Abstract
An off-line robust constrained model predictive control (MPC) algorithm for linear time-varying (LTV) systems is developed. A novel feature is the fact that both model uncertainty and bounded additive disturbance are explicitly taken into account in the off-line formulation of MPC. In order to reduce the on-line computational burdens, a sequence of explicit control laws corresponding to a sequence of positively invariant sets is computed off-line. At each sampling time, the smallest positively invariant set containing the measured state is determined and the corresponding control law is implemented in the process. The proposed MPC algorithm can guarantee robust stability while ensuring the satisfaction of input and output constraints. The effectiveness of the proposed MPC algorithm is illustrated by two examples.
Highlights
Model predictive control (MPC), known as moving horizon control (MHC), is an advanced control algorithm that solves on-line a dynamic optimization problem based on an explicit model of the process
The main contribution is that both model uncertainty and bounded additive disturbance are explicitly taken into account in the off-line formulation of MPC
Most of the optimization problems are solved off-line so the proposed MPC algorithm is applicable to fast systems
Summary
Model predictive control (MPC), known as moving horizon control (MHC), is an advanced control algorithm that solves on-line a dynamic optimization problem based on an explicit model of the process. The on-line computational effort can be reduced to a simple bisection search that determines the smallest ellipsoidal invariant set containing the measured state An extension of this method has been developed by Ding et al [21] where the nominal performance cost is used in the problem formulation instead of the worst-case performance cost. These off-line MPC algorithms can handle only model uncertainty and they cannot guarantee robust stability in the presence of disturbance.
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