Robust output-feedback model predictive control for systems with unstructured uncertainty

Abstract

In this paper, we present novel results that parameterize a broad class of robust output-feedback model predictive control (MPC) policies for discrete-time systems with constraints and unstructured model uncertainty. The MPC policies we consider employ: (i) a linear state estimator, (ii) a pre-determined feedback gain (iii) a set of “tighter constraints” and (iv) a quadratic cost function in the degrees of freedom and the estimated state. Contained within the class, we find both well-known control policies and policies with novel features. The unifying aspect is that all MPC policies within the class satisfy a robust stability test. The robust stability test is suited to synthesis and incorporates a novel linear matrix inequality (LMI) condition which involves the parameters of the cost function. The LMI is shown to always be feasible under an appropriate small-gain condition on the pre-determined feedback gain and the state estimator. Moreover, we show, by means of both theoretical and numerical results, that choosing the cost function parameters subject to the proposed condition often leads to good nominal performance whilst at the same time guaranteeing robust stability.