Robust MPC via min-max differential inequalities
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Accepted version
Published version
Author(s)
Villanueva, Mario E
Quirynen, Rien
Diehl, Moritz
Chachuat, Benoit
Houska, Boris
Type
Journal Article
Abstract
This paper is concerned with tube-based model predictive control (MPC) for both linear and nonlinear, input-affine continuous-time dynamic systems that are affected by time-varying disturbances. We derive
a min-max differential inequality describing the support function of positive robust forward invariant tubes, which can be used to construct a variety of tube-based model predictive controllers. These constructions are conservative, but computationally tractable and their complexity scales linearly with the length of the prediction horizon. In contrast to many existing tube-based MPC implementations, the proposed framework does not involve discretizing the control policy and, therefore, the conservatism of the predicted tube depends solely on the accuracy of the set parameterization. The proposed approach is then used to construct a robustMPCscheme based on tubes with ellipsoidal cross-sections. This ellipsoidal MPC scheme is based on solving an optimal control problem under linear matrix inequality constraints. We illustrate these results with the numerical case study of a spring-mass-damper system.
a min-max differential inequality describing the support function of positive robust forward invariant tubes, which can be used to construct a variety of tube-based model predictive controllers. These constructions are conservative, but computationally tractable and their complexity scales linearly with the length of the prediction horizon. In contrast to many existing tube-based MPC implementations, the proposed framework does not involve discretizing the control policy and, therefore, the conservatism of the predicted tube depends solely on the accuracy of the set parameterization. The proposed approach is then used to construct a robustMPCscheme based on tubes with ellipsoidal cross-sections. This ellipsoidal MPC scheme is based on solving an optimal control problem under linear matrix inequality constraints. We illustrate these results with the numerical case study of a spring-mass-damper system.
Date Issued
2017-03-01
Date Acceptance
2016-11-08
Citation
AUTOMATICA, 2017, 77, pp.311-321
ISSN
0005-1098
Publisher
PERGAMON-ELSEVIER SCIENCE LTD
Start Page
311
End Page
321
Journal / Book Title
AUTOMATICA
Volume
77
Copyright Statement
© 2016 The Authors. Published by Elsevier Ltd.
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
This is an open access article under the CC BY license
(http://creativecommons.org/licenses/by/4.0/).
License URL
Sponsor
Engineering & Physical Science Research Council (EPSRC)
Commission of the European Communities
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000395354700033&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
EP/J006572/1
PCIG9-GA-2011-293953
Subjects
Science & Technology
Technology
Automation & Control Systems
Engineering, Electrical & Electronic
Engineering
Model predictive control
Robust control
Tube-based control
Robust forward invariant tube
Differential inequalities
MODEL-PREDICTIVE CONTROL
NONLINEAR-SYSTEMS
INVARIANT SET
OPTIMIZATION
TUBES
Publication Status
Published