Distributed model predictive control of linear systems with persistent disturbances

This article presents a new form of robust distributed model predictive control (MPC) for multiple dynamically decoupled subsystems, in which distributed control agents exchange plans to achieve satisfaction of coupling constraints. The new method offers greater flexibility in communications than existing robust methods, and relaxes restrictions on the order in which distributed computations are performed. The local controllers use the concept of tube MPC – in which an optimisation designs a tube for the system to follow rather than a trajectory – to achieve robust feasibility and stability despite the presence of persistent, bounded disturbances. A methodical exploration of the trades between performance and communication is provided by numerical simulations of an example scenario. It is shown that at low levels of inter-agent communication, distributed MPC can obtain a lower closed-loop cost than that obtained by a centralised implementation. A further example shows that the flexibility in communications means the new algorithm has a relatively low susceptibility to the adverse effects of delays in computation and communication

Robust Model Predictive Control for Spacecraft Rendezvous with Online Prediction of Disturbance Bounds

IFAC Workshop Aerospace Guidance, Navigation and Flight Control Systems (AGNFCS' 09) Samara, RUSSIA June 30 - July 2, 2009A Model Predictive Controller is introduced to solve the problem of rendezvous of spacecraft, using the HCW model and including additive disturbances and line-of-sight constraints. It is shown that a standard MPC is not able to cope with disturbances. Then a robust Model Predictive Control that introduces the concepts of robust satisfaction of constraints is proposed. The formulation also includes a predictor of the disturbance properties which are needed in the robust algorithm. In simulations it is shown that the robust MPC scheme is able to handle not only additive disturbances (which are the ones used in the formulation) but also large multiplicative disturbances and unmodelled dynamics (due to eccentricity of the orbit of the target spacecraft)

On general systems with network-enhanced complexities

In recent years, the study of networked control systems (NCSs) has gradually become an active research area due to the advantages of using networked media in many aspects such as the ease of maintenance and installation, the large flexibility and the low cost. It is well known that the devices in networks are mutually connected via communication cables that are of limited capacity. Therefore, some network-induced phenomena have inevitably emerged in the areas of signal processing and control engineering. These phenomena include, but are not limited to, network-induced communication delays, missing data, signal quantization, saturations, and channel fading. It is of great importance to understand how these phenomena influence the closed-loop stability and performance properties

Robust Model Predictive Control via Scenario Optimization

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based on the iterated solution, at each step, of a finite-horizon optimal control problem (FHOCP) that takes into account a suitable number of randomly extracted scenarios of uncertainty and disturbances, followed by a specific command selection rule implemented in a receding horizon fashion. The scenario FHOCP is always convex, also when the uncertain parameters and disturbance belong to non-convex sets, and irrespective of how the model uncertainty influences the system's matrices. Moreover, the computational complexity of the proposed approach does not depend on the uncertainty/disturbance dimensions, and scales quadratically with the control horizon. The main result in this paper is related to the analysis of the closed loop system under receding-horizon implementation of the scenario FHOCP, and essentially states that the devised control law guarantees constraint satisfaction at each step with some a-priori assigned probability p, while the system's state reaches the target set either asymptotically, or in finite time with probability at least p. The proposed method may be a valid alternative when other existing techniques, either deterministic or stochastic, are not directly usable due to excessive conservatism or to numerical intractability caused by lack of convexity of the robust or chance-constrained optimization problem.Comment: This manuscript is a preprint of a paper accepted for publication in the IEEE Transactions on Automatic Control, with DOI: 10.1109/TAC.2012.2203054, and is subject to IEEE copyright. The copy of record will be available at http://ieeexplore.ieee.or

Plug-and-play distributed state estimation for linear systems

This paper proposes a state estimator for large-scale linear systems described by the interaction of state-coupled subsystems affected by bounded disturbances. We equip each subsystem with a Local State Estimator (LSE) for the reconstruction of the subsystem states using pieces of information from parent subsystems only. Moreover we provide conditions guaranteeing that the estimation errors are confined into prescribed polyhedral sets and converge to zero in absence of disturbances. Quite remarkably, the design of an LSE is recast into an optimization problem that requires data from the corresponding subsystem and its parents only. This allows one to synthesize LSEs in a Plug-and-Play (PnP) fashion, i.e. when a subsystem gets added, the update of the whole estimator requires at most the design of an LSE for the subsystem and its parents. Theoretical results are backed up by numerical experiments on a mechanical system

Learning an Approximate Model Predictive Controller with Guarantees

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC design ensures robustness to inaccurate inputs within given bounds, and Hoeffding's Inequality is used to validate that the learned MPC satisfies these bounds with high confidence. The result is a closed-loop statistical guarantee on stability and constraint satisfaction for the learned MPC. The proposed learning-based MPC framework is illustrated on a nonlinear benchmark problem, for which we learn a neural network controller with guarantees.Comment: 6 pages, 3 figures, to appear in IEEE Control Systems Letter

Stochastic disturbance rejection in model predictive control by randomized algorithms

In this paper we consider model predictive control with stochastic disturbances and input constraints. We present an algorithm which can solve this problem approximately but with arbitrary high accuracy. The optimization at each time step is a closed loop optimization and therefore takes into account the effect of disturbances over the horizon in the optimization. Via an example it is shown that this gives a clear improvement of performance although at the expense of a large computational effort