Stability analysis of constrained MPC with CLF applied to discrete-time nonlinear system

Size: px
Start display at page:

Download "Stability analysis of constrained MPC with CLF applied to discrete-time nonlinear system"

Transcription

1 . RESEARCH PAPER. SCIENCE CHINA Information Sciences November 214, Vol : :9 doi: 1.17/s y Stability analysis of constrained MPC with CLF applied to discrete-time nonlinear system RUAN XiaoGang 1, HOU XuYang 1,2 & MA HangYing 1 1 Department of Electronic Information and Control Engineering, Beijing University of Technology, Beijing 1124, China; 2 Beijing Aerospace Control Instrument Research Institute, Beijing 1142, China Received December 19, 213; accepted February 21, 214; published online September 5, 214 Abstract The model predictive control (MPC) strategy with a control Lyapunov function (CLF) as terminal cost is commonly used for its guaranteed stability. In most of the cases, CLF is locally designed, and the region of attraction is limited, especially when under control constraints. In this article, the stability and the region of attraction of constrained MPC that is applied to the discrete-time nonlinear system are explicitly analyzed. The region of feasibility is proposed to substitute the region of attraction, which greatly reduces the calculation burden of terminal constraints inequalities and guarantees the stability of the MPC algorithm. Also, the timevariant terminal weighted factor is proposed to improve the dynamic performance of the close-loop system. Explicit experiments verify the effectiveness and feasibility of the relative conclusions, which provide practically feasible ways to stabilize the unstable and/or fast-dynamic systems. Keywords constrained MPC, stability analysis, discrete-time system, control Lyapunov function, region of attraction Citation Ruan X G, Hou X Y, Ma H Y. Stability analysis of constrained MPC with CLF applied to discrete-time nonlinear system. Sci China Inf Sci, 214, 57: 11221(9), doi: 1.17/s y 1 Introduction Model predictive control (MPC) is a very popular control method, which has been widely applied to the chemical process control [1,2]. Its characters of the close-loop optimization and constraint optimization have many advantages, which are of great importance for practical engineering control. Many researchers have tried to apply MPC to more control objects, such as fast-dynamic and/or unstable system. These new control objects require the control methods owning the characters of instantaneity and/or stability, and many MPC algorithms are proposed to solve these problems. In the beginning, a terminal state constraint was imposed such that the terminal state lies in the origin [3]. Michalska and Mayne [4] relaxed the terminal state constraint to be a suitable neighborhood of the origin, and the control law is switched to a locally stabilizing linear controller. Chen and Allgower [5] defined the terminal state penalty matrix of the terminal cost as the solution of a Lyapunov equation, and gave out the prescribed terminal region that is determined by the linear controller around the origin. Magni and Sepulchre [6] guaranteed the stability of the receding horizon control using end Corresponding author ( hopor123@126.com) c Science China Press and Springer-Verlag Berlin Heidelberg 214 info.scichina.coink.springer.com

2 Ruan X G, et al. Sci China Inf Sci November 214 Vol :2 point penalty if a locally stabilizing linear control law is applied at the end of the time horizon. All of the aforementioned methods suppose that the region of attraction or origin is reachable, and the region of attraction is decided by the linear controller around the origin. Primbs et al. [7] proposed a receding horizon control algorithm using a global control Lyapunov function (CLF) to globally stabilize the nonlinear system. The point is that once a global CLF is obtained, stability of the receding horizon controller is guaranteed by including additional state constraints that require the derivative of CLF along the receding horizon trajectory to be negative. This approach is difficult to achieve for its state constraints and the for finding the difficulty of the global CLF. An alternative approach was proposed in [8,9]. A priori CLF as the terminal cost guarantees the stability of proposed approach only if the CLF is an upper bound on the cost-to-go. Jadbabaie et al. [1] gave out the upper bound onthe costtogo, andprovedthat ifthe terminalclfsatisfiesthebound constraint,the stabilityis retained without the use of terminal constraints for unconstrained system. The region of attraction of the constrained MPC was given out in [11 14], and the stability is guaranteed without terminal constraints. The region of attraction proposed in these references is conservatively analyzed, which means that the area out of the region of attraction may be stabilizable, and it is waiting for further research. What is more, relative experiments were not given, and the feasibility of the proposed methods was not verified. These works will be done in this article. The article is organized as follows. The problem setting is described in Section 2. In Section 3, the region of feasibility is inferred from the region of attraction based on the analysis of nonlinear discretetime MPC, the related factors that affect the region of feasibility are analyzed, and the methods to improve the dynamic performance are also discussed. The main results are verified using a discrete-time nonlinear system in Section 4. Finally, the conclusion is presented in Section 5. 2 Problem setting and optimal MPC Consider the nonlinear discrete-time dynamic system x(k +1) = f (x(k),u(k)),k N, (1) where x(k) R n is the system state at sampling time k, x(k+1)is the successor state, and u(k) R m is the control vector at sampling time k. The system is subject to constraints on state and control vector such that x(k) X,u(k) U,k N, (2) where X is a closed set and U is a compact set, both of them containing the origin. The control sequence applied to the system at sampling time k is denoted as u(k) = { u k/k,u k+1/k,...,u k+/k }, (3) where, u j/k,j = k,k+1,...,k+n denotes the predictive control vector at sampling time j based on the information at sampling time k. The corresponding state sequence is denoted as x(k) = { x k/k,x k+1/k,...,x k+n/k }. (4) The first element of x(k) is the state x k/k = x(k) at sampling time k, and the other elements of x(k) can be denoted as x j/k = φ(x j 1/k,u j 1/k ),j = k + 1,...,k + N, where x j/k is the predicted state at sampling time j. The control sequence u(k) is calculated by solving the finite-horizon optimal control problem(fhocp) P N (x(k),k), which is denoted as { } VN o (xo (k),u o (k),k) = min V N (x(k),u(k),k) = min l(x i+k/k,u i+k/k )+F(x N+k/k ), (5) u U u U

3 Ruan X G, et al. Sci China Inf Sci November 214 Vol :3 where, x j/k X,u j/k U,x N/k Ω, l(x,u) = x T Qx + u T Ru is the stage cost function, F (x) = x T Px is the terminal cost function, Ω is the region of attraction, and Q, R, P are coefficient matrixes respectively related to the stage state, stage input, and terminal state. The set of initial state in which the system can be steered into Ω by the FHOCP P N (x(k),k) is denoted as a set X N (Ω). The region of attraction Ω is defined in Assumption 1, and Lemma 1 gives out the stability ofthe MPC algorithm under Assumption 1 [15]. Assumption 1. Let F(x) be a control Lyapunov function (CLF) and the region of attraction Ω is given by Ω = {x R n : F(x) α}, where α > and satisfies that for all x Ω min{f(x,k +1) F(x,k)+l(x,u,k)}. (6) u U Lemma 1. If the system (1,2) is controlled by the optimal control sequence u o (k), which is calculated by solving FHOCP P N (x(k),k), and the terminal state set Ω of the close-loop system satisfies Assumption 1, then the optimal cost V o N (xo (k),u o (k),k) is a Lyapunov function and the close-loop system is asymptotically stable in the set X N (Ω). Remarks: It is easy to prove Lemma 1. According to inequality (6), we have that V o N (x o (k +1),u o (k +1),k +1) = N 2 l(x o i+k+1/k+1,uo i+k+1/k+1 )+F(xo N+k+1/k+1 ) l(x o i+k+1/k+1,uo i+k+1/k+1 )+F(xo N+k/k ) = V o N (x o (k),u o (k),k) l(x o k/k,uo k/k ) V o N (x o (k),u o (k),k). The optimal cost VN o (xo (k),u o (k),k) is monotonically decreasing as k. Considering the property of cost function V N (x(k),u(k),k), it is clear that VN o (xo (k),u o (k),k) is a Lyapunov function. Hence, it is easy to conclude that the close-loop system is asymptotically stable. We note that Lemma 1 dose not give out an explicit method to calculate the set X N (Ω). In Assumption 1, it is assumed that the stage cost function l( ) and the terminal cost function F ( ) are positively defined and satisfy quadratic bounds as follows: ( x 2 + u 2) l(x,u) M l ( x 2 + u 2), (7) m F x 2 F (x) x 2, (8) where,,m l,m F, are positive constants. These constraints are easily satisfied in most of the cases. 3 Analysis of the stable region First, we give out one of the explicit definitions of the set X N (Ω), and denote it as the region of feasibility X N (β). Assumption 2. Let β = α(1+n ml ) be a positive constant, where α is defined in Assumption 1 and N is the predictive horizon, and the region of feasibility X N (β) is given as X N (β) = {x(k) R n V o N (x o (k),u o (k),k) β},k N. (9) Lemma 2. If the system (1,2) is controlled by the optimal control sequence u o (k), which is calculated by solving FHOCP P N (x(k),k), and the initial state x() lies in the region of feasibility X N (β) defined

4 Ruan X G, et al. Sci China Inf Sci November 214 Vol :4 by Assumption 2, then the terminal state x(k +N) will lie in the region of attraction Ω defined by Assumption 1. Proof. We suppose that x(k +N) / Ω and F (x(k +N)) > α. Then, we have that V o N (x o (k),u o (k),k) = = > l(x o i+k/k,uo i+k/k )+F(xo N+k/k ) l(x o i+k/k,uo i+k/k )+F(x(k +N)) l(x o i+k/k,uo i+k/k )+α ( xi+k/k 2 + ui+k/k 2 ) +α xi+k/k 2 +α F ( x i+k/k ) /MF +α > α(1+n / ). The above inequality is contradictory to the definition of X N (β). Hence, we conclude that for any initial state x(k) X N (β), the terminal state of the close-loop system (1,2) that is controlled by MPC algorithms with CLF satisfies F (x(k +N)) α and lies in the region of attraction Ω. Then, Lemma 2 is proved. Lemma 2 gives the conservative estimation of the feasible initial state set X N (β), which means that some initial states out of the set X N (β) may be stabilizable. In some special cases, we can get an explicit parameter β to make the region of feasibility X N (β) contain all of the feasible initial states. Lemma 3. Suppose that ( x 2 + u 2 ) l(x,u) M l ( x 2 + u 2 ), where = M l, and m F x 2 F (x) x 2, where m F =, the initial state lying in the region of feasibility X N (β) will be a necessary and sufficient condition to guarantee the terminal state lying in the region of attraction Ω, where β = α(1+n / ). Proof. Lemma 2 has proved the sufficient condition of guaranteeing the terminal state lying in the region of attraction Ω, and we only need to discuss the necessary condition of that. Since F (x(k +N)) α, we have that Thus, Lemma 3 is proved. V o N (xo (k),u o (k),k) = l(x o i+k/k,uo i+k/k )+F(xo N+k/k ) l(x o i+k/k,uo i+k/k )+α M l ( xi+k/k 2 ) +α M l F ( x i+k/k ) /mf +α α(1+n M l /m F ) α(1+n / ).

5 Ruan X G, et al. Sci China Inf Sci November 214 Vol :5 The supposed conditions = M l and m F = are not so hard to satisfy, and they can be satisfied by choosing proper coefficient matrixes of the stage cost and terminal cost. For example, if we set the coefficient matrixes as Q = I n n, R = I m m and P = m F I n n, then it is easy to get that = M l = and m F = = m F, where and m F are some fixed positive values, and I is the unit matrix. Lemma 4. If the system (1,2) is controlled by the optimal control sequence u o (k), which is calculated by solving FHOCP P N (x(k),k), and the initial state x() lies in the region of feasibility X N (β) defined by Assumption 2, then the optimal cost of FHOCP V o N (xo,u o,k) is a Lyapunov function and the closeloop system is asymptotically stable in the region of feasibility X N (β) X N (Ω). Remarks: Since Lemma 1 has proved that if the terminal state lies in the region of attraction Ω, the close-loop system will be asymptotically stable. Based on Lemma 2, we know that any initial state lying in the region of feasibility X N (β) can converge to the region of attraction Ω at the terminal instant of the predictive horizon N. Then, we can conclude that the close-loop system with initial state lying in the region of feasibility X N (β) is asymptotically stable. Thus, Lemma 4 is proved. The benefit of Lemma 4 is that the terminal constraint is removed once the initial state of system belongsto theregionoffeasibilityx N (β), which greatlyreducesthe calculationburden ineachoptimization calculation circle. Also, we discuss the explicit way to calculate the region of feasibility X N (β). The nonlinear model (1,2) can be simply described as We define that x(k +1) = x(k)+f(x,k)+g(x,k)u(k),x(k) X,k N. (1) W (x,u,k) = F(x,k +1) F(x,k)+l(x,u,k) = x T (k +1)Px(k +1) x T (k)px(k)+x T (k)qx(k)+u T (k)ru(k), (11) where, P is the coefficient matrix of terminal cost, Q is the state coefficient matrix of stage cost, and R is the control coefficient matrix of stage cost. Then, we have that W(x,u,k) = (x(k)+f(x,k)+g(x,k)u(k)) T P(x(k)+f(x,k)+g(x,k)u(k)) x T (k)px(k)+x T (k)qx(k)+u T (k)ru(k) = 2x T (k)p(f(x,k)+g(x,k)u(k))+(f(x,k)+g(x,k)u(k)) T P(f(x,k)+g(x,k)u(k)) +x T (k)qx(k)+u T (k)ru(k) = u T (k) ( g T (x,k)pg(x,k)+r ) u(k)+2(x T (k)+f T (x,k))pg(x,k)u(k) +2x T (k)pf(x,k)+f T (x,k)pf(x,k)+x T (k)qx(k). The problem min u(k) W can be dealt as a simple QP problem, and the optimal solution is such that u opt (k) = (g T (x,k)pg(x,k)+r) 1 g T (x,k)p (x(k)+f(x,k)). (12) In some special cases, Eq. (12) can be simplified. Suppose that there are no input constraints, and the input coefficient matrix R is assumed to be a zero matrix, the optimal control vector u opt (k) turns out to be u opt (k) = g 1 (x,k)(x(k)+f(x,k)). (13) The necessary condition of the above formula is that g 1 (x,k) exists. Then, we have that W opt = 2x T Px+x T Px+x T (k)qx(k). If the condition P Q is satisfied, the formula W opt will be true for any x R n. Thus, we have the following lemma. Lemma 5. For a nonlinear system (1), the region of attraction Ω = R n is infinite and so will be the region of feasibility X N (β) = R n, if the following conditions are satisfied: (1) control coefficient matrix of

6 Ruan X G, et al. Sci China Inf Sci November 214 Vol :6 stage cost R = ; (2) the matrix function g(x,k) is invertible; and (3) the coefficient matrix of terminal cost P is no less than the state coefficient matrix of stage cost Q. However, the matrix function g(x,k) is not invertible in most of the cases, and the region of attraction Ω should be analyzed in specific cases. Remarks: Though the three conditions of Lemma 5 are critical for most of the real systems, Lemma 5 gives out the limits of region of attraction and region of feasibility. The conditions in Lemma 5 reveal that if large areas of the region of feasibility are got, the input coefficient matrix R should be small and the coefficient matrix of terminal cost P should be larger than the state coefficient matrix of stage cost Q. This helps to design large regions of feasibility for common systems. Proposition 1. Suppose a weighted terminal cost is given by F λ (x) = λ F (x),λ 1, if F (x) satisfies Assumption 1, the set Ω λ = {x R n : F λ (x) λ α} will be a region of attraction, and the set X N (β λ ) is a region of feasibility, where β λ is denoted as β λ = λα(1+n ml ). Proof. min {F λ(f (x,u)) F λ (x)+l(x,u)} = min{λ (F (f (x,u)) F (x))+l(x,u)} u U u U min{λ ( l(x,u))+l(x,u)} (14) u U. According to the inequality (14), we conclude that Ω λ satisfies Assumption 1 and is a region of attraction. Also, it is easy to conclude that X N (β λ ) is a region of feasibility according to Lemma 2. Remarks: As the weight factor of terminal cost λ increases, the region of attraction Ω λ dose not change, but the region of feasibility X N (β λ ) expands correspondingly. It is clear that increasing λ or N can enlarge the set X N (β λ ). As λ + or N +, the region of feasibility X N (β λ ) R n. Hence, we can conclude that there exists constant λ or N ensuring that X X N (β λ), which means that any initial state in X can be steered in to Ω λ by MPC without the terminal constraint, and the close-loop system is asymptotically stable in X. However, large λ or N will bring in extra problems. For example, if weighted fact λ is too large, the dynamic performance of the close-loop system will be poor, and if the predictive horizon N is too large, the calculation burden will sharply increase. To improve the performance of optimization, the weight factor λ with initial value λ can be reduced at each sampling time such that λ(k +1) = max ( λ(k) ) l(x k/k,u k/k ) α(1+n / ),1. (15) Proposition 2. If the weight factor λ(k) with initial value λ() = λ is chosen as (15), and the set X N (β λ) is the region of feasibility for λ() = λ, then the close-loop system is asymptotically stable in the set X N (β λ), and the set X N (β λ) is also a region of feasibility for close-loop system with time-variant weight factor λ(k) such as (15). Proof. To prove that the set X N (β λ) is the region of feasibility for close-loop system with time-variant weight factor, we have to prove that ( ) VN o (xo (k),u o (k),k) β λ(k) = λ(k)α 1+N. (16) For λ() = λ, Eq. (16) is established. For k, VN o (xo (k +1),u o (k +1),k +1) VN o (xo (k),u o (k),k) l(x(k),u(k)) ( ) λ(k)α 1+N l(x(k),u(k))

7 Ruan X G, et al. Sci China Inf Sci November 214 Vol : Q=.1*I, R= Q=.1*I, R=.1 Q=I, R= Q=I, R= x 1 Figure 1 The regions of attraction of nonlinear system (17) with different coefficients Q and R Q=.1*I, R= Q=.1*I, R=.1 Q=I, R= Q=I, R= x 1 Figure 2 The regions of feasibility of nonlinear system (17) with different coefficients Q and R. ( )( α 1+N λ(k) l(x(k),u(k)) ) α(1+n / ) { ( α(1+n ) max λ(k) l(x(k),u(k)) )} α(1+n / ),1 ( ) = λ(k +1)α 1+N. Eq. (16) is proved to be right by the above inequality. According to Proposition 1, the set X N ( βλ(k) ) is the region of feasibility at each sampling time k. Hence, the close-loop system is asymptotically stable in the control progress. The Proposition 2 gives a feasible way to improve the dynamic performance of the MPC algorithm, and does not reduce the area of the region of feasibility at the same time. 4 Experiments To discuss the region of attraction Ω and the related propositions, the discrete-time model of a nonlinear system (16) is considered [5,16], which is unstable and its linearized system is stabilizable (but not controllable). { x1 (k +1) = x 1 (k)+t s ( (k)+(.5+.5 x 1 (k))u(k)), u U = [ 2,2]. (17) (k +1) = (k)+t s (x 1 (k)+(.5 2 (k))u(k)), The terminal coefficient P = [ ] is calculated by solving the Lyapunov function of the linearized system. With different values of state coefficient Q and control coefficient R, the region of attraction Ω of nonlinear system (17) is depicted in Figure 1. It is obvious that the larger the coefficients, including state coefficient Q and input coefficient R, the smaller the area of the region of attraction Ω. According to Lemma 2, the region of feasibility X N (β) can be calculated, and it is depicted in Figure 2. It shows that the larger the coefficients, including state coefficient Q and input coefficient R, the smaller the region of feasibility X N (β). The other control experiments have shown that if the initial states ofthe nonlinearsystem (17)lie in the regionoffeasibility X N (β), the MPC algorithmalways keeps the stability of the system. In Figure 3, we give out the response trajectories of system (17) with initial states lying on the boundary of the region of feasibility X N (β), and the parameters are chosen as Q =.1 I 2 2,R =. The result shows that all of the trajectories converge to the origin, which verifies that the proposed region of feasibility is effective. If the terminal cost is given by F λ (x) = λ F (x),λ 1, as the coefficient λ changes, the region of feasibility X N (β λ ) changes as well, which are depicted in Figure 4. The coefficients are chosen as Q =

8 Ruan X G, et al. Sci China Inf Sci November 214 Vol : Boundary Trajectories λ=.1 λ=1 λ=5 λ= x x 1 Figure 3 The response trajectories of nonlinear system (17) with different initial states. Figure 4 The regions of feasibility with different terminal cost coefficients λ (a) λ=1 Time-variant λ.5.5 (b) λ=5 Time-variant λ x 1 x 1 Figure 5 The response trajectories with different terminal matrix coefficients λ. (a) The response trajectories with initial terminal matrix coefficient λ = 1; (b) the response trajectories with initial terminal matrix coefficient λ = 5. Table 1 The cumulative errors of response trajectories in 5 s with different terminal matrix coefficients λ Initial λ 1 5 Initial state (1.2, 3.5) (.8, 2.5) Cumulative errors(constant λ) Cumulative errors(time-variant λ) I 2 2 and R =. It can be seen that the larger the coefficient λ, the larger will be the region of feasibility X N (β λ ). However, it does not mean that we can use a terminal cost coefficient λ as large as possible to get a large enough area of region of feasibility. The cost will be the drop of the dynamic performance. Intuitively speaking, stability and optimality are contrary to each other to some extent. The influence of the terminal cost coefficient λ on the dynamic performance is depicted in Figure 5 and Table 1. Two sets of experiments were performed with different terminal cost coefficients λ and different initial states. In the first set of experiment, as shown in Figure 5(a), the Initial terminal cost coefficients is λ = 1, and the initial state is x = (1.2, 3.5), which lies on the boundary of the region of feasibility when λ = 1. The solid line in the figure denotes the control trajectory of MPC algorithm with constant terminal cost coefficient λ = 1, and the dotted line denotes the control trajectory of MPC algorithm with time-variant terminal cost coefficient λ, which dynamically changes according to (15). The cumulative errors of the two control trajectories are depicted in Table 1, and it shows that the decreasing terminal cost coefficient λ reduces the cumulative error of the control trajectory. The Figure 5(b) shows the result of the other set of experiment. In this experiment, the Initial terminal cost coefficients is λ = 5, and

9 Ruan X G, et al. Sci China Inf Sci November 214 Vol :9 the initial state is x = (.8, 2.5). The cumulative errors of the two control trajectories in Figure 5(b) are shown in Table 1. The two sets of experiments show that the method proposed in Proposition 2 is feasible, and it indeed improves the dynamic performance of the MPC algorithm. The point is that the region of feasibility is not affected at the same time. 5 Conclusion The region of attraction guarantees the stability of the MPC algorithm with CLF, and eliminates the terminal constraints in each optimization calculation circle, which benefits the application of MPC algorithm to real-time systems. However, it is just a conservative estimation of the region where the MPC algorithm is feasible. In this article, we propose the region of feasibility to expand the region of attraction, and analyze the related factors that affect the region of feasibility. At the same time, we note that as the terminal cost coefficient λ increases, which can expand the region of feasibility, the optimal performance will decrease. A time-variant terminal cost coefficient λ is designed to improve the optimal performance. The effectiveness of these methods are verified by a series of experiments using a classic discrete-time model. The results also show that the proposed methods are feasible for engineering practice. These works develop the MPC theory, and improve the MPC algorithm suitable for more objects, including unstable and/or fast-dynamic system. Acknowledgements We acknowledge support from National Natural Science Foundation of China (Grant Nos , ), Key Project of S&T Plan of Beijing Municipal Commission of Education (Grant No. KZ212151), and National Basic Research Program of China (973) (Grant No. 212CB72). References 1 Mayne D Q, Rawlings J B, Rao C V, et al. Constrained model predictive control: stability and optimality. Automatica, 2, 36: Magni L, Scattolini R. An Overview of Nonlinear Model Predictive Control. In: Automotive Model Predictive Control, London: Springer, Keerthi S S, Gilbert E G. Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: stability and moving-horizon approximations. J Optim Theory Appl, 1988, 57: Michalska H, Mayne D Q. Robust receding horizon control of constrained nonlinear systems. IEEE Trans Automat Contr, 1993, 38: Chen H, Allgower F. A quasi-infinite horizon nonlinear model predictive control scheme with guaranteed stability. Automatica, 1998, 34: Magni L, Sepulchre R. Stability margins of nonlinear receding horizon control via inverse optimality. Syst Control Lett, 1997, 32: Primbs J A, Nevistic V, Doyle J C. A receding horizon generalization of point-wise min-norm controllers. IEEE Trans Automat Contr, 2, 45: Jadbabaie A, Yu J, Hauser J. Receding horizon control of the Caltech ducted fan: a control Lyapunov function approach. In: Proceedings of IEEE Conference on Control Applications, Kohala Coast, Jadbabaie A, Yu J, Hauser J. Stabilizing receding horizon control of nonlinear systems: a control Lyapunov function approach. In: Proceedings of the American Control Conference, San Diego, Jadbabaie A, Yu J, Hauser J. Unconstrained receding-horizon control of nonlinear system. IEEE Trans Automat Contr, 21, 46: Limon D, Alamo T, Salas F, et al. On the stability of constrained MPC without terminal constraint. IEEE Trans Automat Contr, 26, 51: Graichen K, Kugi A. Stability and incremental improvement of suboptimal MPC without terminal constraints. IEEE Trans Automat Contr, 21, 55: Chen W, Cao Y. Stability analysis of constrained nonlinear model predictive control with terminal weighting. Asian J Control, 212, 14: Chen W H. Stability analysis of classic finite horizon model predictive control. Int J Control Autom, 21, 8: Mayne D Q. Control of constrained dynamic systems. Eur J Control, 21, 7: Pin G, Raimondo D M, Magni L, et al. Robust model predictive control of nonlinear systems with bounded and state-dependent uncertainties. IEEE Trans Automat Contr, 29, 54:

A Globally Stabilizing Receding Horizon Controller for Neutrally Stable Linear Systems with Input Constraints 1

A Globally Stabilizing Receding Horizon Controller for Neutrally Stable Linear Systems with Input Constraints 1 A Globally Stabilizing Receding Horizon Controller for Neutrally Stable Linear Systems with Input Constraints 1 Ali Jadbabaie, Claudio De Persis, and Tae-Woong Yoon 2 Department of Electrical Engineering

More information

On the stability of receding horizon control with a general terminal cost

On the stability of receding horizon control with a general terminal cost On the stability of receding horizon control with a general terminal cost Ali Jadbabaie and John Hauser Abstract We study the stability and region of attraction properties of a family of receding horizon

More information

IMPROVED MPC DESIGN BASED ON SATURATING CONTROL LAWS

IMPROVED MPC DESIGN BASED ON SATURATING CONTROL LAWS IMPROVED MPC DESIGN BASED ON SATURATING CONTROL LAWS D. Limon, J.M. Gomes da Silva Jr., T. Alamo and E.F. Camacho Dpto. de Ingenieria de Sistemas y Automática. Universidad de Sevilla Camino de los Descubrimientos

More information

Enlarged terminal sets guaranteeing stability of receding horizon control

Enlarged terminal sets guaranteeing stability of receding horizon control Enlarged terminal sets guaranteeing stability of receding horizon control J.A. De Doná a, M.M. Seron a D.Q. Mayne b G.C. Goodwin a a School of Electrical Engineering and Computer Science, The University

More information

A Stable Block Model Predictive Control with Variable Implementation Horizon

A Stable Block Model Predictive Control with Variable Implementation Horizon American Control Conference June 8-,. Portland, OR, USA WeB9. A Stable Block Model Predictive Control with Variable Implementation Horizon Jing Sun, Shuhao Chen, Ilya Kolmanovsky Abstract In this paper,

More information

FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES. Danlei Chu, Tongwen Chen, Horacio J. Marquez

FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES. Danlei Chu, Tongwen Chen, Horacio J. Marquez FINITE HORIZON ROBUST MODEL PREDICTIVE CONTROL USING LINEAR MATRIX INEQUALITIES Danlei Chu Tongwen Chen Horacio J Marquez Department of Electrical and Computer Engineering University of Alberta Edmonton

More information

ESTIMATES ON THE PREDICTION HORIZON LENGTH IN MODEL PREDICTIVE CONTROL

ESTIMATES ON THE PREDICTION HORIZON LENGTH IN MODEL PREDICTIVE CONTROL ESTIMATES ON THE PREDICTION HORIZON LENGTH IN MODEL PREDICTIVE CONTROL K. WORTHMANN Abstract. We are concerned with model predictive control without stabilizing terminal constraints or costs. Here, our

More information

GLOBAL STABILIZATION OF THE INVERTED PENDULUM USING MODEL PREDICTIVE CONTROL. L. Magni, R. Scattolini Λ;1 K. J. Åström ΛΛ

GLOBAL STABILIZATION OF THE INVERTED PENDULUM USING MODEL PREDICTIVE CONTROL. L. Magni, R. Scattolini Λ;1 K. J. Åström ΛΛ Copyright 22 IFAC 15th Triennial World Congress, Barcelona, Spain GLOBAL STABILIZATION OF THE INVERTED PENDULUM USING MODEL PREDICTIVE CONTROL L. Magni, R. Scattolini Λ;1 K. J. Åström ΛΛ Λ Dipartimento

More information

Regional Input-to-State Stability for Nonlinear Model Predictive Control

Regional Input-to-State Stability for Nonlinear Model Predictive Control 1548 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 51, NO. 9, SEPTEMBER 2006 Regional Input-to-State Stability for Nonlinear Model Predictive Control L. Magni, D. M. Raimondo, and R. Scattolini Abstract

More information

Adaptive Nonlinear Model Predictive Control with Suboptimality and Stability Guarantees

Adaptive Nonlinear Model Predictive Control with Suboptimality and Stability Guarantees Adaptive Nonlinear Model Predictive Control with Suboptimality and Stability Guarantees Pontus Giselsson Department of Automatic Control LTH Lund University Box 118, SE-221 00 Lund, Sweden pontusg@control.lth.se

More information

On the Inherent Robustness of Suboptimal Model Predictive Control

On the Inherent Robustness of Suboptimal Model Predictive Control On the Inherent Robustness of Suboptimal Model Predictive Control James B. Rawlings, Gabriele Pannocchia, Stephen J. Wright, and Cuyler N. Bates Department of Chemical & Biological Engineering Computer

More information

On robustness of suboptimal min-max model predictive control *

On robustness of suboptimal min-max model predictive control * Manuscript received June 5, 007; revised Sep., 007 On robustness of suboptimal min-max model predictive control * DE-FENG HE, HAI-BO JI, TAO ZHENG Department of Automation University of Science and Technology

More information

Nonlinear Reference Tracking with Model Predictive Control: An Intuitive Approach

Nonlinear Reference Tracking with Model Predictive Control: An Intuitive Approach onlinear Reference Tracking with Model Predictive Control: An Intuitive Approach Johannes Köhler, Matthias Müller, Frank Allgöwer Abstract In this paper, we study the system theoretic properties of a reference

More information

MPC: implications of a growth condition on exponentially controllable systems

MPC: implications of a growth condition on exponentially controllable systems MPC: implications of a growth condition on exponentially controllable systems Lars Grüne, Jürgen Pannek, Marcus von Lossow, Karl Worthmann Mathematical Department, University of Bayreuth, Bayreuth, Germany

More information

Prashant Mhaskar, Nael H. El-Farra & Panagiotis D. Christofides. Department of Chemical Engineering University of California, Los Angeles

Prashant Mhaskar, Nael H. El-Farra & Panagiotis D. Christofides. Department of Chemical Engineering University of California, Los Angeles HYBRID PREDICTIVE OUTPUT FEEDBACK STABILIZATION OF CONSTRAINED LINEAR SYSTEMS Prashant Mhaskar, Nael H. El-Farra & Panagiotis D. Christofides Department of Chemical Engineering University of California,

More information

EE C128 / ME C134 Feedback Control Systems

EE C128 / ME C134 Feedback Control Systems EE C128 / ME C134 Feedback Control Systems Lecture Additional Material Introduction to Model Predictive Control Maximilian Balandat Department of Electrical Engineering & Computer Science University of

More information

Theory in Model Predictive Control :" Constraint Satisfaction and Stability!

Theory in Model Predictive Control : Constraint Satisfaction and Stability! Theory in Model Predictive Control :" Constraint Satisfaction and Stability Colin Jones, Melanie Zeilinger Automatic Control Laboratory, EPFL Example: Cessna Citation Aircraft Linearized continuous-time

More information

Model Predictive Control of Nonlinear Systems: Stability Region and Feasible Initial Control

Model Predictive Control of Nonlinear Systems: Stability Region and Feasible Initial Control International Journal of Automation and Computing 04(2), April 2007, 195-202 DOI: 10.1007/s11633-007-0195-0 Model Predictive Control of Nonlinear Systems: Stability Region and Feasible Initial Control

More information

Nonlinear Model Predictive Control for Periodic Systems using LMIs

Nonlinear Model Predictive Control for Periodic Systems using LMIs Marcus Reble Christoph Böhm Fran Allgöwer Nonlinear Model Predictive Control for Periodic Systems using LMIs Stuttgart, June 29 Institute for Systems Theory and Automatic Control (IST), University of Stuttgart,

More information

Improved MPC Design based on Saturating Control Laws

Improved MPC Design based on Saturating Control Laws Improved MPC Design based on Saturating Control Laws D.Limon 1, J.M.Gomes da Silva Jr. 2, T.Alamo 1 and E.F.Camacho 1 1. Dpto. de Ingenieria de Sistemas y Automática. Universidad de Sevilla, Camino de

More information

On the Inherent Robustness of Suboptimal Model Predictive Control

On the Inherent Robustness of Suboptimal Model Predictive Control On the Inherent Robustness of Suboptimal Model Predictive Control James B. Rawlings, Gabriele Pannocchia, Stephen J. Wright, and Cuyler N. Bates Department of Chemical and Biological Engineering and Computer

More information

A new low-and-high gain feedback design using MPC for global stabilization of linear systems subject to input saturation

A new low-and-high gain feedback design using MPC for global stabilization of linear systems subject to input saturation A new low-and-high gain feedbac design using MPC for global stabilization of linear systems subject to input saturation Xu Wang 1 Håvard Fjær Grip 1; Ali Saberi 1 Tor Arne Johansen Abstract In this paper,

More information

Predictive control of hybrid systems: Input-to-state stability results for sub-optimal solutions

Predictive control of hybrid systems: Input-to-state stability results for sub-optimal solutions Predictive control of hybrid systems: Input-to-state stability results for sub-optimal solutions M. Lazar, W.P.M.H. Heemels a a Eindhoven Univ. of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands

More information

Introduction to Model Predictive Control. Dipartimento di Elettronica e Informazione

Introduction to Model Predictive Control. Dipartimento di Elettronica e Informazione Introduction to Model Predictive Control Riccardo Scattolini Riccardo Scattolini Dipartimento di Elettronica e Informazione Finite horizon optimal control 2 Consider the system At time k we want to compute

More information

Principles of Optimal Control Spring 2008

Principles of Optimal Control Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 6.33 Principles of Optimal Control Spring 8 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. 6.33 Lecture 6 Model

More information

Prediction-based adaptive control of a class of discrete-time nonlinear systems with nonlinear growth rate

Prediction-based adaptive control of a class of discrete-time nonlinear systems with nonlinear growth rate www.scichina.com info.scichina.com www.springerlin.com Prediction-based adaptive control of a class of discrete-time nonlinear systems with nonlinear growth rate WEI Chen & CHEN ZongJi School of Automation

More information

COMPUTATIONAL DELAY IN NONLINEAR MODEL PREDICTIVE CONTROL. Rolf Findeisen Frank Allgöwer

COMPUTATIONAL DELAY IN NONLINEAR MODEL PREDICTIVE CONTROL. Rolf Findeisen Frank Allgöwer COMPUTATIONAL DELAY IN NONLINEAR MODEL PREDICTIVE CONTROL Rolf Findeisen Frank Allgöwer Institute for Systems Theory in Engineering, University of Stuttgart, 70550 Stuttgart, Germany, findeise,allgower

More information

CONSTRAINED MODEL PREDICTIVE CONTROL ON CONVEX POLYHEDRON STOCHASTIC LINEAR PARAMETER VARYING SYSTEMS. Received October 2012; revised February 2013

CONSTRAINED MODEL PREDICTIVE CONTROL ON CONVEX POLYHEDRON STOCHASTIC LINEAR PARAMETER VARYING SYSTEMS. Received October 2012; revised February 2013 International Journal of Innovative Computing, Information and Control ICIC International c 2013 ISSN 1349-4198 Volume 9, Number 10, October 2013 pp 4193 4204 CONSTRAINED MODEL PREDICTIVE CONTROL ON CONVEX

More information

Postface to Model Predictive Control: Theory and Design

Postface to Model Predictive Control: Theory and Design Postface to Model Predictive Control: Theory and Design J. B. Rawlings and D. Q. Mayne August 19, 2012 The goal of this postface is to point out and comment upon recent MPC papers and issues pertaining

More information

ECE7850 Lecture 8. Nonlinear Model Predictive Control: Theoretical Aspects

ECE7850 Lecture 8. Nonlinear Model Predictive Control: Theoretical Aspects ECE7850 Lecture 8 Nonlinear Model Predictive Control: Theoretical Aspects Model Predictive control (MPC) is a powerful control design method for constrained dynamical systems. The basic principles and

More information

Unconstrained Receding-Horizon Control of Nonlinear Systems

Unconstrained Receding-Horizon Control of Nonlinear Systems University of Pennsylvania ScholarlyCommons Departmental Papers (ESE) Department of Electrical & Systems Engineering May 21 Unconstrained Receding-Horizon Control of Nonlinear Systems Ali Jadbabaie University

More information

Further results on Robust MPC using Linear Matrix Inequalities

Further results on Robust MPC using Linear Matrix Inequalities Further results on Robust MPC using Linear Matrix Inequalities M. Lazar, W.P.M.H. Heemels, D. Muñoz de la Peña, T. Alamo Eindhoven Univ. of Technology, P.O. Box 513, 5600 MB, Eindhoven, The Netherlands,

More information

LINEAR TIME VARYING TERMINAL LAWS IN MPQP

LINEAR TIME VARYING TERMINAL LAWS IN MPQP LINEAR TIME VARYING TERMINAL LAWS IN MPQP JA Rossiter Dept of Aut Control & Systems Eng University of Sheffield, Mappin Street Sheffield, S1 3JD, UK email: JARossiter@sheffieldacuk B Kouvaritakis M Cannon

More information

ESC794: Special Topics: Model Predictive Control

ESC794: Special Topics: Model Predictive Control ESC794: Special Topics: Model Predictive Control Nonlinear MPC Analysis : Part 1 Reference: Nonlinear Model Predictive Control (Ch.3), Grüne and Pannek Hanz Richter, Professor Mechanical Engineering Department

More information

Robust Adaptive MPC for Systems with Exogeneous Disturbances

Robust Adaptive MPC for Systems with Exogeneous Disturbances Robust Adaptive MPC for Systems with Exogeneous Disturbances V. Adetola M. Guay Department of Chemical Engineering, Queen s University, Kingston, Ontario, Canada (e-mail: martin.guay@chee.queensu.ca) Abstract:

More information

Economic model predictive control with self-tuning terminal weight

Economic model predictive control with self-tuning terminal weight Economic model predictive control with self-tuning terminal weight Matthias A. Müller, David Angeli, and Frank Allgöwer Abstract In this paper, we propose an economic model predictive control (MPC) framework

More information

Finite horizon robust model predictive control with terminal cost constraints

Finite horizon robust model predictive control with terminal cost constraints Finite horizon robust model predictive control with terminal cost constraints Danlei Chu, Tongwen Chen and Horacio J Marquez Department of Electrical & Computer Engineering, University of Alberta, Canada,

More information

Outline. 1 Linear Quadratic Problem. 2 Constraints. 3 Dynamic Programming Solution. 4 The Infinite Horizon LQ Problem.

Outline. 1 Linear Quadratic Problem. 2 Constraints. 3 Dynamic Programming Solution. 4 The Infinite Horizon LQ Problem. Model Predictive Control Short Course Regulation James B. Rawlings Michael J. Risbeck Nishith R. Patel Department of Chemical and Biological Engineering Copyright c 217 by James B. Rawlings Outline 1 Linear

More information

Robust Control for Nonlinear Discrete-Time Systems with Quantitative Input to State Stability Requirement

Robust Control for Nonlinear Discrete-Time Systems with Quantitative Input to State Stability Requirement Proceedings of the 7th World Congress The International Federation of Automatic Control Robust Control for Nonlinear Discrete-Time Systems Quantitative Input to State Stability Requirement Shoudong Huang

More information

A Generalization of Barbalat s Lemma with Applications to Robust Model Predictive Control

A Generalization of Barbalat s Lemma with Applications to Robust Model Predictive Control A Generalization of Barbalat s Lemma with Applications to Robust Model Predictive Control Fernando A. C. C. Fontes 1 and Lalo Magni 2 1 Officina Mathematica, Departamento de Matemática para a Ciência e

More information

LYAPUNOV theory plays a major role in stability analysis.

LYAPUNOV theory plays a major role in stability analysis. 1090 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 49, NO. 7, JULY 2004 Satisficing: A New Approach to Constructive Nonlinear Control J. Willard Curtis, Member, IEEE, and Randal W. Beard, Senior Member,

More information

Distributed Receding Horizon Control of Cost Coupled Systems

Distributed Receding Horizon Control of Cost Coupled Systems Distributed Receding Horizon Control of Cost Coupled Systems William B. Dunbar Abstract This paper considers the problem of distributed control of dynamically decoupled systems that are subject to decoupled

More information

Asymptotic stability and transient optimality of economic MPC without terminal conditions

Asymptotic stability and transient optimality of economic MPC without terminal conditions Asymptotic stability and transient optimality of economic MPC without terminal conditions Lars Grüne 1, Marleen Stieler 2 Mathematical Institute, University of Bayreuth, 95440 Bayreuth, Germany Abstract

More information

Chapter 3 Nonlinear Model Predictive Control

Chapter 3 Nonlinear Model Predictive Control Chapter 3 Nonlinear Model Predictive Control In this chapter, we introduce the nonlinear model predictive control algorithm in a rigorous way. We start by defining a basic NMPC algorithm for constant reference

More information

ESC794: Special Topics: Model Predictive Control

ESC794: Special Topics: Model Predictive Control ESC794: Special Topics: Model Predictive Control Discrete-Time Systems Hanz Richter, Professor Mechanical Engineering Department Cleveland State University Discrete-Time vs. Sampled-Data Systems A continuous-time

More information

Research Article Stabilization Analysis and Synthesis of Discrete-Time Descriptor Markov Jump Systems with Partially Unknown Transition Probabilities

Research Article Stabilization Analysis and Synthesis of Discrete-Time Descriptor Markov Jump Systems with Partially Unknown Transition Probabilities Research Journal of Applied Sciences, Engineering and Technology 7(4): 728-734, 214 DOI:1.1926/rjaset.7.39 ISSN: 24-7459; e-issn: 24-7467 214 Maxwell Scientific Publication Corp. Submitted: February 25,

More information

On the Stabilization of Neutrally Stable Linear Discrete Time Systems

On the Stabilization of Neutrally Stable Linear Discrete Time Systems TWCCC Texas Wisconsin California Control Consortium Technical report number 2017 01 On the Stabilization of Neutrally Stable Linear Discrete Time Systems Travis J. Arnold and James B. Rawlings Department

More information

MPC for tracking periodic reference signals

MPC for tracking periodic reference signals MPC for tracking periodic reference signals D. Limon T. Alamo D.Muñoz de la Peña M.N. Zeilinger C.N. Jones M. Pereira Departamento de Ingeniería de Sistemas y Automática, Escuela Superior de Ingenieros,

More information

Stability Analysis of Optimal Adaptive Control under Value Iteration using a Stabilizing Initial Policy

Stability Analysis of Optimal Adaptive Control under Value Iteration using a Stabilizing Initial Policy Stability Analysis of Optimal Adaptive Control under Value Iteration using a Stabilizing Initial Policy Ali Heydari, Member, IEEE Abstract Adaptive optimal control using value iteration initiated from

More information

Robustly stable feedback min-max model predictive control 1

Robustly stable feedback min-max model predictive control 1 Robustly stable feedback min-max model predictive control 1 Eric C. Kerrigan 2 and Jan M. Maciejowski Department of Engineering, University of Cambridge Trumpington Street, Cambridge CB2 1PZ, United Kingdom

More information

1670 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 50, NO. 11, NOVEMBER 2005

1670 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 50, NO. 11, NOVEMBER 2005 1670 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 50, NO. 11, NOVEMBER 2005 Predictive Control of Switched Nonlinear Systems With Scheduled Mode Transitions Prashant Mhaskar, Nael H. El-Farra, and Panagiotis

More information

Learning Model Predictive Control for Iterative Tasks: A Computationally Efficient Approach for Linear System

Learning Model Predictive Control for Iterative Tasks: A Computationally Efficient Approach for Linear System Learning Model Predictive Control for Iterative Tasks: A Computationally Efficient Approach for Linear System Ugo Rosolia Francesco Borrelli University of California at Berkeley, Berkeley, CA 94701, USA

More information

A SIMPLE TUBE CONTROLLER FOR EFFICIENT ROBUST MODEL PREDICTIVE CONTROL OF CONSTRAINED LINEAR DISCRETE TIME SYSTEMS SUBJECT TO BOUNDED DISTURBANCES

A SIMPLE TUBE CONTROLLER FOR EFFICIENT ROBUST MODEL PREDICTIVE CONTROL OF CONSTRAINED LINEAR DISCRETE TIME SYSTEMS SUBJECT TO BOUNDED DISTURBANCES A SIMPLE TUBE CONTROLLER FOR EFFICIENT ROBUST MODEL PREDICTIVE CONTROL OF CONSTRAINED LINEAR DISCRETE TIME SYSTEMS SUBJECT TO BOUNDED DISTURBANCES S. V. Raković,1 D. Q. Mayne Imperial College London, London

More information

A Receding Horizon Generalization of Pointwise Min-Norm Controllers

A Receding Horizon Generalization of Pointwise Min-Norm Controllers 898 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 45, NO. 5, MAY 2000 A Receding Horizon Generalization of Pointwise Min-Norm Controllers James A. Primbs, Vesna Nevistić, and John C. Doyle, Member, IEEE

More information

Stochastic Tube MPC with State Estimation

Stochastic Tube MPC with State Estimation Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems MTNS 2010 5 9 July, 2010 Budapest, Hungary Stochastic Tube MPC with State Estimation Mark Cannon, Qifeng Cheng,

More information

Regional Solution of Constrained LQ Optimal Control

Regional Solution of Constrained LQ Optimal Control Regional Solution of Constrained LQ Optimal Control José DeDoná September 2004 Outline 1 Recap on the Solution for N = 2 2 Regional Explicit Solution Comparison with the Maximal Output Admissible Set 3

More information

This is a self-archive to the following paper.

This is a self-archive to the following paper. This is a self-archive to the following paper. S. Hanba, Robust Nonlinear Model Predictive Control With Variable Bloc Length, IEEE Transactions on Automatic Control, Vol. 54, No. 7, pp. 68 622, 2009 doi:

More information

Passivity-based Stabilization of Non-Compact Sets

Passivity-based Stabilization of Non-Compact Sets Passivity-based Stabilization of Non-Compact Sets Mohamed I. El-Hawwary and Manfredi Maggiore Abstract We investigate the stabilization of closed sets for passive nonlinear systems which are contained

More information

Global stabilization of feedforward systems with exponentially unstable Jacobian linearization

Global stabilization of feedforward systems with exponentially unstable Jacobian linearization Global stabilization of feedforward systems with exponentially unstable Jacobian linearization F Grognard, R Sepulchre, G Bastin Center for Systems Engineering and Applied Mechanics Université catholique

More information

4F3 - Predictive Control

4F3 - Predictive Control 4F3 Predictive Control - Lecture 3 p 1/21 4F3 - Predictive Control Lecture 3 - Predictive Control with Constraints Jan Maciejowski jmm@engcamacuk 4F3 Predictive Control - Lecture 3 p 2/21 Constraints on

More information

ON OUTPUT FEEDBACK NONLINEAR MODEL PREDICTIVE CONTROL USING HIGH GAIN OBSERVERS FOR A CLASS OF SYSTEMS

ON OUTPUT FEEDBACK NONLINEAR MODEL PREDICTIVE CONTROL USING HIGH GAIN OBSERVERS FOR A CLASS OF SYSTEMS Imsland, L. and Findeisen, R. and Bullinger, Eric and Allgöwer, F. and Foss, B.A. (2001) On output feedback nonlinear model predictive control using high gain observers for a class of systems. In: UNSPECIFIED.,

More information

Giulio Betti, Marcello Farina and Riccardo Scattolini

Giulio Betti, Marcello Farina and Riccardo Scattolini 1 Dipartimento di Elettronica e Informazione, Politecnico di Milano Rapporto Tecnico 2012.29 An MPC algorithm for offset-free tracking of constant reference signals Giulio Betti, Marcello Farina and Riccardo

More information

MATH4406 (Control Theory) Unit 6: The Linear Quadratic Regulator (LQR) and Model Predictive Control (MPC) Prepared by Yoni Nazarathy, Artem

MATH4406 (Control Theory) Unit 6: The Linear Quadratic Regulator (LQR) and Model Predictive Control (MPC) Prepared by Yoni Nazarathy, Artem MATH4406 (Control Theory) Unit 6: The Linear Quadratic Regulator (LQR) and Model Predictive Control (MPC) Prepared by Yoni Nazarathy, Artem Pulemotov, September 12, 2012 Unit Outline Goal 1: Outline linear

More information

A Model Predictive Control Scheme with Additional Performance Index for Transient Behavior

A Model Predictive Control Scheme with Additional Performance Index for Transient Behavior A Model Predictive Control Scheme with Additional Performance Index for Transient Behavior Andrea Alessandretti, António Pedro Aguiar and Colin N. Jones Abstract This paper presents a Model Predictive

More information

LINEAR-CONVEX CONTROL AND DUALITY

LINEAR-CONVEX CONTROL AND DUALITY 1 LINEAR-CONVEX CONTROL AND DUALITY R.T. Rockafellar Department of Mathematics, University of Washington Seattle, WA 98195-4350, USA Email: rtr@math.washington.edu R. Goebel 3518 NE 42 St., Seattle, WA

More information

Decentralized and distributed control

Decentralized and distributed control Decentralized and distributed control Centralized control for constrained discrete-time systems M. Farina 1 G. Ferrari Trecate 2 1 Dipartimento di Elettronica, Informazione e Bioingegneria (DEIB) Politecnico

More information

Distributed and Real-time Predictive Control

Distributed and Real-time Predictive Control Distributed and Real-time Predictive Control Melanie Zeilinger Christian Conte (ETH) Alexander Domahidi (ETH) Ye Pu (EPFL) Colin Jones (EPFL) Challenges in modern control systems Power system: - Frequency

More information

4F3 - Predictive Control

4F3 - Predictive Control 4F3 Predictive Control - Lecture 2 p 1/23 4F3 - Predictive Control Lecture 2 - Unconstrained Predictive Control Jan Maciejowski jmm@engcamacuk 4F3 Predictive Control - Lecture 2 p 2/23 References Predictive

More information

Lyapunov Based Control

Lyapunov Based Control Lyapunov Based Control Control Lyapunov Functions Consider the system: x = f(x, u), x R n f(0,0) = 0 Idea: Construct a stabilizing controller in steps: 1. Choose a differentiable function V: R n R, such

More information

Economic MPC using a Cyclic Horizon with Application to Networked Control Systems

Economic MPC using a Cyclic Horizon with Application to Networked Control Systems Economic MPC using a Cyclic Horizon with Application to Networked Control Systems Stefan Wildhagen 1, Matthias A. Müller 1, and Frank Allgöwer 1 arxiv:1902.08132v1 [cs.sy] 21 Feb 2019 1 Institute for Systems

More information

and the nite horizon cost index with the nite terminal weighting matrix F > : N?1 X J(z r ; u; w) = [z(n)? z r (N)] T F [z(n)? z r (N)] + t= [kz? z r

and the nite horizon cost index with the nite terminal weighting matrix F > : N?1 X J(z r ; u; w) = [z(n)? z r (N)] T F [z(n)? z r (N)] + t= [kz? z r Intervalwise Receding Horizon H 1 -Tracking Control for Discrete Linear Periodic Systems Ki Baek Kim, Jae-Won Lee, Young Il. Lee, and Wook Hyun Kwon School of Electrical Engineering Seoul National University,

More information

Event-triggered Control for Discrete-Time Systems

Event-triggered Control for Discrete-Time Systems Event-triggered Control for Discrete-Time Systems Alina Eqtami, Dimos V. Dimarogonas and Kostas J. Kyriakopoulos Abstract In this paper, event-triggered strategies for control of discrete-time systems

More information

Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints

Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints Andrea Boccia 1, Lars Grüne 2, and Karl Worthmann 3 Abstract This paper is concerned with stability and

More information

A Robust Controller for Scalar Autonomous Optimal Control Problems

A Robust Controller for Scalar Autonomous Optimal Control Problems A Robust Controller for Scalar Autonomous Optimal Control Problems S. H. Lam 1 Department of Mechanical and Aerospace Engineering Princeton University, Princeton, NJ 08544 lam@princeton.edu Abstract Is

More information

Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays

Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays Delay-Dependent Stability Criteria for Linear Systems with Multiple Time Delays Yong He, Min Wu, Jin-Hua She Abstract This paper deals with the problem of the delay-dependent stability of linear systems

More information

Analysis and design of unconstrained nonlinear MPC schemes for finite and infinite dimensional systems

Analysis and design of unconstrained nonlinear MPC schemes for finite and infinite dimensional systems Analysis and design of unconstrained nonlinear MPC schemes for finite and infinite dimensional systems Lars Grüne Mathematisches Institut Universität Bayreuth 9544 Bayreuth, Germany lars.gruene@uni-bayreuth.de

More information

Economic Nonlinear Model Predictive Control

Economic Nonlinear Model Predictive Control Economic Nonlinear Model Predictive Control Timm Faulwasser Karlsruhe Institute of Technology (KIT) timm.faulwasser@kit.edu Lars Grüne University of Bayreuth lars.gruene@uni-bayreuth.de Matthias A. Müller

More information

Economic model predictive control without terminal constraints: optimal periodic operation

Economic model predictive control without terminal constraints: optimal periodic operation Economic model predictive control without terminal constraints: optimal periodic operation Matthias A. Müller and Lars Grüne Abstract In this paper, we analyze economic model predictive control schemes

More information

On integral-input-to-state stabilization

On integral-input-to-state stabilization On integral-input-to-state stabilization Daniel Liberzon Dept. of Electrical Eng. Yale University New Haven, CT 652 liberzon@@sysc.eng.yale.edu Yuan Wang Dept. of Mathematics Florida Atlantic University

More information

ROBUSTNESS OF PERFORMANCE AND STABILITY FOR MULTISTEP AND UPDATED MULTISTEP MPC SCHEMES. Lars Grüne and Vryan Gil Palma

ROBUSTNESS OF PERFORMANCE AND STABILITY FOR MULTISTEP AND UPDATED MULTISTEP MPC SCHEMES. Lars Grüne and Vryan Gil Palma DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 35, Number 9, September 2015 doi:10.3934/dcds.2015.35.xx pp. X XX ROBUSTNESS OF PERFORMANCE AND STABILITY FOR MULTISTEP AND UPDATED MULTISTEP MPC SCHEMES

More information

IEOR 265 Lecture 14 (Robust) Linear Tube MPC

IEOR 265 Lecture 14 (Robust) Linear Tube MPC IEOR 265 Lecture 14 (Robust) Linear Tube MPC 1 LTI System with Uncertainty Suppose we have an LTI system in discrete time with disturbance: x n+1 = Ax n + Bu n + d n, where d n W for a bounded polytope

More information

arxiv: v2 [math.oc] 15 Jan 2014

arxiv: v2 [math.oc] 15 Jan 2014 Stability and Performance Guarantees for MPC Algorithms without Terminal Constraints 1 Jürgen Pannek 2 and Karl Worthmann University of the Federal Armed Forces, 85577 Munich, Germany, juergen.pannek@googlemail.com

More information

Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays

Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays IEEE TRANSACTIONS ON AUTOMATIC CONTROL VOL. 56 NO. 3 MARCH 2011 655 Lyapunov Stability of Linear Predictor Feedback for Distributed Input Delays Nikolaos Bekiaris-Liberis Miroslav Krstic In this case system

More information

Dynamic Integral Sliding Mode Control of Nonlinear SISO Systems with States Dependent Matched and Mismatched Uncertainties

Dynamic Integral Sliding Mode Control of Nonlinear SISO Systems with States Dependent Matched and Mismatched Uncertainties Milano (Italy) August 28 - September 2, 2 Dynamic Integral Sliding Mode Control of Nonlinear SISO Systems with States Dependent Matched and Mismatched Uncertainties Qudrat Khan*, Aamer Iqbal Bhatti,* Qadeer

More information

WE CONSIDER linear systems subject to input saturation

WE CONSIDER linear systems subject to input saturation 440 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 48, NO 3, MARCH 2003 Composite Quadratic Lyapunov Functions for Constrained Control Systems Tingshu Hu, Senior Member, IEEE, Zongli Lin, Senior Member, IEEE

More information

Applications of Controlled Invariance to the l 1 Optimal Control Problem

Applications of Controlled Invariance to the l 1 Optimal Control Problem Applications of Controlled Invariance to the l 1 Optimal Control Problem Carlos E.T. Dórea and Jean-Claude Hennet LAAS-CNRS 7, Ave. du Colonel Roche, 31077 Toulouse Cédex 4, FRANCE Phone : (+33) 61 33

More information

NONLINEAR OPTIMAL CONTROL: A CONTROL LYAPUNOV FUNCTION AND RECEDING HORIZON PERSPECTIVE

NONLINEAR OPTIMAL CONTROL: A CONTROL LYAPUNOV FUNCTION AND RECEDING HORIZON PERSPECTIVE 14 Asian Journal of Control, Vol. 1, No. 1, pp. 14-24, March 1999 NONLINEAR OPTIMAL CONTROL: A CONTROL LYAPUNOV FUNCTION AND RECEDING HORIZON PERSPECTIVE James A. Primbs, Vesna Nevistic, and John C. Doyle

More information

Adaptive Dual Control

Adaptive Dual Control Adaptive Dual Control Björn Wittenmark Department of Automatic Control, Lund Institute of Technology Box 118, S-221 00 Lund, Sweden email: bjorn@control.lth.se Keywords: Dual control, stochastic control,

More information

IN THIS paper we will consider nonlinear systems of the

IN THIS paper we will consider nonlinear systems of the IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 44, NO. 1, JANUARY 1999 3 Robust Stabilization of Nonlinear Systems Pointwise Norm-Bounded Uncertainties: A Control Lyapunov Function Approach Stefano Battilotti,

More information

Optimal and suboptimal event-triggering in linear model predictive control

Optimal and suboptimal event-triggering in linear model predictive control Preamble. This is a reprint of the article: M. Jost, M. Schulze Darup and M. Mönnigmann. Optimal and suboptimal eventtriggering in linear model predictive control. In Proc. of the 25 European Control Conference,

More information

Suboptimality of minmax MPC. Seungho Lee. ẋ(t) = f(x(t), u(t)), x(0) = x 0, t 0 (1)

Suboptimality of minmax MPC. Seungho Lee. ẋ(t) = f(x(t), u(t)), x(0) = x 0, t 0 (1) Suboptimality of minmax MPC Seungho Lee In this paper, we consider particular case of Model Predictive Control (MPC) when the problem that needs to be solved in each sample time is the form of min max

More information

Lecture Note 7: Switching Stabilization via Control-Lyapunov Function

Lecture Note 7: Switching Stabilization via Control-Lyapunov Function ECE7850: Hybrid Systems:Theory and Applications Lecture Note 7: Switching Stabilization via Control-Lyapunov Function Wei Zhang Assistant Professor Department of Electrical and Computer Engineering Ohio

More information

Course on Model Predictive Control Part III Stability and robustness

Course on Model Predictive Control Part III Stability and robustness Course on Model Predictive Control Part III Stability and robustness Gabriele Pannocchia Department of Chemical Engineering, University of Pisa, Italy Email: g.pannocchia@diccism.unipi.it Facoltà di Ingegneria,

More information

Stability and feasibility of MPC for switched linear systems with dwell-time constraints

Stability and feasibility of MPC for switched linear systems with dwell-time constraints MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com Stability and feasibility of MPC for switched linear systems with dwell-time constraints Bridgeman, L.; Danielson, C.; Di Cairano, S. TR016-045

More information

CHATTERING-FREE SMC WITH UNIDIRECTIONAL AUXILIARY SURFACES FOR NONLINEAR SYSTEM WITH STATE CONSTRAINTS. Jian Fu, Qing-Xian Wu and Ze-Hui Mao

CHATTERING-FREE SMC WITH UNIDIRECTIONAL AUXILIARY SURFACES FOR NONLINEAR SYSTEM WITH STATE CONSTRAINTS. Jian Fu, Qing-Xian Wu and Ze-Hui Mao International Journal of Innovative Computing, Information and Control ICIC International c 2013 ISSN 1349-4198 Volume 9, Number 12, December 2013 pp. 4793 4809 CHATTERING-FREE SMC WITH UNIDIRECTIONAL

More information

Continuous-time linear MPC algorithms based on relaxed logarithmic barrier functions

Continuous-time linear MPC algorithms based on relaxed logarithmic barrier functions Preprints of the 19th World Congress The International Federation of Automatic Control Continuous-time linear MPC algorithms based on relaxed logarithmic barrier functions Christian Feller Christian Ebenbauer

More information

Model Predictive Control Short Course Regulation

Model Predictive Control Short Course Regulation Model Predictive Control Short Course Regulation James B. Rawlings Michael J. Risbeck Nishith R. Patel Department of Chemical and Biological Engineering Copyright c 2017 by James B. Rawlings Milwaukee,

More information

MOST control systems are designed under the assumption

MOST control systems are designed under the assumption 2076 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 53, NO. 9, OCTOBER 2008 Lyapunov-Based Model Predictive Control of Nonlinear Systems Subject to Data Losses David Muñoz de la Peña and Panagiotis D. Christofides

More information

An Introduction to Model-based Predictive Control (MPC) by

An Introduction to Model-based Predictive Control (MPC) by ECE 680 Fall 2017 An Introduction to Model-based Predictive Control (MPC) by Stanislaw H Żak 1 Introduction The model-based predictive control (MPC) methodology is also referred to as the moving horizon

More information

ECE7850 Lecture 7. Discrete Time Optimal Control and Dynamic Programming

ECE7850 Lecture 7. Discrete Time Optimal Control and Dynamic Programming ECE7850 Lecture 7 Discrete Time Optimal Control and Dynamic Programming Discrete Time Optimal control Problems Short Introduction to Dynamic Programming Connection to Stabilization Problems 1 DT nonlinear

More information