Offset-Free Robust MPC of Systems with Mixed Stochastic and Deterministic Uncertainty

Abstract

Abstract This paper presents a robust model predictive control (MPC) approach for offset-free tracking of piece-wise constant references in the presence of bounded deterministic and stochastic disturbances. The system is considered to be linear with two sources of additive bounded uncertainties on the states. The first uncertainty source accounts for unknown, deterministic structural/parametric plant-model mismatch. The second uncertainty source represents stochastic exogenous system disturbances. The proposed deterministic-stochastic robust MPC approach uses estimates of the deterministic model uncertainties to modify the nominal state and input targets. This allows for achieving offset-free tracking of the mean of the controlled variables. A non-conservative constraint tightening procedure is used to handle probabilistic state constraints and hard input constraints in the presence of stochastic uncertainties. The computational complexity of the proposed robust MPC approach is comparable to that of nominal MPC. The closed-loop performance of the proposed robust MPC approach is compared to that of robust tube-based MPC and stochastic MPC in a simulation study.