Closed-loop robust steady-state target calculation for model predictive control

Abstract

Industrial model predictive control (MPC) typically includes a steady-state target calculation (SSTC) layer that provides targets for the dynamic MPC controller to track. This paper develops the first closed-loop robust SSTC method, which explicitly addresses the closed-loop uncertainty, for stable linear systems with time-invariant parametric uncertainty. The problem is initially formulated as a stochastic bi-level optimization problem, where the lower-level optimization problem describes the nominal MPC law. The problem is then transformed into a deterministic mixed-integer second-order cone program for ellipsoidal uncertainty. Case study results show that the proposed method is more robust than the classical nominal SSTC in that it helps reduce cycling of the steady-state targets. In addition, the proposed method is less conservative than a typical open-loop robust SSTC method, in that it drives the system to the steady state more quickly and can push the steady state closer to the operating boundary when desired.