Computationally efficient robust model predictive control for uncertain system using causal state-feedback parameterization
File(s)
Author(s)
Georgiou, Anastasis
Furqan, Tahir
Jaimoukha, Imad
Evangelou, Simos A
Type
Journal Article
Abstract
This paper investigates the problem of robust
model predictive control (RMPC) of linear-time-invariant (LTI)
discrete-time systems subject to structured uncertainty and
bounded disturbances. Typically, the constrained RMPC
problem with state-feedback parameterizations is nonlinear
(and nonconvex) with a prohibitively high computational
burden for online implementation. To remedy this, a novel
approach is proposed to linearize the state-feedback RMPC
problem, with minimal conservatism, through the use of
semidefinite relaxation techniques. The proposed algorithm
computes the state-feedback gain and perturbation online
by solving a linear matrix inequality (LMI) optimization that,
in comparison to other schemes in the literature is shown
to have a substantially reduced computational burden
without adversely affecting the tracking performance of the
controller. Additionally, an offline strategy that provides
initial feasibility on the RMPC problem is presented. The
effectiveness of the proposed scheme is demonstrated
through numerical examples from the literature.
model predictive control (RMPC) of linear-time-invariant (LTI)
discrete-time systems subject to structured uncertainty and
bounded disturbances. Typically, the constrained RMPC
problem with state-feedback parameterizations is nonlinear
(and nonconvex) with a prohibitively high computational
burden for online implementation. To remedy this, a novel
approach is proposed to linearize the state-feedback RMPC
problem, with minimal conservatism, through the use of
semidefinite relaxation techniques. The proposed algorithm
computes the state-feedback gain and perturbation online
by solving a linear matrix inequality (LMI) optimization that,
in comparison to other schemes in the literature is shown
to have a substantially reduced computational burden
without adversely affecting the tracking performance of the
controller. Additionally, an offline strategy that provides
initial feasibility on the RMPC problem is presented. The
effectiveness of the proposed scheme is demonstrated
through numerical examples from the literature.
Date Issued
2023-06-01
Date Acceptance
2022-08-06
Citation
IEEE Transactions on Automatic Control, 2023, 68 (6), pp.3822-3829
ISSN
0018-9286
Publisher
Institute of Electrical and Electronics Engineers
Start Page
3822
End Page
3829
Journal / Book Title
IEEE Transactions on Automatic Control
Volume
68
Issue
6
Copyright Statement
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Publication Status
Published
Date Publish Online
2022-08-23