On Stability of Constrained Receding Horizon Control with Finite Terminal Weighting Matrix

In this paper, a new stabilizing receding horizon control, based on a finite input and state horizon cost with a finite terminal weighting matrix, is proposed for time-varying discrete linear systems with constraints. We propose matrix inequality conditions on the terminal weighting matrix under which closed-loop stability is guaranteed for both cases of unconstrained and constrained systems with input and state constraints. We show that such a terminal weighting matrix can be obtained by solving a linear matrix inequality (LMI). In the case of constrained time-invariant systems, an artificial invariant ellipsoid constraint is introduced in order to relax the conventional terminal equality constraint and to handle constraints. Using the invariant ellipsoid constraints, a feasibility condition of the optimization problem is presented and a region of attraction is characterized for constrained systems with the proposed receding horizon control.     

On the stability of receding horizon control with a general terminal cost

We study the stability and region of attraction properties of a family of receding horizon schemes for nonlinear systems. Using Dini's theorem on the uniform convergence of functions, we show that there is always a finite horizon for which the corresponding receding horizon scheme is stabilizing without the use of a terminal cost or terminal constraints. After showing that optimal infinite horizon trajectories possess a uniform convergence property, we show that exponential stability may also be obtained with a sufficient horizon when an upper bound on the infinite horizon cost is used as terminal cost. Combining these important cases together with a sandwiching argument, we are able to conclude that exponential stability is obtained for input-constrained receding horizon schemes with a general nonnegative terminal cost for sufficiently long horizons. Region of attraction estimates are also included in each of the results.     

Robust receding horizon control of constrained nonlinear systems

We present a method for the construction of a robust dual-mode, receding horizon controller which can be employed for a wide class of nonlinear systems with state and control constraints and model error. The controller is dual-mode. In a neighborhood of the origin, the control action is generated by a linear feedback controller designed for the linearized system. Outside this neighborhood, receding horizon control is employed. Existing receding horizon controllers for nonlinear, continuous time systems, which are guaranteed to stabilize the nonlinear system to which they are applied, require the exact solution, at every instant, of an optimal control problem with terminal equality constraints. These requirements are considerably relaxed in the dual-mode receding horizon controller presented in this paper. Stability is achieved by imposing a terminal inequality, rather than an equality, constraint. Only approximate minimization is required. A variable time horizon is permitted. Robustness is achieved by employing conservative state and stability constraint sets, thereby permitting a margin of error. The resultant dual-mode controller requires considerably less online computation than existing receding horizon controllers for nonlinear, constrained systems     

线性时序逻辑约束下的滚动时域控制路径规划

针对有限确定性系统中的路径规划问题,本文提出了一种线性时序逻辑约束下的在线实时求解滚动时域控制的新方法。该方法将滚动时域控制方法和满足线性时序逻辑公式的策略相结合,控制目标是在满足高级别任务规范的同时,使收集的累积回报值最大化。其中,在有限时域内的每个时间步长上局部优化回报值,并应用当前时刻计算获得的最优控制序列。通过执行适当的约束,保证控制器产生的无限轨迹满足期望的时序逻辑公式。而且,由于地势影响因子的引入,所建议的方案更接近于真实情况。仿真实验结果验证了文中提出方法的可行性和有效性。     

用连续Hopfield网络实现无限时域上的最优控制

为避免直接采用Riccati方程求解时变系统无限域最优控制问题时的计算困难,本文提出一种基于时间连续状态连续型Hopfield网络(CTCSHNN)实现无限域动态最优控制的方法．该方法通过建立CTCSHNN能量函数与移动域控制指标间的等价关系,可在线构建CTCSHNN．理论分析表明,依据该方法设计的CTCSHNN具有稳定性,而且移动域控制量可由网络稳态输出直接产生．将该方法与滚动优化策略相结合,可实现无限时域上的闭环最优控制．仿真实验验证了理论设计的正确性与采用基于CTCSHNN的移动域控制实现无限域闭环最优控制的可行性．     

Stabilizable regions of receding horizon predictive control with input constraints

Stabilizable regions of receding horizon predictive control (RHPC) with input constraints are examined. A feasible region of states, which is spanned by eigenvectors of the closed-loop system with a stabilizing feedback gain, is derived in conjunction with input constraints. For states in this region, the feasibility of state feedback is guaranteed with the corresponding feedback gain. It is shown that an RHPC scheme with adequate finite terminal weights can guarantee stability for any initial state which can be steered into this region using finite number of control moves in the presence of input saturation. This methodology results in feasible regions which are infinite (in certain directions) even in the case of open-loop unstable systems. It is shown that the proposed feasible regions are larger than the ellipsoidal regions which were suggested in earlier works. We formulated the optimization problem in LMI so that it can be solved by semidefinite programming.     

A new approach to stability analysis for constrained finitereceding horizon control without end constraints

We present a new approach to the stability analysis of finite receding horizon control applied to constrained linear systems. By relating the final predicted state to the current state through a bound on the terminal cost, it is shown that knowledge of upper and lower bounds for the finite horizon costs is sufficient to determine the stability of a receding horizon controller. This analysis is valid for receding horizon schemes with arbitrary positive-definite terminal weights and does not rely on the use of stabilizing constraints. The result is a computable test for stability, and two simple examples are used to illustrate its application     

Toward infinite-horizon optimality in nonlinear model predictivecontrol

A new model predictive control scheme with guaranteed stability is presented for constrained discrete-time nonlinear systems. The open-loop optimization problem does not involve explicit terminal constraints, and employs a nonstandard terminal cost function. The closed-loop system is shown to be infinite-horizon optimal, provided that the terminal cost exactly captures the infinite-horizon optimal value in a neighborhood of the origin. Stability and optimality are proven for a set of initial states, which is invariant and approaches the set of all controllable states, as the prediction horizon increases     

LTL receding horizon control for finite deterministic systems

This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated with states of the system and these rewards can be observed in real-time, the control objective is to maximize the collected reward while satisfying the high level task specification. In order to properly react to the changing rewards, a controller synthesis framework inspired by model predictive control is proposed, where the rewards are locally optimized at each time-step over a finite horizon, and the optimal control computed for the current time-step is applied. By enforcing appropriate constraints, the infinite trajectory produced by the controller is guaranteed to satisfy the desired temporal logic formula. Simulation results demonstrate the effectiveness of the approach.     

Exponential stability of constrained receding horizon control withterminal ellipsoid constraints

In this paper, state- and output-feedback receding horizon controllers are proposed for linear discrete time systems with input and state constraints. The proposed receding horizon controllers are obtained from the finite horizon optimization problem with the finite terminal weighting matrix and the artificial invariant ellipsoid constraint, which is less restrictive than the conventional terminal equality constraint. Both hard constraints and mixed constraints are considered in the state-feedback case, and mixed constraints are considered in the output-feedback case. It is shown that all proposed state- and output-feedback receding horizon controllers guarantee the exponential stability of closed-loop systems for all feasible initial sets using the Lyapunov approach     

Optimal fuzzy controller design in continuous fuzzy system: globalconcept approach

We propose a design method for a global optimal fuzzy controller to control and stabilize a continuous fuzzy system with free- or fixed-end point under finite or infinite horizon (time). A linear-like global system representation of continuous fuzzy system is first proposed by viewing a continuous fuzzy system in global concept and unifying the individual matrices into synthetical matrices. Based on this, the optimal control law which can achieve global minimum effect is developed theoretically. The nonlinear segmental two-point boundary-value problem is derived for the finite-horizon problem and a forward Riccati-like differential equation for the infinite-horizon problem. The stability of the closed-loop fuzzy system can be ensured by the designed optimal fuzzy controller. The optimal closed-loop fuzzy system cannot only be guaranteed to be exponentially stable, but also be stabilized to any desired degree. Also, the total energy of system output is absolutely finite. Moreover, the resultant closed-loop fuzzy system possesses an infinite gain margin     

Stability analysis of a multi-model predictive control algorithm with application to control of chemical reactors

We study a stabilizing multi-model predictive control strategy for controlling nonlinear process at different operating conditions. The control algorithm is a receding horizon scheme with a quasi-infinite horizon objective function that has finite and infinite horizon cost components. The finite horizon cost consists of free input variables that direct the system towards a terminal region which contains the desired operating point. The infinite horizon cost has an upper bound and steers the system to the desired operating point. The system is represented by a sequence of piecewise linear models. Based on the condition of the system states, the sequence of piecewise linear models is updated and the controller’s objective function switches form quasi-infinite to infinite horizon objective function. This results in a hybrid control structure. A recent approach in the analysis of hybrid systems that uses multiple Lyapunov functions is employed in the stability analysis of the closed-loop system. The stabilizing hybrid control strategy is illustrated on two examples and their closed-loop stability properties are studied.     

NONLINEAR OPTIMAL CONTROL: A CONTROL LYAPUNOV FUNCTION AND RECEDING HORIZON PERSPECTIVE

Two well known approaches to nonlinear control involve the use of control Lyapunov functions (CLFs) and receding horizon control (RHC), also known as model predictive control (MPC). The on-line Euler-Lagrange computation of receding horizon control is naturally viewed in terms of optimal control, whereas researchers in CLF methods have emphasized such notions as inverse optimality. We focus on a CLF variation of Sontag's formula, which also results from a special choice of parameters in the so-called pointwise minnorm formulation. Viewed this way, CLF methods have direct connections with the Hamilton-Jacobi-Bellman formulation of optimal control. A single example is used to illustrate the various limitations of each approach. Finally, we contrast the CLF and receding horizon points of view, arguing that their strengths are complementary and suggestive of new ideas and opportunities for control design. The presentation is tutorial, emphasizing concepts and connections over details and technicalities.     

Receding Horizon Controls for Input-Delayed Systems

This paper presents a receding horizon control (RHC) for an unconstrained input-delayed system. To begin with, we derive a finite horizon optimal control for a quadratic cost function including two final weighting terms. The RHC is easily obtained by changing the initial and final times of the finite horizon optimal control. A linear matrix inequality (LMI) condition on two final weighting matrices is proposed to meet the cost monotonicity, under which the optimal cost on the horizon is monotonically nonincreasing with time and hence the asymptotical stability is guaranteed only if an observability condition is met. It is shown through simulation that the proposed RHC stabilizes the input-delayed system effectively and its performance can be tuned by adjusting weighting matrices with respect to the state and the input.      

Robust one-step receding horizon control for constrained systems

This paper proposes a robust receding horizon control scheme for discrete-time uncertain linear systems with input and state constraints. The control scheme is based on the minimization of the worst-case one-step finite horizon cost with a finite terminal weighting matrix. It is shown that the proposed receding horizon control robustly asymptotically stabilizes uncertain constrained systems under some matrix inequality conditions on the terminal weighting matrices. This robust receding horizon control scheme has a larger feasible initial-state set and a more general structure than existing robust receding horizon controls for uncertain constrained systems under the same design parameters. The proposed controller is obtained using semidefinite programming. Copyright © 1999 John Wiley & Sons, Ltd.     

A stabilizing receding horizon regulator for nonholonomic mobile robots

This paper presents a receding horizon (RH) controller used for regulating a nonholonomic mobile robot. The RH control stability is guaranteed by adding a terminal-state penalty to the cost function and a terminal-state region to optimization constraints. A suboptimal solution to the optimization problem is sufficient to achieve stability. A new terminal-state penalty and its corresponding terminal-state constraints are found. Implementation and simulation results are provided to verify the proposed control strategy.     

Existence and computation of infinite horizon model predictive control with active steady-state input constraints

This note addresses the existence and implementation of the infinite-horizon controller for the case of active steady-state input constraints. This case is important because, in many practical applications, controllers are required to operate at the boundary of the feasible region (for instance, in order to maximize global economic objectives). For this case, the usual finite horizon parameterizations with terminal cost cannot be applied, and optimal solutions are not generally available. We propose here an iterative algorithm that generates two finite-horizon approximations to the true infinite-horizon problem, where the solution to one of the approximations yields an upper bound on the true optimum, while the other approximation yields a lower bound. We show convergence of both bounding approximations to the optimal solution, as the horizon length in the approximations is increased. We outline a procedure, based on this result, to provide a solution to the infinite-horizon problem that is exact to within any user-specified tolerance. Finally, we present an example that includes a comparison between optimal and suboptimal controllers.     

基于终端不变集的 Markov 跳变系统约束预测控制

针对离散 Markov 跳变系统, 研究带输入输出约束的有限时域预测控制问题. 对于给定预测时域内的每条模态轨迹, 设计控制输入序列, 驱动系统状态到达相应的终端不变集内, 在预测时域外, 则寻求一个虚拟的状态反馈控制器以保证系统的随机稳定性, 在此基础上, 分别给出了以线性矩阵不等式 (LMI) 描述的带输入、输出约束预测控制器的设计方法.     

A receding horizon generalization of pointwise min-norm controllers

Control Lyapunov functions (CLFs) are used in conjunction with receding horizon control to develop a new class of receding horizon control schemes. In the process, strong connections between the seemingly disparate approaches are revealed, leading to a unified picture that ties together the notions of pointwise min-norm, receding horizon, and optimal control. This framework is used to develop a CLF based receding horizon scheme, of which a special case provides an appropriate extension of Sontag's formula. The scheme is first presented as an idealized continuous-time receding horizon control law. The issue of implementation under discrete-time sampling is then discussed as a modification. These schemes are shown to possess a number of desirable theoretical and implementation properties. An example is provided, demonstrating their application to a nonlinear control problem. Finally, stronger connections to both optimal and pointwise min-norm control are proved     

Stability validation of a constrained model predictive networked control system with future input buffering

This paper addresses the stability of a newly-developed control strategy for networked control systems (NCS). This control strategy hones the potential of constrained model predictive control (MPC) by buffering the predicted control sequence at the actuator in anticipation of typical data transmission errors associated with NCS. Closed-loop stability in the sense of Lyapunov is guaranteed for the controller in the linear case, by bounding the projected receding horizon costs by lower- and upper-bounding terms using a predetermined terminal cost. A stability theorem is developed, which provides a suboptimal measure for the controller in real time, and is sufficient to estimate the worst-case transmission delay that can be handled by the developed control buffering strategy. The stability conditions, as governed by the theorem, are validated through real-time implementation on an electro-hydraulic servo system of an industrial processing machine, through an Ethernet network.