Stability Guaranteed Model Predictive Control With Adaptive Lyapunov Constraint

Abstract

This paper aims to design a stabilized Adaptive Model Predictive Control (MPC) for nonlinear continuous systems with unknown dynamics at the start time. The proposed method is based on the Lyapunov MPC (LMPC) where the derivative of the Lyapunov function of the closed-loop system is limited to be less than that under an auxiliary Lyapunov controller. Different from the existing LMPC methods, this paper provides an online constraint updating strategy, which gradually reduces the conservation of the constraint. Specifically, the piece-wise linear (PWL) model updated by the Set-Membership (SM) identification method is adopted in the constraint and the auxiliary controller design, which can result in a non-increasing boundary of the model error. Then, a sufficient condition that guarantees the stabilization of the closed-loop system is deduced, which takes the effect of sample-and-hold implementation and the error boundary of the PWL model into account. By this condition, an optimization problem to update the Lyapunov controller for relaxing the constraints of MPC is proposed. We prove that, by the proposed method, the states will eventually converge to a small region around the equilibrium, both this small region and the conservatism of MPC decrease with the increasing of the accuracy of the PWL model. The application of the proposed method to a chemical process demonstrates the effectiveness of the proposed method. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —The control problem of nonlinear continuous systems with unknown dynamics has attracted the attention of researchers. This article develops an Adaptive MPC for this kind of system, which updates the boundary of uncertainties according to the measurement, and updates the constraints of MPC according to the updated uncertainty boundary. It provides a guaranteed stabilization and continuously relaxed constraint design for MPC where machine learning-based models are employed to predict the future trajectory. In the process of implementation, the method solves two optimization problems: one is to get the parameters of constraints which is based on the PWL model, and the other is used to optimize the future trajectory with the updated constraints. To proceed, the initial boundary of the uncertainty should be given at the initial instant, the initialization of PWL models and constraints can be configured based on it. The proposed method can be used for tracking control of chemical processes, power systems, robots, etc., where the accurate dynamics are not provided in advance and an improved performance is required.