2,126 research outputs found
An Improved Constraint-Tightening Approach for Stochastic MPC
The problem of achieving a good trade-off in Stochastic Model Predictive
Control between the competing goals of improving the average performance and
reducing conservativeness, while still guaranteeing recursive feasibility and
low computational complexity, is addressed. We propose a novel, less
restrictive scheme which is based on considering stability and recursive
feasibility separately. Through an explicit first step constraint we guarantee
recursive feasibility. In particular we guarantee the existence of a feasible
input trajectory at each time instant, but we only require that the input
sequence computed at time remains feasible at time for most
disturbances but not necessarily for all, which suffices for stability. To
overcome the computational complexity of probabilistic constraints, we propose
an offline constraint-tightening procedure, which can be efficiently solved via
a sampling approach to the desired accuracy. The online computational
complexity of the resulting Model Predictive Control (MPC) algorithm is similar
to that of a nominal MPC with terminal region. A numerical example, which
provides a comparison with classical, recursively feasible Stochastic MPC and
Robust MPC, shows the efficacy of the proposed approach.Comment: Paper has been submitted to ACC 201
A MPC Strategy for the Optimal Management of Microgrids Based on Evolutionary Optimization
In this paper, a novel model predictive control strategy, with a 24-h prediction horizon, is
proposed to reduce the operational cost of microgrids. To overcome the complexity of the optimization
problems arising from the operation of the microgrid at each step, an adaptive evolutionary strategy
with a satisfactory trade-off between exploration and exploitation capabilities was added to the
model predictive control. The proposed strategy was evaluated using a representative microgrid that
includes a wind turbine, a photovoltaic plant, a microturbine, a diesel engine, and an energy storage
system. The achieved results demonstrate the validity of the proposed approach, outperforming
a global scheduling planner-based on a genetic algorithm by 14.2% in terms of operational cost.
In addition, the proposed approach also better manages the use of the energy storage system.Ministerio de Economía y Competitividad DPI2016-75294-C2-2-RUnión Europea (Programa Horizonte 2020) 76409
Stochastic Nonlinear Model Predictive Control with Efficient Sample Approximation of Chance Constraints
This paper presents a stochastic model predictive control approach for
nonlinear systems subject to time-invariant probabilistic uncertainties in
model parameters and initial conditions. The stochastic optimal control problem
entails a cost function in terms of expected values and higher moments of the
states, and chance constraints that ensure probabilistic constraint
satisfaction. The generalized polynomial chaos framework is used to propagate
the time-invariant stochastic uncertainties through the nonlinear system
dynamics, and to efficiently sample from the probability densities of the
states to approximate the satisfaction probability of the chance constraints.
To increase computational efficiency by avoiding excessive sampling, a
statistical analysis is proposed to systematically determine a-priori the least
conservative constraint tightening required at a given sample size to guarantee
a desired feasibility probability of the sample-approximated chance constraint
optimization problem. In addition, a method is presented for sample-based
approximation of the analytic gradients of the chance constraints, which
increases the optimization efficiency significantly. The proposed stochastic
nonlinear model predictive control approach is applicable to a broad class of
nonlinear systems with the sufficient condition that each term is analytic with
respect to the states, and separable with respect to the inputs, states and
parameters. The closed-loop performance of the proposed approach is evaluated
using the Williams-Otto reactor with seven states, and ten uncertain parameters
and initial conditions. The results demonstrate the efficiency of the approach
for real-time stochastic model predictive control and its capability to
systematically account for probabilistic uncertainties in contrast to a
nonlinear model predictive control approaches.Comment: Submitted to Journal of Process Contro
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