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

Nonlinear Data-Driven Control Part II: qLPV Predictive Control using Parameter Extrapolation

We present a novel data-driven Model Predictive Control (MPC) algorithm for nonlinear systems. The method is based on recent extensions of behavioural theory and Willem's Fundamental Lemma for nonlinear systems by the means of adequate Input-Output (IO) quasi-Linear Parameter Varying (qLPV) embeddings. Thus, the MPC is formulated to ensure regulation and IO constraints satisfaction, based only on measured datasets of sufficient length (and under persistent excitation). Instead of requiring the availability of the scheduling trajectories (as in recent papers), we consider an estimate of the function that maps the qLPV realisation. Specifically, we use an extrapolation procedure in order to generate the future scheduling trajectories, at each sample, which is shown to be convergent and generated bounded errors. Accordingly, we discuss the issues of closed-loop IO stability and recursive feasibility certificates of the method. The algorithm is tested and discussed with the aid of a numerical application.Comment: 21 pages, 4 figure

Real-time predictive control for SI engines using linear parameter-varying models

As a response to the ever more stringent emission standards, automotive engines have become more complex with more actuators. The traditional approach of using many single-input single output controllers has become more difficult to design, due to complex system interactions and constraints. Model predictive control offers an attractive solution to this problem because of its ability to handle multi-input multi-output systems with constraints on inputs and outputs. The application of model based predictive control to automotive engines is explored below and a multivariable engine torque and air-fuel ratio controller is described using a quasi-LPV model predictive control methodology. Compared with the traditional approach of using SISO controllers to control air fuel ratio and torque separately, an advantage is that the interactions between the air and fuel paths are handled explicitly. Furthermore, the quasi-LPV model-based approach is capable of capturing the model nonlinearities within a tractable linear structure, and it has the potential of handling hard actuator constraints. The control design approach was applied to a 2010 Chevy Equinox with a 2.4L gasoline engine and simulation results are presented. Since computational complexity has been the main limiting factor for fast real time applications of MPC, we present various simplifications to reduce computational requirements. A benchmark comparison of estimated computational speed is included

Model Predictive Control of stochastic LPV Systems via Random Convex Programs

This paper considers the problem of stabilization of stochastic Linear Parameter Varying (LPV) discrete time systems in the presence of convex state and input constraints. By using a randomization approach, a convex finite horizon optimal control problem is derived, even when the dependence of the system's matrices on the time-varying parameters is nonlinear. This convex problem can be solved efficiently, and its solution is a-priori guaranteed to be probabilistically robust, up to a user-defined probability level p. Then, a novel receding horizon control strategy that involves, at each time step, the solution of a finite-horizon scenario-based control problem, is proposed. It is shown that the resulting closed loop scheme drives the state to a terminal set in finite time, either deterministically, or with probability no less than p. The features of the approach are shown through a numerical exampl

MPC for LPV Systems Based on Parameter-Dependent Lyapunov Function with Perturbation on Control Input Strategy

In this paper, the model predictive control (MPC) algorithm for linear parameter varying (LPV) systems is proposed. The proposed algorithm consists of two steps. The first step is derived by using parameter-dependent Lyapunov function and the second step is derived by using the perturbation on control input strategy. In order to achieve good control performance, the bounds on the rate of variation of the parameters are taken into account in the controller synthesis. An overall algorithm is proved to guarantee robust stability. The controller design is illustrated with two case studies of continuous stirred-tank reactors. Comparisons with other MPC algorithms for LPV systems have been undertaken. The results show that the proposed algorithm can achieve better control performance

Set‐based gain‐scheduled control via quasi‐convex difference inclusions

A nonlinear system with sector-bounded nonlinearities may be expressed as a quasiLPV system (convex combination of linear models), being this a well-known fact. The convex difference inclusion (CDI) modelling framework proposed by M. Fiacchini and coworkers in several of their works generalises the quasi-LPV modelling procedure and proposes robust controllers enlarging polytopic domain of attraction estimates. This works further generalises the CDI approach to a gain-scheduled case including, also, some quasi-convex cases. Controller design is based on convexity properties of two set valued maps describing (with some uncertainty) the state evolution and the state-dependent set where scheduling variables take values. As most set-based approaches, the proposal is tractable in low-dimensional cases. The presented results encompass prior quasi-LPV and CDI models as particular cases

Stabilizing non‐linear model predictive control using linear parameter‐varying embeddings and tubes

Abstract This paper proposes a model predictive control (MPC) approach for non‐linear systems where the non‐linear dynamics are embedded inside a linear parameter‐varying (LPV) representation. The non‐linear MPC problem is therefore replaced by an LPV MPC problem, without using linearization. Compared to general non‐linear MPC, advantages of this approach are that it allows for the tractable construction of a terminal set and cost, and that only a single convex program must be solved online. The key idea that enables proving recursive feasibility and stability, is to restrict the state evolution of the non‐linear system to a time‐varying sequence of state constraint sets. Because in LPV embeddings, there exists a relationship between the scheduling and state variables, these state constraints are used to construct a corresponding future scheduling tube. Compared to non‐time‐varying state constraints, tighter bounds on the future scheduling trajectories are obtained. Computing a scheduling tube in this setting requires applying a non‐linear function to the sequence of constraint sets. Outer approximations of this non‐linear projection‐based scheduling tube can be found, e.g., via interval analysis. The computational properties of the approach are demonstrated on numerical examples

Contributions to nonlinear system modelling and controller synthesis via convex structures

Esta tesis discute diferentes metodologías de modelado para extraer mejores prestaciones o resultados de estabilidad que aquéllas que el modelado convencional basado en sector no-lineal de sistemas Takagi-Sugeno (también denominados cuasi-LPV) es capaz de producir. En efecto, incluso si las LMIs pueden probar distintas cotas de prestaciones o márgenes de estabilidad (tasa de decaimiento, $\mathcal H_\infty$, etc.) para sistemas politópicos, es bien conocido que las prestaciones probadas dependen del modelo elegido y, dado un sistema no-lineal, dicho modelo politópico no es único. Por tanto, se presentan exploraciones hacia cómo obtener el modelo que es menos perjudicial para la medida de prestaciones elegida. Como una última contribución, mejores resultados son obtenidos mediante la extensión del modelado politópico Takagi-Sugeno a un marco de inclusiones en diferencias cuasi-convexas con planificación de ganancia. En efecto, una versión sin planificación de ganancia fue propuesta por un equipo de investigadores de la Universidad de Sevilla (Fiaccini, Álamo, Camacho) para generalizar el modelado politópico, y esta tesis propone una version aún más general de algunos de dichos resultados que incorpora planificación de ganancia.This thesis discusses different modelling methodologies to eke out best performance/stability results than conventional sector-nonlinearity Takagi-Sugeno (also known as quasi-LPV) systems modelling techniques are able to yield. Indeed, even if LMIs can prove various performance and stability bounds (decay rate, $\mathcal H_\infty$, etc.) for polytopic systems, it is well known that the proven performance depends on the chosen model and, given a nonlinear dynamic systems, the polytopic embeddings available for it are not unique. Thus, explorations on how to obtain the model which is less deletereous for performance are presented. As a last contribution, extending the polytopic Takagi-Sugeno setup to a gain-scheduled quasi-convex difference inclusion framework allows to improve the results over the polytopic models. Indeed, the non-scheduled convex difference inclusion framework was proposed by a research team in University of Seville (Fiacchini, Alamo, Camacho) as a generalised modelling methodology which included the polytopic one; this thesis poses a further generalised gain-scheduled version of some of these results.Aquesta tesi discuteix diferents metodologies de modelatge per extreure millors prestacions o resultats d'estabilitat que aquelles que el modelatge convencional basat en sector no-lineal de sistemes Takagi-Sugeno (també anomenats quasi-LPV) és capaç de produir. En efecte, fins i tot si les LMIs poden provar diferents cotes de prestacions o marges d'estabilitat (taxa de decaïment, $\mathcal H_\infty$, etc.) per a sistemes politòpics, és ben conegut que les prestacions provades depenen del model triat i, donat un sistema no-lineal, el dit model politòpic no és únic. Per tant, es presenten exploracions cap a com obtenir el model que és menys perjudicial per a la mesura de prestacions triada. Com una darrera contribució, millors resultats són obtinguts mitjançant l'extensió del modelatge politòpic Takagi-Sugeno a un marc d'inclusions en diferències quasi-convexes amb planificació de guany. En efecte, una versió sense planificació de guany va ser proposada per un equip d'investigadors de la Universitat de Sevilla (Fiaccini, Álamo, Camacho) per a generalitzar el modelatge politòpic, i aquesta tesi proposa una versió més general d'alguns d'aquests resultats que incorpora planificació de guany.Robles Ruiz, R. (2018). Contributions to nonlinear system modelling and controller synthesis via convex structures [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/100848TESI