Min-Max MPC based on a computationally efficient upper bound of the worst case cost

Min-Max MPC (MMMPC) controllers P.J. Campo, M. Morari, Robust model predictive control, in: Proc. American Control Conference, June 10–12, 1987, pp. 1021–1026] suffer from a great computational burden which limits their applicability in the industry. Sometimes upper bounds of the worst possible case of a performance index have been used to reduce the computational burden. This paper proposes a computationally efficient MMMPC control strategy in which the worst case cost is approximated by an upper bound based on a diagonalization scheme. The upper bound can be computed with O(n³) operations and using only simple matrix operations. This implies that the algorithm can be coded easily even in non-mathematical oriented programming languages such as those found in industrial embedded control hardware. A simulation example is given in the paper.