Robust Constrained Model Predictive Control using Linear Matrix Inequalities

The primary disadvantage of current design techniques for model predictive control (MPC) is their inability to deal explicitly with plant model uncertainty. In this paper, we present a new approach for robust MPC synthesis which allows explicit incorporation of the description of plant uncertainty in the problem formulation. The uncertainty is expressed both in the time domain and the frequency domain. The goal is to design, at each time step, a state-feedback control law which minimizes a "worst-case" infinite horizon objective function, subject to constraints on the control input and plant output. Using standard techniques, the problem of minimizing an upper bound on the "worst-case" objective function, subject to input and output constraints, is reduced to a convex optimization involving linear matrix inequalities (LMIs). It is shown that the feasible receding horizon state-feedback control design robustly stabilizes the set of uncertain plants under consideration. Several extensions, such as application to systems with time-delays and problems involving constant set-point tracking, trajectory tracking and disturbance rejection, which follow naturally from our formulation, are discussed. The controller design procedure is illustrated with two examples. Finally, conclusions are presented

Data-driven Economic NMPC using Reinforcement Learning

Reinforcement Learning (RL) is a powerful tool to perform data-driven optimal control without relying on a model of the system. However, RL struggles to provide hard guarantees on the behavior of the resulting control scheme. In contrast, Nonlinear Model Predictive Control (NMPC) and Economic NMPC (ENMPC) are standard tools for the closed-loop optimal control of complex systems with constraints and limitations, and benefit from a rich theory to assess their closed-loop behavior. Unfortunately, the performance of (E)NMPC hinges on the quality of the model underlying the control scheme. In this paper, we show that an (E)NMPC scheme can be tuned to deliver the optimal policy of the real system even when using a wrong model. This result also holds for real systems having stochastic dynamics. This entails that ENMPC can be used as a new type of function approximator within RL. Furthermore, we investigate our results in the context of ENMPC and formally connect them to the concept of dissipativity, which is central for the ENMPC stability. Finally, we detail how these results can be used to deploy classic RL tools for tuning (E)NMPC schemes. We apply these tools on both a classical linear MPC setting and a standard nonlinear example from the ENMPC literature

Design of of model-based controllers via parametric programming

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Model predictive control techniques for hybrid systems

This paper describes the main issues encountered when applying model predictive control to hybrid processes. Hybrid model predictive control (HMPC) is a research field non-fully developed with many open challenges. The paper describes some of the techniques proposed by the research community to overcome the main problems encountered. Issues related to the stability and the solution of the optimization problem are also discussed. The paper ends by describing the results of a benchmark exercise in which several HMPC schemes were applied to a solar air conditioning plant.Ministerio de Eduación y Ciencia DPI2007-66718-C04-01Ministerio de Eduación y Ciencia DPI2008-0581

A Study Model Predictive Control for Spark Ignition Engine Management and Testing

Pressure to improve spark-ignition (SI) engine fuel economy has driven thedevelopment and integration of many control actuators, creating complex controlsystems. Integration of a high number of control actuators into traditional map basedcontrollers creates tremendous challenges since each actuator exponentially increasescalibration time and investment. Model Predictive Control (MPC) strategies have thepotential to better manage this high complexity since they provide near-optimal controlactions based on system models. This research work focuses on investigating somepractical issues of applying MPC with SI engine control and testing.Starting from one dimensional combustion phasing control using spark timing(SPKT), this dissertation discusses challenges of computing the optimal control actionswith complex engine models. A nonlinear optimization is formulated to compute thedesired spark timing in real time, while considering knock and combustion variationconstraints. Three numerical approaches are proposed to directly utilize complex high-fidelity combustion models to find the optimal SPKT. A model based combustionphasing estimator that considers the influence of cycle-by-cycle combustion variations isalso integrated into the control system, making feedback and adaption functions possible.An MPC based engine management system with a higher number of controldimensions is also investigated. The control objective is manipulating throttle, externalEGR valve and SPKT to provide demanded torque (IMEP) output with minimum fuelconsumption. A cascaded control structure is introduced to simplify the formulation and solution of the MPC problem that solves for desired control actions. Sequential quadratic programming (SQP) MPC is applied to solve the nonlinear optimization problem in real time. A real-time linearization technique is used to formulate the sub-QP problems with the complex high dimensional engine system. Techniques to simplify the formulation of SQP and improve its convergence performance are also discussed in the context of tracking MPC. Strategies to accelerate online quadratic programming (QP) are explored. It is proposed to use pattern recognition techniques to “warm-start” active set QP algorithms for general linear MPC applications. The proposed linear time varying (LTV) MPC is used in Engine-in-Loop (EIL) testing to mimic the pedal actuations of human drivers who foresee the incoming traffic conditions. For SQP applications, the MPC is initialized with optimal control actions predicted by an ANN. Both proposed MPC methods significantly reduce execution time with minimal additional memory requirement