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I. INTRODUCTION
Model predictive control (MPC), also known as
Receding Horizon Control and Moving Horizon Optimal Control, has been widely adopted in industry for
advanced process control [112]. MPC is a control technology which utilizes a model of the system to predict
the process output over some future horizon and solve a
quadratic optimization problem with the control signal
as decision variables. The ideas of MPC can be traced
back to the 1960s [13], but interest in this field started
to surge only in late 1970s introducing IDCOM [14],
dynamic matrix control (DMC) [15], and generalized
predictive control (GPC) [16,17]. These algorithms were
based on step or impulse response models. Since the
state-space approach provides a unified framework for
discussion of the various predictive control algorithms
and is well suited for stability analysis, interest in MPC
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
]
[ ]
[
]
[ ]
A 0
B
Bd
I
where, =
,=
, d =
, w =
CA I
CB
CBd
C
[ ]
and = 0 I .
Using (3) as the prediction model rejects any disturbances with constant value since there is an integrator
controller.The Block diagram of the closed loop control system is shown in Fig. 1. The estimation and the
prediction model may for the state space model (3) be
represented as
(k + j + 1|k) = (k + j|k 1) + u(k + j|k)
y (k + j) = (k + j|k), j = 0, , Np 1
(4)
{
K(),
j=0
where () =
and (k) =
0, j = 1, , Np 1
[
]
x m (k) y (k) is states and output estimation, e(k) =
y(k) y (k|k 1) is the observer error, Np is the prediction horizon and K() is the Kalman filter gain matrix
obtained in which the observer poles of the system are
reside inside the circle of radios 0 < 1. Therefore, the
observer gain matrix be obtained as
(
K() =
( ) ( )T )1
( )T (
,
P
R2 +
P
(5)
where,
( )
P=
( )(
( ) ( )T )1 ( )
PP
R2 + P
P
( )T
+ R1 ,
(6)
(8)
K()
2
K()
where, F =
, E =
, d =
Np
Np 1
K()
d
d
, and,
Np 1
0
0
0
= 2
. Let
Np 1 Np 2 Np 3 Np Nc
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
(9)
Np
[
]
where in the case of SISO system Rs = 1 1 1 r(k) =
s r(k) and r(k) is set-point signal at time k. In the case
R
of MIMO system (ni input and no output with n states)
the matrix T has dimension ni Nc ni Nc and T F has
s equals the last no columns
dimension ni Nc n, and T R
of T F. The weight matrices R and Qy are a block matrices with ni and no blocks and has their dimensions equal
to the dimension of T and T , respectively. The
]T
[
set-point signal is r(k) = r1 (k) r2 (k) rno (k) as the
no set-point signals to the multi-output system.
To find the optimal U that will minimize J, by
using (8), J is expressed as:
J=
(
(Rs F(k) Ee(k) d d(k))T Qy Rs F(k)
)
Ee(k) d d(k)
2U T T Qy (Rs F(k) Ee(k)
(
)
d d(k)) + U T T Qy + R U
(10)
From the first derivative of the cost function J:
J
= 2T Qy (Rs F(k) Ee(k) d d(k))
U
)
(
+ 2 T Qy + R U,
(11)
the necessary condition of the minimum J is obtained as
J
= 0, from which we find the optimal solution for the
U
control signal as:
(
Qy + R
T
)1
U =
Qy (Rs F(k) Ee(k) d d(k)),
T
(12)
)1 T
(
Q y Rs ,
It is obvious from (12), the T Qy + R
( T
)1 T
( T
)1 T
Qy + R
Qy E and, Qy + R
Qy d
correspond to the set-point change, error of tracking, and
(
)1 T
disturbance, respectively, while, T Qy + R
Qy F
corresponds to the state feedback control within the
framework of predictive control. All depend on the
system parameters, hence are constant matrices for a
time-invariant system. Because of the receding horizon
Nc
[
]
u(k) = I O O
( T
)1 T
s F(k) Ee(k) d d(k)),
Qy + R
Qy (R
= Kr r(k) Ke e(k) Kff d(k) Kmpc (k)
(13)
where I and O are Identity and zeros matrices with
dimension ni ni , Kr , Ke and Kff are the first element of
( T
)1 T
(
)1 T
Qy + R
Q y Rs , T Q y + R
Qy E and,
)1 T
( T
Qy d , respectively, while, Kmpc is the
Qy + R
( T
)1 T
first row of Qy + R
Qy F. It must be emphasized that many available expressions for linear-quadratic
controllers misses the term Ke and Kff that arise due to
observer gain matrix K() and disturbance gain matrix
d in (4), respectively.
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
reformulating the predictive control problem and simplifying the solutions, in addition to tuning the predictive
control system. Furthermore, a long control horizon can
be realized without using a large number of parameters.
4.1 Laguerre filter
There are several orthonormal basis filters that can
be used for development of linear models. The selection
of the appropriate type of filter depends on the dynamic
behaviour of the system to be modelled. In this paper,
we focus on the Laguerre filters. The Laguerre filters are
first-order lag filters with one real pole. They are, therefore, more appropriate for well damped processes. The
Laguerre filters are given by
(
) (1 az)i1
i (z) =
1 a2
, |a| < 1
(14)
(z a)i
where a is the chosen pole which is related to the time constant, , and the sampling interval Ts of the system [32].
Letting li (k) denote the inverse z-transform of i (z, a) this
set of discrete-time Laguerre filters can be expressed in a
vector form as
[
]
L(k) = l1 (k), l2 (k), , lN (k) ,
(15)
where, N is the length of Laguerre network shown in
Fig. 2. Now, let us rewrite (14) in state space as
L(j + 1) = Al L(j),
(16)
0 0 0
a
a 0 0
a
0
N2
a a a
sion of (N N) is a function of parameters a and =
(1 a2 ), and the initial condition is given by L(0) =
[
]
1, a, a2 , a3 , , (1)N1 aN1 .
4.2 Design framework
At time k , the control trajectory u(k), u(k +
1), u(k + 2), , u(k + j), is regarded as the impulse
response of a stable dynamic system. Thus, a set of
Laguerre functions, l1 (j), l2 (j), , lN (j) are used to capture this dynamic response with a set of Laguerre coefficients that will be determined from the design process.
More precisely, at an arbitrary future sample instant j,
u(k + j) =
i=1
ci li (j),
(17)
N
p
(j)Qj1 K(), 3 =
(j)Qj1 d and the
j=1
j=1
vector form of Laguerre approximation of input signal as
u(k + j) = L(j)T ,
(18)
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
J=
Np
Np
where, = j=1
(j)Q(j)T + R, 1 = j=1
(j)Qj ,
Np
Np
(j)Qj1 K(), and 3 = j=1
(j)Qj1 d .
2 = j=1
Upon obtaining the optimal parameter vector , the
receding horizon control law is realized as
u(k) = L(0)T
(21)
where Qy is a positive definite matrix with proper dimension regarding to the number of output. The cost function (21) is based on the minimization of the error
between the set-point signal and the output signal. The
reasons for this choice include simplicity, practicality of
the cost and its relevance to applications, and its similarity to the classical predictive control systems. Here, the
cost function is re-formulated with a link to discrete-time
linear quadratic regulators (DLQR), where the objective is to find the coefficient vector to minimize the
cost function:
J=
Np
(22)
j=1
[
]
(k + j|k) = x m (k + j|k) y (k + j|k) r(k)
(27)
(N
)
p
T + R +
(j)Q(j)
J = T
j=1
(
[ j
])
T Np
j1
j1
2
(j)Q
(k)
+
K()e(k)+
d(k)
d
j=1
)T
Np ( j
+ j=1
(k) + j1 K()e(k) + j1 d d(k) Q
( j
)
(k) + j1 K()e(k) + j1 d d(k) .
(24)
(N
(j)Q(j)T + R
j=1
p
)1
exists, when
Since the prediction of future states is based on the current information on (k), the set-point information is
contained in (k).
More specifically,
[
]
(k + j|k) = x m (k + j|k) y (k + j|k) r(k) and e(k) =
y(k) y (k|k 1).
(23)
The control u(k) can be written in the form of linear state feedback control ( is a function of state variable
(k) and e(k)). Namely,
Ke = L(0)T 1 3 ,
In order to include the set-point signal in the cost function (22), we need to re-define the state variable (k+j|k).
With the inclusion of a set-point signal r(k), within the
optimization window, if the state variable (k + j|k) is
chosen to be
Assuming that
(26)
(25)
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
In the MPC design with constraints on the difference of the input variable the aim is to minimize the
cost function:
)
(
J = T + 2 T 1 (k) + 2 e(k) + 3 d(k) ,
(28)
such that,
umin u(k + j) umax , j = 0, 1, 2, .
(29)
Since using Laguerre functions in the design, the incremental control signal can be represented as:
u(k + j) = (j), j = 0, 1, 2, ,
(30)
0
0
L1 (j)T
0 L2 (j)T
0
where, (j) =
, j denotes the
0 Lm (j)T
0
set of future time instants at which we wish to impose the
limits on u and m is the number of inputs. Therefore,
the input constraints can be rewritten as:
]
]
[
(j)
umax
, j = 0, 1, 2, .
(j)
umin
(31)
(32)
j1 L1 (i)T
0
j1
i=0
T
0
L (i)
0
.
i=0 2
where (j) =
j1
T
L
(i)
0
0
i=0 m
Therefore, the inequality constraints on control signal
can be rewritten in the following form:
[
]
[
]
(j)
umax u(k 1)
, j = 1, 2, . (33)
(j)
umin + u(k 1)
ymin
j (k) + j1 K()e(k) + j1 d d(k) + (j)T
ymax , j = 1, 2,
(34)
In order to avoid the conflict in the constraint of
control or incremental control variables, output constraints are often implemented as soft constraints in
the way that a slack variable sv > 0 is added to the
constraints, forming
(ymin sv ) j (k) j1 K()e(k) j1 d d(k)
(j)T
j
(ymax + sv ) (k) j1 K()e(k) j1 d d(k),
j = 1, 2,
(35)
Finally, the inequality constraints on output can be
rewritten as
[
]
(j)T
(j)T
[
]
j
j1
(ymax + sv ) (k) K()e(k)j1 d d(k)
.
(ymin + sv )+j (k)+j1 K()e(k)+j1 d d(k)
j = 1, 2,
(36)
5.4 Stability analysis
Recall that the model predictive control is established using the principle of receding horizon control.
That is, at current sample time k the future of the control
trajectory u(k + m), m = 0, 1, 2, ..., Np is optimized by
minimizing the cost function (9) subject to constraints,
and upon obtaining the optimal control sequence, only
the first sample u(k) is implemented. At the next sample time k + 1, the same optimization and implementation procedures are repeated. The core to establishing
closed-loop stability is based on an equality constraint on
the terminal state, which is x(k + Np |k) = 0.
Theorem 2. Assuming an additional constraint is placed
on the final state of the receding horizon optimization
problem: x(k + Np |k) = 0, where x(k + Np |k) is the terminal state resulting from the control sequence u(k + m) =
L(m)T , m = 0, 1, 2, ..., Np ; and for each sampling instant,
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
]
Kx Kr , Kx
[
]T
y (k) , then,
Rni n , Kr Rni no and recall (k) = x(k)
rewrite the controller (27) as:
Let us now define Kmpc
S(z) = (I + G(z)C(z))1
(39)
(
)
where, C(z) = (I z1 )1 Cc (zI Ac )1 Bcy + Dcy and,
G(z) denote the z-transfer function of system and controller, respectively.
6.2 Optimization
For good command following, we require the output to track the input reference signals. To accomplish
this, we desire that y(z) r(z) 0. For this to be true, the
loop G(j)C(j) should be large and therefore, sensitivity
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
(S
ui (j))|<s ,
<s +
i=1
min
,R2 ,a,R,Qy
subject to,
< Ms
S(z) = sup (S(j))
ui (j)) < Ms , i = 1, , nu
Sui (z) = sup (S
R
(
)
nu | j
no Nf |
|
j
r (k) y i (k)|| + j=1 |ri (k) y ui (k)| < Mi
i=1
k=0 | i
|
|
0<1
0 a Iv
R2 > 0
Qy > 0
R > 0,
(40)
Settling time-Delay
+ Delay + Indefinite transient
2
(
)
2 155
+
5
+
2
= 24.
2
1.12e45s
,
87s + 1
+L
)
response ,
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
(41)
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
power of 0.1 is considered and a disturbance with amplitude of 5 is applied in time 750s. The tuning is robust,
since the deviations between the nominal and mismatch
case is marginal. Furthermore, it can be concluded, that
the MPC with the selected tuning rejects the disturbance nicely and have good tracking properties. Applying
the controller the poles of the closed loop system not
considering the observer are placed in 0.7486 0.1951i
which verifies the low overshoot in the corresponding
step response of the system shown in Fig. 5.
Example 2. Paper machine control.
System description. A paper machine is a complex process
that requires advanced control to reach the best possible
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
Fig. 7 depicts the step response of the system identified in state-space in form (1) with 44 states. The process
variables are:
1. Ash weight, in g/m2 , of the paper at the reel denoted
by y1 .
2. Fiber weight, in g/m2 , of the paper at reel denoted
by y2 .
3. Moisture, in %, in the paper at reel denoted by y3 .
4. Moisture, in %, in the paper between the main bank
dryers and the after dryers denoted by y4 .
The manipulated variables are:
1.
2.
3.
4.
a
R
Qy
R2
=
=
=
=
=
0.6907,
([
])
diag 0.91751 0.42211 0.71974 0.1001 ,
([
])
diag 1 457616.33 14714.89 123233.14 ,
([
])
diag 1288.07 1153.81 4291.60 4107.106 ,
([
])
diag 1.7335 0.33091 0.81975 0.66713 .
(42)
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
VIII. CONCLUSIONS
In this paper, a general Laguerre-based MPC is
designed for state-space systems and the MPC parameters are tuned through an optimization procedure. The
main advantage of the proposed controller can be summarized as follows:
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
Fig. 10. Comparing the response of the uncertain and nominal systems.
The Kalman state estimator is included in the prediction model to help the controller react faster
against disturbances.
The Laguerre network used in MPC design speeds
up the computation.
The MPC parameters is automatically tuned
using an optimization procedure which makes the
designed controller easy to use.
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
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2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
Asian Journal of Control, Vol. 18, No. 5, pp. 117, September 2016
27.
28.
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38.
IX. APPENDIX I
9.1 Hildreths quadratic programming
A simple algorithm, called Hildreths quadratic programming procedure ([42,43]), was proposed for solving
this dual problem. In this algorithm, the direction vec[tors were selected ]to be equal to the basis vectors ei =
0 0 1 0 0 . Then, the vector can be varied one
component at a time. At a given step in the process, having obtained a vector 0, we fix our attention on
a single component i . The objective function may be
regarded as a quadratic function in this single component. We adjust i to minimize the objective function.
If that requires i < 0, we set i = 0. In either case,
the objective function is decreased. Then, we consider
the next component i+1 . If we consider one complete
cycle through the components to be one iteration taking the vector m to m+1 , the method can be expressed
explicitly as:
= max(0, m+1
),
m+1
i
i
and
[
m+1
i
1
=
hii
ki +
i1
i=1
(43)
hij m+1
j
]
nhij m
j
(44)
j=i+1
(45)
There are a few comments to be made. First, Hildreths quadratic programming algorithm is based on an
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd
S. H. HosseinNia and M. Lundh: A General Robust MPC Design for the State-Space Model
2015 Chinese Automatic Control Society and Wiley Publishing Asia Pty Ltd