, to “learn” an intrinsic parametrization of the MPC controller using a diffusion maps algorithm, which will also discover a low-dimensional control law when it exists as a smooth, nonlinear combination of the state variables. We use function approximation algorithms to project points from state space to the intrinsic space, and from the intrinsic space to policy space. The approach is illustrated first by “learning” the intrinsic variables for MPC control of constrained linear systems, and then by designing controllers for an unstable nonlinear reactor.     

Composite fast‐slow MPC design for nonlinear singularly perturbed systems

The design of a composite control system for nonlinear singularly perturbed systems using model predictive control (MPC) is described. Specifically, a composite control system comprised of a “fast” MPC acting to regulate the fast dynamics and a “slow” MPC acting to regulate the slow dynamics is designed. The composite MPC system uses multirate sampling of the plant state measurements, i.e., fast sampling of the fast state variables is used in the fast MPC and slow‐sampling of the slow state variables is used in the slow MPC. Using singular perturbation theory, the stability and optimality of the closed‐loop nonlinear singularly perturbed system are analyzed. A chemical process example which exhibits two‐time‐scale behavior is used to demonstrate the structure and implementation of the proposed fast–slow MPC architecture in a practical setting. © 2012 American Institute of Chemical Engineers AIChE J, 58: 1802–1811, 2012     

Robust model predictive control and fault handling of batch processes

This work considers the control of batch processes subject to input constraints and model uncertainty with the objective of achieving a desired product quality. First, a computationally efficient nonlinear robust Model Predictive Control (MPC) is designed. The robust MPC scheme uses robust reverse‐time reachability regions (RTRRs), which we define as the set of process states that can be driven to a desired neighborhood of the target end‐point subject to input constraints and model uncertainty. A multilevel optimization‐based algorithm to generate robust RTRRs for specified uncertainty bounds is presented. We then consider the problem of uncertain batch processes subject to finite duration faults in the control actuators. Using the robust RTRR‐based MPC as the main tool, a robust safe‐steering framework is developed to address the problem of how to operate the functioning inputs during the fault repair period to ensure that the desired end‐point neighborhood can be reached upon recovery of the full control effort. The applicability of the proposed robust RTRR‐based controller and safe‐steering framework subject to limited availability of measurements and sensor noise are illustrated using a fed‐batch reactor system. © 2010 American Institute of Chemical Engineers AIChE J, 2011     

Model predictive control for multivariable unstable processes with constraints on manipulated variables

The original MPC(Model Predictive Control) algorithm cannot be applied to open loop unstable systems, because the step responses of the open loop unstable system never reach steadystates. So when we apply MPC to the open loop unstable systems, first we have to stabilize them by state feedback or output feedback. Then the stabilized systems can be controlled by MPC. But problems such as valve saturation may occur because the manipulated input is the summation of the state feedback output and the MPC output. Therefore, we propose Quadratic Dynamic Matrix Control(QDMC) combined with state feedback as a new method to handle the constraints on manipulated variables for multivariable unstable processes. We applied this control method to a single-input-single-output unstable nonlinear system and a multi-input-multi-output unstable system. The results show that this method is robust and can handle the input constraints explicitly and also its control performance is better than that of others such as well tuned PI control. Linear Quadratic Regulator (LQR) with integral action.     

Model predictive control for the reactant concentration control of a reactor

The reactant concentration control of a reactor using Model Predictive Control (MPC) is presented in this paper. Two major difficulties in the control of reactant concentration are that the measurement of concentration is not available for the control point of view and it is not possible to control the concentration without considering the reactor temperature. Therefore, MIMO control techniques and state and parameter estimation are needed. One of the MIMO control techniques widely studied recently is MPC. The basic concept of MPC is that it computes a control trajectory for a whole horizon time minimising a cost function of a plant subject to a dynamic plant model and an end point constraint. However, only the initial value of controls is then applied. Feedback is incorporated by using the measurements/estimates to reconstruct the calculation for the next time step. Since MPC is a model based controller, it requires the measurement of the states of an appropriate process model. However, in most industrial processes, the state variables are not all measurable. Therefore, an extended Kalman filter (EKF), one of estimation techniques, is also utilised to estimate unknown/uncertain parameters of the system. Simulation results have demonstrated that without the reactor temperature constraint, the MPC with EKF can control the reactant concentration at a desired set point but the reactor temperator is raised over a maximum allowable value. On the other hand, when the maximun allowable value is added as a constraint, the MPC with EKF can control the reactant concentration at the desired set point with less drastic control action and within the reactor temperature constraint. This shows that the MPC with EKF is applicable to control the reactant concentration of chemical reactors.     

Safe-parking of nonlinear process systems: Handling uncertainty and unavailability of measurements

This work considers the problem of handling actuator faults in nonlinear process systems subject to input constraints, uncertainty and availability of limited measurements. A framework is developed to handle faults that preclude the possibility of continued operating at the nominal equilibrium point using the existing robust or reconfiguration-based fault-tolerant control approaches. The key consideration is to operate the plant using the depleted control action at an appropriate ‘safe-park’ point to prevent onset of hazardous situations as well as enable smooth resumption of nominal operation upon fault-repair. First, we consider the presence of constraints and uncertainty and develop a robust Lyapunov-based model predictive controller that enhances the set of initial conditions from which closed-loop stability is achieved. The stability region characterization provided by the robust predictive controller is subsequently utilized in a safe-parking algorithm that appropriately selects ‘safe-park’ points from the safe-park candidates (equilibrium points subject to failed actuators) to preserve closed-loop stability upon fault-repair. Specifically, a candidate parking point is termed a safe-park point if (1) the process state at the time of failure resides in the stability region of the safe-park candidate (subject to depleted control action and uncertainty) and (2) the safe-park candidate resides within the stability region of the nominal control configuration. Then we consider the problem of availability of limited measurements. An output feedback Lyapunov-based model predictive controller, utilizing an appropriately designed state observer (to estimate the unmeasured states), is formulated and its stability region explicitly characterized. An algorithm is then presented that accounts for the estimation errors in the implementation of the safe-parking framework. The proposed framework is illustrated using a chemical reactor example and demonstrated on a styrene polymerization process.     

Model predictive control for multivariable unstable processes with constraints on manipulated variables

The original MPC(Model Predictive Control) algorithm cannot be applied to open loop unstable systems, because the step responses of the open loop unstable system never reach steady states. So when we apply MPC to the open loop unstable systems, first we have to stabilize them by state feedback or output feedback. Then the stabilized systems can be controlled by MPC. But problems such as valve saturation may occur because the manipulated input is the summation of the state feedback output and the MPC output. Therefore, we propose Quadratic Dynamic Matrix Control(QDMC) combined with state feedback as a new method to handle the constraints on manipulated variables for multivariable unstable processes. We applied this control method to a single-input-single-output unstable nonlinear system and a multi-input-multi-output unstable system. The results show that this method is robust and can handle the input constraints explicitly and also its control performance is better than that of others such as well tuned PI control. Linear Quadratic Regulator (LQR) with integral action.     

A MODEL-BASED DIRECT ADAPTIVE PI CONTROLLER FOR NONLINEAR PROCESS CONTROL

This article proposes a model-based direct adaptive proportional-integral (PI) controller for a class of nonlinear processes whose nominal model is input-output linearizable but may not be accurate enough to represent the actual process. The proposed direct adaptive PI controller is composed of two parts: the first is a linearizing feedback control law that is synthesized directly based on the process's nominal model and the second is an adaptive PI controller used to compensate for the model errors. An effective parameter-tuning algorithm is devised such that the proposed direct adaptive PI controller is able to achieve stable and robust control performance under uncertainties. To show the robust stability and performance of the direct adaptive PI control system, a rigorous analysis involving the use of a Lyapunov-based approach is presented. The effectiveness and applicability of the proposed PI control strategy are demonstrated by considering the time-dependent temperature trajectory tracking control of a batch reactor in the presence of plant/model mismatch, unanticipated periodic disturbances, and measurement noises. Furthermore, for use in an environment that lacks full-state measurements, the integration of a sliding observer with the proposed control scheme is suggested and investigated. Extensive simulation results reveal that the proposed model-based direct adaptive PI control strategy enables a highly nonlinear process to achieve robust control performance despite the existence of plant/model mismatch and diversified process uncertainties.     

Delay‐range‐dependent guaranteed cost control for batch processes with state delay

A guaranteed cost control scheme is proposed for batch processes described by a two‐dimensional (2‐D) system with uncertainties and interval time‐varying delay. First, a 2‐D controller, which includes a robust feedback control to ensure performances over time and an iterative learning control to improve the tracking performance from cycle to cycle, is formulated. The guaranteed cost law concept of the proposed 2‐D controller is then introduced. Subsequently, by introducing the Lyapunov–Krasovskii function and adding a differential inequality to the Lyapunov function for the 2‐D system, sufficient conditions for the existence of the robust guaranteed cost controller are derived in terms of matrix inequalities. A design procedure for the controller is also presented. Furthermore, a convex optimization problem with linear matrix inequality (LMI) constraints is formulated to design the optimal guaranteed cost controller that minimizes the upper bound of the closed‐loop system cost. The proposed control law can stabilize the closed‐loop system as well as guarantee H_∞ performance level and a cost function with upper bounds for all admissible uncertainties. The results can be easily extended to the constant delay case. Finally, an illustrative example is given to demonstrate the effectiveness and advantages of the proposed 2‐D design approach. © 2013 American Institute of Chemical Engineers AIChE J, 59: 2033–2045, 2013     

基于加权偏离度统计方法的预测控制性能评估算法

针对带区域约束条件的预测控制系统性能评估问题,在考虑过程输出变量约束类型的基础上,提出了基于加权偏离度统计方法的控制性能评估算法。该方法依据控制要求的不同,将输出变量分为质量变量和约束变量,并结合工程经验合理选择变量的权重。基于系统闭环运行数据和约束设置,通过计算变量的加权偏离度得到控制系统的性能评估指标,从而为预测控制器的参数调整和性能提升提供了决策依据。系统仿真实例和工程应用证明了该评估算法对区域预测控制系统性能评估的有效性。