Algorithms and Applications for Nonlinear Model Predictive Control with Long Prediction Horizon

Fast implementations of NMPC are important when addressing real-time control of systems exhibiting features like fast dynamics, large dimension, and long prediction horizon, as in such situations the computational burden of the NMPC may limit the achievable control bandwidth. For that purpose, this thesis addresses both algorithms and applications. First, fast NMPC algorithms for controlling continuous-time dynamic systems using a long prediction horizon have been developed. A bridge between linear and nonlinear MPC is built using partial linearizations or sensitivity update. In order to update the sensitivities only when necessary, a Curvature-like measure of nonlinearity (CMoN) for dynamic systems has been introduced and applied to existing NMPC algorithms. Based on CMoN, intuitive and advanced updating logic have been developed for different numerical and control performance. Thus, the CMoN, together with the updating logic, formulates a partial sensitivity updating scheme for fast NMPC, named CMoN-RTI. Simulation examples are used to demonstrate the effectiveness and efficiency of CMoN-RTI. In addition, a rigorous analysis on the optimality and local convergence of CMoN-RTI is given and illustrated using numerical examples. Partial condensing algorithms have been developed when using the proposed partial sensitivity update scheme. The computational complexity has been reduced since part of the condensing information are exploited from previous sampling instants. A sensitivity updating logic together with partial condensing is proposed with a complexity linear in prediction length, leading to a speed up by a factor of ten. Partial matrix factorization algorithms are also proposed to exploit partial sensitivity update. By applying splitting methods to multi-stage problems, only part of the resulting KKT system need to be updated, which is computationally dominant in on-line optimization. Significant improvement has been proved by giving floating point operations (flops). Second, efficient implementations of NMPC have been achieved by developing a Matlab based package named MATMPC. MATMPC has two working modes: the one completely relies on Matlab and the other employs the MATLAB C language API. The advantages of MATMPC are that algorithms are easy to develop and debug thanks to Matlab, and libraries and toolboxes from Matlab can be directly used. When working in the second mode, the computational efficiency of MATMPC is comparable with those software using optimized code generation. Real-time implementations are achieved for a nine degree of freedom dynamic driving simulator and for multi-sensory motion cueing with active seat