Optimal MPC for tracking of constrained linear systems

Model predictive control (MPC) is one of the few techniques which is able to handle constraints on both state and input of the plant. The admissible evolution and asymptotic convergence of the closed-loop system is ensured by means of suitable choice of the terminal cost and terminal constraint. However, most of the existing results on MPC are designed for a regulation problem. If the desired steady-state changes, the MPC controller must be redesigned to guarantee the feasibility of the optimisation problem, the admissible evolution as well as the asymptotic stability. Recently, a novel MPC has been proposed to ensure the feasibility of the optimisation problem, constraints satisfaction and asymptotic evolution of the system to any admissible target steady-state. A drawback of this controller is the loss of a desirable property of the MPC controllers: the local optimality property. In this article, a novel formulation of the MPC for tracking is proposed aimed to recover the optimality property maintaining all the properties of the original formulation.     

MPC for tracking with optimal closed-loop performance

In the recent paper [Limon, D., Alvarado, I., Alamo, T., & Camacho, E.F. (2008). MPC for tracking of piece-wise constant references for constrained linear systems. Automatica, 44, 2382-2387], a novel predictive control technique for tracking changing target operating points has been proposed. Asymptotic stability of any admissible equilibrium point is achieved by adding an artificial steady state and input as decision variables, specializing the terminal conditions and adding an offset cost function to the functional.In this paper, the closed-loop performance of this controller is studied and it is demonstrated that the offset cost function plays an important role in the performance of the model predictive control (MPC) for tracking. Firstly, the controller formulation has been enhanced by considering a convex, positive definite and subdifferential function as the offset cost function. Then it is demonstrated that this formulation ensures convergence to an equilibrium point which minimizes the offset cost function. Thus, in case of target operation points which are not reachable steady states or inputs for the constrained system, the proposed control law steers the system to an admissible steady state (different to the target) which is optimal with relation to the offset cost function. Therefore, the offset cost function plays the role of a steady-state target optimizer which is built into the controller. On the other hand, optimal performance of the MPC for tracking is studied and it is demonstrated that under some conditions on both the offset and the terminal cost functions optimal closed-loop performance is locally achieved.     

约束非线性系统稳定经济模型预测控制

考虑约束非线性系统,提出一种新的具有稳定性保证的经济模型预测控制（Economic model predictive control,EMPC）策略.由于经济性能指标的非凸性和非正定性,引入关于经济最优平衡点的正定辅助函数.利用辅助函数的最优值函数定义原始EMPC优化问题的稳定性约束.应用终端约束集、终端代价函数和局部控制器三要素,建立闭环系统关于经济最优平衡点的渐近稳定性和渐近平均性能.进一步,结合多目标理想点概念,将提出的控制策略用于多个经济性能指标的优化控制,得到稳定多目标EMPC策略.最后,以连续搅拌反应器为例,比较仿真结果验证本文策略的有效性.     

On the performance of economic model predictive control with self-tuning terminal cost

In this paper, we analyze the closed-loop performance of a recently introduced economic model predictive control (MPC) scheme with self-tuning terminal cost. To this end, we propose to use a generalized terminal region constraint instead of a generalized terminal equality constraint within the repeatedly solved optimization problem, which allows us to obtain improved closed-loop asymptotic average performance bounds. In particular, these bounds can be obtained a priori. We discuss how the necessary parameters for the generalized terminal region setting can be calculated, and we illustrate our findings with two numerical examples.     

Convergence in economic model predictive control with average constraints

In this paper, we thoroughly investigate various aspects of economic model predictive control with average constraints, i.e., constraints on average values of state and input variables. In particular, we first show that a certain time-varying output constraint has to be included into the MPC problem formulation in order to ensure fulfillment of these average constraints. Optimizing a general (possibly economic) performance criterion may result in a non-converging behavior of the corresponding closed-loop system. While such a behavior might be acceptable in some cases, it may be undesirable for other types of applications. Hence as a second contribution, we provide a Lyapunov-like analysis to conclude that indeed asymptotic convergence to the optimal steady-state follows if the system satisfies a certain dissipativity condition. Finally, for the case that this dissipativity property is not satisfied but still a convergent behavior of the closed-loop is required, we examine two different methods how convergence can be enforced within an economic MPC setup by imposing additional average constraints on the system. In the first method, an additional average constraint is defined which results in the system being dissipative, while the second consists of imposing an additional even zero-moment average constraint. We illustrate our results with various examples.     

Tube-based robust economic model predictive control

In this paper, we develop a tube-based economic MPC framework for nonlinear systems subject to unknown but bounded disturbances. Instead of simply transferring the design procedure of tube-based stabilizing MPC to an economic MPC framework, we rather propose to consider the influence of the disturbance explicitly within the design of the MPC controller, which can lead to an improved closed-loop average performance. This will be done by using a specifically defined integral stage cost, which is the key feature of our proposed robust economic MPC algorithm. Furthermore, we show that the algorithm enjoys similar properties as a nominal economic MPC algorithm (i.e., without disturbances), in particular with respect to bounds on the asymptotic average performance of the resulting closed-loop system, as well as stability and optimal steady-state operation.     

Stabilizing Model Predictive Control of Hybrid Systems

In this note, we investigate the stability of hybrid systems in closed-loop with model predictive controllers (MPC). A priori sufficient conditions for Lyapunov asymptotic stability and exponential stability are derived in the terminal cost and constraint set fashion, while allowing for discontinuous system dynamics and discontinuous MPC value functions. For constrained piecewise affine (PWA) systems as prediction models, we present novel techniques for computing a terminal cost and a terminal constraint set that satisfy the developed stabilization conditions. For quadratic MPC costs, these conditions translate into a linear matrix inequality while, for MPC costs based on 1, infin-norms, they are obtained as norm inequalities. New ways for calculating low complexity piecewise polyhedral positively invariant sets for PWA systems are also presented. An example illustrates the developed theory     

性能维持的增广可行域Tube鲁棒经济模型预测控制

针对未知但有界扰动作用下的约束线性系统,提出一种性能维持的增广可行域Tube经济模型预测控制(tube economic model predictive control,TEMPC)策略.首先考虑经济性能优化目标和鲁棒稳定控制目标,构造TEMPC优化问题的隐式收缩约束,并对系统状态和控制约束进行紧缩Tube设计,给出增广可行域优化问题的数学描述;然后,引入线性分解增广名义终端状态和终端罚函数,扩大优化问题的初始可行域,在此基础上应用终端“三要素”和收缩原理,建立TEMPC策略的递推可行性和闭环系统关于最优经济平衡点有界稳定性的充分性条件,进而证明闭环性能在原初始可行域上的不变性;最后,通过对比仿真结果验证所提出策略的有效性和优越性.     

Multi-objective nonlinear predictive control of process systems: A dual-mode tracking control approach

There typically exist different and often conflicting control objectives, e.g., reference tracking, robustness and economic performance, in many chemical processes. The current work considers the multi-objective control problems of continuous-time nonlinear systems subject to state and input constraints and multiple conflicting objectives. We propose a new multi-objective nonlinear model predictive control (NMPC) design within the dual-mode paradigm, which guarantees stability and constraint satisfaction. The notions of utopia point and compromise solution are used to reconcile the confliction of the multiple objectives. The designed controller minimizes the distance of its cost vector to a vector of independently minimized objectives, i.e., the steady-state utopia point. Recursive feasibility is established via a particular terminal region formulation while stabilizing the closed-loop system to the compromise solution via the dual-mode control principle. In order to derive the terminal region as large as possible, a terminal control law with free-parameters is constructed by using the control Lyapunov functions (CLFs) technique. Two examples of multi-objective control of a CSTR and a free-radical polymerization process are used to illustrate the effectiveness of the new multi-objective NMPC and to compare their performance.     

Distributed economic MPC: Application to a nonlinear chemical process network

In the present work, we focus on the development and application of Lyapunov-based economic model predictive control (LEMPC) designs to a catalytic alkylation of benzene process network, which consists of four continuously stirred tank reactors and a flash separator. We initially propose a new economic measure for the entire process network which accounts for a broad set of economic considerations on the process operation including reaction conversion, separation quality and energy efficiency. Subsequently, steady-state process optimization is first carried out to locate an economically optimal (with respect to the proposed economic measure) operating steady-state. Then, a sequential distributed economic model predictive control design method, suitable for large-scale process networks, is proposed and its closed-loop stability properties are established. Using the proposed method, economic, distributed as well as centralized, model predictive control systems are designed and are implemented on the process to drive the closed-loop system state close to the economically optimal steady-state. Extensive simulations are carried out to demonstrate the application of the proposed economic MPC (EMPC) designs and compare them with a centralized Lyapunov-based model predictive control design, which uses a conventional, quadratic cost function that includes penalty on the deviation of the states and inputs from their economically optimal steady-state values, from computational time and closed-loop performance points of view.     

Integrating dynamic economic optimization and model predictive control for optimal operation of nonlinear process systems

In this work, we propose a conceptual framework for integrating dynamic economic optimization and model predictive control (MPC) for optimal operation of nonlinear process systems. First, we introduce the proposed two-layer integrated framework. The upper layer, consisting of an economic MPC (EMPC) system that receives state feedback and time-dependent economic information, computes economically optimal time-varying operating trajectories for the process by optimizing a time-dependent economic cost function over a finite prediction horizon subject to a nonlinear dynamic process model. The lower feedback control layer may utilize conventional MPC schemes or even classical control to compute feedback control actions that force the process state to track the time-varying operating trajectories computed by the upper layer EMPC. Such a framework takes advantage of the EMPC ability to compute optimal process time-varying operating policies using a dynamic process model instead of a steady-state model, and the incorporation of suitable constraints on the EMPC allows calculating operating process state trajectories that can be tracked by the control layer. Second, we prove practical closed-loop stability including an explicit characterization of the closed-loop stability region. Finally, we demonstrate through extensive simulations using a chemical process model that the proposed framework can both (1) achieve stability and (2) lead to improved economic closed-loop performance compared to real-time optimization (RTO) systems using steady-state models.     

Conditions under which suboptimal nonlinear MPC is inherently robust

We address the inherent robustness properties of nonlinear systems controlled by suboptimal model predictive control (MPC), i.e., when a suboptimal solution of the (generally nonconvex) optimization problem, rather than an element of the optimal solution set, is used for the control. The suboptimal control law is then a set-valued map, and consequently, the closed-loop system is described by a difference inclusion. Under mild assumptions on the system and cost functions, we establish nominal exponential stability of the equilibrium, and with a continuity assumption on the feasible input set, we prove robust exponential stability with respect to small, but otherwise arbitrary, additive process disturbances and state measurement/estimation errors. These results are obtained by showing that the suboptimal cost is a continuous exponential Lyapunov function for an appropriately augmented closed-loop system, written as a difference inclusion, and that recursive feasibility is implied by such (nominal) exponential cost decay. These novel robustness properties for suboptimal MPC are inherited also by optimal nonlinear MPC. We conclude the paper by showing that, in the absence of state constraints, we can replace the terminal constraint with an appropriate terminal cost, and the robustness properties are established on a set that approaches the nominal feasibility set for small disturbances. The somewhat surprising and satisfying conclusion of this study is that suboptimal MPC has the same inherent robustness properties as optimal MPC.     

MPC for tracking piecewise constant references for constrained linear systems

In this paper, a novel model predictive control (MPC) for constrained (non-square) linear systems to track piecewise constant references is presented. This controller ensures constraint satisfaction and asymptotic evolution of the system to any target which is an admissible steady-state. Therefore, any sequence of piecewise admissible setpoints can be tracked without error. If the target steady state is not admissible, the controller steers the system to the closest admissible steady state.These objectives are achieved by: (i) adding an artificial steady state and input as decision variables, (ii) using a modified cost function to penalize the distance from the artificial to the target steady state (iii) considering an extended terminal constraint based on the notion of invariant set for tracking. The control law is derived from the solution of a single quadratic programming problem which is feasible for any target. Furthermore, the proposed controller provides a larger domain of attraction (for a given control horizon) than the standard MPC and can be explicitly computed by means of multiparametric programming tools. On the other hand, the extra degrees of freedom added to the MPC may cause a loss of optimality that can be arbitrarily reduced by an appropriate weighting of the offset cost term.     

Multiscale model predictive control of battery systems for frequency regulation markets using physics-based models

We propose a multiscale model predictive control (MPC) framework for stationary battery systems that exploits high-fidelity models to trade-off short-term economic incentives provided by energy and frequency regulation (FR) markets and long-term degradation effects. We find that the MPC framework can drastically reduce long-term degradation while properly responding to FR and energy market signals (compared to MPC formulations that use low-fidelity models). Our results also provide evidence that sophisticated battery models can be embedded within closed-loop MPC simulations by using modern nonlinear programming solvers (we provide an efficient and easy-to-use implementation in Julia). We use insights obtained with our simulations to design a low-complexity MPC formulation that matches the behavior obtained with high-fidelity models. This is done by designing a suitable terminal penalty term that implicitly captures long-term degradation. The results suggest that complex degradation behavior can be accounted for in low-complexity MPC formulations by properly designing the cost function. We believe that our proof-of-concept results can be of industrial relevance, as battery vendors are seeking to participate in fast-changing electricity markets while maintaining asset integrity.     

Shortest-prediction-horizon non-linear model-predictive control with guaranteed asymptotic stability

This paper presents a continuous-time shortest-prediction-horizon model-predictive control method that provides optimal output regulation with guaranteed closed-loop asymptotic stability within an assessable domain of attraction. The closed-loop stability is ensured by requiring plant state variables to satisfy a hard, Lyapunov, inequality constraint. Whenever the output regulation alone cannot ensure asymptotic closed-loop stability, the closed-loop system evolves while being at the hard constraint. Once the closed-loop system enters a state-space region in which the output regulation can ensure asymptotic stability, the hard constraint becomes inactive. Consequently, the non-linear control method is applicable to stable and unstable plants, whether non-minimum- or minimum-phase. A major shortcoming of unconstrained, shortest-prediction-horizon model-predictive control, which is equivalent to input–output linearization, is its inapplicability to plants operating at a non-minimum-phase steady state. This work addresses the major shortcoming. The control method is implemented on a chemical reactor with multiple steady states, to show its application and performance. The simulation results demonstrate that the closed-loop system is asymptotically stable for all physically-meaningful initial conditions.     

On the stability of constrained MPC without terminal constraint

The usual way to guarantee stability of model predictive control (MPC) strategies is based on a terminal cost function and a terminal constraint region. This note analyzes the stability of MPC when the terminal constraint is removed. This is particularly interesting when the system is unconstrained on the state. In this case, the computational burden of the optimization problem does not have to be increased by introducing terminal state constraints due to stabilizing reasons. A region in which the terminal constraint can be removed from the optimization problem is characterized depending on some of the design parameters of MPC. This region is a domain of attraction of the MPC without terminal constraint. Based on this result, it is proved that weighting the terminal cost, this domain of attraction of the MPC controller without terminal constraint is enlarged reaching (practically) the same domain of attraction of the MPC with terminal constraint; moreover, a practical procedure to calculate the stabilizing weighting factor for a given initial state is shown. Finally, these results are extended to the case of suboptimal solutions and an asymptotically stabilizing suboptimal controller without terminal constraint is presented.     

Input-to-state stable finite horizon MPC for neutrally stable linear discrete-time systems with input constraints

MPC or model predictive control is representative of control methods which are able to handle inequality constraints. Closed-loop stability can therefore be ensured only locally in the presence of constraints of this type. However, if the system is neutrally stable, and if the constraints are imposed only on the input, global asymptotic stability can be obtained; until recently, use of infinite horizons was thought to be inevitable in this case. A globally stabilizing finite-horizon MPC has lately been suggested for neutrally stable continuous-time systems using a non-quadratic terminal cost which consists of cubic as well as quadratic functions of the state. The idea originates from the so-called small gain control, where the global stability is proven using a non-quadratic Lyapunov function. The newly developed finite-horizon MPC employs the same form of Lyapunov function as the terminal cost, thereby leading to global asymptotic stability. A discrete-time version of this finite-horizon MPC is presented here. Furthermore, it is proved that the closed-loop system resulting from the proposed MPC is ISS (Input-to-State Stable), provided that the external disturbance is sufficiently small. The proposed MPC algorithm is also coded using an SQP (Sequential Quadratic Programming) algorithm, and simulation results are given to show the effectiveness of the method.     

核电站蒸汽发生器水位的软约束预测控制

核电站的蒸汽发生器（U-tube steam generator,UTSG）水位控制对核反应堆安全运行至关重要.模型预测控制（Model predictive control,MPC）具有内在的约束处理能力,是UTSG水位控制的有效方法.然而在大范围变功率情况下,水位硬约束会降低水位的控制性能,甚至导致系统不稳定.本文基于UTSG的分段线性输入输出模型,设计了水位软约束MPC.离线计算终端约束集,减少在线计算量,保证稳定性;引入两种松弛变量来放宽水位约束和终端约束集;在蒸汽流量扰动和功率变化情况下的仿真结果表明了算法的有效性.     

Economic model predictive control of nonlinear singularly perturbed systems

We focus on the development of a Lyapunov-based economic model predictive control (LEMPC) method for nonlinear singularly perturbed systems in standard form arising naturally in the modeling of two-time-scale chemical processes. A composite control structure is proposed in which, a “fast” Lyapunov-based model predictive controller (LMPC) using a quadratic cost function which penalizes the deviation of the fast states from their equilibrium slow manifold and the corresponding manipulated inputs, is used to stabilize the fast dynamics while a two-mode “slow” LEMPC design is used on the slow subsystem that addresses economic considerations as well as desired closed-loop stability properties by utilizing an economic (typically non-quadratic) cost function in its formulation and possibly dictating a time-varying process operation. Through a multirate measurement sampling scheme, fast sampling of the fast state variables is used in the fast LMPC while slow-sampling of the slow state variables is used in the slow LEMPC. Appropriate stabilizability assumptions are made and suitable constraints are imposed on the proposed control scheme to guarantee the closed-loop stability and singular perturbation theory is used to analyze the closed-loop system. The proposed control method is demonstrated through a nonlinear chemical process example.     

A tracking MPC formulation that is locally equivalent to economic MPC

The stability proof for economic Model Predictive Control (MPC) is in general difficult to establish. In contrast, tracking MPC has well-established and practically applicable stability guarantees, but can yield poor closed-loop performance in terms of the selected economic criterion. In this paper, we derive a formal procedure to design a tracking MPC scheme so as to locally approximate the behaviour of economic MPC. Given an economic stage cost, the desired tracking stage cost can therefore be computed automatically. Because tracking MPC guarantees stability of the closed-loop system, our procedure succeeds if and only if economic MPC is locally stabilising. This fact can be used to certify whether economic MPC is not stabilising. We illustrate the theoretical developments in a simulated example.