Robust Adaptive MPC for Systems with Exogeneous Disturbances

Similar documents
Set-based adaptive estimation for a class of nonlinear systems with time-varying parameters

Adaptive estimation in nonlinearly parameterized nonlinear dynamical systems

A Systematic Approach to Extremum Seeking Based on Parameter Estimation

On robustness of suboptimal min-max model predictive control *

Nonlinear and robust MPC with applications in robotics

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

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

The Rationale for Second Level Adaptation

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

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

A Novel Integral-Based Event Triggering Control for Linear Time-Invariant Systems

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

IMPROVED MPC DESIGN BASED ON SATURATING CONTROL LAWS

A NONLINEAR TRANSFORMATION APPROACH TO GLOBAL ADAPTIVE OUTPUT FEEDBACK CONTROL OF 3RD-ORDER UNCERTAIN NONLINEAR SYSTEMS

ADAPTIVE EXTREMUM SEEKING CONTROL OF CONTINUOUS STIRRED TANK BIOREACTORS 1

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

ROBUST STABLE NONLINEAR CONTROL AND DESIGN OF A CSTR IN A LARGE OPERATING RANGE. Johannes Gerhard, Martin Mönnigmann, Wolfgang Marquardt

Lecture Note 7: Switching Stabilization via Control-Lyapunov Function

MOST control systems are designed under the assumption

1 The Observability Canonical Form

Delay-independent stability via a reset loop

Sampled-Data Model Predictive Control for Nonlinear Time-Varying Systems: Stability and Robustness

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

Adaptive Nonlinear Model Predictive Control with Suboptimality and Stability Guarantees

LMI based output-feedback controllers: γ-optimal versus linear quadratic.

A Stable Block Model Predictive Control with Variable Implementation Horizon

EE C128 / ME C134 Feedback Control Systems

Nonlinear Control Systems

Robust Output Feedback Stabilization of a Class of Nonminimum Phase Nonlinear Systems

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

I. D. Landau, A. Karimi: A Course on Adaptive Control Adaptive Control. Part 9: Adaptive Control with Multiple Models and Switching

Real-Time Feasibility of Nonlinear Predictive Control for Semi-batch Reactors

Research Article An Equivalent LMI Representation of Bounded Real Lemma for Continuous-Time Systems

Further results on Robust MPC using Linear Matrix Inequalities

ROBUST STABILITY TEST FOR UNCERTAIN DISCRETE-TIME SYSTEMS: A DESCRIPTOR SYSTEM APPROACH

Enlarged terminal sets guaranteeing stability of receding horizon control

An introduction to Mathematical Theory of Control

ECE7850 Lecture 8. Nonlinear Model Predictive Control: Theoretical Aspects

Multiobjective Optimization Applied to Robust H 2 /H State-feedback Control Synthesis

Homogeneous polynomially parameter-dependent state feedback controllers for finite time stabilization of linear time-varying systems

Distributed Receding Horizon Control of Cost Coupled Systems

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

Stochastic Tube MPC with State Estimation

Disturbance Attenuation Properties for Discrete-Time Uncertain Switched Linear Systems

On the Inherent Robustness of Suboptimal Model Predictive Control

Passivity-based Stabilization of Non-Compact Sets

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

TTK4150 Nonlinear Control Systems Solution 6 Part 2

Output Regulation of Uncertain Nonlinear Systems with Nonlinear Exosystems

ESTIMATES ON THE PREDICTION HORIZON LENGTH IN MODEL PREDICTIVE CONTROL

Navigation and Obstacle Avoidance via Backstepping for Mechanical Systems with Drift in the Closed Loop

Efficient robust optimization for robust control with constraints Paul Goulart, Eric Kerrigan and Danny Ralph

Giulio Betti, Marcello Farina and Riccardo Scattolini

Nonlinear Control Design for Linear Differential Inclusions via Convex Hull Quadratic Lyapunov Functions

L 2 -induced Gains of Switched Systems and Classes of Switching Signals

Extremum Seeking with Drift

Robust Stabilization of Non-Minimum Phase Nonlinear Systems Using Extended High Gain Observers

NONLINEAR SAMPLED-DATA OBSERVER DESIGN VIA APPROXIMATE DISCRETE-TIME MODELS AND EMULATION

Nonlinear Reference Tracking with Model Predictive Control: An Intuitive Approach

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

High-Gain Observers in Nonlinear Feedback Control. Lecture # 2 Separation Principle

LMI Methods in Optimal and Robust Control

Logic-based switching control of a nonholonomic system with parametric modeling uncertainty

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

Observer design for a general class of triangular systems

Adaptive backstepping for trajectory tracking of nonlinearly parameterized class of nonlinear systems

Robustly stable feedback min-max model predictive control 1

TIME VARYING STABILISING FEEDBACK DESIGN FOR BILINEAR SYSTEMS

IEOR 265 Lecture 14 (Robust) Linear Tube MPC

State Estimation with Finite Signal-to-Noise Models

MPC for tracking periodic reference signals

Design of Observer-based Adaptive Controller for Nonlinear Systems with Unmodeled Dynamics and Actuator Dead-zone

Decentralized and distributed control

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

Finite horizon robust model predictive control with terminal cost constraints

NONLINEAR CONTROLLER DESIGN FOR ACTIVE SUSPENSION SYSTEMS USING THE IMMERSION AND INVARIANCE METHOD

Robust Semiglobal Nonlinear Output Regulation The case of systems in triangular form

L -Bounded Robust Control of Nonlinear Cascade Systems

Journal of Process Control

On the Inherent Robustness of Suboptimal Model Predictive Control

Research Article Convex Polyhedron Method to Stability of Continuous Systems with Two Additive Time-Varying Delay Components

Contraction Based Adaptive Control of a Class of Nonlinear Systems

Robust Anti-Windup Compensation for PID Controllers

High-Gain Observers in Nonlinear Feedback Control

Nonlinear Tracking Control of Underactuated Surface Vessel

Extremum Seeking-based Indirect Adaptive Control for Nonlinear Systems

Robust Stability. Robust stability against time-invariant and time-varying uncertainties. Parameter dependent Lyapunov functions

Constrained Control of Uncertain, Time-varying Linear Discrete-Time Systems Subject to Bounded Disturbances

Disturbance Attenuation for a Class of Nonlinear Systems by Output Feedback

arzelier

Tube Model Predictive Control Using Homothety & Invariance

An LMI Approach to Robust Controller Designs of Takagi-Sugeno fuzzy Systems with Parametric Uncertainties

A Model Predictive Control Framework for Hybrid Dynamical Systems

Adaptive and Robust Controls of Uncertain Systems With Nonlinear Parameterization

Networked Control Systems, Event-Triggering, Small-Gain Theorem, Nonlinear

Quasi-ISS Reduced-Order Observers and Quantized Output Feedback

Fixed Order H Controller for Quarter Car Active Suspension System

Global stabilization of feedforward systems with exponentially unstable Jacobian linearization

Converse Lyapunov theorem and Input-to-State Stability

Postface to Model Predictive Control: Theory and Design

Transcription:

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: In this paper, we consider the problem of Adaptive model predictive control subject to exogenous disturbances. Using a novel set-based adaptive estimation, the problem of robust adaptive MPC is proposed and solved for a class of linearly parameterized uncertain nonlinear systems subject to state and input constraints. wo formulations of the adaptive MPC routine are proposed. A minmax approach is first considered. A Lipschitz-based formulation, amenable to real-time computations, is then proposed. A chemical reactor simulation example is presented that demonstrates the effectivenessof the technique. Keywords: Adaptive control, Robust MPC, Nonlinear MPC 1. INRODUCION Most physical systems possess consists of parametric and non-parametric uncertainties and the system dynamics can be influenced by exogeneous disturbances as well. Examples in chemical engineering include reaction rates, activation energies, fouling factors, and microbial growth rates. Since parametric uncertainty may degrade the performance of MPC, mechanisms to update the unknown or uncertain parameters are desirable in application. One possibility would be to use state measurements to update the model parameters off-line. A more attractive possibility is to apply adaptive extensions of MPC in which parameter estimation and control are performed online. In this paper, we extend an adaptive MPC framework to nonlinear systems with both constant parametric uncertainty and additive exogenous disturbances. he literature contains very few results on the design of adaptive nonlinear MPC Adetola and Guay (24); Mayne and Michalska (1993). Existing design techniques are restricted to systems that are linear in the unknown (constant) parameters and do not involve state constraints. Although MPC exhibits some degree of robustness to uncertainties, in reality, the degree of robustness provided by nominal models or certainty equivalent models may not be sufficient in practical applications. Parameter estimation error must be accounted for in the computation of the control law. his paper is inspired by DeHaan and Guay (27); DeHaan et al. (27). While the focus in DeHaan and Guay (27); DeHaan et al. (27) is on the use of adaptation to reduce the conservatism of robust MPC controller, this study addresses the problem of adaptive MPC and incorporates robust features to guarantee closedloop stability and constraint satisfaction. Simplicity is achieved here-in by generating a parameter estimator for the unknown parameter vector and parameterizing the he authors would like to acknowledge the financial support of the Natural Sciences and Engineering Research Council of Canada. control policy in terms of these estimates rather than adapting a parameter uncertainty set directly. First, a min-max feedback nonlinear MPC scheme is combined with an adaptation mechanism. he parameter estimation routine are used to update the parameter uncertainty set, at certain time instants, in a manner that guarantees non-expansion of the set leading to a gradual reduction in the conservativeness or computational demands of the algorithms. he min-max formulation explicitly accounts for the effect of future parameter estimation and automatically injects some useful excitation into the closed-loop system to aid in parameter identification. Second, the technique is extended to a less computationally demanding robust MPC algorithm. he nominal model rather than the unknown bounded system state is controlled, subject to conditions that ensure that given constraints are satisfied for all possible uncertainties. State prediction error bound is determined based on assumed Lipschitz continuity of the model. Using a nominal model prediction, it is impossible to predict the actual future behavior of the parameter estimation error as was possible in the min-max framework. It is shown how the future model improvement over the prediction horizon can be considered by developing a worst-case upper bound on the future parameter estimation error. he conservativeness of the algorithm reduces as the error bound decreases monotonically over time. he paper is as follows. he problem description is given in section 2. he parameter estimation routine is presented in section 3.wo approaches to robust adpative model predictive control are detailed in section 4. his is followed by a simulation example in section 5 and brief conclusions in section 6. 2. PROBLEM SE-UP Consider the uncertain nonlinear system ẋ = f(x, u) + g(x, u)θ + ϑ F(x, u, θ, ϑ) (1)

where the disturbance ϑ D R n d is assumed to satisfy a known upper bound ϑ(t) M ϑ <. he objective of the study is to (robustly) stabilize the plant to some target set Ξ R nx while satisfying the pointwise constraints x X R nx and u U R nu. he target set is a compact set, contains the origin and is robustly invariant under no control. It is assumed that θ is uniquely identifiable and lie within an initially known compact set Θ = B(θ, z θ ) where θ is a nominal parameter value, z θ is the radius of the parameter uncertainty set. 3. PARAMEER AND UNCERAINY SE ESIMAION 3.1 Parameter Adaptation Let the estimator model for (1) be selected as ˆx = f(x, u) + g(x, u)ˆθ + k w e + w ˆθ, kw > (2) ẇ = g(x, u) k w w, w(t ) =. (3) resulting in state prediction error e = x ˆx and auxiliary variable η = e w θ dynamics: ė = g(x, u) θ k w e w ˆθ + ϑ e(t ) = x(t ) ˆx(t ) (4) η = k w η + ϑ, η(t ) = e(t ). (5) Since ϑ is not known, an estimate of η is generated from ˆη = k w ˆη, ˆη(t ) = e(t ). (6) with resulting estimation error η = η ˆη dynamics η = k w η + ϑ, η(t ) =. (7) Let Σ R n θ n θ be generated from Σ = w w, Σ(t ) = α I, (8) based on equations (2), (3) and (6), thye preferred parameter update law is given by Σ 1 = Σ 1 w wσ 1, Σ 1 (t ) = 1 α I (9a) { } ˆθ = Proj γ Σ 1 w (e ˆη), ˆθ, ˆθ(t ) = θ Θ (9b) where γ = γ > and Proj{φ, ˆθ} denotes a Lipschitz projection operator such that Proj{φ, ˆθ} θ φ θ, (1) ˆθ(t ) Θ ˆθ(t) Θ ɛ, t t. (11) where Θ ɛ B(θ, zθ +ɛ), ɛ >. More details on parameter projection can be found in Krstic et al. (1995). o proof the following lemma, we need the following result Lemma 1. Desoer and Vidyasagar (1975) Consider the system ẋ(t) = Ax(t) + u(t) (12) Suppose the equilibrium state x e = of the homogeneous equation is exponentially stable, (1) if u L p for 1 < p <, then x L p and (2) if u L p for p = 1 or 2, then x as t. Lemma 2. he identifier (9) is such that the estimation error θ = θ ˆθ is bounded. Moreover, if ϑ L 2 or t [ η 2 γ e ˆη 2] dτ < + (13) with γ = λ min (γ) and the strong condition lim λ ( ) min Σ = (14) t is satisfied, then θ converges to zero asymptotically. Proof: Let V θ = θ Σ θ, it follows from (9) and the relationship w θ = e ˆη η that V θ 2γ θ w (e ˆη) + θ w w θ = γ (e ˆη) (e ˆη) + η 2, (15) implying that θ is bounded. Moreover, it follows from (15) that V θ(t) = V θ(t ) + V θ(t ) γ t t V θ(τ)dτ (16) t t e ˆη 2 dτ + t t η 2 dτ (17) Considering the dynamics of (7), if ϑ L 2, then η L 2 (Lemma 1). Hence, the right hand side of (17) is finite in view of (13), and by (14) we have lim t θ(t) = 3.2 Set Adaptation An update law that measures the worst-case progress of the parameter identifier in the presence of disturbance is given by: V zθ z θ = (18a) λ min (Σ) ) V zθ (t ) = λ max (Σ(t ) (zθ) 2 (18b) ( V zθ = γ (e ˆη) Mϑ ) 2. (e ˆη) + (18c) k w Using the parameter estimator (9) and its error bound z θ (18), the uncertain ball Θ B(ˆθ, z θ ) is adapted online according to the following algorithm: Algorithm 1. Beginning from time t i 1 = t, the parameter and set adaptation is implemented iteratively as follows: 1 Initialize z θ (t i 1 ) = zθ, ˆθ(t i 1 ) = ˆθ and Θ(t i 1 ) = B(ˆθ(t i 1 ), z θ (t i 1 )). 2 At time t i, using equations (9) and (18) perform the update (ˆθ(ti ) ), Θ(t i )), if z θ (t i ) z θ (t i 1 ) (ˆθ, Θ = ˆθ(t i ) ˆθ(t i 1 ) (ˆθ(ti 1 ), Θ(t i 1 )), otherwise 3 Iterate back to step 2, incrementing i = i + 1. (19) he algorithm ensure that Θ is only updated when z θ value has decreased by an amount which guarantees a contraction of the set. Moreover z θ evolution as given in (18) ensures non-exclusion of θ as shown below.

Lemma 3. he evolution of Θ = B(ˆθ, z θ ) under (9), (18) and algorithm 1 is such that i) Θ(t 2 ) Θ(t 1 ), t t 1 t 2 ii) θ Θ(t ) θ Θ(t), t t Proof: i) If Θ(t i+1 ) Θ(t i ), then sup s Θ(t i+1) s ˆθ(t i ) z θ (t i ). (2) However, it follows from triangle inequality and algorithm 1 that Θ, at update times, obeys sup s ˆθ(t i ) s Θ(t i+1) sup s ˆθ(t i+1 ) + ˆθ(t i+1 ) ˆθ(t i ) s Θ(t i+1) z θ (t i+1 ) + ˆθ(t i+1 ) ˆθ(t i ) z θ (t i ), which contradicts (2). Hence, Θ update guarantees Θ(t i+1 ) Θ(t i ) and the strict contraction claim follows from the fact that Θ is held constant over update intervals τ (t i, t i+1 ). ii) We know that V θ(t ) V zθ (t ) (by definition) and it follows from (15) and (18c) that V θ(t) V zθ (t). Hence, by the comparison lemma, we have V θ(t) V zθ (t), t t. (21) and since V θ = θ Σ θ, it follows that θ(t) 2 V zθ(t) λ min (Σ(t)) = z2 θ(t), t t. (22) Hence, if θ Θ(t ), then θ B(ˆθ(t), z θ (t)), t t. 4. ROBUS ADAPIVE MPC 4.1 A Min-max Approach he formulation of the min-max MPC consists of maximizing a cost function with respect to θ Θ, ϑ D and minimizing over feedback control policies κ. he robust receding horizon control law is where J(x, ˆθ, z θ, κ) u = κ mpc (x, ˆθ, z θ ) κ (, x, ˆθ, z θ ) κ arg min κ(,,, ) J(x, ˆθ, z θ, κ) max θ Θ, ϑ D L(x p, u p )dτ (23a) (23b) +W (x p ( ), θ p ( )) (24a) s.t. τ [, ] ẋ p = f(x p, u p ) + g(x p, u p )θ + ϑ, x p () = x (24b) w p = g (x p, u p ) k w w p, w p () = w (24c) ( Σ 1 ) p = (Σ 1 ) p w w(σ 1 ) p, (Σ 1 ) p () = Σ 1 (24d) { } ˆθ p = Proj γ (Σ 1 ) p w (e ˆη), ˆθ u p (τ) κ(τ, x p (τ), ˆθ p (τ)) U θ p = θ ˆθ p, ˆθp () = ˆθ (24e) (24f) x p (τ) X, x p ( ) X f ( θ p ( )) (24g) he effect of future parameter adaptation is also accounted for in this formulation. he conservativeness of the algorithm is reduced by parameterizing both W and X f as functions of θ( ). While it is possible for the set Θ to contract upon θ over time, the robustness feature due to ϑ D will still remain. Algorithm 2. he MPC algorithm performs as follows: At sampling instant t i (1) Measure the current state of the plant x(t) and obtain the current value of matrices w and Σ 1 from equations (3) and (9a) respectively (2) Obtain the current value of parameter estimates ˆθ and uncertainty bound z θ from (9b) and (18) respectively If z θ (t i ) z θ (t i 1 ) ˆθ(t i ) ˆθ(t i 1 ), Else ˆθ = ˆθ(t i ), z θ = z θ (t i ) ˆθ = ˆθ(t i 1 ), z θ = z θ (t i 1 ) End (3) Solve the optimization problem (23) and apply the resulting feedback control law to the plant until the next sampling instant (4) Increment i = i+1. Repeat the procedure from step 1 for the next sampling instant. 4.2 Lipschitz-based Approach In this section, we present a Lipschitz-based method whereby the nominal model rather than the unknown bounded system state is controlled, subject to conditions that ensure that given constraints are satisfied for all possible uncertainties. State prediction error bound is determined based on the Lipschitz continuity of the model. A knowledge of appropriate Lipschitz bounds for the x-dependence of the dynamics f(x, u) and g(x, u) are assumed as follows: Assumption 4. A set of functions L j : X U R +, j {f, g} are known which satisfy L j (X, u) { min L j sup x 1,x 2 X ( ) j(x 1, u) j(x 2, u) L j x 1 x 2 }, where for j g is interpreted as an induced norm since g(x, u) is a matrix. Assuming a knowledge of the Lipschitz bounds for the x- dependence of the dynamics f(x, u) and g(x, u) as given in Assumption 4 and let Π = z θ + ˆθ, a worst-case deviation z p x max θ Θ x x p can be generated from ż p x = (L f + L g Π)z p x + g(x p, u) z θ + M ϑ, z p x(t ) =. (26) Using this error bound, the robust Lipschitz-based MPC is given by where u = κ mpc (x, ˆθ, z θ ) = u () u (.) arg min J(x, ˆθ, z θ, u p ) u p [, ] (27a) (27b)

J(x, ˆθ, z θ, u p )= s.t. τ [, ] L(x p, u p )dτ + W (x p ( ), z p θ ) (28a) ẋ p = f(x p, u p ) + g(x p, u p )ˆθ, x p () = x (28b) ż p x = (L f + L g Π)z p x + g p z θ + M ϑ, z p x() = (28c) X p (τ) B(x p (τ), zx(τ)) p X, u p (τ) U (28d) X p ( ) X f (z p θ ) (28e) he effect of the disturbance is built into the uncertainty cone B(x p (τ), zx(τ)) p via (28c). Since the uncertainty bound is no more monotonically decreasing in this case, the uncertainty radius z θ which appears in (28c) and in the terminal expressions of (28a) and (28e) are held constant over the prediction horizon. However, the fact that they are updated at sampling instants when z θ shrinks reduces the conservatism of the robust MPC and enlarges the terminal domain that would otherwise have been designed based on a large initial uncertainty z θ (t ). Algorithm 3. he Lipschitz-based MPC algorithm performs as follows: At sampling instant t i (1) Measure the current state of the plant x = x(t i ) (2) Obtain the current value of the parameter estimates ˆθ and uncertainty bound z θ from equations (9) and (18) respectively, If z θ (t i ) z θ (t i 1 ) ˆθ = ˆθ(t i ), z θ = z θ (t i ) Else ˆθ = ˆθ(t i 1 ), z θ = z θ (t i 1 ) End (3) Solve the optimization problem (27) and apply the resulting feedback control law to the plant until the next sampling instant (4) Increment i:=i+1; repeat the procedure from step 1 for the next sampling instant. 5. CLOSED-LOOP ROBUS SABILIY Robust stabilization to the target set Ξ is guaranteed by appropriate selection of the design parameters W and X f. he robust stability conditions require the satisfaction of the following criteria. Criterion 5. he terminal penalty function W : X f Θ [, + ] and the terminal constraint function X f : Θ X are such that for each (θ, ˆθ, θ) (Θ Θ Θ ɛ), there exists a feedback k f (., ˆθ) : X f U satisfying (1) X f ( θ) X, X f ( θ) closed (2) k f (x, ˆθ) U, x X f ( θ) (3) W (x, θ) is continuous with respect to x R nx (4) x X f ( θ)\ξ, X f ( θ) is strongly positively invariant under k f (x, ˆθ) with respect to ẋ f(x, k f (x, ˆθ)) + g(x, k f (x, ˆθ))Θ + D (5) L(x, k f (x, ˆθ)) + W x F(x, k f (x, ˆθ), θ, ϑ), x X f ( θ)\ξ. Criterion 6. For any θ 1, θ2 Θ s.t. θ 2 θ 1, (1) W (x, θ 2 ) W (x, θ 1 ), x X f ( θ 1 ) (2) X f ( θ 2 ) X f ( θ 1 ) he revised condition C5 require W to be a local robust CLF for the uncertain system 1 with respect to θ Θ and ϑ D. 5.1 Main Results heorem 7. Let X d X d (Θ ) X denote the set of initial states with uncertainty Θ for which (23) has a solution. Assuming criteria 5 and 6 are satisfied, then the closed-loop system state x, given by (1,9,18,23), originating from any x X d feasibly approaches the target set Ξ as t +. Proof: Feasibility: he closed-loop stability is based upon the feasibility of the control action at each sample time. Assuming, at time t, that an optimal solution u p [, ] to the optimization problem (23) exist and is found. Let Θ p denote the estimated uncertainty set at time t and Θ v denote the set at time t + δ that would result with the feedback implementation of u [t,t+δ] = u p [,δ]. Also, let xp represents the worst case state trajectory originating from x p () = x(t) and x v represents the trajectory originating from x v () = x + δv under the same feasible control input u v [δ, ] = u p [δ, ]. Moreover, let Xa Θ {x a ẋ a b F(x a, u p, Θ b ) f(x a, u p ) + g(x a, u p )Θ b }. Since the u p [, ] is optimal with respect to the worst case uncertainty scenario, it suffice to say that u p [, ] drives any trajectory x p X p Θ into the terminal region p Xp f. Since Θ is non-expanding over time, we have Θ v Θ p implying x v X p Θ v Xp Θ p. he terminal region Xp f is strongly positively invariant for the nonlinear system (1) under the feedback k f (.,.), the input constraint is satisfied in X p f and X v f Xp f by criteria 2.2, 2.4 and 3.2 respectively. Hence, the input u = [u p [δ, ], k f[, +δ]] is a feasible solution of (23) at time t + δ and by induction, the optimization problem is feasible for all t. Stability: he stability of the closed-loop system is established by proving strict decrease of the optimal cost J (x, ˆθ, z θ ) J(x, ˆθ, z θ, κ ). Let the trajectories (x p, ˆθ p, θ p, z p θ ) and control up correspond to any worst case minimizing solution of J (x, ˆθ, z θ ). If x p [, ] were extended to τ [, + δ] by implementing the feedback u(τ) = k f (x p (τ), ˆθ p (τ) ) on τ [, + δ], then criterion 5(5) guarantees the inequality +δ L(x p, k f (x p, ˆθ p ) )dτ + W (x p +δ, θ p ) W (xp, θ p ) (29) where in (29) and in the remainder of the proof, x p σ x p (σ), θ σ p θ p (σ), for σ =, + δ. he optimal cost J (x, ˆθ, z θ ) = L(x p, u p )dτ + W (x p, θ p ) L(x p, u p )dτ + W (x p, θ p ) (3)

+ +δ L(x p, k f (x p, ˆθ p ) )dτ + W (x p +δ, θ p ) W (xp, θ p ) L(x p, u p )dτ + + +δ δ (31) L(x p, u p )dτ (32) L(x p, k f (x p, ˆθ p ) )dτ + W (x p +δ, θ p +δ ) (33) L(x p, u p )dτ + J (x(δ), ˆθ(δ), z θ (δ)) (34) hen, it follows from (34) that J (x(δ), ˆθ(δ), z θ (δ)) J (x, ˆθ, z θ ) L(x p, u p )dτ µ L ( x, u )dτ. (35) where µ L is a class K function. Hence x(t) asymptotically. Remark 8. In the above proof, (31) is obtained using inequality (29) (33) follows from criterion 5.1 and the fact that θ is non-increasing (34) follows by noting that the last 3 terms in (33) is a (potentially) suboptimal cost on the interval [δ, + δ] starting from the point (x p (δ), ˆθ p (δ)) with associated uncertainty set B(ˆθ p (δ), z p θ (δ)). he closed-loop stability is established by the feasibility of the control action at each sample time and the strict decrease of the optimal cost J. he proof follows from the fact that the control law is optimal with respect to the worst case uncertainty (θ, ϑ) (Θ, D) scenario and the terminal region X p f is strongly positively invariant for (1) under the (local) feedback k f (.,.). heorem 9. Let X d X d (Θ ) X denote the set of initial states for which (27) has a solution. Assuming Assumption 4 and Criteria 5 and 6 are satisfied, then the origin of the closed-loop system given by (1,9,18,27) is feasibly asymptotically stabilized from any x X d to the target set Ξ. he proof of the Lipschitz-based control law follows from that of theorem 7. 6. SIMULAION EXAMPLE o illustrate the effectiveness of the proposed design, we consider the regulation of the CSR subject to an additional disturbance on the temperature dynamic: Ċ A = q ( ) E V (C Ain C A ) k exp r = q V ( in r ) H k exp ρ c p R ( r E C A ) C A R r + UA ρ c p V ( c r ) + ϑ where ϑ(t) is an unknown function of time. We also assume that the reaction kinetic constant k and H are only nominally known. It is assumed that reaction kinetic constant k and heat of reaction H are only nominally known and parameterized as k = θ 1 1 1 min 1 and H k = θ 2 1 15 J/mol min with the parameters satisfying.1 θ 1 1 and.1 θ 2 1. he objective is to adaptively regulate the unstable equilibrium C eq eq A =.5 mol/l, r = 35 K, c eq = 3 K while satisfying the constraints C A 1, 28 r 37 and 28 c 37. he nominal operating conditions, which corresponds to the given unstable equilibrium are taken from Magni et al. (21): q =1 l/min, V =1 l, ρ =1 g/l, c p =.239 J/g K, E/R = 875 K, UA = 5 1 4 J/min K, C Ain = 1 mol/l and in = 35 K. he control objective is to robustly regulate the reactor temperature and concentration to the (open loop) unstable equilibrium C eq eq A =.5 mol/l, r = 35 K, c eq = 3 K by manipulating the temperature of the coolant stream c. Defining x = [ C A C eq eq A r r.5, 2 ] eq c c, u = 2, the stage cost L(x, u) was selected as a quadratic function of its arguments: L(x, u) = x Q x x + u R u u [ ].5 Q x = R 1.1429 u = 1.333. (36a) (36b) he terminal penalty function used is a quadratic parameterdependent Lyapunov function W (x, θ) = x P (θ)x for the linearized system. Denoting the closed-loop system under a local robust stabilizing controller u = k f (θ) x as ẋ = A cl (θ)x. he matrix P (θ) := P + θ 1 P 1 + θ 2 P 2 +... θ nθ P nθ was selected to satisfy the Lyapunov system of LMIs P (θ) > A cl (θ) P (θ) + P (θ)a cl (θ) < for all admissible values of θ. Since θ lie between known extrema values, the task of finding P (θ) reduces to solving a finite set of linear matrix inequalities by introducing additional constraints Gahinet et al. (1996). For the initial nominal estimate θ = 5.5 and zθ = 4.95, the matrix P (θ ) obtained is P (θ ) = [ ].689.1134.1134 4.9122 and the corresponding terminal region is (37) X f = {x : x P (θ ) x.25}. (38) For simulation purposes, the disturbance is selected as a fluctuation of the inlet temperate ϑ(t) =.1 in sin(3t) and the true values of the unknown parameters were also chosen as k = 7.2 1 1 min 1 and H = - 5. 1 4 J/mol. he stage cost (36), terminal penalty (37) and terminal region (38) were used. he Lipschitz-based approach was used for the controller calculations and the result was implemented according to Algorithm 3. As depicted in Figures 1 to 3, the robust adaptive MPC drives the system to a neighborhood of the equilibrium while satisfying the imposed constraints and achieves parameter convergence. Figure 4 shows that the uncertainty bound z θ also reduces over time.

365 5 36 4.9 emperature, r [K] 355 35 345 X f uncertainty, z θ 4.8 4.7 4.6 34 335.2.3.4.5.6.7.8 Concentration, C A [mol/l] 4.5 4.4.5 1 1.5 2 2.5 3 ime (min) Fig. 1. Closed-loop reactor trajectories under additive disturbance ϑ(t) c [K] 35 34 33 32 31 3 29 28.5 1 1.5 2 2.5 3 ime (min) Fig. 2. Closed-loop input profiles for states starting at different initial conditions (C A (), r ()): (.3, 335) is solid line, (.6, 335) is dashed line and (.3, 363) is the dotted line ˆθ1 7.5 7 6.5 6 5.5 ˆθ2 4.5 5.5 1 1.5 2 2.5 3 5.5 5 4 3.5.5 1 1.5 2 2.5 3 ime (min) Fig. 3. Closed-loop parameter estimates profile for states starting at different initial conditions (C A (), r ()): (.3, 335) is solid line, (.6, 335) is dashed line and (.3, 363) is the dotted line 7. CONCLUSIONS Fig. 4. Closed-loop uncertainty bound trajectories for initial condition (C A, r ) = (.3, 335) varying disturbances. he proposed robust controller updates the plant model online when model improvement is guaranteed. he embedded adaptation mechanism enables us to construct less conservative terminal design parameters based upon subsets of the original parametric uncertainty. While the introduced conservatism/computation complexity due to the parametric uncertainty reduces over time, the portion due to the disturbance ϑ D remains active for all time. REFERENCES Adetola, V. and Guay, M. (24). Adaptive receding horizon control of nonlinear systems. In Proc. of IFAC Symposium on Nonlinear Control systems, 155 16. Stuttgart. DeHaan, D., Adetola, V., and Guay, M. (27). Adaptive robust mpc: An eye towards computational simplicity. In Proc. of IFAC Symposium on Nonlinear Control systems. South Africa. DeHaan, D. and Guay, M. (27). Adaptive robust mpc: A minimally-conservative approach. In Proc. of American Control Conference. Desoer, C. and Vidyasagar, M. (1975). Feedback Systems: Input-Output Properties. Academic Press, New York. Gahinet, P., Apkarian, P., and Chilali, M. (1996). Affine parameter-dependent lyapunov functions and real. parametric uncertainty. IEEE ransactions on Automatic Control, 41(3), 436 442. Krstic, M., Kanellakopoulos, I., and Kokotovic, P. (1995). Nonlinear and Adaptive Control Design. John Wiley and Sons Inc, oronto. Magni, L., De Nicolao, G., Magnani, L., and Scattolini, R. (21). A stabilizing model-based predictive control algorithm for nonlinear systems. Automatica, 37, 1351 1362. Mayne, D.Q. and Michalska, H. (1993). Adaptive receding horizon control for constrained nonlinear systems. In In Proc. of IEEE Conference on Decision and Control, 1286 1291. San Antonio, exas. he adaptive MPC design technique is extended to constrained nonlinear systems with both parametric and time