Computational burden reduction in Min-Max MPC

Min–max model predictive control (MMMPC) is one of the strategies used to control plants subject to bounded uncertainties. The implementation of MMMPC suffers a large computational burden due to the complex numerical optimization problem that has to be solved at every sampling time. This paper shows how to overcome this by transforming the original problem into a reduced min–max problem whose solution is much simpler. In this way, the range of processes to which MMMPC can be applied is considerably broadened. Proofs based on the properties of the cost function and simulation examples are given in the paper

Robust constrained model predictive control based on parameter-dependent Lyapunov functions

The problem of robust constrained model predictive control (MPC) of systems with polytopic uncertainties is considered in this paper. New sufficient conditions for the existence of parameter-dependent Lyapunov functions are proposed in terms of linear matrix inequalities (LMIs), which will reduce the conservativeness resulting from using a single Lyapunov function. At each sampling instant, the corresponding parameter-dependent Lyapunov function is an upper bound for a worst-case objective function, which can be minimized using the LMI convex optimization approach. Based on the solution of optimization at each sampling instant, the corresponding state feedback controller is designed, which can guarantee that the resulting closed-loop system is robustly asymptotically stable. In addition, the feedback controller will meet the specifications for systems with input or output constraints, for all admissible time-varying parameter uncertainties. Numerical examples are presented to demonstrate the effectiveness of the proposed techniques

Interpolation-based Off-line Robust MPC for Uncertain Polytopic Discrete-time Systems

In this paper, interpolation-based off-line robust MPC for uncertain polytopic discrete-time systems is presented. Instead of solving an on-line optimization problem at each sampling time to find a state feedback gain, a sequence of state feedback gains is pre-computed off-line in order to reduce the on-line computational time. At each sampling time, the real-time state feedback gain is calculated by linear interpolation between the pre-computed state feedback gains. Three interpolation techniques are proposed. In the first technique, the smallest ellipsoids containing the measured state are approximated and the corresponding real-time state feedback gain is calculated. In the second technique, the pre-computed state feedback gains are interpolated in order to get the largest possible real-time state feedback gain while robust stability is still guaranteed. In the last technique, the real-time state feedback gain is calculated by minimizing the violation of the constraints of the adjacent inner ellipsoids so the real-time state feedback gain calculated has to regulate the state from the current ellipsoids to the adjacent inner ellipsoids as fast as possible. As compared to on-line robust MPC, the proposed techniques can significantly reduce on-line computational time while the same level of control performance is still ensured

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

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

Min–max MPC using a tractable QP problem

Min–max model predictive controllers (MMMPC) suffer from a great computational burden that is often circumvented by using approximate solutions or upper bounds of the worst possible case of a performance index. This paper proposes a computationally efficient MMMPC control strategy in which a close approximation of the solution of the min–max problem is computed using a quadratic programming problem. The overall computational burden is much lower than that of the min–max problem and the resulting control is shown to have a guaranteed stability. A simulation example is given in the paper

A Polyhedral Off-Line Robust MPC Strategy for Uncertain Polytopic Discrete-Time Systems

In this paper, an off-line synthesis approach to robust constrained model predictive control for uncertain polytopic discrete-time systems is presented. Most of the computational burdens are moved off-line by pre-computing a sequence of state feedback control laws that corresponds to a sequence of polyhedral invariant sets. The state feedback control laws computed are derived by minimizing the nominal performance cost in order to improve control performance. At each sampling instant, the smallest polyhedral invariant set containing the currently measured state is determined. The corresponding state feedback control law is then implemented to the process. The controller design is illustrated with two examples in chemical processes. The proposed algorithm is compared with an ellipsoidal off-line robust model predictive control algorithm derived by minimizing the worst-case performance cost and an ellipsoidal off-line robust model predictive control algorithm derived by minimizing the nominal performance cost. The results show that the proposed algorithm can achieve better control performance. Moreover, a significantly larger stabilizable region is obtained