Robust model predictive control: robust control invariant sets and efficient implementation

Robust model predictive control (RMPC) is widely used in industry. However, the online computational burden of this algorithm restricts its development and application to systems with relatively slow dynamics. We investigate this problem in this thesis with the overall aim of reducing the online computational burden and improving the online efficiency. In RMPC schemes, robust control invariant (RCI) sets are vitally important in dealing with constraints and providing stability. They can be used as terminal (invariant) sets in RMPC schemes to reduce the online computational burden and ensure stability simultaneously. To this end, we present a novel algorithm for the computation of full-complexity polytopic RCI sets, and the corresponding feedback control law, for linear discrete-time systems subject to output and initial state constraints, performance bounds, and bounded additive disturbances. Two types of uncertainty, structured norm-bounded and polytopic uncertainty, are considered. These algorithms are then extended to deal with systems subject to asymmetric initial state and output constraints. Furthermore, the concept of RCI sets can be extended to invariant tubes, which are fundamental elements in tube based RMPC scheme. The online computational burden of tube based RMPC schemes is largely reduced to the same level as model predictive control for nominal systems. However, it is important that the constraint tightening that is needed is not excessive, otherwise the performance of the MPC design may deteriorate, and there may even not exist a feasible control law. Here, the algorithms we proposed for RCI set approximations are extended and applied to the problem of reducing the constraint tightening in tube based RMPC schemes. In order to ameliorate the computational complexity of the online RMPC algorithms, we propose an online-offline RMPC method, where a causal state feedback structure on the controller is considered. In order to improve the efficiency of the online computation, we calculate the state feedback gain offline using a semi-definite program (SDP). Then we propose a novel method to compute the control perturbation component online. The online optimization problem is derived using Farkas' Theorem, and then approximated by a quadratic program (QP) to reduce the online computational burden. A further approximation is made to derive a simplified online optimization problem, which results in a large reduction in the number of variables. Numerical examples are provided that demonstrate the advantages of all our proposed algorithms over current schemes.Open Acces

Robust feedback model predictive control of norm-bounded uncertain systems

This thesis is concerned with the Robust Model Predictive Control (RMPC) of linear discrete-time systems subject to norm-bounded model-uncertainty, additive disturbances and hard constraints on the input and state. The aim is to design tractable, feedback RMPC algorithms that are based on linear matrix inequality (LMI) optimizations. The notion of feedback is very important in the RMPC control parameterization since it enables effective disturbance/uncertainty rejection and robust constraint satisfaction. However, treating the state-feedback gain as an optimization variable leads to non-convexity and nonlinearity in the RMPC scheme for norm-bounded uncertain systems. To address this problem, we propose three distinct state-feedback RMPC algorithms which are all based on (convex) LMI optimizations. In the first scheme, the aforementioned non-convexity is avoided by adopting a sequential approach based on the principles of Dynamic Programming. In particular, the feedback RMPC controller minimizes an upper-bound on the cost-to-go at each prediction step and incorporates the state/input constraints in a non-conservative manner. In the second RMPC algorithm, new results, based on slack variables, are proposed which help to obtain convexity at the expense of only minor conservatism. In the third and final approach, convexity is achieved by re-parameterizing, online, the norm-bounded uncertainty as a polytopic (additive) disturbance. All three RMPC schemes drive the uncertain-system state to a terminal invariant set which helps to establish Lyapunov stability and recursive feasibility. Low-complexity robust control invariant (LC-RCI) sets, when used as target sets, yield computational advantages for the associated RMPC schemes. A convex algorithm for the simultaneous computation of LC-RCI sets and the corresponding controller for norm-bounded uncertain systems is also presented. In this regard, two novel results to separate bilinear terms without conservatism are proposed. The results being general in nature also have application in other control areas. The computed LC-RCI sets are shown to have substantially improved volume as compared to other schemes in the literature. Finally, an output-feedback RMPC algorithm is also derived for norm-bounded uncertain systems. The proposed formulation uses a moving window of the past input/output data to generate (tight) bounds on the current state. These bounds are then used to compute an output-feedback RMPC control law using LMI optimizations. An output-feedback LC-RCI set is also designed, and serves as the terminal set in the algorithm.Open Acces

Stochastic model predictive control of LPV systems via scenario optimization

A stochastic receding-horizon control approach for constrained Linear Parameter Varying discrete-time systems is proposed in this paper. It is assumed that the time-varying parameters have stochastic nature and that the system's matrices are bounded but otherwise arbitrary nonlinear functions of these parameters. No specific assumption on the statistics of the parameters is required. By using a randomization approach, a scenario-based finite-horizon optimal control problem is formulated, where only a finite number M of sampled predicted parameter trajectories (‘scenarios') are considered. This problem is convex and its solution is a priori guaranteed to be probabilistically robust, up to a user-defined probability level p. The p level is linked to M by an analytic relationship, which establishes a tradeoff between computational complexity and robustness of the solution. Then, a receding horizon strategy is presented, involving the iterated solution of a scenario-based finite-horizon control problem at each time step. Our key result is to show that the state trajectories of the controlled system reach a terminal positively invariant set in finite time, either deterministically, or with probability no smaller than p. The features of the approach are illustrated by a numerical example

Robust control of uncertain systems: H2/H∞ control and computation of invariant sets

This thesis is mainly concerned with robust analysis and control synthesis of linear time-invariant systems with polytopic uncertainties. This topic has received considerable attention during the past decades since it offers the possibility to analyze and design controllers to cope with uncertainties. The most common and simplest approach to establish convex optimization procedures for robust analysis and synthesis problems is based on quadratic stability results, which use a single (parameter-independent) Lyapunov function for the entire uncertainty polytope. In recent years, many researchers have used parameter-dependent Lyapunov functions to provide less conservative results than the quadratic stability condition by working with parameterized Linear Matrix Inequalities (LMIs), where auxiliary scalar parameters are introduced. However, treating the scalar parameters as optimization variables leads to large computational complexity since the scalar parameters belong to an unbounded domain in general. To address this problem, we propose three distinct iterative procedures for H2 and H∞state feedback control, which are all based on true LMIs (without any scalar parameter). The first and second procedures are proposed for continuous-time and discrete-time uncertain systems, respectively. In particular, quadratic stability results can be used as a starting point for these two iterative procedures. This property ensures that the solutions obtained by our iterative procedures with one step update are no more conservative than the quadratic stability results. It is important to emphasize that, to date, for continuous-time systems, all existing methods have to introduce extra scalar parameters into their conditions in order to include the quadratic stability conditions as a special case, while our proposed iterative procedure solves a convex/LMI problem at each update. The third approach deals with the design of robust controllers for both continuous-time and discrete-time cases. It is proved that the proposed conditions contain the many existing conditions as special cases. Therefore, the third iterative procedure can compute a solution, in one step, which is at least as good as the optimal solution obtained using existing methods. All three iterative procedures can compute a sequence of non-increasing upper bounds for H2-norm and H∞-norm. In addition, if no feasible initial solution for the iterative procedures is found for some uncertain systems, we also propose two algorithms based on iterative procedures that offer the possibility of obtaining a feasible initial solution for continuous-time and discrete-time systems, respectively. Furthermore, to address the problem of analysis of H∞-norm guaranteed cost computation, a generalized problem is firstly proposed that includes both the continuous-time and discrete-time problems as special cases. A novel description of polytopic uncertainties is then derived and used to develop a relaxation approach based on the S-procedure to lift the uncertainties, which yields an LMI approach to compute H∞-norm guaranteed cost by incorporating slack variables. In this thesis, one of the main contributions is to develop convex iterative procedures for the original non-convex H2 and H∞ synthesis problems based on the novel separation result. Nonlinear and non-convex problems are general in nature and occur in other control problems; for example, the computation of tightened invariant tubes for output feedback Model Predictive Control (MPC). We consider discrete-time linear time-invariant systems with bounded state and input constraints and subject to bounded disturbances. In contrast to existing approaches which either use pre-defined control and observer gains or optimize the volume of the invariant sets for the estimation and control errors separately, we consider the problem of optimizing the volume of these two sets simultaneously to give a less conservative design.Open Acces

Polytopic invariant and contractive sets for closed-loop discrete fuzzy systems

In this work a procedure for obtaining polytopic lambda-contractive sets for Takagi Sugeno fuzzy systems is presented, adapting well-known algorithms from literature on discrete-time linear difference inclusions (LDI) to multi-dimensional summations. As a complexity parameter increases, these sets tend to the maximal invariant set of the system when no information on the shape of the membership functions is available. lambda-contractive sets are naturally associated to level sets of polyhedral Lyapunov functions proving a decay-rate of lambda. The paper proves that the proposed algorithm obtains better results than a class of Lyapunov methods for the same complexity degree: if such a Lyapunov function exists, the proposed algorithm converges in a finite number of steps and proves a larger lambda-contractive set.This work has been supported by Projects DPI2011-27845-C02-01 and DPI2011-27845-C02-02, both from Spanish Government.Arino, C.; Perez, E.; Sala Piqueras, A.; Bedate, F. (2014). Polytopic invariant and contractive sets for closed-loop discrete fuzzy systems. Journal of The Franklin Institute. 351(7):3559-3576. https://doi.org/10.1016/j.jfranklin.2014.03.014S35593576351

Robust model predictive control for linear systems subject to norm-bounded model Uncertainties and Disturbances: An Implementation to industrial directional drilling system

Model Predictive Control (MPC) refers to a class of receding horizon algorithms in which the current control action is computed by solving online, at each sampling instant, a constrained optimization problem. MPC has been widely implemented within the industry, due to its ability to deal with multivariable processes and to explicitly consider any physical constraints within the optimal control problem in a straightforward manner. However, the presence of uncertainty, whether in the form of additive disturbances, state estimation error or plant-model mismatch, and the robust constraints satisfaction and stability, remain an active area of research. The family of predictive control algorithms, which explicitly take account of process uncertainties/disturbances whilst guaranteeing robust constraint satisfaction and performance is referred to as Robust MPC (RMPC) schemes. In this thesis, RMPC algorithms based on Linear Matrix Inequality (LMI) optimization are investigated, with the overall aim of improving robustness and control performance, while maintaining conservativeness and computation burden at low levels. Typically, the constrained RMPC problem with state-feedback parameterizations is nonlinear (and nonconvex) with a prohibitively high computational burden for online implementation. To remedy this issue, a novel approach is proposed to linearize the state-feedback RMPC problem, with minimal conservatism, through the use of semidefinite relaxation techniques and the Elimination Lemma. The proposed algorithm computes the state-feedback gain and perturbation online by solving an LMI optimization that, in comparison to other schemes in the literature is shown to have a substantially reduced computational burden without adversely affecting the tracking performance of the controller. In the case that only (noisy) output measurements are available, an output-feedback RMPC algorithm is also derived for norm-bounded uncertain systems. The novelty lies in the fact that, instead of using an offline estimation scheme or a fixed linear observer, the past input/output data is used within a Robust Moving Horizon Estimation (RMHE) scheme to compute (tight) bounds on the current state. These current state bounds are then used within the RMPC control algorithm. To reduce conservatism, the output-feedback control gain and control perturbation are both explicitly considered as decision variables in the online LMI optimization. Finally, the aforementioned robust control strategies are applied in an industrial directional drilling configuration and their performance is illustrated by simulations. A rotary steerable system (RSS) is a drilling technology that has been extensively studied over the last 20 years in hydrocarbon exploration and is used to drill complex curved borehole trajectories. RSSs are commonly treated as dynamic robotic actuator systems, driven by a reference signal and typically controlled by using a feedback loop control law. However, due to spatial delays, parametric uncertainties, and the presence of disturbances in such an unpredictable working environment, designing such control laws is not a straightforward process. Furthermore, due to their inherent delayed feedback, described by delay differential equations (DDE), directional drilling systems have the potential to become unstable given the requisite conditions. To address this problem, a simplified model described by ordinary differential equations (ODE) is first proposed, and then taking into account disturbances and system uncertainties that arise from design approximations, the proposed RMPC algorithm is used to automate the directional drilling system.Open Acces

Predictive Control of Linear Uncertain Systems

Predictive control is a very useful tool in controlling constrained systems, since the constraints can be satisfied explicitly by the optimisations. Sets, namely, reachable sets, controllable sets, invariant sets, etc, play fundamental roles in designing predictive control strategies for uncertain systems. Meanwhile, in addition to the commonly assumed boundedness of the uncertainty, the explicit use of its stochastic properties can lead to imprq\fement in system response. This thesis is concerned with robust set theories, mainly for reachable sets, with applications to time-optimal control; and the use of stochastic properties of the uncertainty to achieve less conservative controls. In the first part of this thesis, we focus on LTI systems subject to, additional to the usual constraints, a constraint on the control change between sample times. One key ingredient in controlling such constrained systems is the initial control value, which, via analyses and simulations, is shown to be a useful extra degree of freedom. Reachable sets that incorporate this influential initial control value are derived and analyzed, with theoretical as well as computational algorithms developed for both nominal and uncertain systems under different types of feedback policy. Following this, the reachable set is discussed in connection with time-optimal control to obtain desired control laws. In addition, controllable sets, stabilisable sets and invariant sets for such constrained uncertain systems are studied. In the second part, the uncertainties are assumed to have stochastic properties. They are exploited in three different ways: the expected worst-case is used instead of the worst-case to achieve less conservative control even when the uncertainty is relatively large; the stochastic invariant set is proposed to provide alternative methods for approximating disturbance invariant sets; the relaxed set difference is developed to obtain less restrictive controls and/or replacing probabilistic constraint or slack variables.Imperial Users onl