Model predictive control with robust feasibility

作     者：Li, Xiang Marlin, Thomas E. 

作者机构：McMaster Univ Dept Chem Engn Hamilton ON L8S 4L7 Canada 

出 版 物：《JOURNAL OF PROCESS CONTROL》 (工艺过程控制杂志)

年 卷 期：2011年第21卷第3期

页      面：415-435页

核心收录：

学科分类：0711[理学-系统科学] 07[理学] 0817[工学-化学工程与技术] 08[工学] 070105[理学-运筹学与控制论] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 071101[理学-系统理论] 

基　　金：McMaster Advanced Control Consortium (MACC) 

主　　题：Model predictive control Robust MPC Robust feasibility Stochastic programming Bilevel optimization Second order cone programming 

摘      要：This paper presents a new model predictive control (MPC) method that provides robust feasibility with tractable, real-time computation. The method optimizes the closed-loop system dynamics, which involves models of the process (with parametric uncertainty) and controller at each step in the prediction horizon. Such problems are often formulated as a multi-stage stochastic program that suffers from the curse of dimensionality. This paper presents an alternative formulation that yields a bilevel stochastic optimization problem that is transformed by a series of reformulation steps into a tractable problem such that it can be solved through a limited number of second order cone programming sub-problems. The method addresses robust feasibility, manipulated saturation, state and output soft constraints, exogenous and endogenous uncertainty, and uncertainty in the state estimation in an integrated manner. Case study results demonstrate the advantages of the proposed robust MPC over nominal MPC and several other robust MPC formulations. (C) 2010 Elsevier Ltd. All rights reserved.