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Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Efficient implementations of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
predictive control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtbyP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Guillermo
Gυιllεrmo V αlεηcια P αlomo. Valencia-Palomo
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαThesis submitted
P αlomo. in P
ξff ιcιεηt partial fulfilment
rεdιctιvε of Algs.
Coηtrol F ιnαl V εrsιoη.
the requirements
Gυιllεrmo V αlεηcια P αlomo. forrεdιctιvε
ξff ιcιεηt P the degree of Algs.
Coηtrol F ιnαl V εrsιoη.
Doctor of Philosophy
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Automatic Control and Systems Engineering
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
University of Sheffield
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
October, 2010
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Efficient implementations of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
predictive control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtbyP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Guillermo
Gυιllεrmo V αlεηcια P αlomo. Valencia-Palomo
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαThesis submitted
P αlomo. in P
ξff ιcιεηt partial fulfilment
rεdιctιvε of Algs.
Coηtrol F ιnαl V εrsιoη.
the requirements
Gυιllεrmo V αlεηcια P αlomo. forrεdιctιvε
ξff ιcιεηt P the degree of Algs.
Coηtrol F ιnαl V εrsιoη.
Doctor of Philosophy
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Automatic Control and Systems Engineering
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
University of Sheffield
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
October, 2010
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AutomaticVControl
Gυιllεrmo αlεηcια andP Systems
αlomo. Engineering
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
University of Sheffield
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sheffield, U.K. S1 3JD.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This dissertation P αlomo.with
was prepared ξffthe
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LATEPXrεdιctιvε
document Coηtrol Algs.
preparation F ιnαl V εrsιoη.
system.
Gυιllεrmo V αlεηcιαofPthe
TEX is a trademark αlomo. ξff ιcιεηt
American P rεdιctιvε
Mathematical Coηtrol Algs. F ιnαl V εrsιoη.
Society.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Copyright ° c 2010 by Guillermo Valencia-Palomo.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This workVisαlεηcια
subject toP αlomo. ξff All
copyright. ιcιεηt P rεdιctιvε
rights Coηtrol
are reserved, whetherAlgs. F ιnαlor Vpart
the whole εrsιoη.
Gυιllεrmo
of the material is concerned, specifically the rights of translation, reprinting, reuseεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V of
Gυιllεrmo V αlεηcια
illustrations, P αlomo.
recitation, ξff ιcιεηt
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αlεηcια αlomo. ξffofιcιεηt
this publication
P rεdιctιvε or parts thereof
Coηtrol is permitted
Algs. F ιnαl Vonlyεrsιoη.
under the provisions of the British Copyright Law, Designs and Patents Act 1988 in its
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
current version, and written permission for use must always be obtained from the author.
V εrsιoη.
Gυιllεrmo
Violations Vare
αlεηcια P prosecution
liable for αlomo. ξffactιcιεηt
underP British
rεdιctιvε Coηtrol
Copyright Law.Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The use ofVgeneral
Gυιllεrmo αlεηcια descriptive
P αlomo.names, registered
ξff ιcιεηt names, trademarks,
P rεdιctιvε Coηtrol Algs.etc. in this publi-
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V are
cation does not imply, even in the absence of a specific statement, that such names εrsιoη.
exempt from the relevant protective laws and regulations and therefore free for general use.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Printed inVtheαlεηcια
United P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Kingdom.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
10 9 8 7 6 V5 αlεηcια
Gυιllεrmo 4 3 2 1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Dedicated to my beloved
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If I have
Gυιllεrmo the giftP αlomo.
V αlεηcια of prophecy and canP rεdιctιvε
ξff ιcιεηt fathom allCoηtrol
mysteriesAlgs.
and all knowledge,
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεbut Coηtrol
have Algs.
not love, FI ιnαl
am V εrsιoη.
nothing.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. 1 Corinthians
F ιnαl V13: 2
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Dedicado a mi amada
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Y si tuviese
Gυιllεrmo el don Pdeαlomo.
V αlεηcια la profecía, y entendiese
ξff ιcιεηt todosCoηtrol
P rεdιctιvε los misterios
Algs. yFtoda
ιnαlciencia,
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε pero Coηtrol
no tengo amor, nadaV εrsιoη.
Algs. F ιnαl soy.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. 1 Corintios
F ιnαl V13:2
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Acknowledgments
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
All praise and glory is due to Almighty God, whose blessings has been con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
stantly bestowed upon me. I give thanks to Thee for letting me achieve my
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dreams surrounded by the people I love.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. TheξffLordιcιεηt
is myPlight
rεdιctιvε
and myCoηtrol
salvation Algs.
— whomFshall
ιnαlI Vfear?
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PThe Lord isξfftheιcιεηt
αlomo. stronghold of my life
P rεdιctιvε — of whom
Coηtrol shallF ιnαl
Algs. I be afraid?
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F Psalm ιnαl V27: 1
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Long after
Gυιllεrmo the lectures
V αlεηcια P αlomo.I took,ξff the
ιcιεηt papers I struggled
P rεdιctιvε Coηtrol to understand,
Algs. F ιnαlthe in-
V εrsιoη.
sights I had
Gυιllεrmo that eventually
V αlεηcια P αlomo. ξff ledιcιεηt
to progress and Coηtrol
P rεdιctιvε the many deadFends
Algs. ιnαl Vthat I
εrsιoη.
encountered during the course of my research; I can finally
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. write these final
lines of my
Gυιllεrmo thesis. P
V αlεηcια Itαlomo.
is my sincere
ξff ιcιεηt belief that I will
P rεdιctιvε have aAlgs.
Coηtrol clear F
and pleasant
ιnαl V εrsιoη.
memory V
Gυιllεrmo ofαlεηcια
those I shared
P αlomo. thisξff
experience with. During
ιcιεηt P rεdιctιvε Coηtrolmy PhD
Algs.studies
F ιnαl at The
V εrsιoη.
University of Sheffield I was fortunate enough to interact with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. a number of peo-
ple from Vwhom
Gυιllεrmo αlεηcιαI have benefited
P αlomo. greatly.
ξff ιcιεηt I gratefully
P rεdιctιvε acknowledge
Coηtrol Algs. F ιnαlthoseV εrsιoη.
who
have offered
Gυιllεrmo their advise,
V αlεηcια P αlomo.assistance,
ξff ιcιεηt encouragement,
P rεdιctιvε Coηtrol andAlgs.
most Fimportantly,
ιnαl V εrsιoη.
friendship. The following people deserve special recognition.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
I would like P αlomo.
to express ξff ιcιεηt
my thanks andP rεdιctιvε Coηtrol
appreciation to my Algs. F ιnαl
thesis V εrsιoη.
supervisor
Gυιllεrmo
J. AnthonyV αlεηcια
Rossiter,P αlomo. ξff ιcιεηt Penjoyed
I have thoroughly rεdιctιvεourCoηtrol Algs. Fand
work together ιnαl V εrsιoη.
consider
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
myself very fortunate to have been under your direction. Our interaction Algs. F ιnαl V εrsιoη.
has
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
been an invaluable learning experience. Whatever accomplishments I have Algs. F ιnαl V εrsιoη.
Gυιllεrmo
been ableVtoαlεηcια P αlomo.
make during myξff PhD ιcιεηt P rεdιctιvε
studies Coηtrol
are a direct Algs.
result F ιnαl
of your V εrsιoη.
guidance,
Gυιllεrmo V αlεηcια P
insight and inspiration. αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
I would like
Gυιllεrmo to express
V αlεηcια my gratitude
P αlomo. ξff ιcιεηt to the Prof. Coηtrol
P rεdιctιvε ManfredAlgs.Morari’s
F ιnαl research
V εrsιoη.
group at the Swiss Federal Institute of Technology Zurich (ETH),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. especially to
Mato Baotić, Michael Kvasnica and Pascal Grieder for the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.Multi-Parametric
Toolbox.V And
Gυιllεrmo many
αlεηcια thanks ξff
P αlomo. to ιcιεηt
Colin PN. Jones (ETH,
rεdιctιvε Coηtrol Ch), Jaques
Algs. F ιnαl Richalet
V εrsιoη.
(ADERSA, Fr), Kevin R. Hilton (CSE Controls, UK), Luiping
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Wang (RMIT,
Au), Michail
Gυιllεrmo Pellegrinis
V αlεηcια P αlomo. (ACSE Sheffield,
ξff ιcιεηt UK) and
P rεdιctιvε Ravi Gondhalekar
Coηtrol Algs. F ιnαl(Osaka
V εrsιoη.
University, Jp) for their collaboration at some point of my research.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
I would Vlikeαlεηcια P αlomo.
to thank Prof. ξff ιcιεηt
Peter J. PFleming
rεdιctιvε(University
Coηtrol Algs. F ιnαl V εrsιoη.
of Sheffield) and
Gυιllεrmo
Prof. BasilV αlεηcια P αlomo.
Kouvaritakis ξff ιcιεηt
(Oxford P rεdιctιvε
University) Coηtrol
for their Algs. service
gracious F ιnαl onV εrsιoη.
my
Gυιllεrmo V αlεηcια
dissertation P αlomo.
committee. I haveξffgained
ιcιεηt much
P rεdιctιvε Coηtrol
from your Algs. F ιnαl
conversations, V εrsιoη.
questions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and suggestions.
Gυιllεrmo
The mostV perfect
αlεηcιαworking
P αlomo. ξff ιcιεηt P is
environment rεdιctιvε
worthless Coηtrol
if you Algs.
cannotFretreat
ιnαl V εrsιoη.
to a
Gυιllεrmo V αlεηcια
fulfilled private life,P therefore,
αlomo. ξffIιcιεηt
wouldPlike
rεdιctιvε Coηtrol
to thank Algs.
my wife F ιnαlfor
Paloma V εrsιoη.
her
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
endless love, always being there for me and making home a safe-haven from Algs. F ιnαl V εrsιoη.
Gυιllεrmo
all types Vofαlεηcια P αlomo.
stress; you are my ξffjoy,
ιcιεηt
myPpeace,
rεdιctιvε
my Coηtrol Algs.Thank
cornerstone. F ιnαlyouV εrsιoη.
for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
all the sacrifices you made during this stage of our life, I will compensate you F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
forever. Thank youPtoαlomo. ξff ιcιεηt
my toddler P rεdιctιvε
daughter Lucı́a Coηtrol Algs. F ιnαl
and my newborn V εrsιoη.
son Daniel
Gυιllεrmo V αlεηcια
for brighten my lifePonlyαlomo.
withξff ιcιεηt
their mereP rεdιctιvε
existence.Coηtrol
You all Algs.
are myFinspiration.
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The support
Gυιllεrmo of myPparents,
V αlεηcια αlomo. ξffGuillermo
ιcιεηt P and Lucı́a,Coηtrol
rεdιctιvε from the beginning
Algs. F ιnαl Vofεrsιoη.
my
educationV all
Gυιllεrmo the way
αlεηcια through
P αlomo. ξffto the completion
ιcιεηt of my PhD
P rεdιctιvε Coηtrol Algs.studies
F ιnαlmust be
V εrsιoη.
acknowledged. The foundations of my education have been key
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. on my journey
towards V
Gυιllεrmo this point Pofαlomo.
αlεηcια my life.ξff Iιcιεηt
am grateful for Coηtrol
P rεdιctιvε the sacrifice
Algs.you made
F ιnαl and
V εrsιoη.
for creating
Gυιllεrmo the environment
V αlεηcια P αlomo. ξff that hasPencouraged
ιcιεηt me to succeed.
rεdιctιvε Coηtrol Algs. F ιnαlOf course,
V εrsιoη.
this environment includes my brothers (Jorge and Lizardo) and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. grandparents
(Guillermo
Gυιllεrmo and Mercedes)
V αlεηcια P αlomo.toξff whomιcιεηtI am grateful Coηtrol
P rεdιctιvε as well. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Every joy V αlεηcια P αlomo.
is multiplied ξff ιcιεηt
by the number P rεdιctιvε
of persons Coηtrol Algs. F in
participating ιnαlit.V εrsιoη.
Yes,
Gυιllεrmo
the weatherV αlεηcια
could P αlomo.
have beenξffbetter
ιcιεηtinP rεdιctιvε
those years,Coηtrol Algs. F
but people ιnαl hardly
could V εrsιoη.
Gυιllεrmo V αlεηcια
be any better thanPthe αlomo.
ones ξff
in ιcιεηt P rεdιctιvε
Sheffield. Here, I Coηtrol
have been Algs. F ιnαl
lucky V εrsιoη.
enough to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
have excellent friends that I can truly rely on, whereby I would like to espe- F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
cially mention Ahmed P αlomo.
Doğan,ξffAlejandro
ιcιεηt P rεdιctιvε
Torres, andCoηtrol Algs. F ιnαl
the families: V εrsιoη.
Handforth,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Márquez-Flores, Polidori and Reeves. Your friendship has been of invaluableAlgs. F ιnαl V εrsιoη.
Gυιllεrmo
help andVsupport,
αlεηcια IPwillαlomo. ξff be
always ιcιεηt P rεdιctιvε
in debt with you.Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
I would also like to thank Dejanira Araiza, Hatim Laalej, Hector Barrón and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Miguel Gama for being a good friends in and out of the office; Leo Shead who
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
helped me get settled in when I join the department; Aming Chen, Feng Zhang
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and Saiful Huq who put up with me in the same office for three years; Bode
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ogundimu and Zaid Omar who were the first people who offered me their
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
friendship when I arrived Sheffield; Juan Leonardo Martı́nez another great
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
friend in UK; and in general to all those who I shared with the dream of seeing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
our studies completed.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
There are
Gυιllεrmo many other
V αlεηcια people
P αlomo. ξffthat
ιcιεηtmade my lifeCoηtrol
P rεdιctιvε more pleasant
Algs. Fin ιnαlSheffield
V εrsιoη.
and others that always had been supporting me from Mexico.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. It would be
impossible
Gυιllεrmo to mention
V αlεηcια all of you
P αlomo. here, nevertheless,
ξff ιcιεηt I have you
P rεdιctιvε Coηtrol Algs.in my mind
F ιnαl and
V εrsιoη.
I want to reaffirm my gratitude.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Finally, thanks P αlomo.
to The ξff ιcιεηt
(Mexican) P rεdιctιvε
National CouncilCoηtrol Algs.
of Science andF Technology
ιnαl V εrsιoη.
Gυιllεrmo
(conacyt), without its financial support I would not have been able ιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F V εrsιoη.
to dedicate
Gυιllεrmo
full-time Vtoαlεηcια P αlomo.
my doctoral ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
studies.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Agradecimientos
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PAcknowledgements,
rεdιctιvε Coηtrol Algs. F ιnαlversion
spanish V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Toda alabanza
Gυιllεrmo y gloria
V αlεηcια para ξff
P αlomo. Dios Todopoderoso,
ιcιεηt P rεdιctιvε por quienAlgs.
Coηtrol he sido bendecido
F ιnαl V εrsιoη.
constantemente. Gracias por permitirme lograr mis sueños rodeado
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. por las
personas que amo.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffEl SeñorPesrεdιctιvε
ιcιεηt mi luz y miCoηtrol
salvaciónAlgs.
— ¿deFquién
ιnαltemeré?
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
El Señor es la fortaleza de mi vida — ¿de quién he de atemorizarme?
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl SalmoV27:1
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Tiempo después de las clases que tomé, los artı́culos que batallé en entender,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
las ideas que eventualmente me llevaron a progresar y a muchas otras que
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
únicamente me llevaron a caminos sin salida durante el curso de mis estudios;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
puedo finalmente escribir estas últimas lineas de mi tesis. Sinceramente puedo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
decir que voy a tener un bonito y claro recuerdo de aquellos con quienes com-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
partı́ esta experiencia. Durante mis estudios en la Universidad de Sheffield
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tuve la fortuna de interactuar con personas de quienes me he visto enorme-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mente beneficiado. Les agradezco profundamente a aquellos que me ofrecieron
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
su consejo, ayuda, motivación y sobre todo su amistad. Las siguientes personas
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
merecen un reconocimiento especial.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Quisiera Vexpresar
Gυιllεrmo αlεηcιαmi agradecimiento
P αlomo. ξff ιcιεηtaPmi asesor de
rεdιctιvε tesis J.Algs.
Coηtrol Anthony Rossiter,
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vhaber
realmente disfruté trabajar con usted y me considero muy afortunado de εrsιoη.
estado bajo su dirección. Nuestra interacción fue una experiencia
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.invaluable-
mente educativa.
Gυιllεrmo V αlεηcια Todos los ξff
P αlomo. logros
ιcιεηtque obtuve durante
P rεdιctιvε CoηtrolmiAlgs.
doctorado
F ιnαl fueron
V εrsιoη.
resultado directo de su dirección, perspicacia e inspiración.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Agradezco V αlεηcια
tambiénPalαlomo.
grupo ξff
de ιcιεηt P rεdιctιvε
investigación Coηtrol Manfred
del Profesor Algs. F ιnαl
MorariV εrsιoη.
del
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Instituto Tecnológico Federal de Zurich (ETH), especialmente a Mato Baotić, F ιnαl V εrsιoη.
Gυιllεrmo
Michael V αlεηcια yP αlomo.
Kvasnica ξff ιcιεηtpor
Pascal Grieder P rεdιctιvε
facilitarmeCoηtrol Algs. F ιnαlpara
las herramientas V εrsιoη.
el
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
análisis multi-paramético. Muchas gracias a Colin N. Jones (ETH, Ch), JaquesF ιnαl V εrsιoη.
Gυιllεrmo
Richalet V(ADERSA,
αlεηcια P αlomo. ξff ιcιεηt
Fr), Kevin P rεdιctιvε
R. Hilton Coηtrol UK),
(CSE Controls, Algs.Luiping
F ιnαl VWang
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
(RMIT, Au), Michail Pellegrinis (ACSE Sheffield, UK) y Ravi Gondhalekar Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
(Osaka University, αlomo.
Jp) por suξffcolaboración
ιcιεηt P rεdιctιvε Coηtrol
en algún puntoAlgs.
de miFdoctorado.
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gracias alV Profesor
αlεηcια P αlomo.
Peter ξff ιcιεηt
J. Fleming P rεdιctιvε
(University of Coηtrol
Sheffield)Algs. F ιnαl VBasil
y al Profesor εrsιoη.
Gυιllεrmo
KouvaritakisV αlεηcια P αlomo.
(Oxford ξff ιcιεηt
University) por Psurεdιctιvε
amable Coηtrol
servicio en Algs. F ιnαl V
el comité εrsιoη.
evalu-
Gυιllεrmo
ador de Vmiαlεηcια
tesis. PHeαlomo. ξff ιcιεηt
aprendido muchoP rεdιctιvε Coηtrol Algs. Fpreguntas
de sus conversaciones, ιnαl V εrsιoη.
y
Gυιllεrmo
sugerencias.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Un ambiente V αlεηcια P αlomo.
de trabajo ξff ιcιεηt
perfecto P rεdιctιvε
no vale la pena Coηtrol
si uno no Algs. F ιnαlrefugiar
se puede V εrsιoη.
Gυιllεrmo
en una vida V αlεηcια
privadaP αlomo.
plena alξfffinal
ιcιεηt
delPdı́a,
rεdιctιvε
por loCoηtrol Algs. Fagradecer
tanto quisiera ιnαl V εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
mi esposa Paloma por su infinito amor, por siempre estar ahı́ para apoyarme Algs. F ιnαl V εrsιoη.
Gυιllεrmo
y hacer de V αlεηcια
nuestro Phogar
αlomo. unξff ιcιεηt libre
espacio P rεdιctιvε
de todoCoηtrol
tipo deAlgs. F ιnαl
estrés; V εrsιoη.
tu eres mi
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
alegrı́a, mi paz, mi pilar. Gracias por todos los sacrificios hechos durante esta F ιnαl V εrsιoη.
Gυιllεrmo
etapa deVnuestras
αlεηcια vidas,
P αlomo. ξff compensaré
te los ιcιεηt P rεdιctιvε Coηtrol Gracias
por siempre. Algs. F ιnαl
a misVhijos
εrsιoη.
Gυιllεrmo V αlεηcια
Lucı́a y Daniel porPiluminar
αlomo. ξff mi ιcιεηt P rεdιctιvε
vida con tan sóloCoηtrol Algs. FUstedes
su existencia. ιnαl V εrsιoη.
tres
Gυιllεrmo V αlεηcια
son mi inspiración. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
El apoyoVdeαlεηcια
Gυιllεrmo mis padres, Guillermo
P αlomo. y Lucı́a,
ξff ιcιεηt desde Coηtrol
P rεdιctιvε el principio de mi
Algs. educación
F ιnαl V εrsιoη.
hasta el final de mis estudios doctorales, no puede pasar desapercibido.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Las
bases de Vmi
Gυιllεrmo educación
αlεηcια han sido
P αlomo. clavesP rεdιctιvε
ξff ιcιεηt para llegar a este Algs.
Coηtrol puntoFen ιnαlmiVvida.
εrsιoη.
Estoy muy agradecido por el sacrificio que han hecho y por
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. haber creado el
ambiente que me ha motivado a salir adelante. Por supuesto,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. este ambiente
incluye aVmis
Gυιllεrmo hermanos
αlεηcια (Jorge
P αlomo. y Lizardo)
ξff ιcιεηt y abuelos
P rεdιctιvε (Guillermo
Coηtrol Algs. Fyιnαl
Mercedes)
V εrsιoη.
con quienes estoy igualmente agradecido.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Toda alegrı́a P αlomo.por
se multiplica ξff el
ιcιεηt P rεdιctιvε
número Coηtrol
de personas queAlgs. F ιnαl V εrsιoη.
la comparten. Sı́,
Gυιllεrmo
el clima V αlεηcια
pudo haberP αlomo.
sido mejorξff ιcιεηt P rεdιctιvε
en estos Coηtrol
años, pero Algs. Flas
difı́cilmente ιnαl V εrsιoη.
personas
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
pudieron haber sido mejores que las de Sheffield. Aquı́, he tenido mucha suerte F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
de encontrarme P αlomo.amigos
excelentes ξff ιcιεηt
en P rεdιctιvε
quienes Coηtrol
puedo Algs. F
apoyarme, deιnαl V εrsιoη.
los cuales
Gυιllεrmo
quisiera mencionar especialmente a Ahmed Doğan, Alejandro Torres, yVaεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl las
Gυιllεrmo
familias: VHandforth,
αlεηcια P αlomo. ξff ιcιεηt P
Márquez-Flores, rεdιctιvε
Polidori Coηtrol Su
y Reeves. Algs. F ιnαlhaV εrsιoη.
amistad sido
Gυιllεrmo V αlεηcια
de invaluable ayudaP yαlomo.
apoyo,ξff ιcιεηt estaré
siempre P rεdιctιvε Coηtrol
en deuda con Algs. F ιnαl V εrsιoη.
ustedes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Quisiera también agradecer a Dejanira Araiza, Hatim Laalej, Hector Barrón y
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Miguel Gama por ser buenos amigos dentro y fuera de la oficina; a Leo Shead
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
quien me ayudó a integrarme cuando recién llegué al departamento; a Aming
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chen, Feng Zhang y Saiful Huq quienes me aguantaron tres años en la misma
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
oficina; a Bode Ogundimu y Zaid Omar, los primeros en ofrecerme su amistad
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
cuando llegué a Sheffield; a Juan Leonardo Martı́nez otro gran amigo en el
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Reino Unido; y en general a todos con quienes compartı́ el sueño de ver algún
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dı́a nuestros estudios completados.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Hay muchas
Gυιllεrmo otras personas
V αlεηcια P αlomo.que hicieron
ξff ιcιεηt mi vida más
P rεdιctιvε placentera
Coηtrol Algs. en Sheffield
F ιnαl y
V εrsιoη.
otros queVsiempre
Gυιllεrmo αlεηcιαme han apoyado
P αlomo. desde
ξff ιcιεηt México. Serı́a
P rεdιctιvε imposible
Coηtrol Algs. mencionarlos
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Freafirmarles
a todos en este espacio, sin embargo, los tengo presentes y quiero ιnαl V εrsιoη.
mi gratitud.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Finalmente, V αlεηcια
graciasPalαlomo.
Consejoξff (Mexicano)
ιcιεηt P rεdιctιvε Coηtrol
Nacional Algs. F
de Ciencia y ιnαl V εrsιoη.
Tecnologı́a
Gυιllεrmo
(conacyt), V αlεηcια P αlomo.
sin su apoyo ξff ιcιεηt
económico no meP rεdιctιvε
hubiera sidoCoηtrol
posible Algs. F ιnαl
hablerle V εrsιoη.
dedicado
Gυιllεrmo V αlεηcια P αlomo. ξff
tiempo completo a mis estudios doctorales.ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Abstract
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The thesis deals with computational simplicity and efficiency of Predictive
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Control (MPC) algorithms. The main motivation arises from the interest of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
embedding high performance controllers with constraint handling capabilities
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in standard industrial hardware (e.g. PLC). It is the author’s belief that MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
needs to be embedded in standard hardware to be, finally, a real alternative
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to conventional controllers.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
There areV some
Gυιllεrmo αlεηcια barriers and ξff
P αlomo. criteria
ιcιεηttoP effectively programming
rεdιctιvε Coηtrol Algs. an algorithm
F ιnαl V εrsιoη.
different than a conventional PID or logic sequences in a PLC;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. so, first the
thesis presents
Gυιllεrmo V αlεηcιαin detail howξff
P αlomo. to ιcιεηt
make Puse of the programming
rεdιctιvε Coηtrol Algs. language IEC
F ιnαl V εrsιoη.
1131.3 to incorporate a MPC algorithm into the PLC. This first
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. development
interpolates
Gυιllεrmo two control
V αlεηcια lawsξfftoιcιεηt
P αlomo. handle constraints
P rεdιctιvε and has
Coηtrol theFkey
Algs. ιnαlnovelty
V εrsιoη.
of being Van
Gυιllεrmo auto-tuned/auto-modelled
αlεηcια P αlomo. ξff ιcιεηt P controller which only
rεdιctιvε Coηtrol Algs.uses crude
F ιnαl but
V εrsιoη.
pragmatic information of the plant. This controller is compared experimentally
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with a commercial
Gυιllεrmo V αlεηcια P PID controller
αlomo. also Pembedded
ξff ιcιεηt rεdιctιvε in the PLC.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
In order Vtoαlεηcια
embed P αlomo.
more ξff ιcιεηt
advanced P rεdιctιvε
constraint Coηtrol
handling Algs. Fin
strategies ιnαl V εrsιoη.
a PLC it
Gυιllεrmo V αlεηcια
is necessary P αlomo.
to reduce ξff ιcιεηt
the inherent P rεdιctιvε Coηtrol
computational complexity Algs. F ιnαl
of the V εrsιoη.
predictive
Gυιllεrmo V αlεηcια
controllers. One ofP the
αlomo. ξff ιcιεηt
avenues P rεdιctιvε
explored Coηtrol
to reduce Algs. F ιnαl Vcom-
the computational εrsιoη.
Gυιllεrmo
plexity, isV to
αlεηcια
improveP αlomo. ξff ιcιεηt
the default P rεdιctιvε
feed-forward Coηtrol Algs.
compensator of theF MPC
ιnαl Vwhenεrsιoη.
Gυιllεrmo
the future V αlεηcια P αlomo.
information of theξffsetpoint
ιcιεηt Pisrεdιctιvε
availableCoηtrol Algs.
by the use of Fa ιnαl
secondV εrsιoη.
de-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
sign stage. It is shown that using this improved feed-forward compensator, F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the constraint P αlomo.
handling ξffaccommodated
can be ιcιεηt P rεdιctιvε Coηtrol
in the Algs. F ιnαl
feed-forward leavingV εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
on-line optimiser free to deal only with disturbances and uncertainties. This F ιnαl V εrsιoη.
Gυιllεrmo
approachVisαlεηcια
validatedP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
experimentally.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Another avenue explored is to parametrise the input sequences with Laguerre
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
functions in optimal predictive control (OMPC) to change the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
problem and therefore to find an alternative optimal trajectory. An enlarge-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ment of the feasible region of the controller with no performance loss is achieved
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
using the Laguerre functions. The proposed algorithm guarantees stability and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
recursive feasibility. In order to implement this algorithm into the PLC, multi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
parametric solutions to Quadratic Programming (mp-QP) are used. It is also
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
shown that OMPC using Laguerre functions and mp-QP reduces the storage
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
requirements in the PLC since the resulting number of partitions is smaller
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
than the number of partitions obtained using OMPC with mp-QP.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In addition, P αlomo.multi-parametric
a suboptimal ξff ιcιεηt P rεdιctιvε Coηtrol
solution Algs.isFproposed
to MPC ιnαl V εrsιoη.
to
Gυιllεrmo V αlεηcια
achieve even lower P αlomo. ξff ιcιεηt
computational and Pstorage
rεdιctιvε Coηtrol Algs.
requirements. TheFkeyιnαlnovelty
V εrsιoη.
Gυιllεrmo V αlεηcια
of this proposal P αlomo.
is that ξff ιcιεηtpredefines
the algorithm P rεdιctιvε
theCoηtrol Algs.
complexity F ιnαl
of the V εrsιoη.
controller
Gυιllεrmo V αlεηcια
rather than P αlomo.suboptimality
the allowable ξff ιcιεηt P rεdιctιvε Coηtrolpredefined
using a regular Algs. F ιnαl V εrsιoη.
polytope
Gυιllεrmo
to define Vthe
αlεηcια P αlomo.
feasible region ofξffthe
ιcιεηt P rεdιctιvε
controller. ThisCoηtrol
polytopeAlgs. F ιnαl
is stored V εrsιoη.
in vertex
Gυιllεrmo V αlεηcια
representation P αlomo.
rather than theξffmost
ιcιεηt P rεdιctιvε
common facet Coηtrol Algs. FOn-line,
representation. ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
controller performs only trivial computations to calculate the control law yield- V εrsιoη.
Gυιllεrmo
ing a veryV αlεηcια
efficient Psearch
αlomo. ξff ιcιεηt P
algorithm. rεdιctιvε
The Coηtrol
controller Algs. F
guarantees ιnαl V εrsιoη.
stability and
Gυιllεrmo
recursiveVfeasibility.
αlεηcια P Once
αlomo. ξff ιcιεηt
again, P rεdιctιvεis Coηtrol
this algorithm validatedAlgs. F ιnαl V εrsιoη.
experimentally.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
The results presented in the thesis are promising and open up different F ιnαl future
V εrsιoη.
Gυιllεrmo
research V αlεηcια
ideas P αlomo.
to develop ξff ιcιεηt
simple P rεdιctιvε
but efficient Coηtrol
algorithms Algs.
that F ιnαl
could V εrsιoη.
be equally
Gυιllεrmo
embedded V αlεηcια P αlomo.
in standard ξff ιcιεηt
industrial P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
hardware.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Statement of originality
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Unless otherwise stated in the text, the work described in this thesis was carried
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
out solely by the candidate. None of this work has already been accepted for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
any degree, nor is it concurrently submitted in candidature for any degree.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Guillermo
Gυιllεrmo Valencia-Palomo
V αlεηcια Dr.
P αlomo. ξff ιcιεηt P rεdιctιvε J. Anthony
Coηtrol Algs. Rossiter
F ιnαl V εrsιoη.
Candidate
Gυιllεrmo V αlεηcια Supervisor
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Contents
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
List of figuresP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. viii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
List of tables xi
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Nomenclature xii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 1
Gυιllεrmo
1.1 V αlεηcια Pcontrol
Predictive αlomo.. ξff. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.2 Advantages and disadvantages of model predictive control . . . 4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.3 V
Gυιllεrmo Motivation
αlεηcια P.αlomo.
. . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
6
Gυιllεrmo
1.4 V αlεηcια P.αlomo.
Objective . . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
7
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.5 Supporting publications . . . . . . . . . . . . . . . . . . . . . . 8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.6 V
Gυιllεrmo Thesis overview
αlεηcια P αlomo.. . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
9
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
I Background
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2 BasicV principles
αlεηcια P αlomo. ξff ιcιεηtcontrol
of predictive P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 12
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.1 Models and predictions . . . . . . . . . . . . . . . . . . . . . . . 13
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.2 V
Gυιllεrmo Controlled
αlεηcια Pand manipulated
αlomo. ξff ιcιεηt variables
P rεdιctιvε. .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
14
Gυιllεrmo
2.3 V αlεηcια
Cost P αlomo.
function . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
15
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.4 V
Gυιllεrmo Unconstrained MPCξff
αlεηcια P αlomo. algorithms . . . . .Coηtrol
ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
16
Gυιllεrmo V2.4.1 Augmented
αlεηcια P αlomo. state and P
ξff ιcιεηt input increments
rεdιctιvε Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
16
Gυιllεrmo V αlεηcια
2.4.2 P αlomo.
Deviation ξff ιcιεηt. P
variables . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
18
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5 V
Gυιllεrmo Constrained MPC algorithm
αlεηcια P αlomo. ξff ιcιεηt P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
19
Gυιllεrmo V αlεηcια
2.5.1 P αlomo.linear
Constraint ξff ιcιεηt P rεdιctιvε
inequalities Coηtrol Algs.
for augmented F ιnαl V εrsιoη.
formulation 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

i
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2.5.2 P αlomo.linear
Constraint ξff ιcιεηt P rεdιctιvε
inequalities Coηtrol Algs.
for deviation F ιnαl
variable for-V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
mulation . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
20
Gυιllεrmo V αlεηcια
2.5.3 P αlomo.Programming
Quadratic ξff ιcιεηt P rεdιctιvε
(QP) . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
21
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6 V
Gυιllεrmo Stability
αlεηcια .P.αlomo.
. . . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
23
Gυιllεrmo V αlεηcια
2.6.1 P αlomo.
Lyapunov ξff ιcιεηt
stability andP Lyapunov
rεdιctιvε Coηtrol
functions Algs.
. . F. ιnαl
. . .V.εrsιoη.
24
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6.2 The tail of an optimal trajectory and the principle of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimality . . . . . . . . . . . . . . . . . . . . . . . . . . 24
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V2.6.3 Unconstrained
αlεηcια P αlomo. ξffstability . . . . . .Coηtrol
ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
25
Gυιllεrmo V αlεηcια
2.6.4 P αlomo. ξff
Constrained ιcιεηt P
stability . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
27
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7 Dual-mode MPC . . . . . . . . . . . . . . . . . . . . . . . . . . 29
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V2.7.1 Terminal
αlεηcια P αlomo.control law P
ξff ιcιεηt . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
29
Gυιllεrmo V αlεηcια
2.7.2 P αlomo.Admissible
Maximum ξff ιcιεηt P rεdιctιvε
Sets (MAS)s Coηtrol
. . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
30
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7.3 Dual-mode MPC algorithm . . . . . . . . . . . . . . . . 34
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.8 V
Gυιllεrmo Closed-loop paradigm
αlεηcια P αlomo. ξff.ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
35
Gυιllεrmo
2.9 V αlεηcιαaction
Integral P αlomo. ξff ιcιεηt P rεdιctιvε
and disturbance modellingCoηtrol. . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
36
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V2.9.1 Disturbance
αlεηcια P αlomo. and state estimation
ξff ιcιεηt P rεdιctιvεwith steady-state
Coηtrol Kalman
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V.εrsιoη.
filtering . . . . . . . . . . . . . . . . . . . . . . . . . . 36
Gυιllεrmo V αlεηcια
2.9.2 P αlomo. ξffofιcιεηt
Incorporation measuredP rεdιctιvε Coηtrol. .Algs.
disturbances . . . F. ιnαl
. . .V.εrsιoη.
37
Gυιllεrmo
2.10 V αlεηcια P αlomo.
Conclusions . . . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
38
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3 Literature review 39
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.1 V
Gυιllεrmo Theoretical foundations
αlεηcια P αlomo. . . . P
ξff ιcιεηt . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
39
Gυιllεrmo
3.2 V αlεηcια
The processP αlomo.
control ξff ιcιεηt P rεdιctιvε
literature . . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
40
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3 V
Gυιllεrmo Real-time
αlεηcια P implementation
αlomo. ξff ιcιεηt challenges
P rεdιctιvε . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
42
Gυιllεrmo V3.3.1 Stability
αlεηcια P αlomo.. . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
42
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
3.3.2 Feasibility . . . . . . . . . . . . . . . . . . . . . . . . . . 42F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V3.3.3 Optimality
αlεηcια P αlomo.. ξff . .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
42
Gυιllεrmo V αlεηcια
3.3.4 P αlomo. ξff complexity
Computational ιcιεηt P rεdιctιvε
. . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
43
Gυιllεrmo V αlεηcια
3.3.5 P αlomo. ξff
Robustness . .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
43
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4 V
Gυιllεrmo Nonlinear
αlεηcια P predictive
αlomo. ξff control
ιcιεηt P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
43
Gυιllεrmo V αlεηcια
3.4.1 P αlomo.
Direct ξff ιcιεηt. P
optimisation . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
44
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4.2 Euler-Lagange and Hamilton-Jacobi-Bellman (HJB) ap-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
proaches . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V3.4.3 Cost
αlεηcια and constraint
P αlomo. ξff ιcιεηtapproximation
P rεdιctιvε Coηtrol. . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
46
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo iii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3.4.4 P αlomo. ξff ιcιεηt
Re-parametrisation of Pthe
rεdιctιvε
degreesCoηtrol Algs.
of freedom . . F. ιnαl
. . .V.εrsιoη.
46
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
3.5 Efficient MPC algorithms . . . . . . . . . . . . . . . . . . . . . 46 ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.1
Gυιllεrmo V Cautious
αlεηcια design
P αlomo. and saturation
ξff ιcιεηt P rεdιctιvε .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
47
Gυιllεrmo V αlεηcια
3.5.2 P αlomo.
Allowing ξff ιcιεηt in
uncertainty P rεdιctιvε
the time Coηtrol
to solve Algs. F ιnαl V εrsιoη.
the optimisa-
Gυιllεrmo V αlεηcια
tionP problem
αlomo. ξff. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
48
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.3 Early termination . . . . . . . . . . . . . . . . . . . . . . 49
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.4
Gυιllεrmo V Scheduling
αlεηcια P αlomo.. ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
51
Gυιllεrmo V αlεηcια
3.5.5 P αlomo. ξff.ιcιεηt
Interpolation . . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
52
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.6 Triple-mode MPC . . . . . . . . . . . . . . . . . . . . . . 53
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.7
Gυιllεrmo V Exploiting
αlεηcια P αlomo.non-synergy . . . . . .Coηtrol
ξff ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
54
Gυιllεrmo V αlεηcια
3.5.8 P αlomo. ξff ιcιεηt
Multi-parametric P rεdιctιvε
Quadratic Coηtrol Algs.
Programming . . . F. ιnαl
. . .V.εrsιoη.
55
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
II Efficient
Gυιllεrmo V αlεηcια Ppredictive control
αlomo. ξff ιcιεηt developments
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4 Auto-tuned
Gυιllεrmo V αlεηcιαpredictive
P αlomo. ξff control
ιcιεηt Pbased on Coηtrol
rεdιctιvε minimal plant
Algs. infor-
F ιnαl V εrsιoη.
mation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 58
Gυιllεrmo
4.1 V αlεηcια P αlomo.
Introduction . . . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
58
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2 V
Gυιllεrmo The controllers
αlεηcια . . ξff
P αlomo. . .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
60
4.2.1
Gυιllεrmo V Modelling
αlεηcια P αlomo.assumptions . . . . . .Coηtrol
ξff ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
60
Gυιllεrmo V αlεηcια
4.2.2 P αlomo.
Design point,ξff ιcιεηt P rεdιctιvε
auto-tuning Coηtrolhandling
and constraint Algs. F ιnαl V εrsιoη.
for PID 62
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2.3
Gυιllεrmo V Basic
αlεηcια assumptions
P αlomo. for PMPC
ξff ιcιεηt . . .Coηtrol
rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
63
Gυιllεrmo V αlεηcια
4.2.4 P αlomo.handling
Constraint ξff ιcιεηtfor
P rεdιctιvε
MPC . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
64
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
4.2.5 Simple auto-tuning rules for MPC . . . . . . . . . . . . . 65F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3 V
Gυιllεrmo Programable Logic Controller
αlεηcια P αlomo. ξff ιcιεηt P(PLC) andCoηtrol
rεdιctιvε the IEC 1131.3
Algs. pro-V εrsιoη.
F ιnαl
gramming
Gυιllεrmo V αlεηcια Pstandard
αlomo. ξff. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
66
Gυιllεrmo V αlεηcια
4.3.1 TheP popularity
αlomo. ξff ιcιεηt
of the P rεdιctιvε
PLCs . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
66
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3.2 Allen Bradleyr – Rockwell Automationr PLC . . . . . 67
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3.3
Gυιllεrmo V TheP IEC
αlεηcια 1131.3
αlomo. programming
ξff ιcιεηt standard
P rεdιctιvε Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
68
Gυιllεrmo V αlεηcια
4.3.4 P αlomo. ξffissues
Programming ιcιεηt. P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
70
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.4 Implementation of the algorithms . . . . . . . . . . . . . . . . . 70
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.4.1
Gυιllεrmo V PIDP αlomo.
αlεηcια . . . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
70
Gυιllεrmo V αlεηcια
4.4.2 MPC P αlomo.
. . . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
71
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5 V
Gυιllεrmo Experimental laboratory
αlεηcια P αlomo. testsP rεdιctιvε
ξff ιcιεηt . . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
74
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo iv
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4.5.1 P αlomo.
First ξff ιcιεηt
order plant P rεdιctιvεcontrol
– Temperature Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
74
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
4.5.2 A second order plant – Speed control . . . . . . . . . . . 77 ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5.3
Gυιllεrmo V Constraint
αlεηcια P αlomo.handling
ξff ιcιεηt. P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
77
Gυιllεrmo V αlεηcια
4.5.4 P αlomo. ξff
Performance ιcιεηtofPthe
indices rεdιctιvε Coηtrol
algorithms . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
79
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.6 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5 Feed-forward
Gυιllεrmo V αlεηcια Pdesign
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 82
5.1 V
Gυιllεrmo Introduction . . . . ξff
αlεηcια P αlomo. . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
82
Gυιllεrmo
5.2 V αlεηcια Ppredictive
Modelling, αlomo. ξffcontrol
ιcιεηt P rεdιctιvε
and trackingCoηtrol
. . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
84
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.1
Gυιllεrmo V Model,
αlεηcια constraints
P αlomo. andPintegral
ξff ιcιεηt rεdιctιvεaction
Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
84
Gυιllεrmo V αlεηcια
5.2.2 P αlomo. algorithms:
GPC/DMC ξff ιcιεηt P rεdιctιvε
IMGPC .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
85
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
5.2.3 Optimal MPC . . . . . . . . . . . . . . . . . . . . . . . . 85 ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.4
Gυιllεrmo V Illustrations
αlεηcια P αlomo. ξffof poor
ιcιεηtfeed-forward design: no
P rεdιctιvε Coηtrol constraints
Algs. F ιnαl V.εrsιoη.
87
Gυιllεrmo V αlεηcια
5.2.5 P αlomo.. ξff
Summary . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
89
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3 Using the feed-forward as a design parameter: constraint free case 89
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.1
Gυιllεrmo V Feed-forward
αlεηcια P αlomo. ξff design
ιcιεηtwith OMPC Coηtrol
P rεdιctιvε algorithms . . F. ιnαl
Algs. . . .V.εrsιoη.
89
Gυιllεrmo V αlεηcια
5.3.2 Two P αlomo. ξff ιcιεηt
stage design . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
90
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.3 Numerical examples . . . . . . . . . . . . . . . . . . . . 91
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.4
Gυιllεrmo V Other
αlεηcια setpoint
P αlomo. ξff trajectories . . . .Coηtrol
ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
93
Gυιllεrmo
5.4 V αlεηcια
Using the P αlomo. ξff ιcιεηt
feed-forward P rεdιctιvε
as a design Coηtrol
parameter: Algs. F ιnαl
constrained caseV.εrsιoη.
95
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.4.1
Gυιllεrmo V Constraint
αlεηcια P αlomo.handling
ξff ιcιεηtvia feed-forward
P rεdιctιvε . . .Algs.
Coηtrol . . . F. ιnαl
. . .V.εrsιoη.
95
5.4.2
Gυιllεrmo V Allowing
αlεηcια P αlomo.for ξff
uncertainty . . . . .Coηtrol
ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
97
Gυιllεrmo
5.5 V αlεηcια P αlomo.
Experimental ξff ιcιεηt Pofrεdιctιvε
implementation Coηtrol. .Algs.
the algorithm . . . F. ιnαl
. . .V.εrsιoη.
97
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.5.1
Gυιllεrmo V PLC
αlεηcια implementation
P αlomo. ξff ιcιεηt P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
98
Gυιllεrmo V αlεηcια
5.5.2 P αlomo. ξfftest
Experimental ιcιεηt
. . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
99
Gυιllεrmo
5.6 V αlεηcια P αlomo.
Conclusions . . . . ξff
. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
101
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6 Laguerre functions to improve feasibility 102
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.1 V
Gυιllεrmo Introduction . . . . ξff
αlεηcια P αlomo. . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
102
Gυιllεrmo
6.2 V αlεηcια P.αlomo.
Proposals . . . . ξff
. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
104
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3 V
Gυιllεrmo Modelling
αlεηcια Pand predictive
αlomo. control
ξff ιcιεηt . . . . .Coηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
105
6.3.1
Gυιllεrmo V Model,
αlεηcια constraints
P αlomo. andPintegral
ξff ιcιεηt rεdιctιvεaction
Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
105
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
6.3.2 Predictions, constraint handling and feasibility . . . . . . 106 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3.3
Gυιllεrmo V Optimal
αlεηcια P αlomo.MPC ξff.ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
106
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo v
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
6.4 V
A αlεηcια P αlomo.exploiting
MPC algorithm ξff ιcιεηt P rεdιctιvε Coηtrol
non-synergy . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
108
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
6.5 Using Laguerre functions in OMPC . . . . . . . . . . . . . . . . 109 ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.5.1
Gυιllεrmo V Laguerre
αlεηcια P αlomo.polynomials
ξff ιcιεηt P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
110
Gυιllεrmo V αlεηcια
6.5.2 UsePof
αlomo. ξff ιcιεηt
Laguerre P rεdιctιvε
functions in OMPC Coηtrol
designAlgs.
. . . F. ιnαl
. . .V.εrsιoη.
113
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6 Numerical examples . . . . . . . . . . . . . . . . . . . . . . . . . 116
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.1
Gυιllεrmo V Explanations
αlεηcια P αlomo. ξff of ιcιεηt
illustrations or comparisons
P rεdιctιvε Coηtrol Algs.. . F. ιnαl
. . .V.εrsιoη.
116
Gυιllεrmo V αlεηcια
6.6.2 P αlomo.
Example 1 – ξff
x ∈ιcιεηt
R2 P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
117
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.3 Example 2 – x ∈ R3 . . . . . . . . . . . . . . . . . . . . 120
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.4
Gυιllεrmo V Example
αlεηcια P αlomo.3 – ξff R4 P
x ∈ιcιεηt . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
121
Gυιllεrmo V αlεηcια
6.6.5 P αlomo.. ξff
Summary . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
122
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.7 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7 Multi-parametric
Gυιllεrmo solution
V αlεηcια P αlomo. to Laguerre
ξff ιcιεηt P rεdιctιvεOMPC 123
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.1 V αlεηcια P αlomo.
Introduction . . . . ξff
. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
123
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.2 Polytopes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.2.1
Gυιllεrmo V Definitions
αlεηcια P αlomo.. ξff. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
125
Gυιllεrmo V αlεηcια
7.2.2 P αlomo.
Basic polytopeξff operations
ιcιεηt P rεdιctιvε
. . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
127
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.3 Multi-parametric Quadratic Programming . . . . . . . . . . . . 129
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.3.1
Gυιllεrmo V Definitions
αlεηcια P αlomo.. ξff. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
129
Gυιllεrmo V αlεηcια
7.3.2 P αlomo.and
Properties ξff computations
ιcιεηt P rεdιctιvε
. . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
130
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.4 V
Gυιllεrmo mp-QP solution
αlεηcια P αlomo.to Laguerre
ξff ιcιεηt OMPC . . .Coηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
133
7.5 V
Gυιllεrmo Numerical
αlεηcια Pexamples
αlomo. ξff . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
134
Gυιllεrmo V αlεηcια
7.5.1 P αlomo.set
Simulation ξffupιcιεηt
. . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
134
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.5.2
Gυιllεrmo V Complexity
αlεηcια P αlomo. and volume
ξff ιcιεηt comparisons
P rεdιctιvε . . .Algs.
Coηtrol . . . F. ιnαl
. . .V.εrsιoη.
135
Gυιllεrmo
7.6 V αlεηcια P αlomo.
Experimental ξff ιcιεηt Pofrεdιctιvε
implementation Coηtrol. .Algs.
the algorithm . . . F. ιnαl
. . .V.εrsιoη.
139
Gυιllεrmo V αlεηcια
7.6.1 PLCP αlomo. ξff ιcιεηt P
implementation . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
139
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.6.2
Gυιllεrmo V Experimental
αlεηcια P αlomo. ξfftest . . P
ιcιεηt . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
140
Gυιllεrmo
7.7 V αlεηcια P αlomo.
Conclusions . . . . ξff
. .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
144
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαsuboptimal
8 An efficient P αlomo. ξffmulti-parametric
ιcιεηt P rεdιctιvε Coηtrol
solutionAlgs. F ιnαl V εrsιoη.
145
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.1 V
Gυιllεrmo Introduction . . . . ξff
αlεηcια P αlomo. . .ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
145
8.2 V
Gυιllεrmo Modelling,
αlεηcια Ppredictive
αlomo. ξffcontrol
ιcιεηt Pand multi-parametric
rεdιctιvε solutions
Coηtrol Algs. F ιnαl .V.εrsιoη.
147
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
8.2.1 Model and constraints . . . . . . . . . . . . . . . . . . . 147ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.2.2
Gυιllεrmo V Optimal
αlεηcια MPC
P αlomo. ξff.ιcιεηt
. . . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
148
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo vi
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
8.2.3 P αlomo. ξff ιcιεηt
Multi-parametric P rεdιctιvε
solutions . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
149
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
8.3 Facet or vertex representations of polytopes and multi-parametric F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια .P.αlomo.
solutions . . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
149
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.1
Gυιllεrmo V Facet-based
αlεηcια P αlomo. parametric solutions Coηtrol
ξff ιcιεηt P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
149
Gυιllεrmo V αlεηcια
8.3.2 P αlomo.
Facet versus ξff ιcιεηt
vertex P rεdιctιvε Coηtrol
representations Algs. F. ιnαl
of polytopes . . .V.εrsιoη.
150
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.3 Convexity . . . . . . . . . . . . . . . . . . . . . . . . . . 150
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.4
Gυιllεrmo V Building
αlεηcια a regular
P αlomo. polytope
ξff ιcιεηt for which
P rεdιctιvε each facet
Coηtrol Algs.has onlyV εrsιoη.
F ιnαl
n vertices
Gυιllεrmo V αlεηcια P αlomo.. ξff. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
152
Gυιllεrmo V αlεηcια
8.3.5 P αlomo.
Locating theξffactive
ιcιεηtfacet/vertices
P rεdιctιvε Coηtrol Algs. Fsimple
on proposed ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
shape . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
152
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . 155
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4 V
Gυιllεrmo A αlεηcια
suboptimal parametric
P αlomo. MPC
ξff ιcιεηt algorithmCoηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
155
Gυιllεrmo V αlεηcια
8.4.1 P αlomo.of ξff
Definition theιcιεηt P rεdιctιvε
vertices Coηtrol
of the feasible Algs.. F. ιnαl
region . . .V.εrsιoη.
156
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4.2 Locating the active vertices from polytope P . . . . . . . 157
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4.3
Gυιllεrmo V Proposed
αlεηcια P αlomo.suboptimal
ξff ιcιεηt control law Coηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
157
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
8.5 Numerical examples . . . . . . . . . . . . . . . . . . . . . . . . . 159 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.6 V
Gυιllεrmo Experimental implementation
αlεηcια P αlomo. ξff ιcιεηt Pofrεdιctιvε
the algorithm
Coηtrol. .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
163
Gυιllεrmo V αlεηcια
8.6.1 PLCP αlomo. ξff ιcιεηt P
implementation . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
163
Gυιllεrmo V αlεηcια
8.6.2 P αlomo. ξfftest
Experimental ιcιεηt
. . P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
165
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.7 V
Gυιllεrmo Conclusions . . . . ξff
αlεηcια P αlomo. . .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
168
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
III Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαand
9 Conclusions P αlomo.
future ξffperspectives
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 170
Gυιllεrmo
9.1 V αlεηcιαcontributions
Original P αlomo. ξff ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
170
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
9.2 V
Gυιllεrmo Final conclusions
αlεηcια P αlomo.. ξff. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
171
Gυιllεrmo
9.3 V αlεηcια P αlomo.for
Recommendations ξfffuture
ιcιεηt work
P rεdιctιvε
. . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
173
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
References 174
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
IV Appendix
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A Kalman filtering 186
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A.1 V
Gυιllεrmo Filter derivation
αlεηcια P αlomo.. . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
186
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Contents V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo vii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
A.2 V αlεηcια
The P αlomo.
steady-state ξff ιcιεηt
Kalman P rεdιctιvε
filter . . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
189
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
B Dual-mode P αlomo.
and ξff ιcιεηt
closed-loop P rεdιctιvε
paradigm Coηtrol
cost Algs. F ιnαl V εrsιoη.
derivations 190
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
B.1 Open-loop dual-mode cost derivation . . . . . . . . . . . . . . . 190
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
B.2 V
Gυιllεrmo Closed-loop cost derivation
αlεηcια P αlomo. ξff ιcιεηt. P
. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
191
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
B.3 No penalisation of the current state . . . . . . . . . . . . . . . . 192V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
C About the author 193
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
List of Figures
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1.1 V αlεηcια P
Graphical αlomo. ξffofιcιεηt
illustration Model P rεdιctιvε
PredictiveCoηtrolControlAlgs. F ιnαl
strategy. . .V.εrsιoη.
3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3.1 V αlεηcια
Typical P αlomo.ofξff
evolution theιcιεηt
cost P rεdιctιvε
index during Coηtrol Algs. F ιnαl
an optimisation runV εrsιoη.
Gυιllεrmo V(Henriksson and Akesson, 2004). . . . . . . . . . . . . . . . . .V.εrsιoη.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl 50
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4.1 V αlεηcια Pdiagram
Schematic αlomo. of ξffthe
ιcιεηt P rεdιctιvε
auto-tuning Coηtrol
PID. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
63
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2 Allen Bradleyr PLC – SCL500 processor family. [Source: Rock-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
well Automation Inc. (1997)]. . . . . . . . . . . . . . . . . . . . 67
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3 V
Gυιllεrmo Ladder diagram
αlεηcια P αlomo. language.
ξff ιcιεηt. P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
69
Gυιllεrmo
4.4 V αlεηcιαblock
Function P αlomo.
diagramξff ιcιεηt P rεdιctιvε
language. . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
69
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5 V
Gυιllεrmo Structure
αlεηcια of the Auto-tuned
P αlomo. ξff ιcιεηt MPC algorithm
P rεdιctιvε Coηtrolin the
Algs.target PLC.
F ιnαl 71
V εrsιoη.
Gυιllεrmo
4.6 V αlεηcια P αlomo.
Auto-tuned MPC memory ξff ιcιεηt P rεdιctιvε
usage Coηtrol
on the target Algs.
PLC. . . F. ιnαl
. . .V.εrsιoη.
74
Gυιllεrmo
4.7 V αlεηcιαprocess.
Heating P αlomo. . . ξff
. .ιcιεηt
. . . P . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
75
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.8 V
Gυιllεrmo Model validation
αlεηcια P αlomo. of ξff
theιcιεηt
heating process. Coηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
75
Gυιllεrmo
4.9 V αlεηcια P αlomo.
Experimental test forξffthe
ιcιεηt P rεdιctιvε
heating process.Coηtrol. . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
76
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.10 Model validation of the speed process. . . . . . . . . . . . . . . 77
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.11 V
Gυιllεrmo Experimental test for
αlεηcια P αlomo. ξffthe speed
ιcιεηt process. Coηtrol
P rεdιctιvε . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
78
Gυιllεrmo
4.12 V αlεηcια P αlomo.
Experimental test forξffthe
ιcιεηt
speedP rεdιctιvε
process: Coηtrol
constrainedAlgs. F ιnαl
case. . .V.εrsιoη.
79
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.13 Execution time and sampling jittering of the Auto-tuned MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for the speed process. . . . . . . . . . . . . . . . . . . . . . . . . 80
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.1 Closed-loop responses with various choices of nu . . . . . . . . . . 88
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2 V
Gυιllεrmo Closed-loop behaviour
αlεηcια P αlomo. ξffwith
ιcιεηtoptimised
P rεdιctιvε feed-forward
Coηtrol Algs. compensators
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F. ιnαl
of order 10. . . . . . . . . . . . . . . . . . . . . . . . . . . .V.εrsιoη.
92
Gυιllεrmo
5.3 V αlεηcια P αlomo.
Closed-loop behaviour ξffwith
ιcιεηt P rεdιctιvε
optimised Coηtrol Algs.
feed-forward F ιnαl V εrsιoη.
compensators
Gυιllεrmo Vofαlεηcια
order 10Pfor
αlomo. ξff ιcιεηt
different P rεdιctιvε
trajectories. . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
93
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

viii
List of figures
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. ix
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
5.4 V αlεηcια P αlomo.
Closed-loop behaviour ξff ιcιεηt P rεdιctιvε Coηtrol
for AdvIMGPC2 Algs. F ιnαl
with optimised feed-V εrsιoη.
Gυιllεrmo V αlεηcιαcompensators
forward P αlomo. ξff improving
ιcιεηt P rεdιctιvε
trackingCoηtrol Algs. F ιnαl
and constraint han-V εrsιoη.
Gυιllεrmo V αlεηcια
dling. . . .P.αlomo.
. . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
96
Gυιllεrmo
5.5 V αlεηcια P αlomo.
Closed-loop behaviour ξff ιcιεηt P rεdιctιvε Coηtrol
for AdvIMGPC2 Algs. F ιnαl
with optimised feed-V εrsιoη.
Gυιllεrmo V forward compensators improving tracking, constraint handlingV εrsιoη.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
Gυιllεrmo V andαlεηcια P αlomo.
disturbance ξff ιcιεηt. P
rejection. . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
97
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.6 V
Gυιllεrmo Structure
αlεηcια of the MPC
P αlomo. ξffalgorithm with optimised
ιcιεηt P rεdιctιvε Coηtrolfeed-forward
Algs. F ιnαlinV εrsιoη.
Gυιllεrmo V the target PPLC.
αlεηcια αlomo. . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
98
Gυιllεrmo
5.7 V MPCαlεηcια P αlomo.
algorithm withξffoptimised
ιcιεηt P rεdιctιvε Coηtrol
feed-forward Algs.usage
memory F ιnαl onV εrsιoη.
Gυιllεrmo V theαlεηcια
target PPLC.
αlomo. . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
99
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.8 Experimental test for the speed process using an optimised feed-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
forward compensator of order 10. . . . . . . . . . . . . . . . . . 100
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.9 V
Gυιllεrmo Execution
αlεηcια Ptime
αlomo. andξff sampling
ιcιεηt Pjittering
rεdιctιvεofCoηtrol
the MPC Algs.algorithm
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F. ιnαl
with optimised feed-forward. . . . . . . . . . . . . . . . . . .V.εrsιoη.
100
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.1 V
Gυιllεrmo Coefficients
αlεηcια P of five Laguerre
αlomo. ξff ιcιεηtpolynomials
P rεdιctιvεwith a = Algs.
Coηtrol 0.5 andFaιnαl = 0.8.112
V εrsιoη.
Gυιllεrmo
6.2 V αlεηcια
Search P αlomo.MCAS
directions, ξff ιcιεηt
andPprεdιctιvε Coηtrol
for two-state Algs. F. ιnαl
example. . . .V.εrsιoη.
118
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3 Performance and feasibility comparisons over a single search
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
direction for two-state system. A zero implies infeasible. . . . . 118
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.4 V
Gυιllεrmo Ratio of algorithm
αlεηcια P αlomo. cost with P
ξff ιcιεηt global optimum
rεdιctιvε Coηtrolfor Algs.
severalFdirec-
ιnαl V εrsιoη.
2
Gυιllεrmo V tions x∈R
αlεηcια . A zeroξff
P αlomo. implies P rεdιctιvε .Coηtrol
ιcιεηt infeasible. . . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
119
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
6.5 Ratio of algorithm cost with global optimum for several direc- Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
tions x∈R P3αlomo.
. A zeroξff ιcιεηt infeasible.
implies P rεdιctιvε .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
120
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6 V
Gυιllεrmo Ratio of algorithm
αlεηcια P4αlomo. cost with P
ξff ιcιεηt global optimum
rεdιctιvε Coηtrolfor Algs.
severalFdirec-
ιnαl V εrsιoη.
tions x ∈ R . A zero implies infeasible. . .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl . . . . . . . . . . .V.εrsιoη.
121
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.1 V
Gυιllεrmo Half-space
αlεηcια Pandαlomo.vertexξffrepresentations
ιcιεηt P rεdιctιvε of aCoηtrol
polytope.Algs.. . F. ιnαl
. . .V.εrsιoη.
126
Gυιllεrmo
7.2 V αlεηcια P αlomo.
Illustrations of basicξff ιcιεηt Poperations.
polytope rεdιctιvε Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
128
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
7.3 Polyhedral partition of a mp-QP problem formed by the unionCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V ofαlεηcια
regions P(top),
αlomo. PWAξff ιcιεηt
u∗ over P rεdιctιvε
a mp-QPCoηtrol Algs.partition
polyhedral F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια left)
(bottom, P αlomo.
and PWQ ξff ιcιεηt P rεdιctιvε
J over a mp-QPCoηtrol Algs.partition
polyhedral F ιnαl V εrsιoη.
Gυιllεrmo V (bottom, right). . . . . . . . . . . . . . . . . . . . . . . F. ιnαl
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. . . .V.εrsιoη.
131
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.4 V
Gυιllεrmo Controller
αlεηcια Ppartition
αlomo. ξff forιcιεηt
a mpLOMPC
P rεdιctιvεcontroller
Coηtrol Algs.compared
F ιnαltoV εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F. ιnαl
the standard mpOMPC controller. . . . . . . . . . . . . . .V.εrsιoη.
135
Gυιllεrmo
7.5 V αlεηcια P αlomo.
Comparison of mpLOMPC ξff ιcιεηt P rεdιctιvε
complexity Coηtrol
versus Algs.mpOMPC
standard F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff2 ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for 20 systems (x ∈ R ). . . . . . . . . . . . . . . . . . . . . . . 136
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.6 Comparison the MCAS volume of mpLOMPC versus standard
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC for 20 systems (x ∈ R2 ). . . . . . . . . . . . . . . . . 136
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
List of figures
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. x
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.7 V αlεηcια P αlomo.
Comparison of mpLOMPC ξff ιcιεηt P rεdιctιvε
complexity Coηtrol
versus Algs.mpOMPC
standard F ιnαl V εrsιoη.
Gυιllεrmo V forαlεηcια
20 systemsP αlomo. R3 ).
(x ∈ ξff ιcιεηt
. . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
137
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.8 Comparison the MCAS volume of mpLOMPC versus standard
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC for 20 systems (x ∈ R3 ). . . . . . . . . . . . . . . . . 137
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.9 V
Gυιllεrmo Comparison of mpLOMPC
αlεηcια P αlomo. ξff ιcιεηtcomplexity
P rεdιctιvε versus
Coηtrolstandard
Algs.mpOMPC
F ιnαl V εrsιoη.
Gυιllεrmo V forαlεηcια
20 systemsP αlomo. R4 ).
(x ∈ ξff . . P
ιcιεηt . rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
138
Gυιllεrmo
7.10 V αlεηcια P αlomo.
Comparison the MCAS ξff ιcιεηt
volume P rεdιctιvε
of mpLOMPC Coηtrol Algs.standard
versus F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pfor
mpOMPC αlomo. ξff ιcιεηt
20 systems (x ∈P Rrεdιctιvε
4
). . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
138
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.11 V
Gυιllεrmo Structure
αlεηcια of the mpLOMPC
P αlomo. ξff ιcιεηt algorithm
P rεdιctιvεinCoηtrol
the target PLC.
Algs. F ιnαl. .V.εrsιoη.
140
Gυιllεrmo
7.12 V αlεηcια P αlomo.
mpLOMPC memoryξff ιcιεηt
usage onPthe
rεdιctιvε
target Coηtrol
PLC. . .Algs. . . . F. ιnαl
. . .V.εrsιoη.
141
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.13 Obtained mpLOMPC controller partition for the speed process
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(dk = 0, uk−1 = 0). . . . . . . . . . . . . . . . . . . . . . . . . . 142
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.14 V
Gυιllεrmo Cuts on the
αlεηcια mpLOMPC
P αlomo. controller
ξff ιcιεηt partition
P rεdιctιvε Coηtrolfor the speed
Algs. pro-V εrsιoη.
F ιnαl
cess
Gυιllεrmo V αlεηcια(d k = 0, u
P αlomo. = 0). . . . . . . . . . . . . .
k−1 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl. . . . . . . .V.εrsιoη.
142
Gυιllεrmo
7.15 V αlεηcια Ptime
Execution αlomo. and ξff ιcιεηt Pjittering
sampling rεdιctιvε of Coηtrol
the mpLOMPC Algs. F ιnαlalgo-V εrsιoη.
Gυιllεrmo V αlεηcια
rithm. . .P.αlomo.
. . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
143
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.16 V
Gυιllεrmo Experimental
αlεηcια P αlomo. test for
ξffthe speed
ιcιεηt process using
P rεdιctιvε Coηtrol mpLOMPC.
Algs. F ιnαl . .V.εrsιoη.
143
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.1 V
Gυιllεrmo Three dimensional
αlεηcια P αlomo. cube with P
ξff ιcιεηt extended
rεdιctιvεcentres
Coηtrol to Algs.
the facets.
F ιnαl .V.εrsιoη.
153
Gυιllεrmo
8.2 V αlεηcια Ppartition
Controller αlomo. ξff ιcιεηt P
obtained rεdιctιvε
with mp-QPCoηtrol
and P (in Algs.
thickF ιnαl
line)V εrsιoη.
Gυιllεrmo V for a two state example. . . . . . . . . . . . . . . . . . . . . .V.εrsιoη.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl 156
Gυιllεrmo V αlεηcια P αlomo. 2 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3 Example 1, x ∈ R . Cost and feasibility comparisons. . . . . . . 161
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4 V
Gυιllεrmo Example
αlεηcια2,P x ∈ R3 . ξff
αlomo. Cost andPfeasibility
ιcιεηt rεdιctιvε comparisons.
Coηtrol Algs.. F. ιnαl . . .V.εrsιoη.
161
Gυιllεrmo
8.5 V αlεηcια3,P x
Example αlomo.
∈ R3 . ξff
Costιcιεηt
andPfeasibility
rεdιctιvε comparisons.
Coηtrol Algs.. F. ιnαl . . .V.εrsιoη.
162
Gυιllεrmo V αlεηcια P αlomo.4 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.6 Example 4, x ∈ R . Cost and feasibility comparisons. . . . . . . 162
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.7 V
Gυιllεrmo Structure
αlεηcια of the submpOMPC
P αlomo. ξff ιcιεηt P algorithm in the target
rεdιctιvε Coηtrol Algs.PLC.F ιnαl .V.εrsιoη.
164
Gυιllεrmo
8.8 V αlεηcια P αlomo.
submpOMPC memory ξff ιcιεηt
usage P onrεdιctιvε
the target Coηtrol
PLC. .Algs.. . . F. ιnαl
. . .V.εrsιoη.
165
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.9 Polytope P (grey) and mpOMPC controller (white) MCAS for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the speed process (dk = 0, uk−1 = 0). . . . . . . . . . . . . . . . 166
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.10 Cuts on the Polytope
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P (in think line) andCoηtrol
P rεdιctιvε mpOMPC Algs. controller
F ιnαl V εrsιoη.
Gυιllεrmo V partition
αlεηcιαfor the speed
P αlomo. processP (d
ξff ιcιεηt k = 0, uCoηtrol
rεdιctιvε k−1 = 0). . . . F. ιnαl
Algs. . . .V.εrsιoη.
166
Gυιllεrmo
8.11 V αlεηcια Ptime
Execution αlomo. and ξff ιcιεηt Pjittering
sampling rεdιctιvεofCoηtrol Algs. F ιnαl
the submpOMPC al-V εrsιoη.
Gυιllεrmo V αlεηcια .P.αlomo.
gorithm. . . . . ξff
. .ιcιεηt
. . . P. rεdιctιvε
. . . . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
167
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.12 Experimental test for the speed process using submpOMPC. . . 167
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
List of Tables
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4.1 V αlεηcιαprocessors
SLC500 P αlomo. specifications.
ξff ιcιεηt P rεdιctιvε
. . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
68
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2 Routines and programming languages for the Auto-tuned MPC. 72
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3 V
Gυιllεrmo Tuning
αlεηcια parameters
P αlomo. forξff the PID
ιcιεηt controller Coηtrol
P rεdιctιvε and input parameters
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F. ιnαl
for the Auto-tuned MPC. . . . . . . . . . . . . . . . . . . .V.εrsιoη.
76
Gυιllεrmo
4.4 V αlεηcια P αlomo.
Performance indices ξff
forιcιεηt P rεdιctιvε
the systems. . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
80
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
5.1 V αlεηcια P αlomo.
Performance indices ξff
forιcιεηt P rεdιctιvε
the example Coηtrol
of Figure 5.1.Algs.
. . . F. ιnαl
. . .V.εrsιoη.
88
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2 V
Gυιllεrmo Performance indices ξff
αlεηcια P αlomo. forιcιεηt
the example of Figure
P rεdιctιvε Coηtrol 5.2.Algs.
. . . F. ιnαl
. . .V.εrsιoη.
92
5.3 V
Gυιllεrmo Performance indices ξff
αlεηcια P αlomo. forιcιεηt
the example of Figure
P rεdιctιvε Coηtrol 5.3.Algs.
. . . F. ιnαl
. . .V.εrsιoη.
93
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.1 V αlεηcιαand
Systems P αlomo. ξff ιcιεηt
constraints P rεdιctιvε
for the numericalCoηtrol
examples.Algs.. . F. ιnαl
. . .V.εrsιoη.
160
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
8.2 Comparison of number of vertices for Algorithm 8.4 with num- Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
ber P αlomo.
of regions ξff ιcιεηt
for mp-QP P rεdιctιvε
solution to OMPC.Coηtrol. . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
163
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
9.1 V αlεηcια P αlomo.
Comparison of memoryξff ιcιεηt
usagePand
rεdιctιvε Coηtrol
execution timeAlgs.
for theF ιnαl
algo-V εrsιoη.
Gυιllεrmo V αlεηcια
rithms P αlomo.
tested in the ξff ιcιεηtPLC.
studied P rεdιctιvε
. . . .Coηtrol
. . . . .Algs.
. . . F. ιnαl
. . .V.εrsιoη.
171
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

xi
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Nomenclature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Upper-case
Gυιllεrmo V αlεηcιαroman
P αlomo. letters
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A, B, C,VD
Gυιllεrmo Model
αlεηcια matrices:
P αlomo. ξff state
ιcιεηttransition, input,
P rεdιctιvε output
Coηtrol andFdirect
Algs. ιnαl Vfeed-
εrsιoη.
Gυιllεrmo V αlεηcια through matrices
P αlomo. respectively.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AL
Gυιllεrmo Laguerre
V αlεηcια prediction
P αlomo. matrix.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
H Matrix of discrete-time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
L Laguerre
rεdιctιvεfuctions.
Coηtrol Algs. F ιnαl V εrsιoη.
J Cost.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
K
Gυιllεrmo Feedback
V αlεηcια gain ξff
P αlomo. matrix.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
L
Gυιllεrmo Kalman
V αlεηcια filter gain
P αlomo. (Appendix
ξff ιcιεηt A). Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
L
Gυιllεrmo
k Vector of discrete-time Laguerre
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε functions.
Coηtrol Algs. F ιnαl V εrsιoη.
M Maximum peak.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
p
Pr
Gυιllεrmo Feed-forward
V αlεηcια P αlomo. compensator.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Pcompensator.
P best Optimised Feed-forward rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Pyx
Gυιllεrmo Prediction
V αlεηcια P αlomo.matrix P multiplying
ξff ιcιεηt P rεdιctιvεx in y equation.
Coηtrol Algs. F ιnαl V εrsιoη.
Q State penalty matrix.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R
Gυιllεrmo InputP αlomo.
V αlεηcια penalty ξff
matrix.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T
Gυιllεrmo
s Sampling time.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Lower-case roman letters
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a Laguerre function pole.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
c Perturbation to state-feedback control law.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d Disturbance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ei ith standard basis vector.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ex , ey Steady-state Kalman filter state and output error respectively.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
l, m, n Dimensions for the system output, input and state vectors.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k Time-step index.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
na Number of steps of advance knowledge.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nc , n u , n y Perturbation, input and output control horizons.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r Setpoint.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
t Time.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

xii
Nomenclature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. xiii
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tr
Gυιllεrmo Raising
V αlεηcια time. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.
ts
Gυιllεrmo Settling
V αlεηcια time. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.
u, x, y,Vzαlεηcια
Gυιllεrmo Vector of system
P αlomo. ξffinputs,
ιcιεηt Pstates, outputs
rεdιctιvε and controlled
Coηtrol variables.
Algs. F ιnαl V εrsιoη.
v, w Manipulated and state deviation variable (Chapter
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 2).
w
Gυιllεrmo Trajectory
V αlεηcια P αlomo. of reference
ξff ιcιεηt (Chapter
P rεdιctιvε4).Coηtrol Algs. F ιnαl V εrsιoη.
w
Gυιllεrmo
n Undamped natural frequency.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Greek Vletters
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
α
Gυιllεrmo Tuning P
V αlεηcια variable
αlomo.ofξffthe trajectory
ιcιεηt of reference
P rεdιctιvε Coηtrol(Chapter 4). V εrsιoη.
Algs. F ιnαl
α, γ, λ, µ Scale factors.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
β
Gυιllεrmo Optimiser
V αlεηcια to interpolate
P αlomo. ξff ιcιεηttwo control laws.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∆x Increment of variable x.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
δ, ²
Gυιllεrmo A general
V αlεηcια small number.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
η Laguerre perturbations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Γi
Gυιllεrmo z-transform
V αlεηcια of theξffith
P αlomo. Laguerre
ιcιεηt polynomial.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
λ
Gυιllεrmo Lagrange
V αlεηcια multiplier
P αlomo. ξff vector.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ωx , ωy V αlεηcια
Gυιllεrmo Process Pnoise
αlomo.andξffoutput
ιcιεηtnoise respectively.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Φ Closed-loop transition matrix.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Π
Gυιllεrmo KalmanPfilter
V αlεηcια αlomo.stateξfferror
ιcιεηtcovariance
P rεdιctιvεmatrix (Appendix
Coηtrol Algs. F A).
ιnαl V εrsιoη.
Σ Solution of the discrete-time algebraic Riccati equation.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
τ
Gυιllεrmo A particular
V αlεηcια pointξffinιcιεηt
P αlomo. time. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
τd
Gυιllεrmo Computational
V αlεηcια P αlomo.delay.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
τ
Gυιllεrmo
s V αlεηcια Ptime.
Settling αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξ, ζ
Gυιllεrmo Augmented
V αlεηcια state ξff
P αlomo. definitions (Chapter Coηtrol
ιcιεηt P rεdιctιvε 2). Algs. F ιnαl V εrsιoη.
ξ Damping factor (Chapter 4).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Special characters
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ø Empty set.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ri Set of real numbers of dimension i.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ni Set of natural numbers starting at i.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A, C, P, Q, S, . . . Polytopic sets.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Subscripts V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
{i} V αlεηcια
ith P αlomo.
row selection of aξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
matrix/vector.
Gυιllεrmo
c V αlεηcια Ptime
Continuous αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
variable.
Gυιllεrmo
k|i Value of a variable atξfftime-step
V αlεηcια P αlomo. ιcιεηt P rεdιctιvε
k evaluatedCoηtrol Algs. Fi.ιnαl V εrsιoη.
at time-step
Gυιllεrmo
max MaximumV αlεηcια bound
P αlomo. of aξffvariable.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
min Minimum bound of a variable. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ss V αlεηcια P αlomo.
Steady-state value ofξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a variable.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Nomenclature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. xiv
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Superscripts
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
− Estimate P αlomo.
of variable at ξff ιcιεηt time-step.
previous P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
∗ Denotes P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimality.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Miscellaneous
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x̃ Estimated
Gυιllεrmo V αlεηcιαvalue of x. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.

→x Column
Gυιllεrmo vector
V αlεηcια of prediction
P αlomo. of x.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Functions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
col(x) V αlεηcια
Gυιllεrmo Block column matrix
P αlomo. of x matrices.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
diag(x) Block diagonal matrix of x matrices.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
hull(·) V αlεηcια
Gυιllεrmo Convex hull.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
E(·) ExpectedP value
Gυιllεrmo V αlεηcια αlomo. function.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
f (·) An arbitrary function.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
V (·) V αlεηcια
Gυιllεrmo A generalP αlomo.
Lyapunov ξff function.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
sat(x) Saturation of x.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
sgn(x) V αlεηcια
Gυιllεrmo Positive/negative
P αlomo. sign of x. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Acronyms and abbreviations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AdvIMGPC IMGPC with advance knowledge.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AdvIMGPC2 IMGPC with advance knowledge and optimised FF.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AdvOMPC OMPC with advance knowledge.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
CARIMA Controlled Auto-Regressive Integrated Moving Average.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
CV Controlled variable.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d.o.f. Degrees of freedom.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DMC Dynamic Matrix Control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FARE Fake algebraic Riccati equations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FF Feed-forward.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FODT First-order dead-time.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GE Gain estimator.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GPC Generalized Predictive Control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
I/O Input-Output.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
IEC International Electrotechnical Commission.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
IMGPC Internal Model Generalized Predictive Control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
KKT Karush-Kuhn-Tucker.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LOMPC Laguerre OMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Nomenclature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.xv
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LP
Gυιllεrmo V αlεηcιαLinear Programming.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LQ
Gυιllεrmo V αlεηcιαLinear quadratic.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LQG V αlεηcιαLinear
Gυιllεrmo Quadratic
P αlomo. Gaussian.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LQR Linear Quadratic Regulator.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MAC V αlεηcιαModel
Gυιllεrmo Algorithmic
P αlomo. ξff ιcιεηt Control.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MAS Maximum Admissible Set.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MCAS V αlεηcιαMaximum
Gυιllεrmo Controllable
P αlomo. ξff Admissible
ιcιεηt P rεdιctιvε Set. Algs. F ιnαl V εrsιoη.
Coηtrol
MIMO V αlεηcιαMultiple
Gυιllεrmo P αlomo.Inputs, Multiple
ξff ιcιεηt Outputs.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpLOMPC LOMPC using multi-parametric solutions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC
Gυιllεrmo V αlεηcιαOMPC
P αlomo.using multi-parametric
ξff ιcιεηt P rεdιctιvε solutions.
Coηtrol Algs. F ιnαl V εrsιoη.
mp-QPV αlεηcιαMulti-parametric
Gυιllεrmo P αlomo. ξff ιcιεηt Quadratic Program.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC Model (based) Predictive Control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPT V αlεηcιαMulti-parametric
Gυιllεrmo P αlomo. ξff ιcιεηt Toolbox.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MV Manipulated variable.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPCV αlεηcιαOptimal
Gυιllεrmo P αlomo.MPC.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PFC V αlεηcιαPredictive
Gυιllεrmo Functional
P αlomo. ξff Control. Coηtrol Algs. F ιnαl V εrsιoη.
ιcιεηt P rεdιctιvε
PFE Phase frequency estimator.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PI
Gυιllεrmo V αlεηcιαProportional-Integral.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PID Proportional-Integral-Derivative.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PLC V αlεηcιαProgramable
Gυιllεrmo P αlomo. ξff Logic
ιcιεηt Controller.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PWA V αlεηcιαPiecewise
Gυιllεrmo P αlomo. affine.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PWQ Piecewise quadratic.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
QP
Gυιllεrmo V αlεηcιαQuadratic Program.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
s.t. Subject to.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SISO V αlεηcιαSingle
Gυιllεrmo Input,
P αlomo. Single POutput.
ξff ιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαOMPC
submpOMPC P αlomo.using suboptimal
ξff ιcιεηt multi-parametric
P rεdιctιvε solutions.
Coηtrol Algs. F ιnαl V εrsιoη.
VBPF Variable band pass filter.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
w.r.t. V αlεηcιαWith
Gυιllεrmo respect
P αlomo. to.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
AlthoughV inαlεηcια
the pastP αlomo.
it couldξffbeιcιεηt P rεdιctιvε
considered Coηtrol
that the Algs. F ιnαl
only objective V εrsιoη.
of control
Gυιllεrmo
systems was to maintain a stable operation of a process, this is not true V
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
nowa-
Gυιllεrmo
days. In Vthe
αlεηcια P αlomo.
last years, ξff ιcιεηt
industry P rεdιctιvε
had been Coηtrol
facing major Algs. in
changes F ιnαl V εrsιoη.
the market
Gυιllεrmo
which haveV αlεηcια
affectedP αlomo.
the whole ξff process
ιcιεηt Pindustry.
rεdιctιvε Coηtrol
One of theAlgs. F ιnαl
main V εrsιoη.
reasons is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
globalisation. The developments in the fields of electronics, computer Algs. F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια
information P αlomo.
technology have ξff
hadιcιεηt P rεdιctιvε
a strong impactCoηtrol Algs. F ιnαl V εrsιoη.
on telecommunications, lo-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
gistics and automation. As a consequence, the process industryCoηtrol Algs.isFbeing
ιnαl forced
V εrsιoη.
Gυιllεrmo
to operateV αlεηcια P αlomo.
its production ξff ιcιεηt
processes P rεdιctιvε
together with Coηtrol
the marketAlgs. F ιnαl V εrsιoη.
developments in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
order to remain competitive and profitable (Morari, 1990). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Companies
Gυιllεrmo V αlεηcια seeking to increase
P αlomo. ξff ιcιεηt profitability
P rεdιctιvεare shifting
Coηtrol from
Algs. a supplier-
F ιnαl V εrsιoη.
driven market to customer-centric, demand-driven manufacturing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. environments
where product
Gυιllεrmo V αlεηcιαquality and customer
P αlomo. ξff ιcιεηtservice are becoming
P rεdιctιvε Coηtrol essential for success
Algs. F ιnαl V εrsιoη.
(Murray, 2003; de Prada, 2004). Products have to be delivered
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V quickly, atεrsιoη.
the
right quality
Gυιllεrmo and inP the
V αlεηcια requested
αlomo. volume.
ξff ιcιεηt Moving
P rεdιctιvε to a more
Coηtrol Algs.demand-driven
F ιnαl V εrsιoη.
operation is more challenging on manufacturing operations. Manufacturers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
must be Vprepared
Gυιllεrmo αlεηcια to drive out
P αlomo. inefficiencies
ξff ιcιεηt during
P rεdιctιvε both steady-state
Coηtrol Algs. F ιnαl opera-
V εrsιoη.
tions andVduring
Gυιllεrmo αlεηcιαtransitions.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
WithV the
Gυιllεrmo increasing
αlεηcια P αlomo.of world widePcompetition,
ξff ιcιεηt environmental
rεdιctιvε Coηtrol Algs. F ιnαllegislation
V εrsιoη.
has beenVtightened
Gυιllεrmo αlεηcια Pseverely
αlomo. on ξffthe
ιcιεηtconsumption
P rεdιctιvεofCoηtrol
naturalAlgs.
resources
F ιnαl and pol-
V εrsιoη.
lutant emissions.
Gυιllεrmo V αlεηcιαThe environmental
P αlomo. ξff ιcιεηt constraints
P rεdιctιvε imposed by legislation
Coηtrol Algs. F ιnαl V have
εrsιoη.
resulted in
Gυιllεrmo a significant
V αlεηcια increase
P αlomo. of process
ξff ιcιεηt complexity
P rεdιctιvε Coηtroland Algs.
costs of production
F ιnαl V εrsιoη.
equipment.
Gυιllεrmo In this Pcontext,
V αlεηcια αlomo. nowadays,
ξff ιcιεηt Parεdιctιvε
successfully designed
Coηtrol Algs.control
F ιnαlsystem
V εrsιoη.
has not only
Gυιllεrmo to be Pable
V αlεηcια to control
αlomo. a plant
ξff ιcιεηt subjectCoηtrol
P rεdιctιvε to requirements associated
Algs. F ιnαl V εrsιoη.
with direct
Gυιllεrmo costs, like
V αlεηcια energyξffcosts,
P αlomo. ιcιεηtbut also withCoηtrol
P rεdιctιvε environmental and Vsafety
Algs. F ιnαl εrsιoη.
demandsVinαlεηcια
Gυιllεrmo the presence
P αlomo. of changes
ξff ιcιεηtinP the characteristics
rεdιctιvε of theFprocess
Coηtrol Algs. and
ιnαl V εrsιoη.
variable demands
Gυιllεrmo V αlεηcια(Murray,
P αlomo.2003; de Prada,
ξff ιcιεηt 2004).Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
In many cases requirements are contradictory. rεdιctιvε Coηtrol Algs. push
A constant F ιnαltowards
V εrsιoη.
Gυιllεrmo V αlεηcια
higher quality P αlomo.
of products ξfflower
with ιcιεηtmanufacturing
P rεdιctιvε Coηtrol
costs isAlgs. F ιnαl of
an example V con-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
tradictory requirements. Often the requirements are expressed as constraints. F ιnαl V εrsιoη.
Gυιllεrmo
The reasonV αlεηcια P αlomo.
is that the ξff ιcιεηt operation
most profitable P rεdιctιvεofCoηtrol Algs. plant
the industrial F ιnαlisVoften
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

1
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
obtainedVwhen
αlεηcιαthe Pprocess
αlomo.isξff ιcιεηt at
running P rεdιctιvε Coηtrol
a constraint Algs. F
boundary. ιnαl
The V εrsιoη.
strategy
Gυιllεrmo V αlεηcια
that results P αlomo.
in the most ξff ιcιεηt
profitable P rεdιctιvε
conditions Coηtrol
has to Algs.from
be selected F ιnαl V εrsιoη.
a variety
Gυιllεrmo V αlεηcια
of potential P αlomo.
operating ξff ιcιεηt
scenarios P rεdιctιvε
to produce Coηtrolproduct
the desired Algs. F type.
ιnαl V This
εrsιoη.
Gυιllεrmo V αlεηcια
decision is based onP aαlomo.
thorough ξff ιcιεηt P rεdιctιvε
understanding of Coηtrol Algs.behaviour
both process F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P
process operation. αlomo.
The ξff ιcιεηt
freedom, P rεdιctιvε
available Coηtrol
in process Algs. must
operation, F ιnαlbeV used
εrsιoη.
Gυιllεrmo V αlεηcια
to predictably P αlomo.
produce ξff ιcιεηt
precisely what Pisrεdιctιvε
required Coηtrol
in termsAlgs. F ιnαlvolume
of quality, V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
and time with the best achievable business result.rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vemergence
αlεηcια Pof αlomo.
advancedξff ιcιεηt P rεdιctιvε
control techniques Coηtrol
providesAlgs. F ιnαl
a great V εrsιoη.
opportu-
Gυιllεrmo V αlεηcια
nity to improve P αlomo.
process ξff ιcιεηt
efficiency and Poptimality.
rεdιctιvε Coηtrol
AdvanceAlgs. F ιnαl
control V εrsιoη.
includes a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
vast number of methods, one of the most successful is Predictive Control.Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.1 Predictive control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Model (Based)
Gυιllεrmo V αlεηcιαPredictive
P αlomo. Control (MPC),
ξff ιcιεηt which isCoηtrol
P rεdιctιvε also referred
Algs. to as receding
F ιnαl V εrsιoη.
horizon control, moving horizon control or predictive control, is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the general
name of Vdifferent
Gυιllεrmo αlεηcια computer
P αlomo. ξff control
ιcιεηtalgorithms
P rεdιctιvεthat use past
Coηtrol Algs.information of
F ιnαl V εrsιoη.
the inputs and outputs and a mathematical model of the plant to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. optimise its
predictedVfuture
Gυιllεrmo αlεηcια behaviour.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
During the pastP αlomo. ξff ιcιεηtMPC
three decades, P rεdιctιvε Coηtrol
has proved Algs. F ιnαl
enormously V εrsιoη.
successful
Gυιllεrmo V αlεηcια
in industry mainlyPdue αlomo.
to theξff ιcιεηt P rεdιctιvε
ease with Coηtrol Algs.
which constraints canFbeιnαl V εrsιoη.
included
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
in the controller formulation. It is worth noting that this control technique F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
has achieved P αlomo. ξff
great popularity inιcιεηt P rεdιctιvε
spite of the originalCoηtrol
lack ofAlgs. F ιnαl results
theoretical V εrsιoη.
Gυιllεrmo
concerning some crucial points such as stability and robustness. In fact, Va εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl the-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
oretical basis for this technique started to emerge more than 15 years after it F ιnαl V εrsιoη.
Gυιllεrmo
appearedVin αlεηcια
industryP αlomo.
(Mayneξff etιcιεηt P rεdιctιvε
al., 2000). Coηtrol
Originally Algs. Ftoιnαl
developed copeV with
εrsιoη.
Gυιllεrmo
the control needs of power plants and petroleum refineries, it is currently εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V suc-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
cessfully used in a wide range of applications, not only in the process industryF ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
but also other P αlomo.
processes ξff ιcιεηt
ranging P rεdιctιvε Coηtrol
from automotive Algs.etFal.,
(e.g. Borrelli ιnαl V εrsιoη.
2005) to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
clinical anaesthesia (e.g. Mahfouf et al., 2003). rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC algorithms address the control problem in an intuitive way. Predic-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tive control uses a model of the system to obtain an estimate (prediction) of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
its future behaviour. The main items in the design of a predictive controller
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
are:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV process
Gυιllεrmo αlεηcια model,
P αlomo. usedξffto predict
ιcιεηt the future
P rεdιctιvε behaviour.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
• The performance index, used to quantify the deviation Coηtrol Algs. F ιnαl
of the V εrsιoη.
measured
Gυιllεrmo V αlεηcια
output P αlomo.
from desired ξff ιcιεηt
output and P rεdιctιvε
the control Coηtrol
effort. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo optimisation algorithm,
P αlomo. used
ξff ιcιεηt to minimise
P rεdιctιvε the Algs.
Coηtrol performance
F ιnαl Vindex
εrsιoη.
Gυιllεrmosubject to a set
V αlεηcια of constraints.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo recedingPcontrol
αlomo.strategy,
ξff ιcιεηtwhere only the
P rεdιctιvε first Algs.
Coηtrol calculated
F ιnαlinput is
V εrsιoη.
Gυιllεrmoapplied to thePsystem
V αlεηcια αlomo. each sample
ξff ιcιεηt time.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PPast αlomo. ξff ιcιεηt P rεdιctιvε Future Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoymaxV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Setpoint
r
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.output
Measured F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Predicted output
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Prediction horizon Algs. F ιnαl V εrsιoη.
GυιllεrmoyminV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoumaxV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
Closed-loop ιnαl V εrsιoη.
input
Control horizon
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolOpen-loop Algs. input
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
umin
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V-5αlεηcια
-4 -3P αlomo.
-2 -1 ξff kιcιεηt
+1 P+2rεdιctιvε
+3 +4Coηtrol+5 +6Algs. +7 F+8 ιnαl+9V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Sampling time Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo.illustration
1.1: Graphical ξff ιcιεηt of
P rεdιctιvε CoηtrolControl
Model Predictive Algs. F ιnαl V εrsιoη.
strategy.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
At each sampling time k, a finite horizon optimal control problem is solved
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
over a prediction horizon ny , using the current state x of the process as the ini-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tial state. The on-line optimisation problem takes account of system dynamics,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
constraints and control objectives. The optimisation yields an optimal control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
sequence, and only the control action for the current time is applied while
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the rest of the calculated sequence is discarded. At the next time instant the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
horizon is shifted one sample and the optimisation is restarted with the in-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
formation of the new measurements, using the concept of receding horizon.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 1.1 depicts the basic principle of model predictive control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.2 Advantages
Gυιllεrmo V αlεηcια P αlomo. ξff andιcιεηt disadvantages
P rεdιctιvε Coηtrol Algs. ofF ιnαl
model V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo predictive
V αlεηcια P αlomo. control
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Predictive V αlεηcια
control P αlomo.
has made ξff
a ιcιεηt P rεdιctιvε
significant impactCoηtrol Algs. F
on industrial ιnαl Vengi-
control εrsιoη.
Gυιllεrmo
neering andV αlεηcια
is nowPconsidered
αlomo. ξff aιcιεηt P rεdιctιvε
successful theoryCoηtrol Algs. F In
in academia. ιnαl V εrsιoη.
order to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
know about the strengths and weaknesses of this control method, Kwon and Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Han (2005) V αlεηcια
summarise P αlomo. ξff ιcιεηt Pand
the advantages rεdιctιvε Coηtrol Algs.
disadvantages of MPC F ιnαl
over Vother
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
existing controls:
Gυιllεrmo V αlεηcια
Applicability to aPbroad
αlomo.class
ξff ιcιεηt P rεdιctιvε
of systems. The Coηtrol Algs. F
optimisation ιnαl V εrsιoη.
problem over
Gυιllεrmo
the finiteVhorizon,
αlεηcια on P αlomo. ξff ιcιεηt
which MPC P rεdιctιvε
is based, can beCoηtrol
appliedAlgs. F ιnαlclass
to a broad V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
systems, including nonlinear systems and time-delayed systems. Analytical or Algs. F ιnαl V εrsιoη.
Gυιllεrmo
numericalV solutions
αlεηcια Poftenαlomo. ξfffor
exist ιcιεηt
suchP systems.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Systematic
Gυιllεrmo approach
V αlεηcια P αlomo.to obtain
ξff ιcιεηta Pclosed-loop
rεdιctιvε Coηtrol control.
Algs.While
F ιnαloptimal
V εrsιoη.
controls for linear systems with input and output constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. or nonlinear sys-
tems are Vusually
Gυιllεrmo αlεηcια open-loop
P αlomo.controls,
ξff ιcιεηtMPCs always Coηtrol
P rεdιctιvε provide closed-loop
Algs. F ιnαlcontrols
V εrsιoη.
due to the repeated computation and the implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. of only Fthe
ιnαlfirstV con-
εrsιoη.
trol.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Constraint V αlεηcια P αlomo.
handling ξff ιcιεηt For
capability. P rεdιctιvε Coηtrol with
linear systems Algs.the F ιnαl
input V εrsιoη.
and
Gυιllεrmo V αlεηcιαthat
state constraints P αlomo. ξff ιcιεηt
are common P rεdιctιvεproblems,
in industrial Coηtrol Algs.
MPC F ιnαl
can be Veasily
εrsιoη.
Gυιllεrmo V αlεηcια
and efficiently P αlomo.
computed ξff ιcιεηt
by using P rεdιctιvεprogramming,
mathematical Coηtrol Algs.e.g. F ιnαl V εrsιoη.
Quadratic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Programming (QP). Even for nonlinear systems, MPC can handle input Coηtrol Algs. F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcιαnumerically
state constraints P αlomo. ξff inιcιεηt
many Pcasesrεdιctιvε
due to Coηtrol Algs. F ιnαl
the optimisation V εrsιoη.
over the
Gυιllεrmo V αlεηcια
finite horizon. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Guaranteed stability. For linear and nonlinear systems with input and state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
constraints, MPC guarantees the stability under weak conditions. Optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
control on the infinite horizon, i.e. the steady-state optimal control, can also
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
be an alternative.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Good tracking
Gυιllεrmo V αlεηcιαperformance. MPCPpresents
P αlomo. ξff ιcιεηt rεdιctιvε good tracking
Coηtrol Algs. performance
F ιnαl V εrsιoη.by
utilizing the future reference signal for a finite horizon that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. can be known in
many cases.
Gυιllεrmo In infinite
V αlεηcια horizon
P αlomo. ξfftracking
ιcιεηt P control,
rεdιctιvεallCoηtrol
future reference
Algs. F ιnαlsignals are
V εrsιoη.
needed for the tracking performance. However, they are not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. always available
in real applications
Gυιllεrmo V αlεηcια Pand αlomo.the ξff
computation over the
ιcιεηt P rεdιctιvε infiniteAlgs.
Coηtrol horizon is almost
F ιnαl V εrsιoη.
impossible.
Gυιllεrmo In PIDPcontrol,
V αlεηcια αlomo. which has P
ξff ιcιεηt been most widely
rεdιctιvε Coηtrol used
Algs.in the industrial
F ιnαl V εrsιoη.
applications, only the current reference signal is used even when
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the future ref-
erence signals
Gυιllεrmo V αlεηcιαare available
P αlomo.onξffa ιcιεηt
finite horizon.
P rεdιctιvε This PID control
Coηtrol Algs. F might
ιnαl be too
V εrsιoη.
short-sighted for the tracking performance and thus has a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. lower performance
than MPC,
Gυιllεrmo which makes
V αlεηcια P αlomo.the ξff
best of allP rεdιctιvε
ιcιεηt future reference
Coηtrolsignals.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Adaptation to changing parameters. MPC can be anAlgs.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol F ιnαl Vstrat-
appropriate εrsιoη.
Gυιllεrmo V αlεηcια
egy for known P αlomo. ξff
time-varying ιcιεηt PMPC
systems. rεdιctιvε
needs Coηtrol Algs.future
only finite F ιnαlsystem
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
parameters for the computation of the current control, while infinite horizon Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
optimal control P αlomo.
needs ξff ιcιεηt
all future system P rεdιctιvε
parameters. Coηtrol Algs.all
However, F ιnαl
future V εrsιoη.
sys-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
tem parameters arePnot
αlomo.
always ξffavailable
ιcιεηt P rεdιctιvε Coηtroland
in real problems Algs.
the F ιnαl V εrsιoη.
computation
Gυιllεrmo V αlεηcια
of the optimal P αlomo.
control over theξff ιcιεηt
infinite P rεdιctιvε
horizon isCoηtrol Algs. Fand
very difficult ιnαlrequires
V εrsιoη.
Gυιllεrmo V αlεηcια
infinite memory forPfuture
αlomo. ξff ιcιεηt
controls. P rεdιctιvε
Since MPC is Coηtrol
computed Algs. F ιnαl Vitεrsιoη.
repeatedly, can
Gυιllεrmo
adapt to Vfuture
αlεηcια P αlomo.
system ξff ιcιεηt
parameters P rεdιctιvε
changes that can Coηtrol Algs. on-line
be identified F ιnαl V εrsιoη.
(iden-
Gυιllεrmo
tificationVmethods
αlεηcια P αlomo.
may ξff ιcιεηt
introduce P rεdιctιvε
stability issues Coηtrol
that must Algs. F ιnαl V εrsιoη.
be addressed on
Gυιllεrmo
the design V αlεηcια P αlomo.the
stage), whereas ξffinfinite
ιcιεηt Phorizon
rεdιctιvε Coηtrol
optimal Algs.cannot
controls F ιnαl adapt,
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
since they are computed once in the first instance. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pfor
Good properties αlomo.linearξff ιcιεηt
systems. P rεdιctιvε Coηtrol
It is well knownAlgs.that Fsteady-state
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαsuch
optimal controls P αlomo.
as LQR, ξff ιcιεηt
LQG and P rεdιctιvε Coηtrol
H∞ controls Algs.
have good F ιnαl V εrsιoη.
properties,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
such as guaranteed stability under weak conditions and a certain robustness. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MPC alsoV possesses
αlεηcια Ptheseαlomo. goodξffproperties.
ιcιεηt P rεdιctιvε Coηtrol
Additionally, Algs.
there areFmore
ιnαl design
V εrsιoη.
Gυιllεrmo
parameters,V αlεηcια
such asP αlomo. ξff ιcιεηtmatrices
final weighting P rεdιctιvεand Coηtrol
a horizon Algs.
size,Fthat
ιnαlcanV εrsιoη.
be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tuned for a better performance than the steady-state optimal controls previ- Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ously mentioned.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Easier computation
Gυιllεrmo V αlεηcια P αlomo. compared
ξff ιcιεηtwith steady-state
P rεdιctιvε Coηtrol optimal
Algs. F ιnαl controls.
V εrsιoη.
Since computation is carried over a finite horizon, the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.solution can be ob-
tained in an easy batch form for a linear system. For
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.linear systems with
input and
Gυιllεrmo state constraints,
V αlεηcια P αlomo. MPC is easy
ξff ιcιεηt to compute
P rεdιctιvε by using
Coηtrol Algs. mathematical
F ιnαl V εrsιoη.
programming, such as QP, while an optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. control on the infinite
F ιnαlhorizon
V εrsιoη.
is hard to compute. For nonlinear systems with input and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. state constraints,
MPC is relatively
Gυιllεrmo V αlεηcιαeasier to compute
P αlomo. ξff ιcιεηt numerically
P rεdιctιvεthan the steady-state
Coηtrol Algs. F ιnαloptimalV εrsιoη.
control because of the finite horizon.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Papplications.
Broad industrial αlomo. ξff ιcιεηt OwingP rεdιctιvε Coηtrol
to the above Algs. F ιnαl
advantages, V εrsιoη.
there ex-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
ist broad industrial applications for MPC, particularly in industrial processes. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This is because P αlomo.
industrial ξff ιcιεηt
processes haveP rεdιctιvε
limitations Coηtrol Algs.inputs
on control F ιnαlandV εrsιoη.
re-
Gυιllεrmo V αlεηcια
quire states to stayP inαlomo. ξff ιcιεηt
specified regions, P rεdιctιvε
which can Coηtrol Algs. F handled
be efficiently ιnαl V εrsιoη.
by
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
MPC. Actually, the most profitable operation is often obtained when a process Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
works around P αlomo. For
a constraint. ξff ιcιεηt P rεdιctιvε
this reason, how Coηtrol
to handle Algs.
the Fconstraint
ιnαl V εrsιoη.
is
Gυιllεrmo V αlεηcια
very important. P αlomo. ξffcontrols
Conventional ιcιεηt Pbehave
rεdιctιvε Coηtrol Algs.
conservatively, i.e. Ffar
ιnαl
fromV εrsιoη.
the
Gυιllεrmo V αlεηcια Pinαlomo.
optimal operation, order to ξffsatisfy
ιcιεηt P rεdιctιvε Coηtrol
constraints since theAlgs. F ιnαlcannot
constraint V εrsιoη.
Gυιllεrmo
be dealt Vwith
αlεηcια
in theP αlomo. ξff ιcιεηt
design phase. P rεdιctιvε
If the dynamics Coηtrol
of the Algs.
systemF areιnαlrelative
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
slow, it is possible to make the calculation of the MPC each time within Algs. F ιnαl V εrsιoη.
a
Gυιllεrmo
samplingVtime.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As logical, it also has drawbacks:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Requires
Gυιllεrmo an expert
V αlεηcια knowledge
P αlomo. of the
ξff ιcιεηt processCoηtrol
P rεdιctιvε to be controlled.
Algs. F ιnαlProba- V εrsιoη.
bly the most expensive part of the design and implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of the predictive
controllers
Gυιllεrmo is the development
V αlεηcια P αlomo. ξffand validation
ιcιεηt of theCoηtrol
P rεdιctιvε model for prediction.
Algs. F ιnαl V This
εrsιoη.
is a crucial
Gυιllεrmo part of Pthe
V αlεηcια controller
αlomo. sincePthe
ξff ιcιεηt calculation
rεdιctιvε Coηtrolof the
Algs. inputs
F ιnαlrelies on
V εrsιoη.
the accuracy of this model. The election of a non-appropriate
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. model may lead
to a poorVperformance,
Gυιllεrmo αlεηcια P αlomo. even ξff
worse than
ιcιεηt a poorly tuned
P rεdιctιvε Coηtrol PID.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Longer Vcomputation
αlεηcια P αlomo. timeξffcompared
ιcιεηt P rεdιctιvε Coηtrol Algs.non-optimal
with conventional F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 6
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
controls.V αlεηcια P αlomo.
The absolute ξff ιcιεηt P
computation rεdιctιvε
time of MPC Coηtrol
may be Algs. F ιnαl
longer V εrsιoη.
compared
Gυιllεrmo V αlεηcιαnon-optimal
with conventional P αlomo. ξffcontrols,
ιcιεηt P rεdιctιvε
particularly Coηtrol Algs. Fsystems,
for nonlinear ιnαl V εrsιoη.
al-
Gυιllεrmo
though the V αlεηcια P αlomo.
computation timeξffofιcιεηt
MPCPatrεdιctιvε
each time Coηtrol Algs.
is shorter F ιnαl
than the Vcorre-
εrsιoη.
Gυιllεrmo
spondingVinfinite
αlεηcιαhorizon
P αlomo. ξff ιcιεηt
optimal P rεdιctιvε
control. Coηtrol
Therefore, MPC Algs.
mayF not
ιnαlbeV εrsιoη.
fast
Gυιllεrmo
enough to V αlεηcια
be used Pasαlomo. ξff ιcιεηt
a real-time P rεdιctιvε
control for certain Coηtrol Algs. However,
processes. F ιnαl V εrsιoη.
this
Gυιllεrmo
problem Vmay αlεηcια P αlomo.by
be overcome ξffthe
ιcιεηt
highP rεdιctιvε
speed of Coηtrol Algs. F ιnαl
digital processors, V εrsιoη.
together
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
with improvements in optimisation algorithms. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Difficulty V αlεηcια
in the Pdesign
αlomo.ofξffrobust
ιcιεηt Pcontrols
rεdιctιvεfor Coηtrol Algs. Funcertain-
parameter ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
ties. System P αlomo.
properties, suchξffasιcιεηt
robust P rεdιctιvε
stability and CoηtrolrobustAlgs. F ιnαl V εrsιoη.
performance due
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
to parameter uncertainties, are usually intractable in optimisation problems Algs. F ιnαl V εrsιoη.
Gυιllεrmo
on whichVMPCsαlεηcια areP αlomo.
based. Theξff ιcιεηt P rεdιctιvε
repeated Coηtrol
computation forAlgs.
MPCFmakes
ιnαl Vmoreεrsιoη.
Gυιllεrmo V αlεηcια
difficult to analyse Ptheαlomo. ξff ιcιεηtHowever,
robustness. P rεdιctιvεtheCoηtrol
robustness Algs. F ιnαl
with V εrsιoη.
respect to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
external disturbances can be dealt with ‘easily’ as seen in min-max MPCs, but Algs. F ιnαl V εrsιoη.
Gυιllεrmo
incurringVexcessive
αlεηcια Pcomputational
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
burden.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.3 Motivation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Predictive
Gυιllεrmo control has
V αlεηcια had a ξff
P αlomo. peculiar
ιcιεηt P evolution.
rεdιctιvε It was initially
Coηtrol Algs. F developed in
ιnαl V εrsιoη.
industry where the need to operate systems at the limit to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.improve production
requires controllers
Gυιllεrmo V αlεηcια Pwith αlomo.capabilities
ξff ιcιεηtbeyond PID. Coηtrol
P rεdιctιvε Early predictive controllers
Algs. F ιnαl V εrsιoη.
were based in heuristic algorithms using simple models. Small
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. improvements
in performance
Gυιllεrmo V αlεηcιαled to large gains
P αlomo. in profit.
ξff ιcιεηt The research
P rεdιctιvε Coηtrol community has striven
Algs. F ιnαl V εrsιoη.
to give theoretical
Gυιllεrmo V αlεηcια support
P αlomo.toξffthe practical
ιcιεηt resultsCoηtrol
P rεdιctιvε achievedAlgs.and, Fthus
ιnαlthe eco-
V εrsιoη.
nomic argument, predictive control has merited large expenditure
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. on complex
algorithms
Gυιllεrmo and thePassociated
V αlεηcια αlomo. ξffarchitecture and set
ιcιεηt P rεdιctιvε up times.
Coηtrol Algs.However,
F ιnαl V with
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vthere
the perhaps notable exception of Predictive Functional Control (PFC), εrsιoη.
has been relatively little penetration into markets where PID
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. strategies dom-
inate, despite
Gυιllεrmo the fact
V αlεηcια that predictive
P αlomo. ξff ιcιεηt Pcontrol
rεdιctιvε stillCoηtrol
has a lot to offer
Algs. F ιnαlbecause
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vbeing
of its enhanced constraint handling abilities and the controller format εrsιoη.
more flexible than PID.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThereV αlεηcια P αlomo.
are important ξff ιcιεηt P rεdιctιvε
non-technical reasons toCoηtrolinvest in Algs.
a newF ιnαl V εrsιoη.
controller.
Gυιllεrmo
The highVlevel
αlεηcια P αlomo. required
of expertise ξff ιcιεηttoP implement
rεdιctιvε Coηtrol Algs. Faιnαl
and maintain V εrsιoη.
predictive
Gυιllεrmo
controllerV is
αlεηcια P αlomo. to
an impediment ξffmore
ιcιεηtwidespread
P rεdιctιvεutilisation.
Coηtrol Algs. F ιnαl should
Academia V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
put more effort into designing and promoting simple predictive algorithms Algs. F ιnαl V εrsιoη.
Gυιllεrmo
which can V αlεηcια
be set up P αlomo. ξff ιcιεηt
on standard P rεdιctιvεLogic
Programable Coηtrol Algs. F(PLC)
Controller ιnαl Vunits
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
and tuned without the need for experts. Some early work by ADERSA has Algs. F ιnαl V 1 εrsιoη.

Gυιllεrmo V αlεηcια
demonstrated that Pwith
αlomo.
the ξff
rightιcιεηt P rεdιctιvε
promotion and Coηtrol
support,Algs. F ιnαl
technical V εrsιoη.
staff are
Gυιllεrmo
confidentVusers
αlεηcια P αlomo.
of PFC whereξffthese
ιcιεηtareP rεdιctιvε Coηtrol
an alternative to Algs.
PID on F ιnαl V εrsιoη.
a standard
Gυιllεrmo
PLC unitV (Richalet,
αlεηcια P 2007).
αlomo.Technical
ξff ιcιεηt staff
P rεdιctιvε Coηtrol
relate easily Algs.
to the F ιnαl
tuning V εrsιoη.
parame-
Gυιllεrmo
ters which V αlεηcια P αlomo.
are primarily ξff ιcιεηt
the desired P rεdιctιvε
time constantCoηtrol Algs. aF coincidence
and secondly ιnαl V εrsιoη.
Gυιllεrmo
1
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ADERSA (Association pour le Developpement de l’Enseignement et de la Recherche en
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Systematique Appliquee) french company dedicated to advanced process control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 7
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
point which can bePselected
αlomo. ξff by ιcιεηt
a simpleP rεdιctιvε Coηtrol
global search Algs.
over F ιnαlchoices.
horizons V εrsιoη.
Gυιllεrmo V αlεηcια
Because PFC P αlomo.
is based ξff ιcιεηt
on a model, the P rεdιctιvεstructure
controller Coηtrol canAlgs. F ιnαl
take V εrsιoη.
systematic
Gυιllεrmo
account ofV αlεηcια P αlomo.
dead-times ξff ιcιεηt
and other P rεdιctιvεwhich
characteristics, CoηtrolareAlgs.
not soF straightfor-
ιnαl V εrsιoη.
Gυιllεrmo
ward with V αlεηcια
PID. AlsoP αlomo. ξff ιcιεηt
constraint P rεdιctιvε
handling can be Coηtrol
includedAlgs. F ιnαl
to some V εrsιoη.
extent by
Gυιllεrmo V αlεηcια
using predicted P αlomo.toξff
violations ιcιεηtaPtemporary
trigger rεdιctιvε Coηtrol
switch toAlgs. F ιnαl
a less V εrsιoη.
aggressive
Gυιllεrmo
strategy. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vconjecture
αlεηcια Pisαlomo. ξff ιcιεηt is
that ADERSA P rεdιctιvε
successfulCoηtrol
becauseAlgs.
it hasFprovided
ιnαl V εrsιoη.
ef-
Gυιllεrmo V αlεηcια
fective support andP αlomo.
embedded ξff ιcιεηt P rεdιctιvε in
their technology Coηtrol Algs.
standard F ιnαl V thus
hardware, εrsιoη.
Gυιllεrmo
making itV easily
αlεηcια P αlomo.(and
accessible ξff ιcιεηt
cheap).P rεdιctιvε
However,Coηtrol
there areAlgs.
manyF ιnαl V εrsιoη.
theoretical
Gυιllεrmo
weaknesses in the PFC approach and there is potential for the academicVcom-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
munity toV propose
αlεηcια more
P αlomo. ξff ιcιεηt
rigorous P rεdιctιvε
algorithms whichCoηtrol Algs. be
could equally F ιnαl V εrsιoη.
embedded
Gυιllεrmo
in cheap Vcontrol
αlεηcια P αlomo.
units. ξff ιcιεηtand
Accessibility P rεdιctιvε
usability Coηtrol
in such aAlgs.
massFmarket
ιnαl V mayεrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
require different assumptions from those typically adopted in the literature. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.4 Objective
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The main
Gυιllεrmo objectiveP αlomo.
V αlεηcια of this thesis is to
ξff ιcιεηt propose realistic
P rεdιctιvε Coηtrol alternatives
Algs. F ιnαltoV con-εrsιoη.
ventionalVpredictive
Gυιllεrmo αlεηcια Pcontrol
αlomo. that have Pthe
ξff ιcιεηt potential
rεdιctιvε to be embedded
Coηtrol Algs. F ιnαl in Vcheap
εrsιoη.
control units. In order to do this, the proposed alternatives must
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. be easy to
code, fastVin
Gυιllεrmo computation
αlεηcια P αlomo. times
ξffand
ιcιεηtlowPin terms ofCoηtrol
rεdιctιvε storage requirements.
Algs. F ιnαl VAlso, εrsιoη.
must preserve the benefits of the conventional algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. such as constraint
F ιnαl V εrsιoη.
handlingVand
Gυιllεrmo high performance.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Particular objectives
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
To achieve the main objective, a number of particular objectives can be listed:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Demonstrate
Gυιllεrmo V αlεηcια P how a predictive
αlomo. ξff ιcιεηt control could Coηtrol
P rεdιctιvε be codedAlgs.
in a standard
F ιnαl V con-εrsιoη.
trol unit (i.e. a PLC) using industrial standard languages
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (i.e. IEC
1131.3 programming standard).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2. In V αlεηcια
the P αlomo.
case when ξff ιcιεηt
changes in thePsetpoint
rεdιctιvεtrajectory
Coηtrol Algs. F ιnαlbefore-
are known V εrsιoη.
Gυιllεrmo V αlεηcια
hand, use the P αlomo.knowledge
advance ξff ιcιεηt P rεdιctιvε Coηtrol
information Algs.
to redesign theFfeed-forward
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
compensator of the predictive controller. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3. Propose P αlomo. ξff ιcιεηt P rεdιctιvε
an alternative/modification Coηtrol Algs.problem
to the optimisation F ιnαl Vtoεrsιoη.
re-
Gυιllεrmo
duceV αlεηcια P αlomo. ξff
the computational ιcιεηt P rεdιctιvε
complexity Coηtrol Algs.
of the optimisation F ιnαl V εrsιoη.
algorithm.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Investigate
Gυιllεrmo V αlεηcιαthe potential
P αlomo. ξffimprovements in transferring
ιcιεηt P rεdιctιvε Coηtrol Algs. the Foptimisation
ιnαl V εrsιoη.
problem to the off-line design phase using parametric/multi-parametric
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
solutions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5. Prove the proposed algorithms experimentally.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.5 Supporting
Gυιllεrmo V αlεηcια P αlomo. publications
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 2
The workV presented
Gυιllεrmo αlεηcια Pin this thesis
αlomo. is supported
ξff ιcιεηt P rεdιctιvε by the following
Coηtrol Algs.publications :
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ConferenceV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
papers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
1. Valencia-Palomo, G.ξff
andιcιεηt
J.A.PRossiter
rεdιctιvε Coηtrol
(2008). TheAlgs. F ιnαlofVauto-
potencial εrsιoη.
Gυιllεrmo V αlεηcια
tuned P αlomo.
MPC based ξff ιcιεηtplant
on minimal P rεdιctιvε CoηtrolInternational
information. Algs. F ιnαl Work-
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
shop on Assessment and Future Directions of Nonlinear Model Predictive F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Control P αlomo.Pravia,
– NMPC’08. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Italy.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Valencia-Palomo,
Gυιllεrmo V αlεηcια P αlomo. G.,ξffK.R.
ιcιεηtHilton and J.A.
P rεdιctιvε Rossiter
Coηtrol (2009).
Algs. F ιnαlPredic-
V εrsιoη.
tive control implementation in a PLC using the IEC 1131.3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.programming
standard.
Gυιllεrmo V αlεηcιαEuropean
P αlomo.Control Conference–ECC’09.
ξff ιcιεηt P rεdιctιvε Coηtrol Budapest, Hungary.
Algs. F ιnαl V εrsιoη.
3. J.A.
Gυιllεrmo Rossiter Pand
V αlεηcια Valencia-Palomo,
αlomo. ξff ιcιεηt P rεdιctιvεG. (2009).
CoηtrolFeedAlgs.forward
F ιnαl design
V εrsιoη.
in MPC.
Gυιllεrmo European
V αlεηcια Control
P αlomo. Conference
ξff ιcιεηt – ECC’09.
P rεdιctιvε CoηtrolBudapest, Hungary.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
4. Valencia-Palomo, G. and J.A. Rossiter (2009). Auto-tuned PredictiveAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Control BasedP on
αlomo. ξff ιcιεηt
Minimal PlantPInformation.
rεdιctιvε Coηtrol Algs. F Symposium
International ιnαl V εrsιoη.
Gυιllεrmo
on Advanced Control of Chemical Processes – AdChem’09.ιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F V εrsιoη.
Istanbul,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Turkey.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5. Valencia-Palomo,
Gυιllεrmo V αlεηcια P αlomo. G.ξff
and J.A.PRossiter
ιcιεηt rεdιctιvε(2010).
CoηtrolUsing
Algs.Laguerre
F ιnαl Vfunc-
εrsιoη.
tions to improve multi-parametric MPC. American Control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Conference
– ACC’10.
Gυιllεrmo V αlεηcιαBaltimore,
P αlomo. USA.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.G.,
6. Valencia-Palomo, ξff ιcιεηt P rεdιctιvε
M. Pelegrinis, Coηtrol
J.A. Algs.and
Rossiter, F ιnαl V εrsιoη.
R. Gond-
Gυιllεrmo V αlεηcια
halekar P αlomo.
(2010). ξff ιcιεηt P rεdιctιvε
A move-blocking strategy toCoηtrol
improveAlgs. F ιnαlinV εrsιoη.
tracking pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
dictive control. American Control Conference – ACC’10. Baltimore, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
USA.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7. Valencia-Palomo, G. and J.A. Rossiter (2010). PLC implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of a predictive controller using Laguerre functions and multi-parametric
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
solutions. United Kingdom Automatic Control Conference – UKACC’10.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Coventry, UK.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8. Valencia-Palomo,
Gυιllεrmo V αlεηcια P αlomo. G.ξffand J.A.P Rossiter
ιcιεηt rεdιctιvε(2010).
CoηtrolEfficient
Algs. F suboptimal
ιnαl V εrsιoη.
parametric
Gυιllεrmo V αlεηcιαimplementations
P αlomo. ξff ιcιεηtfor predictive
P rεdιctιvεcontrol.
Coηtrol8th IFACF Symposium
Algs. ιnαl V εrsιoη.
on Nonlinear Control Systems – NoLCoS’10. Bologna, Italy.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Journal V αlεηcια
papers P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Rossiter, J.A.,P L.
αlomo.
Wangξffandιcιεηt P rεdιctιvε Coηtrol (2010).
G. Valencia-Palomo Algs. FEfficient
ιnαl V εrsιoη.
al-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
gorithms for trading off feasibility and performance in predictive control. ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PJournal
International αlomo. ofξffControl,
ιcιεηt P83(4),
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
789–797.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
Only V
Gυιllεrmo strict peer review
αlεηcια publications
P αlomo. are P
ξff ιcιεηt listed.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 9
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2. G. VValencia-Palomo
αlεηcια P αlomo. and ξff ιcιεηt P rεdιctιvε
J.A. Rossiter Coηtrol
(2010). PLCAlgs. F ιnαl V εrsιoη.
implementation of
Gυιllεrmo
an V αlεηcια PMPC
auto-tuned αlomo. ξff ιcιεηt
based P rεdιctιvε
on minimal plantCoηtrol Algs.Under
information. F ιnαlreview,
V εrsιoη.
Gυιllεrmo
ISAV Transactions.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. G. VValencia-Palomo
αlεηcια P αlomo. ξff andιcιεηt
J.A.PRossiter
rεdιctιvε(2010).
CoηtrolAAlgs.
novelFPLCιnαl imple-
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
mentation of a predictive controller based on Laguerre functionsAlgs. F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo.
multiparametric ξff ιcιεηt
solutions. Under P rεdιctιvε
review, IET Coηtrol Algs.
Control F ιnαl
Theory V εrsιoη.
and Ap-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
plications.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. G. VValencia-Palomo
Gυιllεrmo αlεηcια P αlomo. ξff and J.A.PRossiter
ιcιεηt rεdιctιvε(2010).
CoηtrolEfficient
Algs. F suboptimal
ιnαl V εrsιoη.
parametric
Gυιllεrmo V αlεηcιαsolutions
P αlomo.toξff predictive control for
ιcιεηt P rεdιctιvε PLC applications.
Coηtrol Algs. F ιnαl Under
V εrsιoη.
review, Control Engineering Practice.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.6 Thesis
Gυιllεrmo V αlεηcια Poverview
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The present
Gυιllεrmo document
V αlεηcια consist
P αlomo. of 9 chapters
ξff ιcιεηt andCoηtrol
P rεdιctιvε 3 appendices
Algs. Fdivided in 4
ιnαl V εrsιoη.
parts. A summary of each of them is presented next.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Part I: Background.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια2 Pthe
In Chapter αlomo.
basic ξff ιcιεηt Pof
principles rεdιctιvε
GPC and Coηtrol
modern Algs. F ιnαl VMPC
state-space εrsιoη.
Gυιllεrmo V αlεηcια
are presented. TheseP αlomo. ξff ιcιεηt
principles includeP details
rεdιctιvεof Coηtrol Algs. Fisιnαl
how prediction V εrsιoη.
done, and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
how they are used in the cost function to penalise deviations from desired F ιnαl V εrsιoη.
Gυιllεrmo
behaviour.V αlεηcια P αlomo. and
Unconstrained ξff ιcιεηt P rεdιctιvε
constrained MPCCoηtrol Algs.are
algorithms F ιnαl V εrsιoη.
presented,
Gυιllεrmo
with particular reference to how integral action is achieved. Stability Visεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl ad-
Gυιllεrmo V αlεηcια
dressed through theP dual-mode
αlomo. ξff paradigm
ιcιεηt P rεdιctιvε Coηtrol
and invariant Algs.
sets, F ιnαl details
for which V εrsιoη.
Gυιllεrmo
are given.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In Chapter
Gυιllεrmo V αlεηcια3,Pthe theoretical
αlomo. foundations
ξff ιcιεηt P rεdιctιvεandCoηtrol
a brief Algs.
historyFof theVMPC
ιnαl εrsιoη.
algorithms are presented. Subsequently, the goals and challenges of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. any MPC
implementation
Gυιllεrmo arePdiscussed,
V αlεηcια αlomo. ξffalong
ιcιεηtwith a reviewCoηtrol
P rεdιctιvε of the most
Algs.efficient
F ιnαl VMPC
εrsιoη.
algorithms relevant to this thesis to establish state-of-the-art approaches.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Part II:VEfficient
αlεηcια Ppredictive
αlomo. ξff ιcιεηt
control P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
developments.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This partV is
αlεηcια
the coreP αlomo. ξff ιcιεηt
of the thesis whereP rεdιctιvε Coηtrol Algs.
the contributions F ιnαl V εrsιoη.
are presented.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In Chapter 4, how to implement a predictive control algorithm in a Pro-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gramable Logic Controller is presented. The predictive controller is intended
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for low level control purposes. The tuning is automatically done by only sup-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
plying few parameters of the open-loop response of the plant. Details are given
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in how the controller handles the constraints. Finally, the controller is tested
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in two bench-scale laboratory systems and compared with a commercial PID
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
which uses the most up to date auto-tuning rules.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 1.V αlεηcια
Gυιllεrmo Introduction.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 10
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια5,Pthe
In Chapter αlomo. ξff ιcιεηt
case when the P rεdιctιvε
setpoint Coηtrol isAlgs.
trajectory known F ιnαl V εrsιoη.
in advance
Gυιllεrmo V αlεηcια
is presented. P αlomo.
The first ξff the
part of ιcιεηt P rεdιctιvε
chapter presentsCoηtrol
some Algs.
cases toF ιnαl
showV that
εrsιoη.
Gυιllεrmo V αlεηcιαway
the conventional P αlomo. ξff ιcιεηt
of designing the Pfeed-forward
rεdιctιvε Coηtrol Algs. Fofιnαl
compensator the VMPC
εrsιoη.
Gυιllεrmo V αlεηcια
is not optimal, P αlomo.for
particulary ξffthe
ιcιεηtcaseP rεdιctιvε
when the Coηtrol
setpoint Algs. F ιnαlis Vnot
trajectory εrsιoη.
a
Gυιllεrmo V αlεηcια
conventional step. PThe
αlomo.
secondξff part
ιcιεηtpresents
P rεdιctιvε
how Coηtrol
this issueAlgs.
can F beιnαl V εrsιoη.
solved by
Gυιllεrmo V αlεηcια
using a second P αlomo.
design phase ξff
andιcιεηt
how Pthe rεdιctιvε Coηtrol
constraint Algs.can
handling F ιnαl V εrsιoη.
be accom-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
modated in the feed-forward. To finish the chapter, an experimental exampleAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
using a Programable ξff ιcιεηt P
Logic Controller is rεdιctιvε
given. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια6,P αlomo.
In Chapter Laguerreξfffunctions
ιcιεηt P rεdιctιvε
and the way Coηtrol Algs. F
to include theιnαl V εrsιoη.
Laguerre
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
parametrisations for the input predictions in dual-mode MPC are presented. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The aim ofV αlεηcια P αlomo. ξff is
this parametrisation ιcιεηt P rεdιctιvε
to enlarge Coηtrol
the feasible Algs.
region F ιnαl
of the V εrsιoη.
controller
Gυιllεrmo V αlεηcια
without losing P αlomo. A
performance. ξffcomparison
ιcιεηt P rεdιctιvε
between Coηtrol
(i) the Algs.
proposed F ιnαl V εrsιoη.
controller
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
with the inclusion of Laguerre functions, (ii) a poor-tuned optimal predictive F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
control and P αlomo. ξff ιcιεηt
(iii) a highly-tuned optimal P rεdιctιvε
predictiveCoηtrol
control Algs.
is done F ιnαl V εrsιoη.
in order to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
show the benefits of the novel algorithm. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In Chapter
Gυιllεrmo V αlεηcια7,P αlomo.
the predictive
ξff ιcιεηt controller
P rεdιctιvεusing Laguerre
Coηtrol Algs. functions
F ιnαl Vasεrsιoη.
an
explicit controller is presented. In order to obtain the explicit
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.solutions off-line
is used the
Gυιllεrmo Multi-parametric
V αlεηcια P αlomo. ξff Quadratic Programming
ιcιεηt P rεdιctιvε Coηtrol approach.
Algs. FExtensively
ιnαl V εrsιoη.
numerical simulations are presented to show the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. complexity reduction
F ιnαl Vusing
εrsιoη.
the proposed algorithm. To finish the chapter, an experimental
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. example using
a Programable
Gυιllεrmo V αlεηcιαLogic Controller
P αlomo. is given.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
In Chapter 8, a suboptimal multi-parametricP rεdιctιvε Coηtrol
solutionAlgs. F ιnαl
for the V εrsιoη.
optimisa-
Gυιllεrmo V αlεηcια
tion algorithm P αlomo. The
is presented. ξff ιcιεηt
key pointP rεdιctιvε Coηtrol Algs.
of this suboptimal F ιnαl is
algorithm V that
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
it predefines the complexity of the solution. Extensive numerical simulations F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
are presented P αlomo.
to show ξff performance
that the ιcιεηt P rεdιctιvε lossesCoηtrol Algs. Fcompared
are negligible ιnαl V εrsιoη.
to
Gυιllεrmo V αlεηcια Pcomplexity
the computational αlomo. ξffreductions.
ιcιεηt P rεdιctιvε Coηtrol
To finish Algs. F ιnαl
the chapter, V εrsιoη.
an experi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
mental example using a Programable Logic Controller is given. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Part III:V αlεηcια
Gυιllεrmo Conclusions.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally, in Chapter 9, the original contributions of the thesis are sum-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
marised and the overall conclusions are presented. At the end of the chapter,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the proposed future work is discussed.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Part IV:V αlεηcια
Appendix. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In Appendices
Gυιllεrmo A and ξff
V αlεηcια P αlomo. B,ιcιεηt
complementary
P rεdιctιvε information
Coηtrol Algs. of Chapter 2 is
F ιnαl V εrsιoη.
given.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PCαlomo.
In Appendix ξff ιcιεηtsummary
a biographical P rεdιctιvε Coηtrol
of the Algs.
author F ιnαl V εrsιoη.
is presented.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

I
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Background
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Basic principles of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
predictive control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
introduces ξff ιcιεηt
the basic P rεdιctιvε
principles Coηtrol
of modern MPC Algs. F ιnαl to
necessary V εrsιoη.
dis-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
cuss the details of the developments that have been made in this thesis. State- F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
space models have Pbeen
αlomo. ξff ιcιεηt
assumed P rεdιctιvε
as other types Coηtrol
of models Algs.suchF ιnαl V εrsιoη.
as impulse
Gυιllεrmo
response,V step
αlεηcια P αlomo.
response ξff ιcιεηtfunction
or transfer P rεdιctιvε Coηtrol
models can beAlgs. F ιnαl Veasily
converted εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
to an equivalent state-space representation, and moreover state-space models F ιnαl V εrsιoη.
Gυιllεrmo
efficientlyV αlεηcια P αlomo. ξff ιcιεηt
handle multivariable systemsP rεdιctιvε
and can Coηtrol
representAlgs. F ιnαlsystems
unstable V εrsιoη.
Gυιllεrmo V αlεηcια
easily (unlike impulseP αlomo. ξff response
and step ιcιεηt P rεdιctιvε
models). Coηtrol
They areAlgs. F ιnαl
readily V εrsιoη.
extensible
Gυιllεrmo
to nonlinear systems , and so have become the de-facto model used inVmod-
V αlεηcια P αlomo.
1 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια
ern research papers,P αlomo. ξff ιcιεηt
albeit take-up in P rεdιctιvε
industry is Coηtrol
somewhat Algs. F ιnαl
slower. V εrsιoη.
However,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
state-space models have still not been adopted by many industries, and Algs. F ιnαl V εrsιoη.
so
Gυιllεrmo
theoreticalV αlεηcια P αlomo.
developments mayξffnot
ιcιεηt P rεdιctιvε
be so Coηtrol
easily adopted Algs. F ιnαl V εrsιoη.
also.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC
Gυιllεrmo has several
V αlεηcια essential
P αlomo. components,
ξff ιcιεηt which
P rεdιctιvε are presented
Coηtrol Algs. F ιnαlmathema-
V εrsιoη.
tically in the first few sections of this chapter assuming a GPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. state-space
formulation
Gυιllεrmo (e.g. Clarke
V αlεηcια et al.,
P αlomo. ξff1987a).
ιcιεηt PPredictions based on
rεdιctιvε Coηtrol recursive
Algs. F ιnαluse of a
V εrsιoη.
one-step-ahead
Gυιllεrmo V αlεηcια model are detailed
P αlomo. in Section
ξff ιcιεηt 2.1; Coηtrol
P rεdιctιvε definition of controlled
Algs. and
F ιnαl V εrsιoη.
manipulated
Gυιllεrmo variables
V αlεηcια are discussed
P αlomo. ξff ιcιεηtin Section 2.2;
P rεdιctιvε having
Coηtrol Algs.defined theV εrsιoη.
F ιnαl cost
function in Section 2.3, typical unconstrained MPC algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. are presented
in Section
Gυιllεrmo 2.4, andPconstrained
V αlεηcια MPC Palgorithms
αlomo. ξff ιcιεηt are given
rεdιctιvε Coηtrol in Section
Algs. F ιnαl V2.5εrsιoη.
as
optimisation
Gυιllεrmo algorithms
V αlεηcια P αlomo.which
ξffminimise cost subject
ιcιεηt P rεdιctιvε to constraints.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
An V αlεηcιαproperty
essential P αlomo.ofξffanyιcιεηt P rεdιctιvε
control Coηtrol
technique Algs. F ιnαl
is closed-loop V εrsιoη.
stability.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
then goes on to ξff ιcιεηt stability
consider P rεdιctιvε
bothCoηtrol
for theAlgs. F ιnαl V εrsιoη.
unconstrained and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
constrained case in Section 2.6, and the dual-mode paradigm is then presented F ιnαl V εrsιoη.
Gυιllεrmo
in Section V αlεηcια
2.7 as a Pparticular
αlomo. ξffmeans
ιcιεηtofP guaranteeing
rεdιctιvε Coηtrol Algs. Fstability.
constrained ιnαl V εrsιoη.
A
Gυιllεrmo
convenient V αlεηcια
form of Ptheαlomo. ξff ιcιεηt
dual-mode P rεdιctιvε
paradigm is theCoηtrol Algs.paradigm,
closed-loop F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
this is given in Section 2.8. Integral action is implemented with disturbance F ιnαl V εrsιoη.
Gυιllεrmo
modellingV in αlεηcια
Section P αlomo. ξff ιcιεηt of
2.9. Conclusions P rεdιctιvε
the chapterCoηtrol Algs.
are given in F ιnαl V2.10.
Section εrsιoη.
Gυιllεrmo
1
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Transfer functions can also represent multivariable and nonlinear systems but assumes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
zero initial conditions and does not include full internal description of the system.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

12
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 13
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.1 Models
Gυιllεrmo and ξff
V αlεηcια P αlomo. predictions
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Consider the following linear time-invariant deterministic discrete-time system
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
represented by use of a state-space model:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xξff k+1 = Ax
ιcιεηt k + Buk Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
(2.1)
Gυιllεrmo V αlεηcια P αlomo. ξffyιcιεηt k = Cx
P rεdιctιvε
k Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where xk+1 ≡ x(k + 1) and xk ∈ Rn , yk ∈ Rl and uk ∈ Rm , which are the state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vector, the measured output and the plant input respectively. Note that the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
direct feed-through matrix D has been omitted because only strictly proper
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
linear systems are considered in the thesis. The MPC type approach to control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is to consider the evolution of (2.1) in (sampled) time, both for cost evaluation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and constraint satisfaction.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For aV αlεηcια
Gυιllεrmo given prediction
P αlomo.horizonξff ιcιεηt ny ,Pthe recursive
rεdιctιvε prediction
Coηtrol Algs.ofFxιnαlevaluated
V εrsιoη.
at time-step
Gυιllεrmo k can P
V αlεηcια beαlomo.
calculated as follows:
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xk+1 =ξffAx ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.2) εrsιoη.
k + Buk
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
xk+2 = Axk+1 + Buk+1 (2.3)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.=ξffA(Ax ιcιεηtk + Buk ) + Bu
P rεdιctιvε Coηtrol
k+1 Algs. F ιnαl V(2.4)εrsιoη.
2
Gυιllεrmo V αlεηcια P αlomo.=ξffAιcιεηt xk + P ABurεdιctιvε
k + Bu Coηtrol
k+1 Algs. F ιnαl V(2.5)εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In matrix form:
Gυιllεrmo
 V αlεηcια
  P αlomo.  ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlVεrsιoη. 
xk+1V αlεηcια P
Gυιllεrmo Aαlomo. ξff ιcιεηt B P rεdιctιvε 0 Coηtrol 0 Algs. · · ·F ιnαl
0 V εrsιoη.
uk
 xk+2V αlεηcια
Gυιllεrmo   A P
2 
αlomo. ξffιcιεηt AB P B
rεdιctιvε Coηtrol 0 ·
Algs. · ·
F 0
ιnαl Vεrsιoη.
u 
      k+1 
 xk+3V αlεηcια
Gυιllεrmo   A P
3 
αlomo. ξffιcιεηtA 2
BP AB
rεdιctιvε Coηtrol B ·
Algs. · ·
F 0
ιnαl Vεrsιoη.
u 
  = x
 k  +  k+2 
 .   .   . . . . .   .. 
 .. V αlεηcια
Gυιllεrmo   P.. αlomo.  ξffιcιεηt.. P rεdιctιvε .. Coηtrol .. Algs.. .F ιnαl
.. Vεrsιoη.. 
Gυιllεrmo
xk+nVy αlεηcιαA Pnαlomo.
y ξff ιcιεηt
Any −1PBrεdιctιvε
Any −2 BCoηtrolAny −3Algs.
B · · ·F ιnαl
B V εrsιoη.
uk+ny −1
| {z V αlεηcια
Gυιllεrmo } | P {zαlomo.} ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V|εrsιoη. {z }
x Pxx u
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

→ −

Gυιllεrmo V αlεηcια P αlomo.  ξff ιcιεηt P rεdιctιvε Coηtrol Algs.  F ιnαl V(2.6)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff I ιcιεηt 0P rεdιctιvε 0 Coηtrol
· · · 0 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  ξff ιcιεηt P rεdιctιvε Coηtrol 
· · · 0 Algs. F ιnαl V εrsιoη.
 A I 0 
Gυιllεrmo V αlεηcια  2 
= PxxPxαlomo.
k +
Aξff ιcιεηtAP rεdιctιvε I Coηtrol
· · · 0 Algs.
 diag(B)F ιnαlu V(2.7)


εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  . . . . 
. . . Algs.
 ξff .. ιcιεηt ..P rεdιctιvε .. Coηtrol . .  F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Any −1 Any −2 Any −3 · · · I
Gυιllεrmo V αlεηcια P αlomo. | ξff ιcιεηt P rεdιctιvε {z Coηtrol Algs. F ιnαl } V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Pxu Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo
where V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε  Coηtrol Algs. F ιnαl V εrsιoη.
x 0 ...
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
diag(x) =  0 x ...  
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt .. .. P.rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
..
. . P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. £
ξff ιcιεηtT PaTrεdιctιvε
T Coηtrol ¤T Algs. F ιnαl V εrsιoη.
−a k = a a . . .
→ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k+1 k+2 k+3
Gυιllεrmo V αlεηcια P αlomo.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 14
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
are matrices P αlomo. determined
with dimension ξff ιcιεηt Pby rεdιctιvε Coηtrol
the context. It isAlgs. F ιnαl
generally V εrsιoη.
assumed
Gυιllεrmo V αlεηcια
that predictions arePmade
αlomo. ξff ιcιεηt
at the current P rεdιctιvε
time-step Coηtrol
k and (·|kAlgs. F ιnαl
+i) will V εrsιoη.
otherwise
Gυιllεrmo
be used toV αlεηcια
indicateP(·) αlomo. ξff ιcιεηt
evaluated P rεdιctιvε
at time-step k + Coηtrol
i. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
HenceV αlεηcια
(2.6) can P αlomo. ξff ιcιεηt
be represented P rεdιctιvε
more compactly Coηtrol
as: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.x ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.8)
k = Pxx xk + Pxu u k−1
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −
→ξff ιcιεηt P rεdιctιvε −
→ Coηtrol Algs. F ιnαl V εrsιoη.
y k = diag(C)− xk

Gυιllεrmo V αlεηcια P αlomo. →ξff ιcιεηt P rεdιctιvε
− Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff=ιcιεηt Pyx xkP+ rεdιctιvε
Pyu − u k−1Coηtrol Algs. F ιnαl V(2.9) εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
These prediction
Gυιllεrmo V αlεηcιαidentities
P αlomo.express the Ppredicted
ξff ιcιεηt rεdιctιvεevolution
Coηtrol Algs. of stateF and
ιnαloutput
V εrsιoη.
as a function of the decision variable input.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.2 Controlled
Gυιllεrmo V αlεηcια P αlomo.and manipulated
ξff ιcιεηt P rεdιctιvε Coηtrolvariables Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
At this point P αlomo.
it is useful ξff ιcιεηt Pbetween
to differentiate rεdιctιvε theCoηtrol
various Algs.types ofF ιnαl
inputsV εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
outputs. Inputs can be categorised into those which are manipulatable, Algs. F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια
those which are not. P αlomo. ξff ιcιεηt
The notation u isPreserved
rεdιctιvεfor Coηtrol Algs. F ιnαl
the Manipulated V εrsιoη.
Variable
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
(MV)s, whereas non-manipulatable inputs are considered to be disturbances, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
which may V αlεηcια
or may P αlomo.
not ξff ιcιεηt P rεdιctιvε Disturbances
be measured/measurable. Coηtrol Algs.will F ιnαl V εrsιoη.
be consid-
Gυιllεrmo
ered laterV in
αlεηcια P αlomo.
more detail. ξff ιcιεηtVariable
Controlled P rεdιctιvε (CV)sCoηtrol
z, areAlgs. F ιnαl V εrsιoη.
now differentiated
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
from measured outputs which are used in the state-space context Coηtrol Algs. F ιnαl V εrsιoη.
to recon-
Gυιllεrmo
struct theV αlεηcια
internal Pstate
αlomo. ξff ιcιεηt
vector, P rεdιctιvε
although Coηtrol Algs.that
it is acknowledged F ιnαl V εrsιoη.
measured
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
outputs are commonly the same as internal states, and are also designated Algs. F ιnαl V εrsιoη.
as
Gυιllεrmo
CVs. CVs V αlεηcια P αlomo.
are typically ξff ιcιεηt
variables whichP are
rεdιctιvε
desiredCoηtrol Algs. F ιnαl
to be controlled V εrsιoη.
to desired
Gυιllεrmo
referenceVtargets,
αlεηcιαand P αlomo. ξff ιcιεηt
are normally P rεdιctιvε
a subset Coηtrol
or linear Algs. F of
combination ιnαl
theVmea-
εrsιoη.
Gυιllεrmo
sured variables. However, they can also be chosen to be internal states,εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V or
Gυιllεrmo V αlεηcια
even linear P αlomo.
combinations ξff ιcιεηtstates.
of internal P rεdιctιvε
Thus, Coηtrol
CVs canAlgs. F ιnαl Vas:
be expressed εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pzαlomo. ξff ιcιεηtor
k = Hyk (a)
P rεdιctιvε
zk = Čx Coηtrol
k (b)
Algs. F ιnαl V εrsιoη.
(2.10)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
p
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt zk ∈P R
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vlatter
Gυιllεrmo αlεηcιαformulation
P αlomo.isξff the mostPflexible.
ιcιεηt rεdιctιvεThese Coηtrol definitions
Algs. FleadιnαltoV sim-
εrsιoη.
ilar prediction
Gυιllεrmo derivations,
V αlεηcια P αlomo.− zkξff=ιcιεηt
Pzx xkP+rεdιctιvε
Pzu → u
− . It
k−1Coηtrol is also common
Algs. F ιnαl for
V the
εrsιoη.

decision variable
Gυιllεrmo V αlεηcια in PMPC
αlomo.to differ fromPthe
ξff ιcιεηt manipulated
rεdιctιvε Coηtrol variable.
Algs. FAιnαl veryVcom-
εrsιoη.
mon choice
Gυιllεrmo is to usePinput
V αlεηcια αlomo. increments
ξff ιcιεηtas the input Coηtrol
P rεdιctιvε decision Algs. variable as opposed
F ιnαl V εrsιoη.
to absolute
Gυιllεrmo inputs.P The
V αlεηcια αlomo.advantage
ξff ιcιεηtofPsuch a choice
rεdιctιvε Coηtrolis that penalising
Algs. F ιnαl Vinput
εrsιoη.
increments
Gυιllεrmo in the cost
V αlεηcια function
P αlomo. ξff will
ιcιεηtpenalise oscillations
P rεdιctιvε Coηtrol directly,
Algs. Fand ιnαlalso will
V εrsιoη.
be compatible
Gυιllεrmo V αlεηcιαwithP αlomo.
bringingξff the system
ιcιεηt to a steady-state.
P rεdιctιvε Coηtrol Algs. Also, the Vinput
F ιnαl εrsιoη.
decision vector
Gυιllεrmo V αlεηcια∆u
−→ Pcan have ξff
αlomo. a horizon
ιcιεηt Pnrεdιctιvε
u less than ny ; whilst
Coηtrol Algs.still calculating
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the predictions as in equation (2.6), but ∆u is assumed to be zero beyond Algs. F ιnαl V εrsιoη.
nu .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 15
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαcan
Input increments P αlomo. ξff ιcιεηt Pthrough
be implemented rεdιctιvε useCoηtrol
of stateAlgs. F ιnαl V εrsιoη.
augmentation:
Gυιllεrmo V αlεηcια · P αlomo.
¸ ·ξff ιcιεηt¸P·rεdιctιvε ¸ Coηtrol
· ¸ Algs. F ιnαl V εrsιoη.
xk+1 A B xk B
Gυιllεrmo V αlεηcια Puαlomo. = ξff ιcιεηt P rεdιctιvε +Coηtrol∆u Algs.
k F ιnαl V(2.11)
εrsιoη.
k 0 I u k−1 I
Gυιllεrmo V αlεηcια | P{zαlomo.
} |ξff ιcιεηt{z }P| rεdιctιvε
{z } Coηtrol
| {z } Algs. F ιnαl V εrsιoη.
Aζ Bζ
Gυιllεrmo V αlεηcια ζPk+1 αlomo. ξff ιcιεηt ·P ζk
rεdιctιvε
¸ Coηtrol Algs. F ιnαl V εrsιoη.
£
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε¤ xk Coηtrol Algs. F ιnαl V εrsιoη.
zk = C 0 (2.12)
Gυιllεrmo V αlεηcια P αlomo. ξff
| {z }ιcιεηt P u
rεdιctιvε
k−1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff Cιcιεηt ζ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and then,V αlεηcια P αlomo.
predictions are easy ξff to
ιcιεηt
deriveP rεdιctιvε Coηtrol
by replacing Algs.
A, B, F ιnαlAV
C with ζ , εrsιoη.
Bζ ,
Gυιllεrmo V
Cζ in (2.6): αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ζ k = Pζζ ζk + Pζ∆u ∆u −→k−1 (2.13)
Gυιllεrmo V αlεηcια P αlomo. → ξff ιcιεηt P rεdιctιvε
− Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. z kξff= ιcιεηt
Pzζ ζk + P rεdιctιvε
Pz∆u ∆u Coηtrol Algs. F ιnαl V εrsιoη.
(2.14)

→ −→k−1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It will also be necessary to define both input and state predictions as a function
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of input increment predictions and the augmented state:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. I 0 ξff· ·ιcιεηt
· 0 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. I I ξff· ·ιcιεηt
· 0 
 P rεdιctιvε Coηtrol¡£ Algs.
¤¢ F ιnαl V εrsιoη.
u
Gυιllεrmo V αlεηcια =
→ P αlomo. . . . .  ∆u + col 0 I ζk (2.15)
 .. .. ξff .ιcιεηt
. .. P− rεdιctιvε |Coηtrol
{z Algs.} F ιnαl V εrsιoη.
k−1 k−1
− →
Gυιllεrmo V αlεηcια P αlomo. I I ξff· ·ιcιεηt
· I P rεdιctιvε Coηtrol Puζ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.| ξff
{z ιcιεηt }P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. P
¡£ ξffu∆u ιcιεηt
¤¢ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια x

→ kP= diag
αlomo. I
ξff 0
ιcιεηt ζPkrεdιctιvε Coηtrol Algs. F ιnαl V (2.16)
εrsιoη.
| {z }− →
Gυιllεrmo V αlεηcια P αlomo.Pξff xζ
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Once ∆u has been decided as the first m elements of ∆u k−1 , it can be inte-
Gυιllεrmo Vk αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol −→Algs. F ιnαl V εrsιoη.
grated to give the input signal to be applied.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.3 Cost
Gυιllεrmo V αlεηcιαfunction
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As statedV at
Gυιllεrmo the beginning
αlεηcια P αlomo.ofξffthis chapter,
ιcιεηt the cost
P rεdιctιvε (or objective)
Coηtrol Algs. F ιnαlfunction is
V εrsιoη.
an essential
Gυιllεrmo ingredient
V αlεηcια of MPC.
P αlomo. The MPC
ξff ιcιεηt cost function
P rεdιctιvε is chosen
Coηtrol Algs. to reflect
F ιnαl V εrsιoη.
desired operating
Gυιllεrmo V αlεηcια behaviour
P αlomo. ξff by ιcιεηt
penalizing unwanted
P rεdιctιvε behaviour.
Coηtrol One of
Algs. F ιnαl the
V εrsιoη.
most common cost functions penalises quadratically the deviation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of the CVs
from the Vdesired
Gυιllεrmo αlεηcιαsetpoint,
P αlomo. and ξffMVιcιεηtincrements:
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαX nz P αlomo. ξff ιcιεηt P rεdιctιvε nXu −1 Coηtrol Algs. F ιnαl V εrsιoη.
T T
Gυιllεrmo JVa,kαlεηcια
= P αlomo. ξff ιcιεηt
(zk+i − r̂) Q (zk+i − r̂) + P rεdιctιvε Coηtrol
∆u Algs. F ιnαl V
k+i R∆uk+i
εrsιoη.
(2.17)
Gυιllεrmo V αlεηcια i=1 P αlomo. ξff ιcιεηt P rεdιctιvε i=0 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where QVand αlεηcια
R are P αlomo. ξff ιcιεηtmatrices,
are weighting P rεdιctιvε nz Coηtrol
= ny is Algs.
the CV F ιnαl V εrsιoη.
prediction
Gυιllεrmo
horizon, nu is the control horizon (∆uk+i is assumed to be zero for nu V
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl ≤εrsιoη.
i<
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
ny ). A more compact form of Ja,k utilising predictions is given as:Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. °ξff ιcιεηt P°rεdιctιvε 2 ° Coηtrol °2 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ° ° ° °
Ja,k = °ξff −
→z ιcιεηt
k − r̂ P rεdιctιvε k−1
→k °Q + °∆u

Coηtrol
−→ °R
Algs. F ιnαl V εrsιoη.
(2.18)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 16
Gυιllεrmo V αlεηcια P αlomo. √ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where kxk VA αlεηcια
is definedP αlomo.
as xξff T Axιcιεηt
and PQrεdιctιvε
= diag(Q), Coηtrol Algs. F ιnαl V εrsιoη.
R = diag(R).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Another common form utilises deviation variables (Muske Coηtrol Algs.andF ιnαl V εrsιoη.
Rawlings,
Gυιllεrmo V αlεηcια2002;
1993b; Rawlings, P αlomo. ξff ιcιεηt
Rossiter, 2003) P rεdιctιvε
to penalise Coηtrol
instead Algs.
the Fdeviation
ιnαl V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the absolute input from the expected steady-state input, and similarly for the Algs. F ιnαl V εrsιoη.
Gυιllεrmo
state: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo X Vnzαlεηcια P αlomo. T
nX
ξff ιcιεηt P rεdιctιvε u −1
Coηtrol Algs.
T
F ιnαl V εrsιoη.
J
Gυιllεrmo
d,k = (x
V αlεηcια − x
k+i P αlomo.
ss ) Q (xξffk+i − x ) +
ιcιεηtssP rεdιctιvε k+i (u − u ) R (u
CoηtrolssAlgs. Fk+i ιnαl−u )
Vssεrsιoη.
i=1 i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.19)
Gυιllεrmo à V αlεηcια P αlomo. ξff ιcιεηt ! P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nX u −1
Gυιllεrmo V αlεηcια PTαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
+
Gυιllεrmo V αlεηcια Pk+i ∆u R∆ ∆u
αlomo. k+i
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Jd,k can also P αlomo.
be presented in ξff ιcιεηtcompact
a more P rεdιctιvε formCoηtrol
as: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ° ξff ιcιεηt °2P rεdιctιvε
° Coηtrol °2 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια JP αlomo. ° ξff ιcιεηt° P rεdιctιvε° Coηtrol ° Algs. F ιnαl V εrsιoη.
d,k = ° x k − x̂ ss ° + ° u k−1 − u ss ° (2.20)

→ →
− −
→ →

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolRAlgs. F ιnαl V εrsιoη.
Q
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where QV=αlεηcια
Gυιllεrmo diag(Q), R = diag(R).
P αlomo. ξff ιcιεηt PWith the deviation
rεdιctιvε variable
Coηtrol Algs. F ιnαlform, the
V εrsιoη.
inputs u
Gυιllεrmo k+i : n
V αlεηcια u ≤ i ≤ n z
P αlomo. − 1 are usual set to be equal
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. to u k+nu −1 .
F ιnαl V εrsιoη.
GυιllεrmoThere are of course
V αlεηcια P αlomo.a number of other
ξff ιcιεηt alternatives:
P rεdιctιvε Coηtrol forAlgs.
instance,
F ιnαl theVdevi-
εrsιoη.
ation variable
Gυιllεrmo V αlεηcια formPcould
αlomo. alsoξffinclude
ιcιεηt Pa rεdιctιvε
penalty term on ∆u
Coηtrol with
Algs. a non-zero
F ιnαl V εrsιoη.
value of R
Gυιllεrmo V∆ as indicated
αlεηcια P αlomo. in (2.19).
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.4 Unconstrained
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt MPC algorithms
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Having defined the Pcost
αlomo. ξff ιcιεηt
in terms P rεdιctιvε
of predictions in Coηtrol
Section Algs.
2.3, it Fnowιnαlremains
V εrsιoη.
Gυιllεrmo V αlεηcια
to determine P αlomo.control
the optimal ξff ιcιεηt
inputP rεdιctιvε Coηtrolthis
that minimises Algs. F ιnαl
cost. V εrsιoη.
Resulting
Gυιllεrmo
algorithms V αlεηcια
for both P αlomo.
augmented ξff ιcιεηt
state Pandrεdιctιvε Coηtrol
deviation Algs.costs
variable F ιnαl areV εrsιoη.
now
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
developed by substituting the corresponding equations in the prediction iden- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
tities. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2.4.1 VAugmented
αlεηcια P αlomo. ξff ιcιεηt
state andP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
input increments
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια form,
For the augmented P αlomo. ξff ιcιεηtofP (2.14)
substitution rεdιctιvεintoCoηtrol Algs.
(2.18) leads to Ftheιnαl V εrsιoη.
following
Gυιllεrmo V αlεηcια P αlomo.
cost function, which is a function of ∆u ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1 , ζk and r̂k :
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
h³ ´ i h³ ´ i
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P Trεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ja,k = Pzζ ζk + Pz∆u ∆u −→k−1 − r̂ Q P ζ
→kP rεdιctιvεzζCoηtrol
− k + P z∆u ∆u
−→k−1 − r̂ k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Algs. F ιnαl− → V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (2.21)
εrsιoη.
T
Gυιllεrmo V+αlεηcια
∆u P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1 R∆u −→k−1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V Basic
Gυιllεrmo αlεηcιαprinciples
P αlomo. of predictive
ξffιcιεηt Pcontrol.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 17
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
After some V αlεηcια
algebraic P αlomo.
manipulation:ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια £ T P αlomo. ξffιcιεηt¤ P rεdιctιvε TCoηtrol Algs.
³ F ιnαl V´εrsιoη.
T T
Gυιllεrmo V αlεηcια
Ja,k =∆u P αlomo. ξffιcιεηt Pk−1 rεdιctιvε Coηtrol Algs. F ιnαlr̂ Vk εrsιoη.
−→k−1 Pz∆u QPz∆u + R ∆u −→ + 2∆u −→k−1 Pz∆u Q Pzζ ζk − − →
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.22) εrsιoη.
³
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt ´ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V+αlεηcια termsP6=αlomo.
f (∆u−→k−1 )
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where f (·)
Gυιllεrmo represents
V αlεηcια a function.
P αlomo. ξffιcιεηtWhen not subject
P rεdιctιvε to constraints,
Coηtrol Algs. F ιnαl theVargu-
εrsιoη.
ment of the minimisation of this cost function yields the
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. optimal input, which
can be calculated
Gυιllεrmo V αlεηcιαexplicitly
P αlomo.inξffιcιεηtterms ofPthe augmented
rεdιctιvε CoηtrolstateAlgs.
ζk and the desired
F ιnαl V εrsιoη.
referenceVtrajectory
Gυιllεrmo αlεηcια P− r̂ k :
αlomo.
→ ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια ∆u
−→k−1 = arg min
P αlomo. Ja,k P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξffιcιεηt
∆uk−1
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt −→
n P rεdιctιvε Coηtrol ³ Algs.
´o F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε
= arg min Ja,k − terms 6= f ∆u Coηtrol k−1
Algs. F ιnαl V(2.23)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −→
−→ ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∆uk−1

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d (J )
Gυιllεrmo ³ a,kP αlomo.
SettingV αlεηcια ´ = 0 ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
d ∆u P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1
Gυιllεrmo V αlεηcιαh¡ P αlomo. ξffιcιεηt ¢ ³
P rεdιctιvε Coηtrol Algs.´iF ιnαl V εrsιoη.
T T
2
Gυιllεrmo V αlεηcια P z∆u QP +
P αlomo. ξffιcιεηt
z∆u R ∆u + P
−→ P rεdιctιvε
k−1 Q P ζ
z∆u Coηtrol Algs.
zζ k − →
−r̂ k F = 0 V(2.24)
ιnαl εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια ¡ P αlomo. ξffιcιεηt ¢−1 P rεdιctιvε³ Coηtrol Algs. ´ F ιnαl V εrsιoη.
∗ T T
Gυιllεrmo
⇒ ∆u V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.25)
εrsιoη.
−→k−1 = − Pz∆u QPz∆u + R Pz∆u Q Pzζ ζk − − →r̂ k
Gυιllεrmo V αlεηcια £ P αlomo. ξffιcιεηt ¤ ¡ T P rεdιctιvε Coηtrol ¢−1 T Algs. ³ F ιnαl V εrsιoη.´

∆u = − I 0 0
Gυιllεrmo Vkαlεηcια P αlomo. ξffιcιεηt . . . P QP + R
z∆uP rεdιctιvε Coηtrol
z∆u P z∆u Q P ζ
Algs. F ιnαl −
zζ k − r̂
V εrsιoη.
→ k
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.26) εrsιoη.
Gυιllεrmo ∆u V∗αlεηcια r̂ k P−αlomo.
Kζk ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(2.27) εrsιoη.
k = L− →
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where (·)V∗ αlεηcια
denotes Poptimality,
αlomo. ξffιcιεηt and LPand rεdιctιvε
K areCoηtrol Algs. and
feed-forward F ιnαl V εrsιoη.
feedback
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gains respectively.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ¡ ξffιcιεηt P rεdιctιvε ¢ Coηtrol Algs. F ιnαl V εrsιoη.
Remark 2.1 The matrix PTz∆u QPz∆u + R may turn out to be ill-conditioned.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This problem can be solved by re-posing (2.18) in vector form, setting the vector
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to zero and obtaining the least-squares solution (Maciejowski, 2002):
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ° °2 ° Coηtrol
°ξffιcιεηt P °rεdιctιvε °
°2 Algs. F ιnαl V εrsιoη.
°
Gυιllεrmo V αlεηcια P αlomo. J a,k = ° z
ξffιcιεηt

→ k − r̂
− P
→ Q ° + ° ∆u k−1 °
k rεdιctιvε Coηtrol
−→ Algs. F ιnαl V εrsιoη.
R
° "
Gυιllεrmo V αlεηcια P αlomo. °ξffιcιεηt P rεdιctιvε °Coηtrol #° 2 Algs. F ιnαl V εrsιoη.
SQ (−
°ξffιcιεηt zk−−
→ →r̂ ) °
Gυιllεrmo V αlεηcια P αlomo. =° ³ P rεdιctιvε
´k Coηtrol
° Algs. F ιnαl V(2.28) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt ° SR ∆u P→ rεdιctιvε
k−1 °
Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 18
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
where ‘square root’Pmatrices
αlomo. ξff STQιcιεηt Q, STR SRCoηtrol
SQ =P rεdιctιvε = R are Algs. F ιnαlfrom
obtained V εrsιoη.
a
Gυιllεrmo
CholeskyVdecomposition
αlεηcια P αlomo. if Q ξff
> 0, ιcιεηt
R > P0.rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαP αlomo. h³ ξff ιcιεηt P rεdιctιvε ´ Coηtrol i  Algs. F ιnαl V εrsιoη.
S
Gυιllεrmo V αlεηcιαP αlomo. ξff ιcιεηt P ζ + P ∆u − r̂
³ P− rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Q zζ k z∆u k−1
→´ −
→k  = 0 (2.29)
Gυιllεrmo V αlεηcια P αlomo. ξffSιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R ∆uk−1
Gυιllεrmo V αlεηcια·P αlomo. ξff −→
¸ ιcιεηt P rεdιctιvε
· ¸ Coηtrol Algs. ´ F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P Sαlomo.
Q Pz∆u ξff ιcιεηt P rεdιctιvε SQ ³ Coηtrol Algs. F ιnαl V εrsιoη.
⇒ ∆u
− → k−1 = r̂ k − Pzζ ζk

→ (2.30)
Gυιllεrmo V αlεηcια P αlomo. S R 0
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
which is Vsolved
αlεηcιαin Pa αlomo. ξff ιcιεηt
least-squares P rεdιctιvε
sense. Coηtrol(e.g.
Alternatively Algs.if FQιnαl
or RV εrsιoη.
are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
positive semidefinite), the pseudo-inverse can be utilised to solve (2.24) again Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαsense.
in a least-squares P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.4.2 VDeviation
Gυιllεrmo αlεηcια P αlomo. variables
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
AssumingV αlεηcια
that R∆P = αlomo. ξff ιcιεηt
0, setting w = P rεdιctιvε
x − xss Coηtrol
and − v Algs.
= → uF −ιnαl
uss V εrsιoη.
where

− −
→ −→ → − −→
Gυιllεrmo
(xss , uss )Vare
αlεηcια P αlomo.steady-state
the expected ξff ιcιεηt Pstaterεdιctιvε Coηtrol
and input Algs. to
required F ιnαl V εrsιoη.
give offset-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
free tracking in the steady-state, and substituting (2.8) into (2.20): Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια° P αlomo. °2 °ξff ιcιεηt
°2 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια ° P αlomo.
° °ξff ιcιεηt
°
Jd,k = °− →w k ° + °− v k−1 ° P rεdιctιvε Coηtrol Algs. F ιnαl V

εrsιoη.
(2.31)
Gυιllεrmo V αlεηcιαh P αlomo. ξff ιcιεηti P rεdιctιvε
Q R
h Coηtrol Algs. i F ιnαl V εrsιoη.
T
Gυιllεrmo V αlεηcια = PPxx αlomo.
wk + Pξff ιcιεηt P Q
xu v k−1
rεdιctιvε
Pxx wkCoηtrol
+ Pxu → vAlgs.
k−1
F ιnαl V εrsιoη.
(2.32)
Gυιllεrmo V αlεηcια P αlomo. ξff − →ιcιεηt P rεdιctιvε Coηtrol− Algs. F ιnαl V εrsιoη.
T
Gυιllεrmo V αlεηcια +P −
→ vαlomo.
k−1 R− v ξff
k−1ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
n→ ³ ´o
Gυιllεrmo V αlεηcια
∗ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
v = arg min J d,k − terms =
6 f v
→k−1 (2.33)
Gυιllεrmo − → k−1
V αlεηcια Pv αlomo.
k−1 ξff ιcιεηt P rεdιctιvε − Coηtrol Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pd αlomo. (Jd,k ) ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
V αlεηcια P³αlomo.
Gυιllεrmo Setting ´= ξff0ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d
Gυιllεrmo V αlεηcια P αlomo. −
→v k−1 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Ph¡αlomo. T ξff ιcιεηt¢ P rεdιctιvε i
T Coηtrol Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo V αlεηcια P αlomo. P xu QP xu
ξff + R
ιcιεηt− →v
Pk−1 + P
rεdιctιvε QP xx k = 0
xu Coηtrol w Algs. F ιnαl V (2.34)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ¡ ξff¢−1
⇒− →v ∗k−1V =
αlεηcια
− PTxuPQP αlomo.
xu + R
ιcιεηt P rεdιctιvε
PTxu QP xx w k


Coηtrol Algs. F ιnαl V εrsιoη.
(2.35)
Gυιllεrmo V αlεηcια £ P αlomo. ξff ¤ ¡ιcιεηt P rεdιctιvε ¢−1Coηtrol Algs. F ιnαl V εrsιoη.
⇒ uV∗k =
Gυιllεrmo − I P0αlomo.
αlεηcια PTxu QP
0 . . .ξff ιcιεηt P xu
rεdιctιvε PTxu QPxx
+ R Coηtrol (xk −F x
Algs. ss ) +
ιnαl V uεrsιoη.
ss
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (2.36)
GυιllεrmouV∗k = αlεηcια
L[xTss uPTssαlomo.
]T − Kxξff k ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.37)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
which again,
Gυιllεrmo can be
V αlεηcια solved ξff
P αlomo. in ιcιεηt
a least-squares
P rεdιctιvεsense.
Coηtrol The structure
Algs. F ιnαl of this
V εrsιoη.
solution differs from (2.27) only in terms of the feed-forward
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. parametrisation.
The key Vdifference
Gυιllεrmo αlεηcια Pbetween
αlomo. the augmented
ξff ιcιεηt state Coηtrol
P rεdιctιvε approachAlgs.and the deviation
F ιnαl V εrsιoη.
variablesVapproach
Gυιllεrmo αlεηcια Pisαlomo.that with ξff the latter
ιcιεηt the steady-state
P rεdιctιvε input F
Coηtrol Algs. has
ιnαlto V
beεrsιoη.
set
explicitly, both for the state and input, whereas for the former
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the steady-state
state is defined
Gυιllεrmo V αlεηcιαonlyP αlomo.
(indirectly via −
ξff ιcιεηt→r̂ ).
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 19
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5 Constrained
Gυιllεrmo V αlεηcια P αlomo. ξff MPC algorithm
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Constrained MPC involves solving the minimisation of the cost expressions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.23) or (2.33), subject to constraints on the controlled variables, states, ma-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nipulated variables, and increments in the manipulated variables. These con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
straints would normally have some physical meaning. For example, MV con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
straints could represent saturation of valves in chemical processes, or torque
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
limits of actuators in electromechanical systems. CV constraints could repre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
sent minimum and maximum reactor temperatures for a chemical process, or
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
perhaps the sides of a road in a whole-vehicle dynamics control application. In
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
order to give the best desired system behaviour, it may also be advantageous
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to constrain the internal state of a system which is not measurable, such as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
an internal temperature. This could either be implemented through the use of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.10b) or, if (2.10a) has been assumed, through a separate state constraint.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Rate constraints are constraints on the maximum change of a MV from one
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
time-step to the next.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Simple
Gυιllεrmo boundsP αlomo.
V αlεηcια on manipulated
ξff ιcιεηt P variables,
rεdιctιvεfor example,
Coηtrol Algs.take theVform
F ιnαl εrsιoη.
u
Gυιllεrmo
min ≤ u ≤ u
V αlεηcια , where u
maxP αlomo. ξff and u
minιcιεηt Pmax are the minimum and
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. maximum
values that
Gυιllεrmo these quantities
V αlεηcια P αlomo. can take. PThese
ξff ιcιεηt rεdιctιvε inequalities
Coηtrol can be Fexpressed
Algs. in
ιnαl V εrsιoη.
standardVform
Gυιllεrmo as: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
αlεηcια
Gυιllεrmo V αlεηcια P αlomo. ·ξffIιcιεηt ¸ P rεdιctιvε
· ¸
umax Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff−I u≤
ιcιεηt P rεdιctιvε (2.38)
umin Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If MV constraints are not simple bounds then they can be expressed as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Au u ≤ bu , which is an m-dimensional polytope. Sets can therefore be defined
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
as a shorthand for referring to a grouping of constraints, for all the different
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
types of constraints mentioned previously:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαState P αlomo. ξff ιcιεηt
constraints : XP =rεdιctιvε
{x : AxCoηtrolx ≤ bx } Algs. F ιnαl V εrsιoη.
(2.39)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
CV constraints : Z = {z : Az z ≤ bz } (2.40)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PMV constraints
αlomo. : UP =
ξff ιcιεηt {u : AuCoηtrol
rεdιctιvε u ≤ bu } Algs. F ιnαl V (2.41)
εrsιoη.
MV rate constraints : ∆U = {∆u
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol : A ∆u ∆u ≤ b
Algs. } (2.42)
∆u F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The solution
Gυιllεrmo to theP MPC
V αlεηcια αlomo.problem
ξff ιcιεηtshould be trajectories
P rεdιctιvε Coηtrol Algs.of predictions
F ιnαl V that
εrsιoη.
satisfy all constraints at each future time-step within the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.respective horizon:
Gυιllεrmo V αlεηcια P αlomo.
xk+i ∈ Xξff, iιcιεηt
∈ {nyiP,rεdιctιvε
nyi + 1, . .Coηtrol. , k + nyAlgs.
} F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
zk+i ∈ Z, i ∈ {nzi , nzi + 1, . . . , k + nz }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.uk+i ∈ U,ξff iιcιεηt
∈ {1,P2,rεdιctιvε
. . . , k + nCoηtrol
u − 1} Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια∆u k+i ∈ ∆U,


P αlomo. ξff iιcιεηt
∈ {1,P2,rεdιctιvε
. . . , k + nCoηtrol
u − 1} Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where nyiV, αlεηcια
Gυιllεrmo nzi ∈ NP0 αlomo.
can be ξff
greater
ιcιεηtthan zero if necessary
P rεdιctιvε Coηtrol Algs. to obtain
F ιnαlfeasible
V εrsιoη.
trajectories. Assuming for simplicity that (n , n ) = 0, all
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
yi zi of these constraints
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαasP linear
can be expressed αlomo.inequalities
ξff ιcιεηt Pinrεdιctιvε
polytopeCoηtrol
form which Algs.are
F ιnαl V εrsιoη.
a function
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of predictions:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. diag(A ξff ιcιεηtx ) xP ≤ col(bx ) Coηtrol Algs. F ιnαl V εrsιoη.
→ rεdιctιvε

Gυιllεrmo V αlεηcια P αlomo. diag(A ξff ιcιεηtz ) zP ≤ col(bz ) Coηtrol Algs. F ιnαl V εrsιoη.
→ rεdιctιvε
− (2.43)
Gυιllεrmo V αlεηcια P αlomo. diag(A u ) u k−1
ξff ιcιεηt ≤ col(buCoηtrol
→ P rεdιctιvε
− ) Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. diag(Aξff ∆u
ιcιεηt
)∆u P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1 ≤ col(b∆u )
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤T
Gυιllεrmo V αlεηcια
where col(a) = aTP αlomo.aT . . .ξff ιcιεηt P rεdιctιvε
. Utilising Coηtrol
prediction Algs. the
identities, F ιnαl V εrsιoη.
constraint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
inequalities can be expressed in terms of the decision variables. This will Algs. F ιnαl V εrsιoη.
be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
considered separately for the augmented and deviation variable algorithms in Algs. F ιnαl V εrsιoη.
Gυιllεrmo
the next Vsubsections.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5.1 VConstraint
Gυιllεrmo αlεηcια P αlomo. linear inequalities
ξff ιcιεηt P rεdιctιvε Coηtrolfor augmented
Algs. F ιnαl Vfor- εrsιoη.
Gυιllεrmo Vmulation
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
By substituting P αlomo.into
(2.14-2.16) ξff (2.43)
ιcιεηt all P rεdιctιvε
constraints Coηtrol
can beAlgs. F ιnαl
expressed in Vlinear
εrsιoη.
Gυιllεrmo
inequalityV αlεηcια
form as: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
 V αlεηcια P αlomo.
 ξff ιcιεηt  P rεdιctιvεCoηtrol  Algs. F ιnαl Vεrsιoη.
Gυιllεrmodiag(A x )Pxζ Pζ∆u
V αlεηcια αlomo. ξff ιcιεηt Pcol(b x)
rεdιctιvε Coηtrol diag(A x )P
Algs. Fxζ Pζζ V εrsιoη.
ιnαl

Gυιllεrmo diag(A
V αlεηcια )P 
P αlomo. ξff ιcιεηt  col(b )   diag(A )P 
 z ζ∆u  ∆u k−1 ≤ 
 P rεdιctιvεz Coηtrol
−  Algs. zF ιnαl
zζ Vεrsιoη.

Gυιllεrmodiag(A
V αlεηcια 
P αlomo.−→
u )Pu∆u ξff ιcιεηt Pcol(b u)
rεdιctιvε  
Coηtroldiag(A Algs. uF)P
ιnαl 
uζ V εrsιoη.
Gυιllεrmo Vdiag(A
αlεηcια ∆uP) αlomo. ξff ιcιεηt Pcol(b ∆u )
rεdιctιvε Coηtrol Algs.0 F ιnαl V εrsιoη.
| {z } | {z }
Gυιllεrmo V αlεηcια
Ma P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
qa (ζk ) Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.44)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Which isVofαlεηcια
the form:P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff Maιcιεηt
∆u
−→k−1P ≤ qa (ζk ) Coηtrol Algs. F ιnαl V
rεdιctιvε (2.45)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5.2 VConstraint
Gυιllεrmo αlεηcια P αlomo. linear inequalities
ξff ιcιεηt P rεdιctιvε Coηtrol for deviation
Algs. F ιnαl vari-
V εrsιoη.
Gυιllεrmo Vable
αlεηcια formulation
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For the deviation
Gυιllεrmo V αlεηcια variable
P αlomo.formulation, consideration
ξff ιcιεηt P rεdιctιvε Coηtrol of rate
Algs.constraints re-
F ιnαl V εrsιoη.
quires augmenting the state once again, as in (2.11-2.12):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. · ¸ ιcιεηt ·P rεdιctιvε
ξff ¸ Coηtrol Algs. F ιnαl V εrsιoη.
w
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt w
k+1
= Aζ P rεdιctιvε k
+BCoηtrol
ζ ∆vk
Algs. F ιnαl V εrsιoη.
(2.46)
Gυιllεrmo V αlεηcια P αlomo. v v
| {z ξff} ιcιεηt |P rεdιctιvε
{z } Coηtrol Algs. F ιnαl V εrsιoη.
k k−1

Gυιllεrmo V αlεηcια P αlomo. ξk+1 ξff ιcιεηt P rεdιctιvε


ξk Coηtrol Algs. F ιnαl V εrsιoη.
· ¸
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε wk Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff zk ιcιεηt
= Cζ P rεdιctιvε Coηtrol Algs. F ιnαl V (2.47)
εrsιoη.
vk−1
| {z }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξk
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.21
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Predictions forP∆vαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. v kFas:
ιnαl V εrsιoη.
−→k−1 can then be expressed in terms of → −
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo∆v V αlεηcιαv P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1 = − →k−1 − − → v k−2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PrεdιctιvεCoηtrol
 £ ¤  F ιnαl V εrsιoη.
Algs.
I 0 0 ... 0 0 I
Gυιllεrmo V αlεηcια  P−I αlomo. ξff ιcιεηt PrεdιctιvεCoηtrol Algs.  F ιnαl V εrsιoη.
 I 0 ... 0   0  F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια  P0αlomo. ξff ιcιεηt P rεdιctιvεCoηtrol Algs.
=  −I I . . . 0   v k−1 −  0 
 ξk F ιnαl V
(2.48)
Gυιllεrmo V αlεηcια  P..αlomo.
.. ξff.. ιcιεηt
. . P
 rεdιctιvε

− Coηtrol. Algs.
 εrsιoη.
 . . . . . .
.   .
. 
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P0αlomo. 0 ξff 0 ιcιεηt
. . . I P rεdιctιvε Coηtrol 0 Algs. F ιnαl V εrsιoη.
| {z } | {z }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
P∆vv P∆vξ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Vξ αlεηcια
k = Pζζ ξP + Pζ∆u ∆v
k αlomo.
−ξff
→k−1ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
= (Pζζ + Pζ∆u P∆vξ )ξk + Pζ∆u P∆vv → v k−1 (2.49)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε− Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo − Vx αlεηcια
→ k = Pxζ P ξ k + xss ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
→αlomo.
− −→
Gυιllεrmo V αlεηcια P αlomo.
= Pxζ (Pζζ + Pζ∆u ξffPιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∆vξ )ξk + Pxζ Pζ∆u Pvv v k−1 + xss (2.50)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol →
− Algs. −→F ιnαl V εrsιoη.
Gυιllεrmo − Vz αlεηcια
→ k = Pzζ ξP + Pz∆u ∆v
k αlomo.
−ξff
→k−1ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
= (Pzζ + Pz∆u P∆vξιcιεηt
P αlomo. ξff )ξk + P Pz∆u
rεdιctιvε
P∆vv − vCoηtrol
k−1
Algs. F ιnαl V εrsιoη.
(2.51)

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−
→uVk−1 = v k−1 + u ss
αlεηcια

→ P αlomo.−
→ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (2.52)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally,
Gυιllεrmo by substituting
V αlεηcια P αlomo. ξff (2.48-2.52) into (2.43)
ιcιεηt P rεdιctιvε all constraints
Coηtrol can be
Algs. F ιnαl ex-
V εrsιoη.
pressed in
Gυιllεrmo linear inequality
V αlεηcια P αlomo.form as: P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff d v k−1P≤
Mιcιεηt

− qd (ξk ) Coηtrol Algs. F ιnαl V
rεdιctιvε (2.53)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5.3 Quadratic Programming (QP)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Minimising the cost function subject to both current and future constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
results in a quadratic program (QP):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ∆u ξff∗ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→ k−1 = arg min Ja,k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P∆u rεdιctιvε
−→ k−1 Coηtrol Algs. F ιnαl V εrsιoη.
(2.54)
Gυιllεrmo V αlεηcια P αlomo.s.t. ξff Mιcιεηt
a ∆u P rεdιctιvε
≤ q (ζ Coηtrol
) Algs. F ιnαl V εrsιoη.
−→k−1 a k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. − →v ∗k−1
ξff ιcιεηt= arg min Jd,k Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
v k−1 (2.55)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P− →rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
s.t.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt M d v k−1 ≤ qd (ξk )
→− P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Cost terms and M constraint matrices can be calculated off-line, but the q
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
matrices must be updated as a function of the current augmented state. The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
introduction of constraints results in a nonlinear control law, the control action
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 22
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
being theVresult
αlεηcια of aP Quadratic
αlomo. ξffProgram.
ιcιεηt P rεdιctιvε
A general Coηtrol
quadraticAlgs. F ιnαl can
program V εrsιoη.
be
Gυιllεrmo
stated as:V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u∗ (x) =arg min J(u,x)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt u P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P 1rεdιctιvε T
Coηtrol
T
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt =arg min u Q u + u x
P 2rεdιctιvε Coηtrol Algs. F ιnαl V (2.56)
εrsιoη.
u
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
s.t. Au = b P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.57)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Cu ≤ d (2.58)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and it is Vclear
αlεηcια
that Pthe
αlomo. ξff ιcιεηt
algorithms P rεdιctιvε are
of (2.54-2.55) Coηtrol
in thisAlgs. F ιnαl
general QP Vform.
εrsιoη.
Gυιllεrmo V αlεηcια
Also it should P αlomo.
be noted that ξff
theιcιεηt
optimal P rεdιctιvε
control law Coηtrol Algs.areF aιnαl
and cost V εrsιoη.
nonlinear
Gυιllεrmo
function Vofαlεηcια
the currentP αlomo.
state.ξffAn ιcιεηt P rεdιctιvε
analytical Coηtrol
solution Algs. F ιnαl
is immediately V εrsιoη.
available
Gυιllεrmo
if the setVofαlεηcια P αlomo. ξff
active constraints atιcιεηt P rεdιctιvε
the optimum Coηtrol
is known, as Algs. F ιnαlthat
this means V εrsιoη.
in-
Gυιllεrmo V αlεηcια Pcan
equality constraints αlomo. ξff ιcιεηtasPequality
be regarded rεdιctιvεconstraints:
Coηtrol Algs. F ιnαl V εrsιoη.
the minimisation
Gυιllεrmo
can be performed through the use of Lagrange multipliers. Hence F
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. anιnαl V εrsιoη.
analytical
Gυιllεrmo V αlεηcια
solution is P αlomo. obvious,
not immediately ξff ιcιεηtasPthe rεdιctιvε
solutionCoηtrol
depends Algs. F ιnαl
on the V εrsιoη.
active set
Gυιllεrmo V αlεηcια
of constraints. The Pmain
αlomo. ξff ιcιεηt
problem P rεdιctιvεwhich
is determining Coηtrol Algs.
subset F ιnαl V εrsιoη.
of constraints on
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the system are active at the optimum. The two main methods for solving QPs Algs. F ιnαl V εrsιoη.
Gυιllεrmo
are ActiveV αlεηcια P αlomo.
Set (Fletcher, ξff ιcιεηt
1987) P rεdιctιvε
and Interior Coηtrol
Point methodsAlgs. F ιnαl 1997),
(Wright, V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
both methods have advantages and disadvantages when applied to MPC. Coηtrol Algs. F ιnαl V εrsιoη.
The
Gυιllεrmo V αlεηcια
key to achieving goodP αlomo. ξff ιcιεηt
performance lies Pinrεdιctιvε
exploringCoηtrol Algs.
the special F ιnαl Vofεrsιoη.
structure the
Gυιllεrmo
MPC QPVproblem,
αlεηcια Psee αlomo. ξff ιcιεηt
for instance P rεdιctιvε
(Bartlett et al.,Coηtrol
2000) for Algs. F ιnαl V εrsιoη.
a comparison be-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tween these methods. Both methods are are briefly described in the following Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
two sections.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Active Set methods
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Assuming initially that a feasible point ui , i = 0 has been found, satisfying
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
both (2.57) and (2.58), Active Set methods solve the optimisation:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.uiξff + ∆u i =arg
ιcιεηt min J(u)Coηtrol Algs. F ιnαl V
P rεdιctιvε (2.59)
εrsιoη.
u
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt s.t. Au i = b
P rεdιctιvε Coηtrol Algs. F ιnαl V (2.60)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt CP{a} ui = d{a}Coηtrol Algs. F ιnαl V
rεdιctιvε (2.61)
εrsιoη.
Gυιllεrmo
using theV method
αlεηcια P ofαlomo.
Lagrange ξff ιcιεηt P rεdιctιvε
multipliers, whereCoηtrol Algs. F
X{a} denotes theιnαl V εrsιoη.
selection
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
rows of X corresponding to the set of active constraints a. If ui + ∆ui is feasible F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
w.r.t. (2.58) (i.e. noPlagrange
αlomo. ξff ιcιεηt P rεdιctιvε
multipliers Coηtrolthen
λa are negative) Algs. F ιnαl
ui+1 = ui +V ∆u
εrsιoη.
i.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Otherwise ∆ui is scaled with a line search algorithm until ui+1 = ui + γ∆ui , Algs. F ιnαl V εrsιoη.
Gυιllεrmo
γ ∈ (0, 1)V is
αlεηcια
feasibleP w.r.t.
αlomo.(2.58).
ξff ιcιεηt P rεdιctιvε
Constrained Coηtrol conditions
optimality Algs. F ιnαl areV then
εrsιoη.
Gυιllεrmo
checked V andαlεηcια
if trueP αlomo.
u∗ = uξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i+1 , otherwise i is incremented and the process
Gυιllεrmo V αlεηcια P αlomo.
repeated. Initially a feasible value ξff ιcιεηt
for uPis rεdιctιvε Coηtrolby
either supplied Algs. F ιnαl
starting V εrsιoη.
with any
Gυιllεrmo
u0 (u∗k−1 Vmay
αlεηcια P αlomo.
be a good ξff ιcιεηt
starting point).P rεdιctιvε
A modified Coηtrol Algs. F ιnαl
linear program (LP)V2εrsιoη.
can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2 T
Gυιllεrmo V αlεηcια
An LP solves thePproblem:
αlomo. ξff minιcιεηt P rεdιctιvε
u x u0 s.t. Au = b, Coηtrol
Cu ≤ d. Algs. F ιnαl method
The Simplex V εrsιoη.
is the most well known solution method: starting from a point
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.at a vertex or extreme
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 23
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. P F ιnαl V εrsιoη.
j j
Gυιllεrmo V αlεηcια
be constructed P αlomo.
to find ξff ιcιεηt
a vector u thatPsolves
rεdιctιvε
the Coηtrol
problem Algs.
minu F ιnαlj (du − V Cεrsιoη.
u u)
Gυιllεrmo
s.t. Au =V b,αlεηcια
Cs u0 ≤P dαlomo.
s , where ξff
theιcιεηt
cost P rεdιctιvε
and inequalityCoηtrol Algs.
constraints F ιnαl
are V εrsιoη.
modified
Gυιllεrmo V αlεηcιαtoPreflect
at each iteration αlomo.the ξffnew
ιcιεηt P rεdιctιvε
active set. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Interior Point methods
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
With the more recent Interior Point methods, the solution of a modified prob-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
lem is sought, which will be the same as the solution to the QP in (2.56-2.58).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Barrier Functions (Bazaraa et al., 1979) are used to approximately represent
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
inequality constraints (2.58) in a modified cost Jmod , e.g.:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Jmodξff
(u,ιcιεηt P rεdιctιvε
γ) = J(u, x) + γB(u) Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P u
Gυιllεrmo
where B(u) V αlεηcια
could beP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i log(d{i} −C{i} ) and i selects rows of C, d. Unconstrained
Gυιllεrmo V αlεηcια P αlomo.
optimisation methods such as Newton’s ξff ιcιεηt P rεdιctιvε
method can Coηtrol
then Algs.
be used F ιnαl
to findV εrsιoη.
the
Gυιllεrmo
solution. VThe
αlεηcια
processP αlomo.
is repeatedξff ιcιεηt P rεdιctιvε
for decreasing γ, Coηtrol Algs. F ιnαl
and the solution V εrsιoη.
approaches
Gυιllεrmo V αlεηcια
the constrained P αlomo.
optimum fromξffthe
ιcιεηt P rεdιctιvε
interior of the Coηtrol Algs. F ιnαl V εrsιoη.
feasible region.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As stated before, it is not obvious which of the above two algorithms gives
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
superior performance. Matlabr ’s QP routine (quadprog.m) utilises Active Set
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
methods (for inequality constrained problems), and this function has been used
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for solving QP problems in this thesis.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6 Stability
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
An essential
Gυιllεrmo property
V αlεηcια of any control
P αlomo. ξff ιcιεηt technique is closed-loop
P rεdιctιvε stability.
Coηtrol Algs. F ιnαl GPC al-
V εrsιoη.
gorithms such as those of Section 2.4 suffer from the fact that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. they require “tun-
ing” of horizon
Gυιllεrmo V αlεηcια lengths
P αlomo.and weighting
ξff ιcιεηt Pmatrices
rεdιctιvεfor closed-loop
Coηtrol Algs.stability. The
F ιnαl V εrsιoη.
comparison
Gυιllεrmo betweenP GPC
V αlεηcια αlomo. andξffLQR
ιcιεηtwas made in (Bitmead
P rεdιctιvε et al., F
Coηtrol Algs. 1991),
ιnαl V where
εrsιoη.
the theoretical stability properties of LQR are preferred for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. systems without
constraints.
Gυιllεrmo This chapter
V αlεηcια P αlomo. discusses
ξff ιcιεηt stability separately
P rεdιctιvε CoηtrolforAlgs.
unconstrained and
F ιnαl V εrsιoη.
constrained systems in Sections 2.6.3 and 2.6.4 respectively.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. However, it is first
necessaryVto
Gυιllεrmo define stability
αlεηcια P αlomo.related concepts
ξff ιcιεηt including
P rεdιctιvε Lyapunov
Coηtrol Algs. functions and
F ιnαl V εrsιoη.
‘the tail’.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια
point of the P αlomo.
feasible region, a newξffvertex
ιcιεηtisPfound
rεdιctιvε Coηtrol
by allowing Algs. Falong
movement ιnαlan V εrsιoη.
edge
Gυιllεrmo V αlεηcια
of the feasible region, P αlomo. ξff to
corresponding ιcιεηt P rεdιctιvε
removal of an activeCoηtrol Algs.
constraint, F ιnαl
in the V εrsιoη.
direction of
maximum decreasing cost, until a new constraint becomes active (which
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. will be the case for
a bounded convex feasible region), and hence a new vertex is found, which will have a lower
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
associated cost. If there are no edges from the vertex which are in a direction of decreasing
Gυιllεrmo V αlεηcια
cost then an P αlomo.
optimal point ξff found.
has been ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 24
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6.1 VLyapunov
Gυιllεrmo αlεηcια P αlomo. stability
ξff ιcιεηt and Lyapunov
P rεdιctιvε Coηtrolfunctions
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC regulates
Gυιllεrmo V αlεηcια(either implicitly
P αlomo. with the
ξff ιcιεηt augmented
P rεdιctιvε algorithm
Coηtrol Algs.of FSection
ιnαl V2.4.1
εrsιoη.
or explicitly with the deviation variable algorithm of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Section 2.4.2) to an equi-
librium point
Gυιllεrmo of the
V αlεηcια state-space.
P αlomo. If the
ξff ιcιεηt state-space
P rεdιctιvε has been
Coηtrol Algs. redefined
F ιnαl Vusing
εrsιoη.
deviationVvariables
Gυιllεrmo αlεηcια Psuch αlomo. thatξff xssιcιεηt
= Ax + Buss , Coηtrol
Pssrεdιctιvε then MPC Algs. regulates
F ιnαl to the
V εrsιoη.
origin. Assuming
Gυιllεrmo V αlεηcια the use ofξff
P αlomo. deviation variables, Coηtrol
ιcιεηt P rεdιctιvε the origin Algs. is aFstable
ιnαl Vequi-
εrsιoη.
librium point
Gυιllεrmo °if forPany
V αlεηcια αlomo. given ξffscalar
ιcιεηt
° ²P> 0 there Coηtrol
rεdιctιvε exists a Algs.scalarFδ(²,ιnαlτ0V) εrsιoη.
> 0
such
Gυιllεrmo °
thatV αlεηcια
if [ w(τ T
) v(τ0ξff T °
) ιcιεηt
] < P δ,rεdιctιvε
then theCoηtrolresultant motion
F ιnαlsatisfies
° ° P0αlomo. Algs. V εrsιoη.
°[ w(τ )T V v(τ
Gυιllεrmo )T °]° P<αlomo.
αlεηcια ² for all ξff τιcιεηt
> τ P . It
rεdιctιvεis an asymptotically
Coηtrol Algs. Fstable
ιnαl Vequi-
εrsιoη.
° 0
librium point
Gυιllεrmo V αlεηcια °
if [ w(τP αlomo.T
) v(τξff T °
) ιcιεηt
] → P0 rεdιctιvε
as τ → ∞. These Algs.
Coηtrol definitions
F ιnαlare also
V εrsιoη.
applicable to discrete-time systems, where
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. τ = k∆T , k ∈ N 0 . F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
A function V (w) is a Lyapunov function for a system described Coηtrol Algs. F ιnαlbyV(2.1)
εrsιoη.
Gυιllεrmo
with wk V=αlεηcια f (wk , vPkαlomo.
), if theξff ιcιεηt P properties
following rεdιctιvε Coηtrol Algs. (Maciejowski,
are satisfied F ιnαl V εrsιoη.
Gυιllεrmo
2002): V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Positive
Gυιllεrmo definiteness:
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PVαlomo. (w, v) > ξff0ιcιεηt
∀ (w,Pv) rεdιctιvε
6= 0 andCoηtrol V (0, 0)Algs.
= 0 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Decrescence:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
° T T ° ° T T °
Gυιllεrmo V αlεηcια °[ w1P αlomo.
v1 ]° >ξff °[ιcιεηt
w2 vP2 rεdιctιvε
]° ⇒ V (w Coηtrol Algs. F ιnαl V εrsιoη.
1 , v1 ) ≥ V (w2 , v2 )
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. Monotonicity:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VVαlεηcια (wk+1 , vPk+1 αlomo.
) ≤ V (w ξff kιcιεηt
, vk ) ∀ P rεdιctιvε Coηtrol Algs. Fofιnαl
k in the neighbourhood (0, V0)εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoLyapunov’s
V αlεηcια theorem
P αlomo. states that the
ξff ιcιεηt existenceCoηtrol
P rεdιctιvε of a Lyapunov
Algs. Ffunction for
ιnαl V εrsιoη.
a particular control scheme is a sufficient condition
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.for the origin to be a stable
equilibrium
Gυιllεrmo point. P
V αlεηcια If αlomo.
the Lyapunovξff ιcιεηt function
P rεdιctιvε has the additional
Coηtrol Algs. property
F ιnαl V that
εrsιoη.
V (w
Gυιllεrmok , v ) → 0 as k → ∞ then this is a sufficient condition
kV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. for asymptotically
Gυιllεrmo Vofαlεηcια
stability the origin.P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6.2 The tail of an optimal trajectory and the principle
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Vof optimality
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ³ ξff ιcιεηt P rεdιctιvε Coηtrol ´ Algs. F ιnαl V εrsιoη.
∗ ιcιεηt nu −1 ∗ nz
Gυιllεrmo
If an optimal V αlεηcια P αlomo.{uξff
trajectory }
k+i|k i=0
P, rεdιctιvε
{z } Coηtrol
k+i|k i=1 has Algs. F ιnαl V εrsιoη.
been computed for
Gυιllεrmo
a³ particular V αlεηcια
problem, P αlomo.
its tail ξffatιcιεηt P rεdιctιvε
j (where Coηtrolj ≤ nu Algs. − 1 ≤F ιnαl nz −V1) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ´ timeP rεdιctιvε
ιcιεηt Coηtrol Algs. F ιnαl V
is
εrsιoη.
∗ nu −1 ∗ nz
{uk+i|k+j }i=j , {zk+i|k+j }i=j+1 . A famous result from dynamic program-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια principle
ming is Bellman’s P αlomo. of ξffoptimality
ιcιεηt P rεdιctιvε(Bellman, 1952),Algs.
Coηtrol whichF ιnαl
statesV that
εrsιoη.
any segment of an optimal trajectory is also
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtroluAlgs.z F ιnαloptimal for n = n = ∞. This is
V εrsιoη.
because in
Gυιllεrmo the initial
V αlεηcια planning
P αlomo. ξffofιcιεηt
the optimal
P rεdιctιvε trajectory
Coηtrol it is assumed
Algs. F ιnαlthat the
V εrsιoη.
problem Vwill
Gυιllεrmo not change
αlεηcια P αlomo. in carrying
ξff ιcιεηtitPout, and soCoηtrol
rεdιctιvε that theAlgs. system evolves
F ιnαl as
V εrsιoη.
predicted assuming a perfect model, the initial optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. trajectory is followed.
Hence, with
Gυιllεrmo infinitePhorizons,
V αlεηcια αlomo. ξff the tail of
ιcιεηt an optimal
P rεdιctιvε trajectory
Coηtrol Algs. is F
also
ιnαloptimal.
V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 25
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6.3 VUnconstrained
Gυιllεrmo αlεηcια P αlomo. ξffstability ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The receding
Gυιllεrmo V αlεηcιαhorizon conceptξff
P αlomo. employed in MPC implies
ιcιεηt P rεdιctιvε Coηtrol that
Algs.newFinformation
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vfrom
is added at each time-step, and the problem being posed is different εrsιoη.
one time-step
Gυιllεrmo V αlεηcια to the next. Inξff
P αlomo. order
ιcιεηtto Pexplain
rεdιctιvε thisCoηtrol
further,Algs.
consider the VMPC
F ιnαl εrsιoη.
algorithmV of
Gυιllεrmo (2.31) P
αlεηcια for example,
αlomo. with JP
ξff ιcιεηt and Jd,k+1|k+1
rεdιctιvε
d,k|k Coηtrolexpressed
Algs. F ιnαlas in V(2.19)
εrsιoη.
(withoutVuse
Gυιllεrmo of prediction
αlεηcια P αlomo.notation),
ξff ιcιεηt P with prediction
rεdιctιvε Coηtrol evaluation
Algs. Ftimesιnαl Vmade
εrsιoη.
explicit in
Gυιllεrmo referenceP to
V αlεηcια time-step
αlomo. k, and
ξff ιcιεηt includingCoηtrol
P rεdιctιvε penalisation
Algs.ofF theιnαlcurrent
V εrsιoη.
state: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. (n −1ξff ιcιεηt P rεdιctιvε nX
Coηtrol)Algs. F ιnαl V εrsιoη.
X u −1
Gυιllεrmo ∗ V αlεηcια P αlomo. ξff
z
° ° ° °2 Algs. F ιnαl V εrsιoη.
v = arg min °wιcιεηt
k+i|k
°P rεdιctιvε
2
+ °vCoηtrol
k+i|k
° (2.62)

− k−1|k
Gυιllεrmo V αlεηcια v P
k−1|kαlomo. ξff ιcιεηt Q
P rεdιctιvε Coηtrol R
Algs. F ιnαl V εrsιoη.

→ i=0 i=0
Gυιllεrmo V αlεηcια P αlomo. (n −1ξff ιcιεηt P rεdιctιvε n −1Coηtrol Algs. F)ιnαl V εrsιoη.
X z
° °2 Xu
° °2
Gυιllεrmov ∗ V αlεηcια P αlomo. ξff
= arg min ° wιcιεηt P
k+i+1|k+1
°
rεdιctιvε+ °vk+i+1|k+1
Coηtrol Algs. ° F ιnαl V εrsιoη.
(2.63)

− k|k+1 Q R
Gυιllεrmo V αlεηcια P
v k|k+1

→ αlomo. i=0 ξff ιcιεηt P rεdιctιvε i=0 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with bothV αlεηcια
Gυιllεrmo optimisation P αlomo.subject ξff to the P
ιcιεηt model
rεdιctιvεequality constraints
Coηtrol Algs. Finιnαl (2.1), i.e.:
V εrsιoη.
wk+j+1 =V αlεηcια
Gυιllεrmo Awk+j +P Bv k+j , ξff
αlomo. zk+j = Cw
ιcιεηt k+j ∀ j Coηtrol
P rεdιctιvε > 0. From Algs. theF control law
ιnαl V εrsιoη.
∗ ∗
of (2.35) Visαlεηcια
Gυιllεrmo clear that v k = fξff
P αlomo.

→ (wιcιεηt
k ), and from (2.32)
P rεdιctιvε Jd is aAlgs.
Coηtrol function of w
F ιnαl and
V εrsιoη.
v and
Gυιllεrmo

→ so is a function of v, and so we can write:
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. (nξff ιcιεηt P rεdιctιvε Coηtrol Algs. ) F ιnαl V εrsιoη.
X z −1 nXu −1
Gυιllεrmo∗ V αlεηcια P αlomo. ξff ιcιεηt ° ° ° °
J (wk , vk ) = min °wk+i|kP°rεdιctιvε
2
+ °Coηtrol
vk+i|k °R
2Algs. F ιnαl V εrsιoη.
(2.64)
Gυιllεrmod V αlεηcια P− vαlomo.
→ k−1|k ξff
i=1
ιcιεηt P rεdιctιvε
Q
i=0
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.nzξff ( −1 ιcιεηt P rεdιctιvε nX Coηtrol )
Algs. F ιnαl V εrsιoη.
X u −1
° °2 ° °2
Gυιllεrmo
∗ V αlεηcια
Jd (wk+1 , vk+1 ) = min P αlomo. ξff ιcιεηt P rεdιctιvε
°wk+i+1|k+1 ° + Coηtrol Algs. F
°vk+i+1|k+1 ° ιnαl V εrsιoη.
(2.65)
v Q R
Gυιllεrmo V αlεηcια P− →αlomo.
k|k+1 ξff ιcιεηt P rεdιctιvε Coηtrol
i=1 i=0 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
At time-step
Gυιllεrmo V αlεηcιαk + 1 Pthe problem´ιcιεηt has changed with Coηtrol
the additionAlgs.ofFaιnαl stage cost
³ ° °2 ° αlomo. °ξff 2
P rεdιctιvε V εrsιoη.
°wk+nz |k+1
Gυιllεrmo ° + °P
V αlεηcια vk+n
αlomo. ° ιcιεηt
u |k+1 ξff whichPwas not included
rεdιctιvε CoηtrolinAlgs.Jd∗ (wkF, vιnαl
k ): for the
V εrsιoη.
Q R
Gυιllεrmo
principleVofαlεηcια
optimalityP αlomo.
to apply ξff ιcιεηt P rεdιctιvε
this stage cost at Coηtrol
the optimal Algs.solution
F ιnαl V εrsιoη.
would
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
need to be zero implying that the principle of optimality is only applicable Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
for a finite nz in the P αlomo.
particular ξff ιcιεηt
case Pwhen
rεdιctιvεdeadbeat Coηtrol Algs. Fisιnαl
behaviour V εrsιoη.
enforced,
Gυιllεrmo
with settling to the setpoint occurring within the prediction horizon. VFor
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
a
Gυιllεrmo V αlεηcια
controllable model of P αlomo.
a system, ξffifιcιεηt Pssrεdιctιvε
(xss , u Coηtroland
) are consistent Algs. F ιnαlthrough
feasible, V εrsιoη.
Gυιllεrmo
choice ofVaαlεηcια
particular P αlomo.
controlξfftrajectory
ιcιεηt P rεdιctιvε
with an infiniteCoηtrol(n Algs.
z , nu )Fthe
ιnαloptimal
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
trajectory choice will be such that (xss , uss ) are the steady-state of the system, Algs. F ιnαl V εrsιoη.
Gυιllεrmo V³
as otherwise αlεηcια
° infinite P°αlomo.
cost °would ξff ιcιεηt
°2 ´ P rεdιctιvε
result. ThereforeCoηtrol Algs. Fhorizons
with infinite ιnαl V εrsιoη.
the
2
Gυιllεrmo V °
αlεηcια P °αlomo. ° ξff °
ιcιεηt P rεdιctιvε
stage cost w∞|k+1 Q + v∞|k+1 R = 0, the principle of optimality applies, Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
and the tail P αlomo.
is followed, ξff ιcιεηt
eventually P rεdιctιvε
attaining (xss , Coηtrol
uss ). Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Application
Gυιllεrmo V αlεηcια of the Lyapunov
P αlomo. stability
ξff ιcιεηt theorem
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

AlthoughVitαlεηcια
Gυιllεrmo is tempting
P αlomo.to assume thatPifrεdιctιvε
ξff ιcιεηt (xss , uss ) Coηtrol
is attained Algs.thenFJιnαl
d (w,Vv) →
εrsιoη.
0 impliesVstability,
Gυιllεrmo αlεηcια the most rigorous
P αlomo. ξff ιcιεηtapproach
P rεdιctιvε is toCoηtrol
make use Algs.of the Lyapunov
F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 26
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
stability Vresult
αlεηcια P αlomo.
of Section ξff ιcιεηt
2.6.1. If the Ptail of −
→v ∗k−1|k
rεdιctιvε Coηtrol Algs. recursively
is followed F ιnαl V εrsιoη. as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
is the case for infinite (nz , nu ), the difference in cost between time-steps k and Algs. F ιnαl V εrsιoη.
Gυιllεrmo
k + 1 is theV αlεηcια
stage cost P αlomo.
in Jd∗ (wξffk ,ιcιεηt P rεdιctιvε
vk ) associated withCoηtrol Algs.
zk|k and vk|kF: ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε ³° Coηtrol Algs. F ιnαl V εrsιoη.
°2 ° °2 ´
Gυιllεrmo JV∗αlεηcια P αlomo. ∗ ξff ιcιεηt P rεdιctιvε ° wk|k Q + vk|k R F ιnαl V
° Coηtrol
° Algs.
° εrsιoη.
d (wk+1 , vk+1 ) − Jd (wk , vk ) = − (2.66)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
If full state measurementP αlomo. is ξff ιcιεηt P
assumed rεdιctιvε
(i.e. C = I) Coηtrol
and QAlgs.> 0, FRιnαl > 0V then
εrsιoη.
Gυιllεrmo
Jd (w, v) Vand αlεηcια
thereforeP αlomo.
Jd∗ (w,ξff
v)ιcιεηt P rεdιctιvε
are positive Coηtrol
definite Algs. and
functions, F ιnαl V εrsιoη.
also sat-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol ³ ° °Algs. ° F °
ιnαl ´
2 2 V εrsιoη.
isfy the decrescence property. This implies that °wk|k °Q + °vk|k °R > 0
Gυιllεrmo
¡ V αlεηcια
¢ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
if w
Gυιllεrmo , v
k|k V k|k =
6 (0,
αlεηcια P αlomo.0) and henceξff ιcιεηt from (2.66) Jd∗Coηtrol
P rεdιctιvε (wk+1 , vAlgs.
k+1 ) ≤ Jd∗ (wVk ,εrsιoη.
F ιnαl vk )

implyingVmonotonicity
Gυιllεrmo αlεηcια P αlomo. of Jd (w, v). Together
ξff ιcιεηt P rεdιctιvεtheseCoηtrol
properties
Algs. satisfy
F ιnαl theV Lya-
εrsιoη.
punov function
Gυιllεrmo V αlεηcια properties
P αlomo. of ξff
Section
ιcιεηt2.6.1 and so Coηtrol
P rεdιctιvε the optimalAlgs. cost function
F ιnαl is
V εrsιoη.
a Lyapunov function: a Lyapunov function therefore
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. exists and the system is
stable. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo
If nzV remains
αlεηcια P αlomo.but
infinite ξff nιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u is finite, a stability result can still be ob-
Gυιllεrmo
tained byV αlεηcια
explicitlyP enforcing
αlomo. ξffthat ιcιεηt theP rεdιctιvε
input tailCoηtrol Algs.As
is followed. F ιnαl V εrsιoη.
mentioned
Gυιllεrmo V αlεηcια P αlomo.
in Section 2.3, it is assumed that − ξff ιcιεηt v k+i = 0, i ≥ nu , which impliesV that
P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo →
{v∗k+j|k+iV αlεηcια
}nj=n
u −1
u −i
= P0.αlomo.
Then ξfftheιcιεηtsameParguments
rεdιctιvε Coηtrol
as with Algs.
nu = F∞ ιnαlcanV then
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
be applied. If, however, instead of explicitly enforcing the tail, it is ensured Algs. F ιnαl V εrsιoη.
Gυιllεrmo
that it isVwithin
αlεηcια thePset
αlomo. ξff ιcιεηt
of possible P rεdιctιvε
predictions, and Coηtrol Algs.v F
a different ∗ ιnαl V εrsιoη.

→ k−1 is chosen
Gυιllεrmo
that reduces the cost even further, then the optimal cost functionιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F V εrsιoη.
remains a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Lyapunov function, and stability is guaranteed (Rossiter, 2003). Input hori-Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
zons therefore needPnot αlomo. ξff ιcιεηt
be infinite, andP rεdιctιvε
(depending Coηtrol
on theAlgs.
system)F ιnαlcanVbe εrsιoη.
as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
little as 1 for stable systems, but nu must be ≥ nus for guaranteed stability Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
with unstable systems P αlomo. ξff ιcιεηt
(for which P rεdιctιvεofCoηtrol
stabilisability (A, B) andAlgs. F ιnαl V εrsιoη.
detectability of
Gυιllεrmo 1 V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(A, Q 2 ) is also necessary (Bitmead et al., 1991)), where nus is the number of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
unstable modes (Maciejowski, 2002).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vsufficient
Gυιllεrmo αlεηcια ingredients
P αlomo. ξfffor stability
ιcιεηt are therefore
P rεdιctιvε Coηtrol useAlgs.
of anFinfinite pre-
ιnαl V εrsιoη.
diction horizon,
Gυιllεrmo V αlεηcιαensuring
P αlomo.that the tail
ξff ιcιεηt is alwaysCoηtrol
P rεdιctιvε a possible
Algs.MV trajectory
F ιnαl V εrsιoη.
1
choice, and ensuring that
Gυιllεrmo V αlεηcια P αlomo. uξff ιcιεηt n ≥ n , (A, B) stabilisable, (A, Q 2 ) detectable
us P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for unstable
Gυιllεrmo systems.
V αlεηcια The practicalities
P αlomo. of an infinite
ξff ιcιεηt P rεdιctιvε Coηtrol prediction
Algs. F ιnαl horizon in
V εrsιoη.
terms of Vcost
Gυιllεrmo is dealt
αlεηcια with later
P αlomo. in Section
ξff ιcιεηt 2.7.1, and
P rεdιctιvε the ramifications
Coηtrol Algs. F ιnαl V ofεrsιoη.
the
necessity for the tail to be a possible MV trajectory
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. choice when constraints
are introduced
Gυιllεrmo V αlεηcια intoPthe problem
αlomo. are considered
ξff ιcιεηt P rεdιctιvε in Coηtrol 2.6.4. F ιnαl V εrsιoη.
Section Algs.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Other methods
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Other methodV αlεηcια P αlomo.stability
of proving ξff ιcιεηt is Ptorεdιctιvε
have any Coηtrol
lengthAlgs. F ιnαl but
of horizon V εrsιoη.
to
Gυιllεrmo
include a terminal constraint or end condition which forces the state toV take
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
a particularV αlεηcια
value P atαlomo.
the endξffofιcιεηt P rεdιctιvεhorizon
the prediction Coηtrolwhich
Algs. mayF ιnαl V εrsιoη.
result in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the optimisation having no solution — i.e. the problem is infeasible (discussed Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
later in Section P αlomo.
2.6.4). Andξff it ιcιεηt P rεdιctιvε
is surprisingly Coηtrol
easy Algs.this,
to prove F ιnαl
evenV εrsιoη.
in a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt Pcontrol.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 27
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
general case by using P αlomo.
a Lyapunovξff ιcιεηt P rεdιctιvε
function, as firstCoηtrol Algs.
was shown byFKeerthi
ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gilbert (1988).
Gυιllεrmo V αlεηcιαetPal.,
In (Poubelle αlomo.
1988;ξffdeιcιεηt
NicolaoP rεdιctιvε
and Bitmead,Coηtrol Algs.
1997) it isF shown
ιnαl V that
εrsιoη.
Gυιllεrmo
stability Vcan
αlεηcια P αlomo.
sometimes ξff ιcιεηt P with
be guaranteed rεdιctιvε
finiteCoηtrol Algs.
horizons, evenF when
ιnαl Vthere
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
is no explicit terminal constraint. In order to guarantee stability, the finite F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
horizon predictive αlomo.problem
control ξff ιcιεηt
is P rεdιctιvε with
associated Coηtrol Algs. F ιnαlRiccati
a time-varying V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
difference equation which is intimately related to the optimal value of the F ιnαl V εrsιoη.
cost
Gυιllεrmo
function.VTheαlεηcια
use of P αlomo.
this ‘fake’ξffalgebraic
ιcιεηt P rεdιctιvε Coηtrol (FARE)
Riccati equation Algs. F ιnαl V εrsιoη.
re-pose the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
finite horizon predictive control problem in the LQ framework. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.6.4 VConstrained
Gυιllεrmo αlεηcια P αlomo.stability
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The stability resultsPgiven
αlomo. ξff ιcιεηt
in Section P rεdιctιvε
2.6.3 Coηtrol Algs.
are also applicable in theFconstrained
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
case because LyapunovP αlomo. ξff ιcιεηt
stability theory P rεdιctιvε
is applicableCoηtrol Algs. F ιnαl
to nonlinear V εrsιoη.
closed-loop
Gυιllεrmo V αlεηcια
systems (and the useP αlomo. ξff ιcιεηt Program
of a Quadratic P rεdιctιvε Coηtrol
(QP) Algs.
implies F ιnαl V con-
a nonlinear εrsιoη.
Gυιllεrmo
trol law V αlεηcια
and hencePaαlomo.
nonlinearξff ιcιεηt P rεdιctιvε
closed-loop system).Coηtrol Algs.toFdiscuss
In order ιnαl V εrsιoη.
this
Gυιllεrmo V αlεηcια
issue in detail, it is P αlomo. ξfftoιcιεηt
convenient firstlyPintroduce
rεdιctιvε helpful
Coηtroldefinitions,
Algs. F ιnαl V εrsιoη.
including
Gυιllεrmo V αlεηcια
‘feasibility’ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and ‘invariance’.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Hard and soft constraints, feasibility and recursive feasibility
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If the constraints present in an optimisation are overly restrictive such that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
no solution exists then the optimisation problem is infeasible. Conversely, if a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
solution does exist then the problem is feasible.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Recursive
Gυιllεrmo feasibility
V αlεηcια P αlomo.is aξff
property
ιcιεηt Pof an algorithm
rεdιctιvε where
Coηtrol Algs.if Fanιnαl
optimisa-
V εrsιoη.
tion at aV particular
Gυιllεrmo time-step
αlεηcια P αlomo. ξffadmits
ιcιεηt Parεdιctιvε
feasible solution, then it
Coηtrol Algs. will V
F ιnαl admit
εrsιoη.
a feasible solution at the next times-step, and when applied
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.recursively it
can be guaranteed
Gυιllεrmo V αlεηcια P that all future
αlomo. optimisations
ξff ιcιεηt P rεdιctιvεwill admitAlgs.
Coηtrol a feasible
F ιnαlsolution
V εrsιoη.
(Rossiter, 2003).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Constraints canP αlomo.
be softenedξff ιcιεηt
throughP rεdιctιvε
the use ofCoηtrol Algs. F in
slack variables ιnαl
theVopti-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
misation, such that they are not violated if possible, but are relaxed if necessary ιnαl V εrsιoη.
Gυιllεrmo
in order V toαlεηcια P αlomo.Hard
give a solution. ξff ιcιεηt P rεdιctιvε
constraints on theCoηtrol
other Algs. F ιnαl Vbeεrsιoη.
hand cannot re-
Gυιllεrmo V αlεηcια
laxed, perhaps P αlomo. aξfftrue
representing ιcιεηt P rεdιctιvε
physical Coηtrol
limit such Algs.
as MV F ιnαl limits.
actuator V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Some texts refer to violation of soft constraints as infeasibility (Scokaert F ιnαl V εrsιoη.
and
Gυιllεrmo
Rawlings,V 1999),
αlεηcιαbut P αlomo. ξff ιcιεηt
in this thesis onlyP hard
rεdιctιvε Coηtrolare
constraints Algs. F ιnαl V εrsιoη.
considered.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The main source of infeasibility in MPC is when hard state/output con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
straints are present, and have been represented in the problem formulation,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
as in (2.39, 2.40). These constraints, when acting in combination with MV
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and MV rate constraints (2.41, 2.42), can form ‘blind alleys’ for which no
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
feasible trajectory can be found. Note that MV values can always be found
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
such that MV and MV rate constraints alone are satisfied (even though this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
may give very poor performance). If a disturbance model has been included,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 28
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
then sufficiently P αlomo.
large ξff ιcιεηt
disturbances canPbe rεdιctιvε
a causeCoηtrol Algs. F as
of infeasibility, ιnαltheirV εrsιoη.
ac-
Gυιllεrmo
tion can Vresult
αlεηcια P αlomo.
in no trajectoryξff ιcιεηt
existing P rεdιctιvε
that does Coηtrol Algs. hard
not violate F ιnαl CV V εrsιoη.
and
Gυιllεrmo V αlεηcια Infeasibility
state constraints. P αlomo. ξffcan ιcιεηtalsoP rεdιctιvε
be encountered Coηtrol Algs.
with F ιnαl V εrsιoη.
constrained and
Gυιllεrmo V αlεηcια
unconstrained P αlomo.
algorithms whenξff ιcιεηt
sharp P rεdιctιvε
setpoint Coηtrol
changes areAlgs. F ιnαl V εrsιoη.
demanded.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
The practical consequences of infeasibility are potentially disastrous: Algs. F ιnαl V εrsιoη. it
Gυιllεrmo V αlεηcια
will generally take Pa αlomo.
relatively ξff long
ιcιεηttimeP rεdιctιvε
for the QP Coηtrol Algs. F ιnαl
to determine thatVthereεrsιoη.
Gυιllεrmo V αlεηcια
is no feasible P αlomo.
solution; ξff ιcιεηt
after this, if stillPnorεdιctιvε
controlCoηtrol
move has Algs.
beenFdetermined,
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
an arbitrary solution P αlomo. ξff ιcιεηtfeasible
or the previous P rεdιctιvε Coηtrol
solution may Algs. F ιnαl Vwhich
be provided, εrsιoη.
Gυιllεrmo V αlεηcια
could result P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in instability.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
NoteV that
Gυιllεrmo αlεηcιαas the MPC QP
P αlomo. solution
ξff ιcιεηt is a (nonlinear)
P rεdιctιvε Coηtrolfunction
Algs. Fofιnαl the Vstate,
εrsιoη.
states which result in a(n) (in)feasible optimisation can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. also be considered
(in)feasible.
Gυιllεrmo The region
V αlεηcια of the
P αlomo. ξffstate-space which admits
ιcιεηt P rεdιctιvε Coηtrola Algs.
feasible solution
F ιnαl to
V εrsιoη.
an optimisation
Gυιllεrmo V αlεηcια program
P αlomo. canξffbe termed
ιcιεηt the feasible
P rεdιctιvε region.
Coηtrol Algs.Perhaps
F ιnαl Vasεrsιoη.an
abuse of notation, MV or CV values which do not satisfy
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. constraints can also
be considered
Gυιllεrmo infeasible.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Invariance V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
PositivelyV invariant
αlεηcια Psets αlomo. ξff ιcιεηt P in
are introduced rεdιctιvε
(Blanchini,Coηtrol
1999)Algs. F ιnαl
as being V εrsιoη.
a subset
Gυιllεrmo V αlεηcια which
of the state-space P αlomo. ξff ιcιεηt
contain P rεdιctιvε
all current member Coηtrol
statesAlgs.
in theF future
ιnαl V also,
εrsιoη.
Gυιllεrmo
i.e. a setVSαlεηcια
⊂ R isPpositively
n αlomo. ξffinvariant
ιcιεηt P for rεdιctιvε
a system Coηtrol Algs. F ιnαl V εrsιoη.
(2.1) if:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. x0 ξff
∈ Sιcιεηt
⇒ xkP∈rεdιctιvε
S, k ∈ NCoηtrol
1 Algs. F ιnαl V (2.67)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
If a system P αlomo.
therefore has ξff ιcιεηt P rεdιctιvε
state/output Coηtrol
constraints, Algs. Fto
yet belongs ιnαl V εrsιoη.
a feasible
Gυιllεrmo
positivelyV invariant
αlεηcια Pset αlomo.
of theξffstate-space,
ιcιεηt P rεdιctιvε Coηtrol
there will be noAlgs. F ιnαl
future V εrsιoη.
constraint
Gυιllεrmo
violations.V αlεηcια
With the P αlomo.
assumption ξff ιcιεηt
that the P rεdιctιvε
systems Coηtrol
considered Algs. F ιnαl
in this thesisV εrsιoη.
are
Gυιllεrmo
causal, itVcan
αlεηcια P αlomo.
be assumed thatξffall
ιcιεηt P rεdιctιvε
feasible invariantCoηtrol Algs. F ιnαl
sets considered V εrsιoη.
henceforth
Gυιllεrmo V αlεηcια
are positively P αlomo.
invariant. ξff ιcιεηt
Invariance P rεdιctιvε
is the key toolCoηtrol
in modern Algs.MPCF ιnαl
theory V εrsιoη.
for
Gυιllεrmo
handlingVfeasibility:
αlεηcια P ifαlomo.
the stateξff ιcιεηt P rεdιctιvε
of a system enters Coηtrol
a feasibleAlgs. F ιnαl
invariant setV then
εrsιoη.
Gυιllεrmo
recursiveVfeasibility
αlεηcια Pisαlomo.
guaranteedξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
thenceforth.
Gυιllεrmo V αlεηcια P αlomo. ξff
Constrained MPC results in a control ιcιεηt P rεdιctιvε
law and Coηtrol Algs. are
cost which F ιnαl V εrsιoη.
nonlinear
Gυιllεrmo
functionsVof αlεηcια P αlomo.
the state, yet the ξffanalysis
ιcιεηt P of rεdιctιvε
recursive Coηtrol Algs.is Fstill
feasibility ιnαlapplica-
V εrsιoη.
Gυιllεrmo V αlεηcια
ble provided that an P αlomo.
optimalξff ιcιεηt P
solution isrεdιctιvε
found at Coηtrol Algs. F If
each time-step. ιnαl V εrsιoη.
recursive
Gυιllεrmo
feasibility is guaranteed from a particular time onwards, then the tail of Vanεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl in-
Gυιllεrmo V αlεηcια
finite horizon optimal P αlomo.
trajectory ξff ιcιεηt
will bePrecursively
rεdιctιvε Coηtrol
feasible,Algs.
and soFaιnαl V εrsιoη.
Lyapunov
Gυιllεrmo
function Vexists
αlεηcιαandPnominal
αlomo. stability
ξff ιcιεηtisPguaranteed.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vmost
Gυιllεrmo popular
αlεηcια approach
P αlomo. in the P
ξff ιcιεηt literature
rεdιctιvεtoCoηtrol
recursiveAlgs.
feasibility
F ιnαl(MayneV εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Faιnαl
et al., 2000) has therefore been to find a region of the state-space, positively
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (e.g.
invariant set, for which the action of an unconstrained optimal control law εrsιoη.
a state feedback
Gυιllεrmo V αlεηcια control law) ξff
P αlomo. is guaranteed
ιcιεηt P rεdιctιvεto satisfy all future
Coηtrol Algs.constraints.
F ιnαl V εrsιoη. In
the MPC predictions it can be assumed that once the invariant
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. set is entered
an unconstrained
Gυιllεrmo V αlεηcιαoptimal
P αlomo. control law then
ξff ιcιεηt applies.Coηtrol
P rεdιctιvε This isAlgs.
termed dual-mode
F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 29
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MPC, as Vthere
αlεηcια P αlomo.
is a mode ξff ιcιεηt Ptorεdιctιvε
for navigating Coηtrol
the “terminal” setAlgs.
in theFpredictions,
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
and a second modePthatαlomo. ξff ιcιεηt
assumes P rεdιctιvεare
no constraints Coηtrol
active.Algs. F ιnαl
Further V εrsιoη.
details of
Gυιllεrmo
dual-mode V αlεηcια
MPC are P αlomo.
given inξff theιcιεηt
next Psection.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7 Dual-mode
Gυιllεrmo V αlεηcια P αlomo. MPC ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section P αlomo.
introduces ξff ιcιεηt
the idea P rεdιctιvε
of dual-mode Coηtrol
MPC Algs.and
(Sznaier F ιnαl V εrsιoη.
Damborg,
Gυιllεrmo V αlεηcια
1987; Michalska andPMayne,
αlomo. 1993;
ξff ιcιεηt P rεdιctιvε
Scokaert Coηtrol1998).
and Rawlings, Algs. Most
F ιnαlauthors
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
now accept the usefulness of a dual-mode paradigm for guaranteeing nominal Algs. F ιnαl V εrsιoη.
Gυιllεrmo
stability Va αlεηcια P αlomo.
priori, that is oneξff ιcιεηt Pthe
whereby rεdιctιvε Coηtrol
predictions have Algs.
two F ιnαl V (i)
modes: εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
transient phase containing degrees of freedom (d.o.f.) and (ii) a terminal mode
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with guaranteed convergence. In addition, it is now common practice to make
Gυιllεrmo V αlεηcια
use of invariant setsP(Section
αlomo. ξff ιcιεηt
2.6.4) P rεdιctιvε
in order Coηtrol
to establish Algs. Ffeasibility
recursive ιnαl V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the proposed optimisations and the feasible regions within which the chosen Algs. F ιnαl V εrsιoη.
Gυιllεrmo
algorithmV can
αlεηcια P αlomo.
operate reliably.ξff The
ιcιεηt P rεdιctιvε
subsequent Coηtrol
sections Algs. Fboth
establish ιnαl details
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of the terminal control law and the concept of the Maximum Admissible Set
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(MAS) as the largest possible invariant set to be used as a terminal set, and
Gυιllεrmo V αlεηcια
how it might P αlomo.practically.
be computed ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7.1 VTerminal
Gυιllεrmo αlεηcια P αlomo. control lawP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Dual-mode V αlεηcια
MPC isPset αlomo. ξff ιcιεηt
up so that P rεdιctιvε
a standard MPCCoηtrol
is assumed Algs.withF ιnαl V εrsιoη.
constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
up to a particular horizon nu . Beyond this horizon it can be assumed that Algs. F ιnαl V εrsιoη.
an
Gυιllεrmo V αlεηcια
unconstrained P αlomo.
control ξff ιcιεηtFor
law applies. P rεdιctιvε
instance Coηtrol Algs. Fsuggested
(as originally ιnαl V εrsιoη.
in
Gυιllεrmo
(Muske and V αlεηcια P αlomo.
Rawlings, 1993b))ξff ιcιεηt P rεdιctιvε
the control input Coηtrol
can be Algs.set to Fzero
ιnαl(or
V εrsιoη.
uss
Gυιllεrmo V αlεηcια
for a tracking P αlomo.
problem), whichξff is
ιcιεηt
validPfor rεdιctιvε CoηtrolFor
stable plants. Algs. F ιnαlplants,
unstable V εrsιoη.
Gυιllεrmo V αlεηcια
the unstable modesP would
αlomo.need ξff ιcιεηt
to bePzeroed
rεdιctιvε
(or Coηtrol
achieve Algs. F ιnαl V εrsιoη.
their setpoints, for
Gυιllεrmo
tracking)Vby αlεηcια
the endPof αlomo. ξff ιcιεηt
the control horizonP rεdιctιvε Coηtrol
(Muske and Algs. 1993a),
Rawlings, F ιnαl Vwhich
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
may be unnecessarily ξff ιcιεηt
restrictive P rεdιctιvε
(Scokaert, 1997). Coηtrol Algs. alternative
An attractive F ιnαl V εrsιoη.
is
Gυιllεrmo
to assume V αlεηcια P αlomo. ξff
an asymptotically ιcιεηt P rεdιctιvε
stabilising CoηtrolKAlgs.
state feedback beyond F ιnαl
nu , Vwhich
εrsιoη.
Gυιllεrmo
results inVaαlεηcια P αlomo.
finite cost, i.e. (uξff
k+iιcιεηt
− u ssP) rεdιctιvε
= −K(x Coηtrol
k+i − x ss Algs.
), i ∈ (nFuιnαl
+ 1,V nεrsιoη.
u +
Gυιllεrmo V αlεηcια
2, . . .). So there are P αlomo.
nu d.o.f.,ξffbut
ιcιεηtthePCV rεdιctιvε CoηtrolisAlgs.
cost horizon F ιnαlinfinite.
effectively V εrsιoη.
Gυιllεrmo V αlεηcια
Hence consider P αlomo.
re-posing theξff ιcιεηt
cost P rεdιctιvε
of (2.19) Coηtrolcost
with infinite Algs. F ιnαl V
horizons inεrsιoη.
the
Gυιllεrmo
followingVform
αlεηcια
(MuskeP αlomo. ξff ιcιεηt 1993b):
and Rawlings, P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηto P rεdιctιvε
u −1 n
nX ∞ n Coηtrol Algs. F ιnαl o V εrsιoη.
X
Gυιllεrmo
Jd,k = V αlεηcια P αlomo.
2 ξff
kwk+i+1 kQ + kvk+i kR +ιcιεηt
2 P rεdιctιvε Coηtrol 2 Algs. F 2
kwk+i+1 kQ + kvk+i kR ιnαl V εrsιoη.
(2.68)
Gυιllεrmo Vi=0 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε i=nu Coηtrol Algs. F ιnαl V εrsιoη.
|
Gυιllεrmo V αlεηcια P αlomo. {z } |
ξff ιcιεηt P rεdιctιvε Coηtrol {z Algs. F ιnαl } V εrsιoη.
J1 J2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
The cost Vbeyond
Gυιllεrmo αlεηcια theP constraint
αlomo. ξffhorizon
ιcιεηt P(mode 2 cost
rεdιctιvε J2 ) is Algs.
Coηtrol kwk+nuFkιnαl
Σ , where Σ
V εrsιoη.
is the solution
Gυιllεrmo to a PLyapunov
V αlεηcια αlomo. ξffequation:
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ΦT ΣΦ = Σ − ΦT QΦ + KT R K (2.69)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 30
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
(see Sections B.1 and P αlomo. ξff ιcιεηt
B.3 in the P rεdιctιvε
appendices Coηtrol
for proof). Algs.toFincorporate
In order ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
J2 into (2.31) all thatP αlomo.
need beξffdone
ιcιεηt P rεdιctιvε
is to add diag([0,Coηtrol. . . , Algs.
0], Σ)Ftoιnαl V εrsιoη.
Q, giving
Gυιllεrmo V αlεηcια
an equivalent P αlomo.over
cost penalty ξff ιcιεηt P rεdιctιvε
an infinite Coηtrol
prediction horizon.Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7.2 VMaximum
Gυιllεrmo αlεηcια P αlomo. Admissible Sets (MAS)s
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AssumingV that
Gυιllεrmo αlεηcια a stabilising
P αlomo.linear statePfeedback
ξff ιcιεηt rεdιctιvεgainCoηtrolK is applied
Algs. Fas ιnαla control
V εrsιoη.
law to regulate (2.1) to the origin (yielding closed-loop
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.state transition matrix
Φ = A −VBK),
Gυιllεrmo αlεηcια future constraints
P αlomo. can P
ξff ιcιεηt berεdιctιvε
considered at theAlgs.
Coηtrol current time.V εrsιoη.
F ιnαl The
intersection
Gυιllεrmo of future
V αlεηcια constraint
P αlomo. sets referred
ξff ιcιεηt P rεdιctιvεback Coηtrol
to the current Algs. timeF ιnαl through
V εrsιoη.
3
the closed-loop state transition matrix is a single constraint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. set O τ :
Gυιllεrmo©V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl ª V εrsιoη.
Oτ = x : CΦi x ∈ Z, −KΦi x ∈ U, Φi x ∈ X , ∀ i ∈ {0, 1, 2, . . . , τ } (2.70)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
For τ = ∞ V αlεηcια
this set is P αlomo. ξff ιcιεηt
a positively P rεdιctιvε
invariant set calledCoηtrol
the MaximumAlgs. F ιnαl V εrsιoη.
Admissible
Gυιllεrmo
Set (MAS). V αlεηcια P αlomo.of ξff
Consideration ιcιεηt P rεdιctιvε
constraints Coηtrol
on the infinite Algs. isFintractable,
horizon ιnαl V εrsιoη.
Gυιllεrmo
but thereV αlεηcια
may exist P αlomo.
a time ξffτ ∗ ιcιεηt P rεdιctιvε
such that Oτ = Coηtrol
O∞ , τ >Algs. F ιnαl V εrsιoη.
τ ∗ , corresponding
Gυιllεrmo
to further future constraints being redundant when considered atF the
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ιnαlcurrent
V εrsιoη.
Gυιllεrmo
time. ForV αlεηcια
an observable P αlomo. ξff ιcιεηt
discrete systemP rεdιctιvε Coηtrol
pre-stabilised by Algs.
a linear F ιnαl
stateVfeed-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
back gain K with constraint sets, X , Y, U, having the origin in their interior, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
a finitelyVdetermined
αlεηcια P αlomo. MAS Oξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∞ = Oτ ∗ exists, and is a subset of X , for which
Gυιllεrmo
constraints V αlεηcια P αlomo.
are satisfied ξff future
for all ιcιεηt Ptime rεdιctιvε Coηtrol
(Gilbert and Tan, Algs.1991;F ιnαl RaoV εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Rawlings, 1999). In fact, each individual constraint in X , Y, or U has an Algs. F ιnαl V εrsιoη.
as-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
sociated value of τ for which it becomes redundant. O∞ is “maximal” because Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
it is the largest P αlomo.
possible ξff ιcιεηt
invariant set. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoThe Vabove
αlεηcια definition
P αlomo.assumes
ξff ιcιεηt that xss and u
P rεdιctιvε ss are zero:
Coηtrol Algs. an equivalent
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vfeed-
definition can be reached for the tracking case by incorporating these εrsιoη.
forward (x , u ) values into the definition of X , Y,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ss ss U and defining O τ in
terms of deviation variables. This is made explicit later
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. in this section where
more details
Gυιllεrmo of the computation
V αlεηcια of the MAS,
P αlomo. ξff ιcιεηt P rεdιctιvεremoval of redundant
Coηtrol Algs. Fconstraints,
ιnαl V εrsιoη.
a MAS for tracking, and conditions for its finite
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαldetermination are presented.
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Computation V αlεηcια of P αlomo.
the MASξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
In order Vtoαlεηcια
elaborate P αlomo.
on theξffcomputation
ιcιεηt P rεdιctιvε of theCoηtrol
MAS, Algs. F ιnαl V εrsιoη.
it is convenient to
Gυιllεrmo
consider Vthe αlεηcια
set S P, αlomo.
and their ξffrealisation
ιcιεηt P rεdιctιvε
associatedCoηtrolwith Algs. F ιnαl future
a particular V εrsιoη.
Gυιllεrmo
time-step: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια S = {x : Cxξff
P αlomo. ∈ Z,
ιcιεηt−Kx ∈ U, x ∈Coηtrol
P rεdιctιvε X} Algs. F ιnαl V (2.71)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff
τ ιcιεηt P rεdιctιvε
Sτ = {x : CΦ x ∈ Z, −KΦ x ∈ U , Φ x ∈ X }τ Coηtrolτ Algs. F ιnαl V εrsιoη.
(2.72)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3
Rate constraints
Gυιllεrmo V αlεηcια have been omitted
P αlomo. here P
ξff ιcιεηt forrεdιctιvε
simplicity,Coηtrol
but couldAlgs.easily be incorporated
F ιnαl V εrsιoη.
through the use of the augmented state ζ instead of x as defined in Section 2.2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V Basic
Gυιllεrmo αlεηcιαprinciples
P αlomo. of predictive
ξffιcιεηt Pcontrol.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 31
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The mostV αlεηcια P αlomo. ξffιcιεηt
obvious algorithm P rεdιctιvεofCoηtrol
for determination the MAS Algs. F ιnαl V εrsιoη.
is Algorithm 2.1
Gυιllεrmo
(Gilbert Vand αlεηcια P αlomo.
Tan, 1991) whereξffιcιεηt P rεdιctιvε
a Lyapunov stableCoηtrol
system Algs. F ιnαl i.e.
is assumed, V εrsιoη.
all
Gυιllεrmo
eigenvalues,V αlεηcια
λe are P onαlomo.
or within ξffιcιεηt
the unitP rεdιctιvε
circle. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξffιcιεηt
2.1 (Determination of Pthe
rεdιctιvε
MAS)Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. SetVταlεηcια
= 0, OτP=αlomo.
Sτ ; ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Construct Oτ P
+1αlomo.
= Oτ ∩ξffιcιεηt
Sτ ; P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. if Oτ +1 = Oτ then
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Stop;
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Set τ ∗ = τ and O∞ = Oτ ;
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
else
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
continue;
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
end if
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4. Assign τ ← τP+αlomo. ξffιcιεηt
1 and return to P rεdιctιvε
Step 2. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Gilbert and Tan P αlomo.
(1991) ξffιcιεηt
state that P rεdιctιvε Coηtrol
this algorithm Algs. F ιnαland
is conceptual V εrsιoη.
not
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs.
practical because it is not clear how to perform the test Oτ +1 = Oτ . However, F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
if it is assumed thatPXαlomo.
, Y, U ξffιcιεηt P rεdιctιvε
are polytopes Coηtrol
as assumed Algs. F ιnαlthe
in (2.39-2.42), V εrsιoη.
test
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs.
would be possible using polytope routines developed in the (freely available) F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαToolbox
Multi-Parametric P αlomo.(Kvasnica
ξffιcιεηt P etrεdιctιvε
al., 2004). Coηtrol Algs. F ιnαl
The polytopic V εrsιoη.
realisation
Gυιllεrmo
of Sτ would V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
then be:
Gυιllεrmo V αlεηcια P αlomo.  ξffιcιεηt Prεdιctιvε  Coηtrol
 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  Ax P rεdιctιvε Coηtrol
ξffιcιεηt bx Algs.
 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια SτP=αlomo. 
x : ξffιcιεηt  τ
Az C P rεdιctιvε 
Φ x − Coηtrol 
bz ≤ 0Algs. F ιnαl V(2.73) εrsιoη.
 
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt −Au K P rεdιctιvε Coηtrol bu Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαaPpractical
Nevertheless, αlomo. ξffιcιεηt
algorithmPis rεdιctιvε
also given Coηtrol Algs.and
in (Gilbert F ιnαl
Tan,V1991)
εrsιoη.
Gυιllεrmo V αlεηcια Pof
for the computation αlomo.
O∞ . The ξffιcιεηt
set SPτ rεdιctιvε Coηtrol Algs.
has ns inequalities: F ιnαl
denote V εrsιoη.
the partic-
Gυιllεrmo V αlεηcια
ular inequalities of P
Sαlomo.
τ as fi (τ, ξffιcιεηt
x) ≤ 0, Pi rεdιctιvε
∈ {1, . . . , Coηtrol Algs.of Fthe
ns }. Details ιnαl V εrsιoη.
practical
Gυιllεrmo V αlεηcια P
algorithm are as follows: αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξffιcιεηt
2.2 (Practical P rεdιctιvε
determination Coηtrol
of the MAS)Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Set τ = 0;
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Construct Oτ P=αlomo. ξffιcιεηt form;
Sτ in polytope P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. Solve
Gυιllεrmo for i = P
V αlεηcια 1,αlomo.
. . . , ns :ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.∗ ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Ji = max {JPi (x)
ξffιcιεηt = fi (τ Coηtrol
rεdιctιvε + 1, x)} Algs. F ιnαl V εrsιoη.
x
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt s.t.P rεdιctιvε
x ∈ Oτ Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 32
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4. ifV αlεηcιαJi∗ ≤ 0 for P αlomo.
i ∈ {1,ξff . . .ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
, ns } then
Gυιllεrmo V Stop; αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Set τ ∗ = Pτ αlomo.
αlεηcια , O∞ = ξff Oτ ιcιεηt
; P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo else V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V continue;
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo end V αlεηcια
if P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5. Assign
Gυιllεrmo τ ← τP+αlomo.
V αlεηcια 1 and returnξff ιcιεηt to Step 3.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where step
Gυιllεrmo 3 is solved
V αlεηcια with anξffLP.
P αlomo. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Oτ ∗ = O∞
Gυιllεrmo is a polytope,
V αlεηcια P αlomo. and ξffso can ιcιεηtbe Pexpressed
rεdιctιvεinCoηtrol
terms ofAlgs. linearFinequalities:
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff M O∞ xP≤
ιcιεηt qO∞
rεdιctιvε Coηtrol Algs. F ιnαl V (2.74)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemovalV αlεηcιαof redundant P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια
2.2 searches P αlomo.
for a τξff=ιcιεηt τ ∗ forPwhich
rεdιctιvε Coηtrol Algs.
all constraints addedF at ιnαl τ +V1εrsιoη.
are
Gυιllεrmo
redundant. V αlεηcια
In fact, Ponly αlomo.a subsetξff ιcιεηt
of thePconstraints
rεdιctιvε Coηtrol
in S and Algs. F ιnαl
therefore SτV, εrsιoη.
τ∈
Gυιllεrmo
{0, . . . , τ V
∗ αlεηcια P αlomo. ξff ιcιεηt
} may contribute to Oτ∗ = OP∞rεdιctιvε . Also, ifCoηtrol
a constraint Algs.fiF(τ, ιnαl
x) ≤ V εrsιoη.
0 is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
redundant, then it is also redundant for τ + i, i ∈ {0, . . . , ∞}. Therefore there Algs. F ιnαl V εrsιoη.
Gυιllεrmo
is a set SV∗ ⊂ αlεηcια
{1, . . .P, nαlomo. ξff ιcιεηt P rεdιctιvε
s } and corresponding horizonsCoηtrol
τi∗ ≤ τAlgs.

. thatFcan ιnαlbeV used
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
to define O∞ . A procedure for determining a more minimal representation Coηtrol Algs. 4 F ιnαl V εrsιoη.

Gυιllεrmo
of O∞ is Vasαlεηcια
follows P(Gilbert
αlomo. and ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Tan, 1991):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. LetVJαlεηcια
iτ = max Pxαlomo.
fi (τ, x)ξffs.t. ιcιεηt
x ∈POrεdιctιvε
∞; Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. ForV each
Gυιllεrmo αlεηcια i ∈P{1, . . . , nξff
αlomo. s } ιcιεηt
determine τ̄ ∈ NCoηtrol
P rεdιctιvε 0 so that Jiτ∗ ≤
Algs. F ιnαl0 forV τεrsιoη.
=
∗ ∗ ∗ ∗
τ̄ + 1, . . . ,
Gυιllεrmo V αlεηcια P αlomo.τ and J iτ̄ = 0. If this is possible, i
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ∈ S , τ i = τ̄ . If
F ιnαl V J < 0
iτ εrsιoη.
∗ ∗
Gυιllεrmo for Vτ αlεηcια
∈ {0, . . .P, ταlomo.}, i ∈ /ξff
S ιcιεηt
. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Note thatV this
Gυιllεrmo αlεηcια procedure
P αlomo. canξff beιcιεηt
implemented
P rεdιctιvεthrough
Coηtrol a number
Algs. Fofιnαl LPs.V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Finite determination of the ξff ιcιεηt
MASP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
SufficientVconditions
αlεηcια P αlomo. for finiteξff ιcιεηt P rεdιctιvε
determination of theCoηtrol
MAS are Algs.
givenF ιnαl V εrsιoη.
in (Gilbert
Gυιllεrmo
and Tan,V1991) αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
including:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. Φ isV asymptotically
αlεηcια P αlomo. ξff ιcιεηt
stable P rεdιctιvεmodes);
(no integrating Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. system
Gυιllεrmo observability
V αlεηcια P αlomo.and ξffdetectability;
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. S is bounded;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4
Gυιllεrmo
A truly V αlεηcια P αlomo. ξffwould
minimal representation ιcιεηttakeP rεdιctιvε Coηtrol
into account Algs.
inequalities F ιnαl
which turnVoutεrsιoη.
to
be identical, but this would not be robust to small changes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. in the system parameters.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 33
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4. theVorigin
αlεηcια P αlomo.
is in ξff ιcιεηt
the interior of S .P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
It has P αlomo.
been assumed K as ξffaιcιεηt P rεdιctιvε
stabilising Coηtrol
feedback gain,Algs.
and soF condition
ιnαl V εrsιoη.
1
Gυιllεrmo V αlεηcια
is satisfied. P αlomo.only
Detectability ξff ιcιεηt P rεdιctιvε
is therefore Coηtrol
required, andAlgs.
this isF ιnαl V εrsιoη.
a standard
Gυιllεrmo V αlεηcια
assumption. P αlomo.
Condition ξff ιcιεηt ifP U
3 is satisfied rεdιctιvε
and Z Coηtrol Algs. F
when mapped toιnαl
the Vstate-
εrsιoη.
Gυιllεrmo
space andV intersected
αlεηcια P αlomo.with X ξff ιcιεηtXPmay
(where rεdιctιvε
not beCoηtrol
bounded) Algs. F ιnαl
bound the Vstate-
εrsιoη.
Gυιllεrmo
space, but it is not obvious when this might be the case. Analysis couldεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V be
Gυιllεrmo
performed V αlεηcια P αlomo.setξffofιcιεηt
for a particular P rεdιctιvε
constraints usingCoηtrol
a polytopeAlgs. toolF such
ιnαl Vasεrsιoη.
the
Gυιllεrmo V αlεηcιαToolbox
Multi-Parametric P αlomo.(MPT) ξff ιcιεηt P rεdιctιvε
(Kvasnica Coηtrol
et al., 2004).Algs.
If X Ffully
ιnαlbounds
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the state-space then condition 3 is satisfied. Condition 4 is not restrictive Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαofPthe
with constraints αlomo.
form ξffof ιcιεηt
(2.38).P rεdιctιvε
However, Coηtrol Algs. problems
with tracking F ιnαl V εrsιoη.
the
Gυιllεrmo
origin is Veffectively
αlεηcια Pmoved:αlomo. for ξff ιcιεηt P rεdιctιvε
deviation variablesCoηtrol Algs.
it should be F ιnαl V that
ensured εrsιoη.
Gυιllεrmo V αlεηcια
xss ∈ int(S ), whichP can
αlomo. ξff ιcιεηt
be ensured P rεdιctιvε
assuming thatCoηtrol
conditionAlgs. F ιnαl V εrsιoη.
3 is satisfied, and
Gυιllεrmo
that CxssV αlεηcια
∈ int(Z),Pu αlomo. ξff ιcιεηt
ss ∈ int(U) and xPssrεdιctιvε
∈ int(X ).Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MAS for tracking
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For a tracking problem, the MAS can be calculated for a particular setpoint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
defined by (xss , uss ) by revision of Sτ in terms of deviation variables as:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
   ξff ιcιεηt  P rεdιctιvεCoηtrol  
 F ιnαl V εrsιoη.
Gυιllεrmo  V αlεηcια A P xαlomo. bx Algs.
Ax 
Gυιllεrmo
Sτ = w :V αlεηcια
 P
Az C αlomo.
 τξff ιcιεηt
Φ w−  P rεdιctιvε
bz Coηtrol
 Algs.
+ Az C Φ xss ≤ 0 Fτ ιnαl V εrsιoη.
Gυιllεrmo  V αlεηcια −A Puαlomo.
K ξff ιcιεηtbuP− rεdιctιvε
Au uss Coηtrol0Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.75)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and w can V αlεηcια P αlomo.
then replace x in ξff
theιcιεηt P rεdιctιvε
Algorithms Coηtrol
2.1 and 2.2. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MAS for
Gυιllεrmo tracking
V αlεηcια with rate
P αlomo. constraints
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Rate constraints can be incorporated by revision of Sτ in terms of ξ by defining
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a new state transition matrix Φζ = Aζ − Bζ [K 0]:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 

V αlεηcια A P[Iαlomo.
0]
 ξff ιcιεηt  P rεdιctιvε 
b Coηtrol Algs.
Ax

 F ιnαl V εrsιoη.

Gυιllεrmo 
x x
V αlεηcια
 Az C[IP αlomo.  ξff ιcιεηt
 P rεdιctιvε Coηtrol
  Algs.  
F ιnαl V εrsιoη.
 0]  τ  b z   A z C  τ
S =
Gυιllεrmo ξ : Φ ξ − + Φ x ≤ 0
τ
V αlεηcια
 −AuP[K αlomo.
0]  ξff ζ ιcιεηt bPu rεdιctιvε
− Au uss  Coηtrol Algs.
0  F ιnαl ss V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−Aδ [K I] b∆u 0


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.76)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and ξ canV αlεηcια
then replaceP αlomo.
x in theξff ιcιεηt P rεdιctιvε
Algorithms Coηtrol
2.1 and Algs.expressions
2.2. These F ιnαl V εrsιoη.
in
Gυιllεrmo
terms of Vtheαlεηcια P αlomo.
augmented stateξffξ ιcιεηt P rεdιctιvε
result in Coηtrol
the following Algs. expression
polytope F ιnαl V εrsιoη.
for
Gυιllεrmo
O∞ : V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff M ιcιεηt
O∞ ξP≤rεdιctιvε
qO∞ Coηtrol Algs. F ιnαl V εrsιoη.
(2.77)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 34
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pof
Finite determine αlomo.
the MAS ξff ιcιεηt
for P rεdιctιvεwith
systems Coηtrol Algs. F ιnαl
integrating V εrsιoη.
modes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It is possible
Gυιllεrmo to guarantee
V αlεηcια P αlomo.finite determination
ξff ιcιεηt P rεdιctιvεofCoηtrol
an innerAlgs. approximation to
F ιnαl V εrsιoη.
the MAS when Φ contains integrating modes, if the set S is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. adjusted as follows
(Gilbert Vand
Gυιllεrmo Tan, 1991):
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια S (²)P=αlomo.
{x : fi (x) ≤ −², Pirεdιctιvε
ξff ιcιεηt ∈ {1, . . . ,Coηtrol
ns }} , Algs.² > 0 F ιnαl V (2.78)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As ² is increased the approximation of O∞ is less accurate, but τ ∗ is (favourably)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
reduced.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV2.2
Gυιllεrmo The P
αlεηcια number
αlomo.ofξffconstraints in each Coηtrol
ιcιεηt P rεdιctιvε iterationAlgs. of step 2 in VAlgo-
F ιnαl εrsιoη.
rithm 2.2 involves n LPs each with
Gυιllεrmo V αlεηcια P sαlomo. ξff ιcιεηt P rεdιctιvετ × n s inequalities: with asymptotically
Coηtrol Algs. F ιnαl V εrsιoη.
stabilisedVsystems
Gυιllεrmo αlεηcιαhaving
P αlomo. eigenvalue
ξff ιcιεηtmagnitudes
P rεdιctιvεcloseCoηtrolto theAlgs.unitFcircle
ιnαl Vτ εrsιoη.
can
become very
Gυιllεrmo large, and
V αlεηcια the time
P αlomo. taken to
ξff ιcιεηt complete Coηtrol
P rεdιctιvε step 2 inAlgs. Algorithm
F ιnαl2.2 can
V εrsιoη.
become prohibitive. This can be countered by increasing ²
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.at the expense of a
less accurate
Gυιllεrmo approximation
V αlεηcια P αlomo. to ξffthe MAS.
ιcιεηt Alternatively
P rεdιctιvε Coηtrol (or Algs.
in addition)
F ιnαl Vthe Q
εrsιoη.

penalty matrix
Gυιllεrmo V αlεηcια in the LQR algorithm
P αlomo. ξff ιcιεηt Pcould be made
rεdιctιvε larger
Coηtrol to reduce
Algs. F ιnαlτV,εrsιoη.
but
this could make the closed-loop system more susceptible to model
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. uncertainties.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.7.3 Dual-mode MPC algorithm
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Assuming deviation variables, it now remains to incorporate the terminal con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trol law and terminal constraint set ideas into the general QP format of (2.55).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The MAS should be incorporated such that the state is predicted to enter this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
set at the end of the control horizon. Equation (2.49) gives → x k in terms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. − F ιnαl V εrsιoη.
of ξk and − →v k−1 . Therefore ξk+nc = [0 . . . 0 I] ξ k = [0 . . . 0 I]{(Pζζ +
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol →
− Algs. F ιnαl V εrsιoη.
P
GυιllεrmoP
ζ∆u ∆vξ )ξ +
V αlεηcια
k P P
P αlomo.
ζ∆u ∆vv v
→k−1
− }. Substituting this identity into (2.77)
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. results
in the following set of inequalities
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt in terms of ξk and
P rεdιctιvε v k−1Algs.
Coηtrol

− : F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια n P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol o Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MO∞ [0 .V. .αlεηcια
, I] (PPζζαlomo.
+ Pζ∆uξff P∆vξιcιεηt
)ξk +P P
rεdιctιvε
ζ∆u P∆vvCoηtrol
∆v Algs. F ιnαl V εrsιoη.
−→k−1 ≤ qO∞ (2.79)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MO∞ [0 . . . , I]Pζ∆u P∆vv ∆v k−1 ≤ qO∞ − MO∞ [0 . . . , I](Pζζ + Pζ∆u P∆vξ )ξk
Gυιllεrmo
| V αlεηcια
{z } −→ξff
P αlomo. ιcιεηt
| P rεdιctιvε Coηtrol {z Algs. F ιnαl V εrsιoη. }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
M term q term (ξAlgs.
k) F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (2.80)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vdual-mode
αlεηcια P QP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is therefore:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P→ −vαlomo.
k−1 = arg min Jd,k
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
v k−1
Gυιllεrmo V αlεηcια P αlomo. · ξff ιcιεηt

→ ¸ P rεdιctιvε · Coηtrol¸ Algs. F ιnαl V εrsιoη.
(2.81)
Md qd (ξk )
Gυιllεrmo V αlεηcια Ps.t. αlomo. ξff ιcιεηtv P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Mterm − →k−1 ≤ q (ξk )
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεterm Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 35
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo°V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε°2Coηtrol Algs. F ιnαl ° V εrsιoη.
°
° ° ° °
Gυιllεrmo
Jd,k = °V(Pαlεηcια
zζ + Pz∆uP αlomo.
P∆vξ )ξkξff + ιcιεηt
Pz∆u PP∆vv rεdιctιvε
∆v
−→ k−1 °Coηtrol Algs. + F ιnαl
° v
→ °R
− V
k−1 εrsιoη.
Q+diag({0,...,0},Σ)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ΦT ΣΦ = Σ − Q + KT RK
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.82)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Veffective
Gυιllεrmo αlεηcια additions
P αlomo. to ξff the
ιcιεηt standard
P rεdιctιvε MPCCoηtrol
algorithmAlgs.(2.55)
F ιnαlsufficient
V εrsιoη.
for nominal stability therefore comprise of a set of additional
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. constraints on
ξ
Gυιllεrmo
k+nc |k , and a heavier penalty
V αlεηcια P αlomo. ξff ιcιεηt on z k+ncP .
|k rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.8 Closed-loop
Gυιllεrmo V αlεηcια P αlomo. ξff paradigm
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This section V αlεηcια P αlomo.
introduces ξff ιcιεηt
a specific P rεdιctιvε
mechanism for Coηtrol
setting up Algs. F ιnαl V εrsιoη.
a dual-mode al-
Gυιllεrmo
gorithm V αlεηcια
which P αlomo.
most authors ξff ιcιεηttoP be
believe rεdιctιvε
useful. Coηtrol Algs. it
In particular F ιnαl V εrsιoη.
is included
Gυιllεrmo
because V it αlεηcια P αlomo.
is numerically ξff ιcιεηt P rεdιctιvε
advantageous to actually Coηtrol
assume Algs. F ιnαl V εrsιoη.
a pre-stabilising
Gυιllεrmo V αlεηcια
gain throughout P αlomo.
mode 1 and ξff2, ιcιεηt
which P isrεdιctιvε
a realisationCoηtrol Algs.
of ideal F ιnαl V εrsιoη.
closed-loop pre-
Gυιllεrmo
dictions. VLet αlεηcια P αlomo. control
the ‘predicted’ ξff ιcιεηtlaw P rεdιctιvε
(Rossiter Coηtrol Algs.Rossiter,
et al., 1998; F ιnαl V2003)
εrsιoη.
Gυιllεrmo V αlεηcια
for sample times k be: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια½P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo −K(xk+iξff − ιcιεηt
xss ) + Pck+i ; i ∈Coηtrol
{0, ..., nAlgs.
c − 1}F ιnαl V εrsιoη.
uk+i V −αlεηcια
uss = P αlomo. rεdιctιvε (2.83)
Gυιllεrmo V αlεηcια P−K(x αlomo. − ιcιεηt
k+iξff xss ); P rεdιctιvε i ∈Coηtrol
{nc , nc + 1, . . F
Algs. .}ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where ck+i
Gυιllεrmo are the P
V αlεηcια d.o.f.
αlomo. (or ξff
control
ιcιεηtmoves)
P rεdιctιvε available for constraint
Coηtrol Algs. F ιnαl handling,
V εrsιoη.
and are perturbations to the feedback control law. Assuming
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. that K is the LQ
optimal state feedback gain one can efficiently reparameterise
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the cost (2.68)
in terms Vofαlεηcια
Gυιllεrmo −
→ c k−1 : P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt nX
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
c −1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Jd,k =wTk Σwk + cTk+i [BΣB + R]ck+i (2.84)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt i=0
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff2 ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
= kw k + kc k2W (2.85)
Gυιllεrmo V αlεηcια P αlomo. kξffΣ ιcιεηtk−1 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where WV= αlεηcια
diag(BΣBP αlomo.
+ R) ξff(seeιcιεηt
AppendixP rεdιctιvεB for Coηtrol
proof), and Algs.R> F ιnαl
0, BΣB V εrsιoη.
>
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
0 ⇒ W > 0. This re-parameterised cost is equivalent to the infinite (MV andCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
CV) horizon V αlεηcια
cost ofP (2.68).
αlomo. The ξff ιcιεηt
term kw P rεdιctιvε
2 Coηtrol Algs. F ιnαl V εrsιoη.
k kΣ does not depend on the decision
Gυιllεrmo
variable, Vand αlεηcια
can beP αlomo.
ignored ξff ιcιεηt P rεdιctιvε
in minimising Coηtrol
this cost, giving:Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
° °2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ° P rεdιctιvε
° Coηtrol Algs. F ιnαl V εrsιoη.
J c = °− c k−1 °
→ (2.86)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε W Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If the constraints are expressed in terms of − →c k−1 then a QP equivalent to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
that in (2.81)
Gυιllεrmo V αlεηcιαcan be derived,ξff
P αlomo. differing
ιcιεηt Ponly in terms
rεdιctιvε of d.o.f.
Coηtrol parametrisation,
Algs. F ιnαl V εrsιoη.
numerical conditioning, and algebraic conciseness.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.36
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.9 Integral
Gυιllεrmo V αlεηcια P αlomo.action and
ξff ιcιεηt disturbance
P rεdιctιvε Coηtrol Algs. modelling
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In order to account for the mismatch between model and true plant, an un-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
measured disturbance model is commonly employed. The simplest form of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
disturbance model (which was assumed by the Dynamic Matrix Control al-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gorithm (Cutler and Ramarker, 1979)) is additive on the output, and is the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
difference between the current measured output, and the current output pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dicted at the previous time-step. This is adequate for some scenarios, but
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
can have drawbacks. The DMC disturbance model does not make use of ad-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ditional (non-CV) output measurements, that could improve the accuracy of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the disturbance measurement; input disturbances are not modelled well; ad
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
hoc fixes must be introduced for systems with integrating modes; and noise is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
not accounted for optimally (Qin and Badgwell, 2003). A better method for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
approaching disturbance modelling is through the use of optimal estimation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
theory (detailed in (Kwakernaak and Sivan, 1972)). In any case, state-space
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GPC requires knowledge of the internal states of a system: a natural devel-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
opment is to augment the estimator used to estimate the system states with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
extra disturbance states.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2.9.1 VDisturbance
αlεηcια P αlomo.and ξff ιcιεηt
stateP rεdιctιvε
estimationCoηtrol Algs.
with F ιnαl V εrsιoη.
steady-state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Kalman filtering
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gaussian process and measurement noise can generally be assumed (as coloured
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
noise can be represented also by augmenting the estimator with further states),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
resulting in the following revised system model:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
xk+1 = ξff Axιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k + Buk + Bd dk + nx,k
Gυιllεrmo V αlεηcια P αlomo. yk = ξff Cxιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V
k + Cd dk + ny,k
εrsιoη.
(2.87)
Gυιllεrmo V αlεηcια P αlomo. zk = ξff Hyιcιεηt
k
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo d rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where dkVisαlεηcια P αlomo.
a disturbance ξff ιcιεηt
vector, d ∈ RP . Following the guidelines of (Pannocchia
Gυιllεrmo
and Rawlings, 2003) for the specificationrεdιctιvε
V αlεηcια P αlomo. ξff ιcιεηt P Coηtrol Algs.
of the disturbance modelF ιnαl V εrsιoη.
in (2.87), a
Gυιllεrmo V αlεηcια
steady-state Kalman P αlomo. ξffSection
filter (see ιcιεηt PA.2rεdιctιvε Coηtrol Algs.
in the appendices) canFbeιnαl V εrsιoη.
designed
Gυιllεrmo
through V αlεηcια
the choice Pofαlomo.
(Bd , Cξff ιcιεηt
d ) and P rεdιctιvε
noise Coηtrol
covariance Algs.
matrices (RFn ,ιnαl
Qn ) Vbased
εrsιoη.
Gυιllεrmo V αlεηcια
on augmenting the Pstate
αlomo. ξff ιcιεηt
in (2.87) withPdisturbance
rεdιctιvε Coηtrol
states Algs.
d̃: F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια · P αlomo. ¸ ξff· ιcιεηt P rεdιctιvε
¸· ¸ Coηtrol
· ¸ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P x̃k+1
αlomo. ξff A BP
ιcιεηt x̃k Coηtrol
d rεdιctιvε B Algs. F ιnαl V εrsιoη.
= + uk
Gυιllεrmo V αlεηcια P d̃k+1 0 IP rεdιctιvε
αlomo. ξff ιcιεηt 0 Algs.
d̃k Coηtrol F ιnαl V εrsιoη.
| {z } | {z }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2.88)
à · ¸ B̃
Gυιllεrmo V αlεηcια P αlomo. ξff£ ιcιεηt P ¤rεdιctιvε x̃k Coηtrol Algs. F ιnαl V εrsιoη.
y =
Gυιllεrmo V αlεηcια P αlomo. ξff| ιcιεηt C C
{z P }rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k d
d̃k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt C̃ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 37
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The formVof αlεηcια P αlomo. augmented
the disturbance ξff ιcιεηt P steady-state
rεdιctιvε Coηtrol Kalman Algs. F ιnαl
filter is theVsame
εrsιoη.
Gυιllεrmo
as the one V αlεηcια
presented P αlomo.
in Appendix ξff ιcιεηt
A: P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
·
Gυιllεrmo ¸ V αlεηcια
· P αlomo.
¸ ξff ιcιεηt ¸·
· P rεdιctιvε µ · Algs.¸F ιnαl V εrsιoη.
Coηtrol ¶¸
x̃k x̃k−1 L x x̃k−1
Gυιllεrmo = V αlεηcια
à P αlomo.+ B̃uξffk−1 ιcιεηt
+ P rεdιctιvε yk − C̃CoηtrolA Algs. F+ιnαl V εrsιoη.
B̃uk−1
d̃k V αlεηcια
Gυιllεrmo d̃k−1
P αlomo. ξff ιcιεηt L
P d
rεdιctιvε Coηtrol d̃ k−1 F ιnαl V εrsιoη.
Algs.
| {z }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt LP∞rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (2.89)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Estimates (x̃, d̃) can then be used in predictions (for constraint handling) and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the control law. If (C, A) is detectable, and (Bd , Cd ) are chosen such that the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
augmented system (2.88) is detectable, then a stable linear estimator exists.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
System (C̃, A) in (2.88) is detectable if:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
· ¸
Gυιllεrmo V αlεηcια P αlomo. ξffI − ιcιεηt
A −B P rεdιctιvε
d
Coηtrol Algs. F ιnαl V εrsιoη.
rank
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PCrεdιctιvε = n + nd
Coηtrol Algs. F ιnαl V (2.90)
εrsιoη.
C d
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThisVimplies
αlεηcιαthatP αlomo.
the numberξff ιcιεηt P rεdιctιvε Coηtrol
of disturbance states ndAlgs. mustFbe ιnαl
lessV than
εrsιoη.
Gυιllεrmo
or equal Vtoαlεηcια P αlomo.
the number ξff ιcιεηt P rεdιctιvε
of measurements l. If it Coηtrol Algs. Fchosen
is additionally ιnαl V that
εrsιoη.
Gυιllεrmo
nd = l thenV αlεηcια
Ld will Pbeαlomo.
full rank,ξff ιcιεηt
and inP(Pannocchia
rεdιctιvε Coηtrol Algs. F ιnαl
and Rawlings, 2003) V εrsιoη.
it is
Gυιllεrmo
stated thatV αlεηcια
provided P αlomo.
that theξff ιcιεηt P rεdιctιvε
closed-loop system isCoηtrol
stable, Algs. F ιnαl V εrsιoη.
and constraints are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
not active at steady-state, use of an MPC algorithm such as that presented in Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Section 2.7.3 P αlomo.
will result in zero ξffoffset
ιcιεηtinPthe rεdιctιvε Coηtrol
controlled Algs. Kalman
variables. F ιnαl Vfilter
εrsιoη.
Gυιllεrmo V αlεηcια A)
theory (Appendix P αlomo.
can then ξff be
ιcιεηt
usedP to rεdιctιvε
derive aCoηtrol
particularAlgs. gainF ιnαl
to beV used
εrsιoη.
Gυιllεrmo
to combine prior predictions with measurement updates, for which it canεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V be
Gυιllεrmo
assumed Vthatαlεηcια P αlomo. ξff
the separation ιcιεηt Papplies
principle rεdιctιvε Coηtrol
in that Algs. F ιnαl
the estimator V εrsιoη.
dynamics
Gυιllεrmo V αlεηcιαfrom
can be separated P αlomo. ξff ιcιεηt predictions.
the controller P rεdιctιvε Coηtrol Algs. F ιnαl
This formulation hasVbeen
εrsιoη.
Gυιllεrmo
generallyVassumed
αlεηcια P forαlomo. ξff ιcιεηt
this thesis despiteP rεdιctιvε
the fact Coηtrol
there areAlgs. otherFalternatives
ιnαl V εrsιoη.
Gυιllεrmo
such as theV αlεηcια P αlomo.
one presented in ξff ιcιεηtand
(Muske P rεdιctιvε
Badgwell, Coηtrol
2002). Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.9.2 VIncorporation
Gυιllεrmo αlεηcια P αlomo. ξff ofιcιεηt
measuredP rεdιctιvε disturbances
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If measured
Gυιllεrmo disturbances
V αlεηcια P αlomo. areξffpresent
ιcιεηt Pthey can beCoηtrol
rεdιctιvε interpreted
Algs.asF ιnαl
augmented
V εrsιoη.
inputs in a augmented model and Kalman filter which
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V is a small change toεrsιoη.
the
format ofV(2.88,
Gυιllεrmo αlεηcια 2.89):
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
·
Gυιllεrmo V αlεηcια P ·αlomo.
¸ ξff ¸ιcιεηt
· ¸ · ¸ ·Algs. ¸
x̃k+1 A Bdu x̃kP rεdιctιvε B Coηtrol
Bdm uk F ιnαl V εrsιoη.
Gυιllεrmod̃V αlεηcια = P αlomo. ξff ιcιεηt P rεdιctιvε + Coηtrol Algs.
u,k+1 0 I d̃u,k 0 0 dm,k F ιnαl V εrsιoη.
| {z } | {z
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. }
Gυιllεrmo V αlεηcια P £αlomo. Ã ξff · P¸ rεdιctιvε B̃ · Algs. ¸ F ιnαl V (2.91)
¤ ιcιεηt
x̃k £ Coηtrol
¤ uk
εrsιoη.
Gυιllεrmo V αlεηcια yk = P αlomo.
C Cdξff ιcιεηt P rεdιctιvε + 0 Cdm Coηtrol Algs. F ιnαl V εrsιoη.
| {z } d̃ u,k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol | {z } dm,k Algs. F ιnαl V εrsιoη.
C̃ D̃
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
·
Gυιllεrmo ¸V αlεηcια
³ ´ µ ·ξff x̃
P αlomo. ιcιεηt ¸P rεdιctιvε · Coηtrol¸ ¶Algs. F ιnαl V εrsιoη.
x̃k V αlεηcια
Gυιllεrmo P αlomo. ξff k−1
ιcιεηt P rεdιctιvε uk−1
Coηtrol
= I − L∞ C̃ Ã + B̃ + Algs.
+ L∞F(y ιnαl V εrsιoη.
k − Cdm dm,k )
d̃ u,k d̃ u,k−1 d m,k−1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (2.92)
εrsιoη.
Chapter 2.V αlεηcια
Gυιllεrmo Basic principles
P αlomo. of predictive
ξff ιcιεηt P control.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 38
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where dm V αlεηcια
and du Pare αlomo.
measuredξff ιcιεηt
and Punmeasured
rεdιctιvε Coηtrol Algs. Frespectively.
disturbances ιnαl V εrsιoη.
Gυιllεrmo
Note thatV αlεηcια
even thoughP αlomo.
thereξff is ιcιεηt
now a Pdirect
rεdιctιvε Coηtrol Algs.
feed-through matrixF in
ιnαltheV aug-
εrsιoη.
Gυιllεrmo V αlεηcια
mented system, thePcurrent
αlomo. input ξff ιcιεηt P rεdιctιvε
(which is based Coηtrol
upon theAlgs. F ιnαl
current V εrsιoη.
estimated
Gυιllεrmo
state in V αlεηcια
the controlP αlomo.
law) is not ξff ιcιεηt P rεdιctιvε
required Coηtrolfilter
in the revised Algs.equation.
F ιnαl V εrsιoη.
The
Gυιllεrmo
measuredV disturbance
αlεηcια P αlomo.shouldξff beιcιεηt P rεdιctιvε
available Coηtroltime-step.
at the current Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.10 V Conclusions
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo. the
has outlined ξff ιcιεηt
typicalP rεdιctιvε
ingredients Coηtrol Algs. F ιnαl
of a modern V εrsιoη.
state-space
Gυιllεrmo V αlεηcια These
MPC algorithm. P αlomo. ξff ιcιεηthave
ingredients P rεdιctιvε
included Coηtrol
detailsAlgs.
of howF ιnαl V εrsιoη.
prediction
Gυιllεrmo V αlεηcια
is achieved, and how P αlomo.
these are ξff used
ιcιεηtinP arεdιctιvε Coηtrol
cost function to Algs. F ιnαl
penalise V εrsιoη.
deviations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
from desired behaviour. MPC chooses a particular MV trajectory that avoids Algs. F ιnαl V εrsιoη.
Gυιllεrmo
constraintV αlεηcια
violations,P αlomo.
and theξffvehicle
ιcιεηt for
P rεdιctιvε
this choiceCoηtrol Algs.
is a QP. ForF ιnαl V εrsιoη.
state-space
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
MPC, integral action is achieved through disturbance modelling, which can Algs. F ιnαl V εrsιoη.
be
Gυιllεrmo
achieved Vwith
αlεηcια P αlomo.
estimation ξff ιcιεηt
theory. An aP rεdιctιvε Coηtrol
priori stability Algs. Ffor
guarantee ιnαlMPCV εrsιoη.
is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
achieved through infinite prediction horizons such that the optimal cost is a Algs. F ιnαl V εrsιoη.
Gυιllεrmo
LyapunovV function:
αlεηcια Pthisαlomo. ξff ιcιεηt
carries over toPtherεdιctιvε Coηtrol
constrained caseAlgs. F ιnαl
as long V εrsιoη.
as the tail
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
of the optimal trajectory is a feasible choice in subsequent time-steps. Con- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
strained Vstable
αlεηcιαMPC P αlomo. ξff ιcιεηt
can therefore be Papproached
rεdιctιvε Coηtrol Algs. F ιnαl
by a dual-mode V εrsιoη.
scheme in
Gυιllεrmo V αlεηcια
the predictions, P αlomo.
whereby theξff ιcιεηt
first modeP rεdιctιvε
can be used Coηtrol Algs. F ιnαl
for constraint V εrsιoη.
handling
Gυιllεrmo
with the V αlεηcια Pthat
constraint αlomo. ξff ιcιεηt
the state at theP end
rεdιctιvε
of the Coηtrol Algs. Fenters
control horizon ιnαl Vaεrsιoη.
ter-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
minal invariant set, commonly chosen to be the MAS to maximise the solution Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
space, which has theP αlomo.
property ξff that
ιcιεηtconstraints
P rεdιctιvεare Coηtrol Algs. Fonce
not violated ιnαl inV εrsιoη.
this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
set. A terminal cost is also put on the state at the end of the control horizon F ιnαl V εrsιoη.
Gυιllεrmo
which has V αlεηcια
the sameP effect
αlomo.asξff anιcιεηt P rεdιctιvε
infinite predictionCoηtrol
horizon.Algs.
MPC F ιnαl V εrsιoη.
algorithms
Gυιllεrmo V αlεηcια
can incorporate P αlomo.
infinite ξff ιcιεηt
prediction P rεdιctιvε
horizons Coηtrol
and this Algs. Fthrough
is addressed ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
dual-mode paradigm and invariant sets, for which details are given. Finally, Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
it has been shownPthatαlomo. if anξff optimal
ιcιεηt P rεdιctιvε
stabilisingCoηtrol
feedback Algs.
gainF is
ιnαl V εrsιoη.
assumed
Gυιllεrmo
throughoutV αlεηcια
the wholeP αlomo.
infinite ξffprediction
ιcιεηt P rεdιctιvε
horizon Coηtrol Algs. F ιnαlto
then perturbations V εrsιoη.
this
Gυιllεrmo
trajectory at any stage have the same effect as the dual-mode paradigm:V such
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια
a formulation P αlomo.
is good ξff ιcιεηt
for numerical P rεdιctιvε of
conditioning Coηtrol Algs. F ιnαl V εrsιoη.
the problem.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Generally,
Gυιllεrmo V αlεηcιαrecent developments
P αlomo. ξff ιcιεηthave focused on
P rεdιctιvε removing
Coηtrol theFassumptions
Algs. ιnαl V εrsιoη.
made in standard MPC:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pof
• Consideration αlomo.
nonlinear ξff ιcιεηt
models P rεdιctιvε
instead ofCoηtrol Algs. F ιnαl V εrsιoη.
linear models;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Robust
Gυιllεrmo constraint
V αlεηcια P αlomo.satisfaction
ξff ιcιεηtwith uncertain
P rεdιctιvε modelsAlgs.
Coηtrol and unpredictable
F ιnαl V εrsιoη.
disturbances;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
However, this thesis will instead concentrate on computational efficient linear
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC, as there are a number of issues still meriting attention in this area.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Standard algorithms have been presented in this chapter so that details of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
computational issues can be discussed in the literature review of the next
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
chapter.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Literature review
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
presents ξff ιcιεηt
the literature P rεdιctιvε
review Coηtrol
of predictive Algs.with
control F ιnαl V εrsιoη.
emphasis
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
on efficient algorithms in order to identify the key issues for real-time imple-ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
mentations. P αlomo.
The chapter ξff reviewing
starts ιcιεηt P rεdιctιvε Coηtrol
briefly the Algs.
roots of F ιnαlcontrol
predictive V εrsιoη.
Gυιllεrmo
in optimalV αlεηcια
control, Pthis
αlomo. ξff ιcιεηtinPSection
is presented rεdιctιvε Coηtrol
3.1. Then,Algs. F ιnαl3.2,
in Section V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
first predictive control algorithms are summarised in a historical context. F ιnαl V εrsιoη.
In
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Section 3.3, a discussion of the design goals for the real-time implementa- F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
tion of MPC P αlomo.
is given. The ξff
mostιcιεηt P rεdιctιvε
complete CoηtrolofAlgs.
formulation F ιnαlcontrol
predictive V εrsιoη.
Gυιllεrmo
includes Vnonlinear
αlεηcια P αlomo.which
models ξff ιcιεηt
lead Ptorεdιctιvε
nonlinearCoηtrol Algs. Fproblems,
optimisation ιnαl V εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
summary of the most efficient nonlinear optimisation algorithms is presented F ιnαl V εrsιoη.
Gυιllεrmo
in SectionV αlεηcια
3.4. In P αlomo.3.5,
Section ξff ιcιεηt
MPC P rεdιctιvε Coηtrol
algorithms Algs. Ftoιnαl
with potential V εrsιoη.
be imple-
Gυιllεrmo
mented forV αlεηcια P αlomo. ξff
fast applications areιcιεηt P rεdιctιvε
presented, eitherCoηtrol
becauseAlgs.
they F ιnαldirectly
deal V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
with the computational delay that arise from solving on-line the optimisationF ιnαl V εrsιoη.
Gυιllεrmo
problem Vorαlεηcια
becausePof αlomo. ξff ιcιεηt P rεdιctιvε
their computational Coηtrol
simplicity. Algs.inFSection
Finally, ιnαl V εrsιoη.
3.6,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
the conclusions of the chapter are given. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. foundations
3.1 Theoretical ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The development
Gυιllεrmo V αlεηcια of the model
P αlomo. predictive
ξff ιcιεηt controlCoηtrol
P rεdιctιvε is normally
Algs.related
F ιnαl to the
V εrsιoη.
work done
Gυιllεrmo around P
V αlεηcια optimal
αlomo.control problems.
ξff ιcιεηt P rεdιctιvεBetween
Coηtrol them,
Algs.theF ιnαl
topicsV that
εrsιoη.
Lee and Markus (1967) and Fleming and Rishel (1975) dealt with,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. can be
cited: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• TheV existence
Gυιllεrmo αlεηcια Pof solutions
αlomo. to optimal
ξff ιcιεηt controlCoηtrol
P rεdιctιvε problems.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
• Characterisation of optimal solutions (necessary and sufficient Algs. F ιnαl V εrsιoη.
conditions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of optimality).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Lyapunov
Gυιllεrmo V αlεηcια stability of the
P αlomo. ξff optimally controlled
ιcιεηt P rεdιctιvε system.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαfor
• Algorithms P αlomo. ξff ιcιεηt Pofrεdιctιvε
the computation optimal Coηtrol
feedbackAlgs. F ιnαl(where
controllers V εrsιoη.
Gυιllεrmo V αlεηcια
possible). P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Optimal
Gυιllεrmo open-loop
V αlεηcια P αlomo.controls.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

39
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 40
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
From theV αlεηcια
optimal P αlomo.theory,
control ξff ιcιεηt
someP rεdιctιvε
ideas that Coηtrol Algs. to
are central F ιnαl V εrsιoη.
predictive
Gυιllεrmo V αlεηcια
control, were taken.P Twoαlomo. ξff ιcιεηt
of them P rεdιctιvε
are (i) the theory Coηtrol Algs. F ιnαl V εrsιoη.
Hamilton-Jacobi-Bellman
Gυιllεrmo
(dynamicVprogramming)
αlεηcια P αlomo. whichξffgives
ιcιεηt P rεdιctιvε
the necessary Coηtrol
conditions Algs. F ιnαl V εrsιoη.
of optimality and
Gυιllεrmo
provides Va αlεηcια
procedure P αlomo. ξff ιcιεηt
to determine P rεdιctιvε
a feedback CoηtroluAlgs.
controller F ιnαl
= K(x); V εrsιoη.
and, (ii)
Gυιllεrmo V αlεηcια
the maximum P αlomo.
principle that ξff ιcιεηt P
provides rεdιctιvε
the necessaryCoηtrol Algs.for
conditions F ιnαl V εrsιoη.
optimality
Gυιllεrmo
and leadsVtoαlεηcια
computer P αlomo. ξff ιcιεηt
algorithms P rεdιctιvε
to determine Coηtrol Algs.
an open-loop F ιnαl
optimal V εrsιoη.
controller

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
u given an initial state x0 . Other seminal ideas in the literature that underly F ιnαl V εrsιoη.
Gυιllεrmo
predictiveV αlεηcια
control are P αlomo. ξff ιcιεηt P rεdιctιvε
linear programming (Zadeh Coηtrol
and Whalen,Algs.1962)
F ιnαlandV εrsιoη.
the
Gυιllεrmo
receding Vhorizon
αlεηcιαconcept
P αlomo. ξff ιcιεηt
which P rεdιctιvε
was proposed by Coηtrol Algs. Finιnαl
Propoi (1963) the Vopen-
εrsιoη.
Gυιllεrmo V αlεηcια
loop optimal P αlomo.
feedback, widelyξffused
ιcιεηtin P rεdιctιvε
the 70’s. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Solving P αlomo.
an infinite ξff ιcιεηt
horizon, P rεdιctιvε
open-loop, Coηtrol
optimal Algs.
control F ιnαl V
problem is εrsιoη.
not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
usually practical, especially on-line. Instead, what the predictive controller F ιnαl V εrsιoη.
Gυιllεrmo
basically Vdoes
αlεηcια is toP solve
αlomo. ξff ιcιεηt P
a standard rεdιctιvε
optimal Coηtrol
control Algs. but
problem F ιnαl V εrsιoη.
with one
Gυιllεrmo V αlεηcιαthe
main difference: P αlomo.
optimalξffcontrol
ιcιεηt P rεdιctιvε
problem Coηtrol
needs Algs.
a finite F ιnαlhorizon
control V εrsιoη.
Gυιllεrmo V αlεηcια
and not infinite P αlomo.
(like ξff ιcιεηt
in the case of the P rεdιctιvε
linear Coηtrol
optimal controlAlgs. F ιnαlHV εrsιoη.
problems 2 and
Gυιllεrmo
H∞ ). MPC V αlεηcια
solves Ptheαlomo. ξff ιcιεηt
optimal control P rεdιctιvε Coηtrol
on-line where the Algs.
initialFstate
ιnαl Visεrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
actual state of the plant rather than solving an off-line feedback policy (which F ιnαl V εrsιoη.
Gυιllεrmo
provides Voptimal
αlεηcιαcontrol
P αlomo. ξffthe
for all ιcιεηt P rεdιctιvε
states). Coηtrol
The on-line Algs.isFobtained
solution ιnαl V εrsιoη.
by
Gυιllεrmo
solving anV αlεηcια
open-loop P αlomo.
optimalξff ιcιεηt problem
control P rεdιctιvε Coηtrol
in which theAlgs.
initialF state
ιnαl Visεrsιoη.
the
Gυιllεrmo V αlεηcια
current state of thePsystem
αlomo.being
ξff ιcιεηt P rεdιctιvε
controlled; Coηtrol
this is Algs. F ιnαl
a mathematical V εrsιoη.
program-
Gυιllεrmo V αlεηcια
ming problem. P αlomo. the
Determining ξff ιcιεηt
feedbackP rεdιctιvε
solution,Coηtrol Algs.hand,
on the other F ιnαlrequires
V εrsιoη.
Gυιllεrmo V αlεηcια
solution of P αlomo. ξff ιcιεηt P rεdιctιvε
the Hamilton-Jacobi-Bellman (Dynamic Coηtrol Algs. F ιnαl
Programming) V εrsιoη.
differential
Gυιllεrmo
or difference equation, a vastly more difficult task. From this point ofVview,
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια
MPC differs P αlomo.
from other ξff ιcιεηt
control methodsP rεdιctιvε
merely in Coηtrol Algs. F ιnαl V εrsιoη.
its implementation. The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
requirement that the open-loop optimal control problem be solvable in a rea- Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
sonable time P αlomo.
(compared withξffplant
ιcιεηtdynamics)
P rεdιctιvε Coηtrol Algs.
necessitates, F ιnαlthe
however, V εrsιoη.
use
Gυιllεrmo V αlεηcια
of a finite horizon. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.2 The process control literature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
One of the
Gυιllεrmo first predictive
V αlεηcια P αlomo. controllers
ξff ιcιεηtwas presentedCoηtrol
P rεdιctιvε by Richalet
Algs.etFal. (1978);
ιnαl it
V εrsιoη.
was called Model Predictive Heuristic Control and later known
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. as Model Algo-
rithm Control
Gυιllεrmo V αlεηcια(MAC). This algorithm
P αlomo. ξff ιcιεηt P uses a dynamic
rεdιctιvε process
Coηtrol Algs.model
F ιnαl obtained
V εrsιoη.
from an impulse
Gυιllεrmo V αlεηcια response
P αlomo. to predict
ξff ιcιεηtthePeffect of theCoηtrol
rεdιctιvε future input
Algs. signals,
F ιnαl Vinεrsιoη.
the
manipulated variables, over the controlled variables. This algorithm
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. was suc-
cessfully Vapplied
Gυιllεrmo αlεηcια to Pa αlomo.
fluid catalytic
ξff ιcιεηtcracking unit, Coηtrol
P rεdιctιvε a main fractionator
Algs. F ιnαlcolumn,
V εrsιoη.
a power plant generator and a poly-vinyl chloride plant.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PCutler
Independently αlomo. andξffRamarker
ιcιεηt P rεdιctιvε Coηtrol Algs.
(1979), engineers F ιnαl
from Shell V εrsιoη.
Oil, pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
sented the algorithm known as Dynamic Matrix Control (DMC). The controller Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
used a step response P αlomo.
model ofξfftheιcιεηt P rεdιctιvε
process Coηtrol Algs.
for the predictions andFtheιnαlapplica-
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff
tion was to a furnace temperature control.ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
These algorithms were heuristic and represent the first generation of pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 41
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PBoth
dictive controllers. αlomo. ξff ιcιεηt
of them report P rεdιctιvε Coηtrol Algs.
large improvements F ιnαlofVcons-
in profit εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
trained multivariable ξff ιcιεηt
industrial P rεdιctιvε
applications, butCoηtrol Algs.
since the F ιnαlused
models V εrsιoη.
to
Gυιllεrmo
representVtheαlεηcια P αlomo.
process were fromξff ιcιεηt P rεdιctιvε
an impulse Coηtrol
response and a Algs. F ιnαl Vthese
step response εrsιoη.
Gυιllεrmo
algorithmsV αlεηcια
could onlyP αlomo. ξff ιcιεηt
deal with stablePopen-loop
rεdιctιvε plants.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
On the other hand, according to Garcı́a et al.Coηtrol
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε (1989),Algs. F ιnαl
academic V εrsιoη.
research
Gυιllεrmo V αlεηcια
in this area startedP αlomo. ξff ιcιεηt
with adaptive P rεdιctιvε
ideas. Some Coηtrol Algs. F ιnαl
early academic V εrsιoη.
approaches
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
where Predictor-Based Self-Tuning Control (Peterka, 1984), Extended Horizon F ιnαl V εrsιoη.
Gυιllεrmo
AdaptiveV Control
αlεηcια (Ydstie,
P αlomo.1984),
ξff ιcιεηt P rεdιctιvε
Multistep Coηtrol Algs.
Multivariable F ιnαlControl
Adaptive V εrsιoη.
Gυιllεrmo
(Greco etV al.,
αlεηcια
1984)P and
αlomo. ξff ιcιεηt
Extended P rεdιctιvε
Prediction SelfCoηtrol
AdaptiveAlgs. F ιnαl(Keyser
Control V εrsιoη.
Gυιllεrmo V αlεηcια
and Cuawenberghe, 1985).P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Some
Gυιllεrmo years later
V αlεηcια in (Clarke
P αlomo. et al.,P 1987a;
ξff ιcιεηt rεdιctιvε Clarke et al.,
Coηtrol 1987b)
Algs. theVGen-
F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlideas
eralized Predictive Control (GPC) was presented, which uses some of
V εrsιoη.
the generalized
Gυιllεrmo V αlεηcια minimum
P αlomo. variance control
ξff ιcιεηt (ClarkeCoηtrol
P rεdιctιvε and Gawthrop, 1979)
Algs. F ιnαl and
V εrsιoη.
nowadays is one of the most popular predictive control algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. in academia.
This controller
Gυιllεrmo V αlεηcια usesPaαlomo.
CARIMA (Controlled
ξff ιcιεηt Auto-Regressive
P rεdιctιvε Coηtrol Algs. Integrated
F ιnαl VMov-
εrsιoη.
ing Average) model to predict the output of the process and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. has the char-
acteristicV that
Gυιllεrmo αlεηcιαcould be adaptable
P αlomo. ξff ιcιεηtusing a recursive
P rεdιctιvε leastAlgs.
Coηtrol square parameter
F ιnαl V εrsιoη.
estimator.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThereV αlεηcια
is anotherP αlomo. ξff ιcιεηt
formulation that P rεdιctιvε
has Coηtrol
had success Algs.
in the F ιnαl
process V εrsιoη.
industry:
Gυιllεrmo V αlεηcια
the Predictive P αlomo.
Functional ξff ιcιεηt
Controller P rεdιctιvε
(PFC) Coηtrol
developed Algs. F1993).
in (Richalet, ιnαl V This
εrsιoη.
Gυιllεrmo
controllerV uses
αlεηcια P αlomo.optimisation
a simplified ξff ιcιεηt P rεdιctιvε
procedureCoηtrol
by onlyAlgs.
taking F ιnαl V εrsιoη.
a subset of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
points of the control horizon (coincidence points), making with this a faster F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
calculation P αlomo.
of the control ξff ιcιεηt
input. Another P rεdιctιvε Coηtrol
characteristic Algs.
of this F ιnαl Visεrsιoη.
algorithm the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
use of basis functions to structure the control signal that allows the controller F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαsetpoints.
to track different P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally, predictive control has been also formulated in state-space (e.g.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Morari, 1994) which is a unified methodology to understand and generalize the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC algorithms. This formulation allows a systematic study of the properties
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of the systems in closed-loop from the point of view of the optimal control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In addition, the MPC formulated in the state-space can be extended to the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nonlinear case.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
There
Gυιllεrmo are a lotPof
V αlεηcια applications
αlomo. of P
ξff ιcιεηt predictive
rεdιctιvεcontrol
CoηtrolinAlgs.
the industry,
F ιnαl Vmost
εrsιoη.
in the petrochemical market (Qin and Badgwell, 2003) but there
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. are also ap-
plications in chemical processes, aerospace, pulp and paper, metallurgy,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. etc.
An excellent
Gυιllεrmo surveyPof
V αlεηcια MPC addressed
αlomo. ξff ιcιεηt Ptorεdιctιvε
industryCoηtrol
personnel withFexpertise
Algs. in
ιnαl V εrsιoη.
control can
Gυιllεrmo be also Pfound
V αlεηcια αlomo.in (Rawlings,
ξff ιcιεηt P 2002).
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
BooksV αlεηcια
of MPCP(Maciejowski,
αlomo. ξff ιcιεηt2002;PRossiter,
rεdιctιvε2003;
Coηtrol Algs. and
Camacho F ιnαl V εrsιoη.
Bordons,
Gυιllεrmo
2004) canVbe αlεηcια
found P αlomo.
and ξff ιcιεηt
different versions P rεdιctιvε Coηtrol
of a complete MPCAlgs. F ιnαl
toolbox haveVbeen
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
r P rεdιctιvε Coηtrol Algs.
available since 1998 for Maltlab (Morari et al., 2008b), showing the interest F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
of the academic P αlomo. ξff
community ιcιεηt
in this P rεdιctιvε
field. Coηtrol
This toolbox Algs. F ιnαl
incorporates V εrsιoη.
different
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
model representations, the ability of constraints handling and the extension F ιnαl V εrsιoη.
to
Gυιllεrmo V αlεηcια
the multivariable case. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 42
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3 Real-time
Gυιllεrmo V αlεηcια P αlomo. implementation
ξff ιcιεηt P rεdιctιvε Coηtrolchallenges
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The success of the early industrial and heuristic predictive controllers moti-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vated the research interest in the academic community that has developed
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
different controllers to overcome particular theoretical issues. Now, there are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
successful theoretical results and several approaches of predictive controllers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
but just few of them are proved experimentally and almost none exploited com-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mercially despite all the proved benefits they could bring. This section presents
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
five aspects that should be covered when designing an MPC controller. These
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
aspects have direct impact on implementation since together determine the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
performance and complexity of the controller. The challenge relies in choosing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the best balance according to the application needs.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3.3.1 VStability
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
One of the V αlεηcια P αlomo. aims
most important ξff ιcιεηt P rεdιctιvε
is obviously Coηtrola Algs.
to obtain F ιnαl
controller V εrsιoη.
that sta-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
bilises the system according to some stability measure. MPC algorithms should F ιnαl V εrsιoη.
Gυιllεrmo
incorporateV αlεηcια
measuresP αlomo. ξff ιcιεηt Precursive
that guarantee rεdιctιvεfeasibility
Coηtrol Algs. F ιnαl V in
and stability εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
sense relevant to the control problem they aim to solve, i.e. stabilization, track- V εrsιoη.
Gυιllεrmo V αlεηcια rejection.
ing or disturbance P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3.2 VFeasibility
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For MPCValgorithms
Gυιllεrmo that areξff
αlεηcια P αlomo. guaranteed to be recursively
ιcιεηt P rεdιctιvε Coηtrol feasible,
Algs. F the
ιnαlfeasible
V εrsιoη.
set is equal to the set of initial states for which the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. problem
is initially
Gυιllεrmo feasible.P αlomo.
V αlεηcια Typically, this isPalso
ξff ιcιεηt the region
rεdιctιvε Coηtrol forAlgs.
whichF ιnαl
stability is
V εrsιoη.
guaranteed. Consequently, another important aim is to obtain a feasible
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. region
that is asVlarge
Gυιllεrmo as possible.
αlεηcια P αlomo.However,
ξff ιcιεηtincorporating stabilityAlgs.
P rεdιctιvε Coηtrol measures typically
F ιnαl V εrsιoη.
significantly
Gυιllεrmo reducesP αlomo.
V αlεηcια the size ξff
of ιcιεηt
the feasible region.Coηtrol
P rεdιctιvε On theAlgs.
otherFhand,
ιnαl Vlarger
εrsιoη.
values of n result
Gυιllεrmo V αlεηcια
u in a larger feasible region, although to a finite limit.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3.3 Optimality
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC controllers are used when the constraints play a determinant role in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the control problem and as such, typically, improves the obtainable control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
performance significantly compared to the unconstrained case. However, when
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
operating in regions away from the constraints, it is desirable that the MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
controller closely achieves an optimal unconstrained controller behaviour, e.g.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
an LQR controller. Typically more optimal terminal control laws (e.g. the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LQR-optimal) lead to relatively small feasible regions, whereas large feasible
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
regions typically correspond to suboptimal terminal controllers. Another way
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of improving optimality is increasing the degrees of freedom nu .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 43
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3.4 VComputational
Gυιllεrmo αlεηcια P αlomo. ξffcomplexity
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Maybe the
Gυιllεrmo most important
V αlεηcια P αlomo. issue for a Preal-time
ξff ιcιεηt rεdιctιvεcontroller is the F
Coηtrol Algs. computation
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vtoεrsιoη.
time: the optimisation problem has to be solved on-line and in order be
implemented
Gυιllεrmo in practice,
V αlεηcια it has
P αlomo. ξfftoιcιεηt
be done in a timeCoηtrol
P rεdιctιvε determined by F
Algs. the sampling
ιnαl V εrsιoη.
period ofV the
Gυιllεrmo application.
αlεηcια P αlomo. Due the high
ξff ιcιεηt quantity
P rεdιctιvε of numerical
Coηtrol operations,
Algs. F ιnαl V εrsιoη.
accumulated
Gυιllεrmo errors Pcan
V αlεηcια easilyξff
αlomo. arise and,Pwith
ιcιεηt that, Coηtrol
rεdιctιvε a degradation
Algs. of the process
F ιnαl V εrsιoη.
performance
Gυιllεrmo (Findeisen
V αlεηcια and ξff
P αlomo. Allgower,
ιcιεηt P 2004).
rεdιctιvε Therefore, the computational
Coηtrol Algs. F ιnαl V εrsιoη.
efficiencyVof
Gυιllεrmo the algorithm
αlεηcια P αlomo.inξffthis aspect
ιcιεηt becomes Coηtrol
P rεdιctιvε critical when
Algs. the controller
F ιnαl V εrsιoη.
is being Vdesigned.
Gυιllεrmo αlεηcια PComputational
αlomo. ξff ιcιεηt complexity
P rεdιctιvεisCoηtrol
mainly Algs.
determined
F ιnαl by the
V εrsιoη.
number of
Gυιllεrmo optimisation
V αlεηcια variables,
P αlomo. the Pnumber
ξff ιcιεηt rεdιctιvεof Coηtrol
constraints andFthe
Algs. ιnαlclass of
V εrsιoη.
optimisation problems. The number of constraints increases proportional
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to n y
and the number
Gυιllεrmo V αlεηcια of Poptimisation variables
αlomo. ξff ιcιεηt increases
P rεdιctιvε proportional
Coηtrol Algs. Ftoιnαl
nu , Vwhich
εrsιoη.
obviouslyV limits
Gυιllεrmo αlεηcια thePlength
αlomo.ofξffthe horizon
ιcιεηt that canCoηtrol
P rεdιctιvε be chosen.
Algs.Therefore, it is
F ιnαl V εrsιoη.
obvious that
Gυιllεrmo there P
V αlεηcια isαlomo.
a clear ξff
trade-off
ιcιεηt between
P rεdιctιvεcomputational
Coηtrol Algs. complexity and
F ιnαl V εrsιoη.
the two previous
Gυιllεrmo V αlεηcιαdesign goals:ξfffeasibility
P αlomo. and optimality.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.3.5 VRobustness
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally, another
Gυιllεrmo V αlεηcια important
P αlomo.aim ξffof MPCP controller
ιcιεηt design isAlgs.
rεdιctιvε Coηtrol its robustness
F ιnαl V with
εrsιoη.
respect to differences between the prediction model and the plant
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. model and
robustness
Gυιllεrmo with respect
V αlεηcια to external
P αlomo. ξff ιcιεηtdisturbances
P rεdιctιvεthat act upon
Coηtrol Algs.theF ιnαl
system. As
V εrsιoη.
with stability properties, adding mechanisms to improve robustness
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. result in
more complex
Gυιllεrmo optimisation
V αlεηcια P αlomo. problems.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4 Nonlinear
Gυιllεrmo V αlεηcια P αlomo. predictive control
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
NonlinearV αlεηcια
predictive P αlomo.
control ξff ιcιεηt Pisrεdιctιvε
(NMPC), motivatedCoηtrol
by theAlgs. F ιnαl of
possibility V εrsιoη.
im-
Gυιllεrmo
proving theV αlεηcια
qualityPofαlomo. ξff ιcιεηt and
the predictions P rεdιctιvε
thereforeCoηtrol Algs. F ιnαl
the optimality of theV con-
εrsιoη.
Gυιllεrmo V αlεηcια
trol. Different types P αlomo.
of modelsξff ιcιεηt
can bePused:
rεdιctιvε Coηtrol
empirical Algs. (input-output
models F ιnαl V εrsιoη.
Gυιllεrmo
models, Voterra models, neural networks), fundamental modelsFor
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ιnαl V εrsιoη.
grey-box
Gυιllεrmo
models. VSometimes
αlεηcια Pfinding
αlomo. theξff ιcιεηt
suitable P rεdιctιvε
nonlinearCoηtrol
model may Algs.beFdifficult,
ιnαl V εrsιoη.
its
Gυιllεrmo
not clearV which
αlεηcια P αlomo.
type of modelξff ιcιεηt P rεdιctιvε
represents Coηtrol
the process Algs. Furthermore,
better. F ιnαl V εrsιoη.
Gυιllεrmo
when theVmodel
αlεηcια of Pthe
αlomo.
processξffisιcιεηt P rεdιctιvε
considered Coηtrol
nonlinear the Algs. F ιnαl Vprob-
optimisation εrsιoη.
Gυιllεrmo
lem is alsoV αlεηcια
nonlinear P αlomo. ξff ιcιεηt
and possibly P rεdιctιvεincreasing
non-convex Coηtrol Algs. F ιnαl V εrsιoη.
the complexity of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
the problem with no guarantee to find neither a feasible nor optimal solution F ιnαl V εrsιoη.
Gυιllεrmo
(Morari andV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Lee, 1999).
Gυιllεrmo
Some V αlεηcια
efficient P αlomo. ξff
algorithm ιcιεηt Ptorεdιctιvε
methods overcomeCoηtrol Algs.
difficulties F ιnαl V with
associated εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the optimisation problems can be divided in the following areas (Cannon, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2004): V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Direct optimisation methods.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 44
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
• Euler-Lagrange ξff ιcιεηt P rεdιctιvε Coηtrol
and Hamilton-Jacobi-Bellman (HJB)Algs. F ιnαl V εrsιoη.
approaches.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Cost
Gυιllεrmo and constraint
V αlεηcια P αlomo. approximation.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
• Re-parametrisation ξff ιcιεηt
of the degrees P rεdιctιvε
of freedom. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As stated before, no matter which method is used, it should also ensure
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
stability and robustness. In (Mayne et al., 2000) it is concluded that theory
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
on stability of nonlinear predictive control has now reached a relative mature
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
stage; but in robustness, the progress has not been so dramatic, the problem
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
now has been studied and is well understood: the proposed solutions are con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ceptual controllers that work in principle but are too complex to implement in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
practice. The next subsections present a brief overview of these optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
methods exposing the advantages and drawbacks of them.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3.4.1 VDirectαlεηcια Poptimisation
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
These methods P αlomo.
adapt ξff ιcιεηtProgramming
the Nonlinear P rεdιctιvε Coηtrol
algorithm Algs. F ιnαl
to the V εrsιoη.
Nonlinear
Gυιllεrmo V αlεηcια
MPC receding P αlomo.
horizon ξff ιcιεηt
problem. TheseParerεdιctιvε Coηtrol
variations Algs. F ιnαl
of Sequential V εrsιoη.
Quadratic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Programming (SQP) applied (i) sequentially, where the predicted trajectories Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
of the model P αlomo.inξff
are calculated ιcιεηt
each P rεdιctιvε
sampling Coηtrol
time; (ii) Algs. F ιnαl V
or simultaneously, εrsιoη.
where
Gυιllεrmo
the systemV αlεηcια P αlomo.
state is treated as ξff
an ιcιεηt P rεdιctιvε
optimisation Coηtrol
variable and theAlgs. F ιnαl
model V εrsιoη.
dynamics
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
is included as a constraint. Convergence to a globally optimal solution cannot F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
be guaranteed sincePoptimisation
αlomo. ξff ιcιεηt
may endP rεdιctιvε
in any ofCoηtrol Algs.locally
the multiple F ιnαloptimal
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
solutions and this has implications for closed-loop stability. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
These methods can be classified in:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
SequentialV αlεηcια
modelP approach.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This method
Gυιllεrmo (also Pknown
V αlεηcια αlomo.asξff single
ιcιεηtshooting)
P rεdιctιvε eliminates
Coηtrol the Algs.states from
F ιnαl the
V εrsιoη.
optimisation problem putting them as a function of the future
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. input signal
which is substituted
Gυιllεrmo V αlεηcια Pin the objective
αlomo. ξff ιcιεηtand the terminal
P rεdιctιvε constraints.
Coηtrol Algs. FTheιnαlsystem
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlsample
equation and the optimisation problem are treated sequentially each V εrsιoη.
time and, with an adequate modification of the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. problem, it is
equivalent
Gυιllεrmo to a successive
V αlεηcια P αlomo.linearization strategy. Coηtrol
ξff ιcιεηt P rεdιctιvε The principal
Algs. Fdrawback of
ιnαl V εrsιoη.
this method is that the state predictions may be far from
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the desired tra-
jectory for
Gυιllεrmo poor initial
V αlεηcια guesses
P αlomo. ξffmaking
ιcιεηt Pthe the algorithm
rεdιctιvε Coηtrolnumerically
Algs. F ιnαl unstable
V εrsιoη.
especiallyV for
Gυιllεrmo unstable
αlεηcια open-loop
P αlomo. modelPdynamics
ξff ιcιεηt rεdιctιvε (Diehl
Coηtrol et Algs.
al., 2005).
F ιnαlFurther-
V εrsιoη.
more, the effect of eliminating the states of the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. problem results
in non-sparse
Gυιllεrmo gradient
V αlεηcια and Hessian
P αlomo. matrices,
ξff ιcιεηt therefore
P rεdιctιvε Coηtrolthe computational
Algs. F ιnαl V loadεrsιoη.
3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtu P rεdιctιvε Coηtrol Algs. nFu ιnαl
becomes heavier approximately as (n ) (Fletcher, 1987), where are the de-
V εrsιoη.
grees of freedom
Gυιllεrmo V αlεηcια ofPthe optimisation
αlomo. ξff ιcιεηtproblem.
P rεdιctιvε This result makes
Coηtrol Algs. Fthis
ιnαlsolution
V εrsιoη.
method unattractive
Gυιllεrmo for controlling
V αlεηcια P αlomo. large-scale
ξff ιcιεηt P rεdιctιvε systems.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 45
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Simultaneous P αlomo.
model ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
approach.
Gυιllεrmo V αlεηcια P αlomo.
The simultaneous model approach ξff ιcιεηt P rεdιctιvε
overcomes theCoηtrol
problems Algs. F ιnαl in
presented V εrsιoη.
the
Gυιllεrmo
sequentialV αlεηcια P αlomo. by
model approach ξff maintaining
ιcιεηt P rεdιctιvε Coηtrol
the future Algs. sequence
control F ιnαl V εrsιoη.
and
Gυιllεrmo
the statesV αlεηcια P αlomo.
predictions in the ξff ιcιεηt P rεdιctιvε
optimisation problem Coηtrol Algs. with
and dealing F ιnαlit Vinεrsιoη.
its
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
original form: the model system equations are solved simultaneously with the F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
optimisation P αlomo.
problem. As aξff ιcιεηtofPthis,
result rεdιctιvε Coηtrol of
the number Algs.
the Foptimisation
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
variables increases but the Hessian has a favorable structure (almost Algs. F ιnαl Vblock
εrsιoη.
Gυιllεrmo
diagonal)V to
αlεηcια P αlomo.
be solved and ξff
theιcιεηt P rεdιctιvε
nonlinearity Coηtrol
of the Algs.
system F ιnαl
model V εrsιoη.
could be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
better controlled even if it is unstable (Diehl et al., 2005). Moreover, due theF ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια more
Hessian structure, P αlomo. ξff ιcιεηt
effective sparsePfactorization
rεdιctιvε Coηtrol Algs.
routines F ιnαl V εrsιoη.
are available and
Gυιllεrmo
therefore,V the
αlεηcια P αlomo. ξff
computational loadιcιεηt P rεdιctιvε
varies Coηtrol
linearly along theAlgs. F ιnαlhorizon
prediction V εrsιoη.
Gυιllεrmo V αlεηcια
ny , making P αlomo.
this approach ξff ιcιεηt
more P rεdιctιvε
attractive to controlCoηtrol Algs. systems.
large-scale F ιnαl V εrsιoη.
The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
initial guess for the simultaneous model approach does not need to satisfy the F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
constraints but earlyP αlomo. ξff ιcιεηt
termination P rεdιctιvε
strategies cannot Coηtrol
be usedAlgs.
sinceFthey
ιnαl doV εrsιoη.
not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
always maintain a feasible solution in each iteration. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4.2 VEuler-Lagange
Gυιllεrmo αlεηcια P αlomo. ξff and
ιcιεηtHamilton-Jacobi-Bellman
P rεdιctιvε Coηtrol Algs. F ιnαl V (HJB)
εrsιoη.
Gυιllεrmo Vapproaches
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαstrategy
The conventional P αlomo.of ξff ιcιεηt
direct P rεdιctιvεisCoηtrol
optimisation Algs.
attractive dueFits
ιnαl
wideV εrsιoη.
ap-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
plicability and transparency. Nevertheless, it generally requires an infinite F ιnαl V εrsιoη.
Gυιllεrmo
number of V αlεηcια
degrees ofP αlomo.
freedomξff andιcιεηt P rεdιctιvε
consequently Coηtrol
a large Algs.ofFiterations
number ιnαl V εrsιoη.
in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
the optimisation. Alternatively, Euler-Lagange and Hamilton-Jacobi-Bellman F ιnαl V εrsιoη.
Gυιllεrmo
approachesV αlεηcια P αlomo.
use on-line ξff ιcιεηt
searches P rεdιctιvε
of numerical Coηtrol
solutions Algs. F control
to optimal ιnαl V εrsιoη.
for-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
mulation of the NMPC receding horizon problem. The NMPC problem for- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
mulationVisαlεηcια
normallyP αlomo.
done inξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
continuous-time.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια approach.
Euler-Lagrange P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The search is done by the use of a Hamiltonian function in a iterative algorithm.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The first order necessary conditions for the minimisation are given in (Bryson
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and Ho, 1975). This algorithm can be implemented using discrete-time formu-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
lation based on finite-difference approximation of the necessary conditions for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the minimisation (Ohtsuka and Fuji, 2004); this formulation does not consider
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
inequality constraints but is possible to extend the algorithm. The stabil-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ity of receding horizon control law can be guaranteed using a terminal state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
constraint (Cannon et al., 2008).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Hamilton-Jacobi-Bellman (HJB) approach.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A Hamilton-Jacobi-Bellman
Gυιllεrmo V αlεηcια P αlomo. ξff equation
ιcιεηt P isrεdιctιvε
created using
CoηtroltheAlgs.
cost function, and
F ιnαl V εrsιoη.
the optimal input is obtained from the solution of this equation.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. The major
disadvantage
Gυιllεrmo is thePcomputational
V αlεηcια αlomo. ξff ιcιεηt load and the high
P rεdιctιvε quantities
Coηtrol Algs. Fofιnαl
dataV that
εrsιoη.
must be V
Gυιllεrmo stored andPrecovered
αlεηcια αlomo. ξffon-line
ιcιεηt for the computation
P rεdιctιvε of the Fsolution.
Coηtrol Algs. ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 46
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4.3 VCost
Gυιllεrmo αlεηcια and constraint
P αlomo. ξff ιcιεηt approximation
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In order Vtoαlεηcια
Gυιllεrmo reduce Pthe computation
αlomo. ξff ιcιεηttime for the Coηtrol
P rεdιctιvε minimisation
Algs. problem, the
F ιnαl V εrsιoη.
optimisation is reduced to a level less or comparable to a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. quadratic or linear
problem Vatαlεηcια
Gυιllεrmo the expenseP αlomo. of suboptimality. This is done
ξff ιcιεηt P rεdιctιvε Coηtrolby determining
Algs. F ιnαloff-line
V εrsιoη.
approximations
Gυιllεrmo V αlεηcια of P
the feasible
αlomo. ξffregions
ιcιεηt Pofrεdιctιvε
the optimisation
Coηtrol Algs.variables andV εrsιoη.
F ιnαl cost
approximations;
Gυιllεrmo V αlεηcια and feasible ξff
P αlomo. setsιcιεηt
to bePused in combination
rεdιctιvε Coηtrol Algs. withFcost
ιnαlbounds
V εrsιoη.
corresponding
Gυιllεrmo to partitions
V αlεηcια P αlomo. ofξffstate-space determined
ιcιεηt P rεdιctιvε off-line.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Affine Difference P αlomo.
Inclusionξff ιcιεηt
(ADI)Prepresentations
rεdιctιvε Coηtrol of Algs. F ιnαlsimplify
the model V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the constructions of invariables or reachable sets. The procedures to compute Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
linear model P αlomo.
sets exist ξffu)
if f (x, ιcιεηt
is atPleast
rεdιctιvε
twiceCoηtrol Algs. Fwith
differentiable ιnαlrespect
V εrsιoη.
Gυιllεrmo V αlεηcια
to x, u (Bacic P αlomo.
et al., 2003a).ξffAnother
ιcιεηt P alternative
rεdιctιvε Coηtrol Algs. F ιnαl
is to introduce V εrsιoη.
degrees of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
freedom in the predictions as perturbations on a fixed-term state feedback Algs. F ιnαl V εrsιoη.
law
Gυιllεrmo
u = K(x)V andαlεηcια
thenPdetermine
αlomo. ξffanιcιεηt P rεdιctιvε
invariable set forCoηtrol
the model Algs. F ιnαl
state V εrsιoη.
augmented
Gυιllεrmo
by the vector of degrees of freedom in the predictions (Kouvaritakis V
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl etεrsιoη.
al.,
Gυιllεrmo V αlεηcια P
1999b; Cannon et al., 2001).αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.4.4 VRe-parametrisation
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηtof the degrees
P rεdιctιvε Coηtrolof Algs.freedom
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The standard
Gυιllεrmo predictive
V αlεηcια P αlomo. control algorithm
ξff ιcιεηt uses the
P rεdιctιvε value Algs.
Coηtrol of the Ffuture
ιnαl Vinput
εrsιoη.
signal as degrees of freedom for the optimisation. The MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. tuning is subject
to a compromise
Gυιllεrmo V αlεηcιαbetween
P αlomo.performance
ξff ιcιεηt P and the size
rεdιctιvε of theAlgs.
Coηtrol stabilizable
F ιnαl Vset of
εrsιoη.
future input
Gυιllεrmo moves,Psince
V αlεηcια αlomo. short
ξff horizons make theCoηtrol
ιcιεηt P rεdιctιvε optimisation
Algs.algorithm less
F ιnαl V εrsιoη.
expensiveV in
Gυιllεrmo computational
αlεηcια P αlomo. load termsPbut
ξff ιcιεηt poor inCoηtrol
rεdιctιvε performance
Algs. F and
ιnαlresult in
V εrsιoη.
small stabilizable
Gυιllεrmo V αlεηcιαinitial
P αlomo. conditions
ξff ιcιεηtsets. To avoid Coηtrol
P rεdιctιvε this trade-off
Algs. the input
F ιnαl and
V εrsιoη.
the stateVpredictions
Gυιllεrmo αlεηcια P αlomo. can be ξff parameterised
ιcιεηt P rεdιctιvε in terms of the
Coηtrol predicted
Algs. F ιnαl trajec-
V εrsιoη.
tory under
Gυιllεrmo given feedback
V αlεηcια P αlomo.laws, e.g. interpolation
ξff ιcιεηt betweenAlgs.
P rεdιctιvε Coηtrol fixedFcontrol
ιnαl V laws
εrsιoη.
(Kouvaritakis
Gυιllεrmo et al.,P αlomo.
V αlεηcια 1998; Bloemen
ξff ιcιεηt et Pal., 2002). Coηtrol Algs. F ιnαl V εrsιoη.
rεdιctιvε
Gυιllεrmo V αlεηcια
Additional P αlomo.
degrees ξff ιcιεηt
of freedom canPberεdιctιvε Coηtrol
introduced Algs.
in the F ιnαlhorizon
receding V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
optimisation as proposed in (Magni et al., 2001). This approach considers Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the predicted inputs P αlomo. ξff ιcιεηt
over a horizon of Pnrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
c samples as degrees of freedom, then
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
switches to an auxiliary control law for the remainderP rεdιctιvε Coηtrolof aAlgs. F ιnαlhorizon
prediction V εrsιoη.
Gυιllεrmo
of lengthVnαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
p > nc invoking the terminal constraint after np steps ahead (rather
Gυιllεrmo
than nc ).V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5 Efficient MPC algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Control systems
Gυιllεrmo V αlεηcιαusingP αlomo.the optimisation algorithms
ξff ιcιεηt P rεdιctιvε presented
Coηtrol Algs.inF Section 3.4
ιnαl V εrsιoη.
have in general
Gυιllεrmo V αlεηcια high performance
P αlomo. ξff ιcιεηt because they Coηtrol
P rεdιctιvε consider Algs.
a complete
F ιnαl model
V εrsιoη.
of the plant. Nevertheless, for a large range of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl applications and real-time
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vselec-
platforms they still are unrealistic. This section presents a review of a εrsιoη.
tion of algorithms that are suitable for implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. because of the way
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 47
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the constraints arePhandled
αlomo. ξff ιcιεηt incurring
without P rεdιctιvεin Coηtrol
excessiveAlgs. F ιnαl
on-line V εrsιoη.
computa-
Gυιllεrmo V αlεηcια
tional burden and, Pinαlomo. ξff meeting
general, ιcιεηt P rεdιctιvε
the designCoηtrol Algs. Fdescribed
requirements ιnαl V εrsιoη.
in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Section 3.3.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.1 VCautious
Gυιllεrmo αlεηcια P αlomo. design and Psaturation
ξff ιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The simplest
Gυιllεrmo and fastest
V αlεηcια P αlomo. wayξff
toιcιεηt
solve the problemCoηtrol
P rεdιctιvε of delaysAlgs.
in the calculation
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vdone
of the control input is avoiding the optimisation problem. This can be εrsιoη.
by beingVcautious
Gυιllεrmo αlεηcια in the design
P αlomo. of thePcontroller
ξff ιcιεηt rεdιctιvε or by saturating
Coηtrol the control
Algs. F ιnαl V εrsιoη.
signal when
Gυιllεrmo it violates
V αlεηcια a constraint.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In the cautiousP αlomo. ξff ιcιεηt Pone
design approach, rεdιctιvε
aims toCoηtrol Algs. F ιnαl
deal explicitly withV con-
εrsιoη.
Gυιllεrmo V αlεηcια
straints by P αlomo.
deliberately ξff ιcιεηt
reducing the Pperformance
rεdιctιvε Coηtrol
demands Algs. F ιnαl
until the Vpoint
εrsιoη.
Gυιllεrmo
where theV constraints
αlεηcια P αlomo. are notξff ιcιεηt P
reached atrεdιctιvε
all. This Coηtrol Algs. F ιnαl
has the advantage of V εrsιoη.
allow-
Gυιllεrmo
ing one toV αlεηcια P αlomo.
essentially ξff ιcιεηt
use ordinary P rεdιctιvε Coηtrol
unconstrained Algs. F ιnαl
design methods and Vhence
εrsιoη.
Gυιllεrmo
to carry Vout
αlεηcια P αlomo.
a rigorous ξffanalysis
linear ιcιεηt P rεdιctιvε CoηtrolOn
of the problem. Algs.
theFother
ιnαl Vhand,εrsιoη.
Gυιllεrmo V αlεηcια
this is achieved P αlomo.
at the cost of ξff ιcιεηt P rεdιctιvε
a potentially importantCoηtrol
loss inAlgs. F ιnαlperfor-
achievable V εrsιoη.
Gυιllεrmo V αlεηcια
mance since P αlomo. ξffisιcιεηt
high performance P rεdιctιvε
expected Coηtrol Algs.
to be associated withFpushing
ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια
boundaries, that is,Pacting
αlomo.onξfforιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
near constraints.
Gυιllεrmo
In the saturation approach, one P
V αlεηcια P αlomo. ξff ιcιεηt rεdιctιvε
takes Coηtrol
no special Algs. F ιnαl
precautions V εrsιoη.
to handle
Gυιllεrmo V αlεηcια
constraints P αlomo.
in the design ξff on-line,
phase; ιcιεηt Pifrεdιctιvε
u reachesCoηtrol Algs. F ιnαl
the constraints, V εrsιoη.
saturation
Gυιllεrmo
is used: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  ξffuιcιεηt
max if u ≥ umaxCoηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια sat(u)
P αlomo. = ξffuιcιεηt if umin < uCoηtrol
P rεdιctιvε < umax Algs. F ιnαl V(3.1) εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffuιcιεηt min if u ≤ uminCoηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and hence
Gυιllεrmo occasional
V αlεηcια violation
P αlomo. ξffofιcιεηt
the constraints
P rεdιctιvεisCoηtrol
possibleAlgs.
(thatFis,ιnαl
actuators
V εrsιoη.
reach saturation, states exceed their allowed values, and so on).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Sometimes this
can lead Vtoαlεηcια
Gυιllεrmo perfectly acceptable
P αlomo. results.
ξff ιcιεηt However,Coηtrol
P rεdιctιvε it can alsoAlgs.have a negative
F ιnαl V εrsιoη.
impact on important performance measures, including
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl closed-loop stability,
V εrsιoη.
since no special care is taken of the constrained phase of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the response. If εrsιoη.
any
form of anti-windup
Gυιllεrmo is included,
V αlεηcια P αlomo. one may
ξff ιcιεηt suspect Coηtrol
P rεdιctιvε that, byAlgs.
careful design
F ιnαl and
V εrsιoη.
appropriate use of intuition, one can obtain quite acceptable
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.results provided
one does Vnot
Gυιllεrmo push too
αlεηcια hard; ξff
P αlomo. however,
ιcιεηt P eventually,
rεdιctιvε the constraints
Coηtrol Algs. Fwill
ιnαl override
V εrsιoη.
the usual linear design paradigm.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In (Rojas and PGoodwin,
αlomo. ξff2002)ιcιεηtitPisrεdιctιvε Coηtrol
argued that thereAlgs.
are F ιnαlspecial
some V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
cases when saturation is the optimal solution. However, as discussed before,Algs. F ιnαl V εrsιoη.
Gυιllεrmo
there areVstrong
αlεηcια P αlomo.
practical ξff ιcιεηt
reasons whyPconstraints
rεdιctιvε Coηtrol
cannot be Algs. F ιnαlif Vone
ignored εrsιoη.
is
Gυιllεrmo V αlεηcια
seeking high P αlomo.The
performance. ξff ιcιεηt P rεdιctιvε
principal drawback Coηtrol Algs. Fisιnαl
of saturation thatVisεrsιoη.
no
Gυιllεrmo V αlεηcια
longer valid when hardP αlomo. ξff ιcιεηtconstraints
state/output P rεdιctιvεareCoηtrol
present;Algs. F ιnαl V εrsιoη.
furthermore, the
Gυιllεrmo V αlεηcια
closed-loop may have P αlomo. ξff ιcιεηt P rεdιctιvε
poor performance Coηtroldynamics
if the open-loop Algs. F ιnαl V εrsιoη.
are poor.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 48
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.2 VAllowing
Gυιllεrmo αlεηcια P αlomo. uncertainty
ξff ιcιεηt Pin the time
rεdιctιvε Coηtrol toAlgs.
solve theV op-
F ιnαl εrsιoη.
Gυιllεrmo Vtimisation
αlεηcια P αlomo. problemξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The predictive P αlomo.
control algorithmξff ιcιεηt P rεdιctιvεrepeated,
is sequentially Coηtrol andAlgs.
allFthe
ιnαl V εrsιoη.
different
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
algorithms take for granted that the sampling time period Ts is always Coηtrol Algs. F ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
same and the control signal u is applied instantly. In real-time applications Algs. F ιnαl V εrsιoη.
Gυιllεrmo
this can Vnot αlεηcια
be true,P αlomo.
sometimes ξff ιcιεηt P rεdιctιvε Coηtrol
the optimisation Algs.
algorithms F ιnαl
takes V εrsιoη.
longer to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
give a result or even if the sampling is done in fixed times, the computation of Algs. F ιnαl V εrsιoη.
Gυιllεrmo
the output V αlεηcια
does notPlast αlomo. ξff ιcιεηt
the same in eachP rεdιctιvε
samplingCoηtrol Algs. F ιnαl
time introducing V εrsιoη.
a variable
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
computational delay τd . If this is the case, one could just treat this delay Algs. F ιnαl V εrsιoη.
as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
and additional disturbance and the controller will (hopefully) compensate it. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Another approach (Henriksson et al., 2002) is to take into account this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
input delay as part of the model of the process. In order to illustrate how this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
can be done, consider a linearised continuous-time model of the plant:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff=ιcιεηt
ẋc (t) Ac xPc (t)
rεdιctιvε
+ Bc uc (t)Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. yc (t)ξff=ιcιεηt
Cc xP rεdιctιvε Coηtrol Algs. F ιnαl V(3.2)
c (t)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A constant
Gυιllεrmo sampling
V αlεηcια time implies
P αlomo. yk =P y
ξff ιcιεηt c (kTs ) and
rεdιctιvε that: Algs. F ιnαl V εrsιoη.
Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u (t) = uk for kTs + τd ≤ t < (k + 1)Ts + τd (3.3)
Gυιllεrmo V αlεηcιαc P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
so, V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια½ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ẋc (t)V=αlεηcιαc Pc (t)
A x + Bc uξff
αlomo. k−1ιcιεηtfor P rεdιctιvε kTs ≤ t < kTAlgs.
Coηtrol s + τd F ιnαl V εrsιoη.
(3.4)
Gυιllεrmo V αlεηcια Ac xPc (t) + Bc uξff
αlomo. k ιcιεηtfor kTs + τCoηtrol
P rεdιctιvε d ≤ t < (k + 1)T
Algs. Fsιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the solution for the state vector xc (t) of (3.2) is well known (Franklin et al.,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2002) to be given by:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Z t Coηtrol Algs. F ιnαl V εrsιoη.
Ac (t−t0 ) Ac (t−θ)
x (t) = e x (t ) +
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
c c 0 e Bc uc (θ)dθ
Algs. F ιnαl V(3.5)
εrsιoη.
t0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where t0 V<αlεηcια
Gυιllεrmo t is theP αlomo.
initial time and x
ξff ιcιεηt (t0 ) is theCoηtrol
Pcrεdιctιvε initial Algs.
state at that Vtime.
F ιnαl εrsιoη.
ApplyingV this
Gυιllεrmo solution
αlεηcια over ξff
P αlomo. theιcιεηt
interval kTs ≤ tCoηtrol
P rεdιctιvε < kTs Algs.
+ τd , F
and
ιnαldefining
V εrsιoη.
xk = xc (kT
Gυιllεrmo s ), gives:
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt µZ kTsP+τrεdιctιvε Coηtrol¶Algs. F ιnαl V εrsιoη.
d
Gυιllεrmo V αlεηcια
xc (kTs + τd ) = eP αlomo.
Ac τd ξff ιcιεηt P rεdιctιvε
xk + e Coηtrol
Ac (kTs +τ d −θ)
dθ Algs.
Bc uk−1F ιnαl V(3.6)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt kTs P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Defining η = kTs + τd − θ, it is easy toPshow
V αlεηcια P αlomo. ξff ιcιεηt rεdιctιvε
that Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Z s +τd Z τd
Gυιllεrmo V αlεηcια PkT αlomo.Aξff ιcιεηt P rεdιctιvε
c (kTs +τd −θ)
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PkTαlomo. e ξff ιcιεηt Pdθrεdιctιvε
= eACoηtrol

dη = ΓAlgs. F ιnαl V(3.7)
εrsιoη.
s 0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is a constant
Gυιllεrmo matrix,
V αlεηcια so:
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt A P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
xc (kTs + τd ) = e c τd xk + ΓBc uk−1 (3.8)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 49
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Similarly,V applying
αlεηcια P(3.5) αlomo.overξff the ιcιεηt P rεdιctιvε
interval kTs + τdCoηtrol
≤ t < (kAlgs. + 1)TFsιnαl V εrsιoη.
, gives:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ÃZP rεdιctιvε Coηtrol Algs. ! F ιnαl V εrsιoη.
(k+1)Ts
Gυιllεrmo
xk+1V=eαlεηcια
Ac (Ts −τdP) αlomo. ξff ιcιεηt P rεdιctιvε
xc (kTs + τd ) + Coηtrol
eAc ([k+1]T s −θ)Algs. F ιnαl V εrsιoη.
dθ Bc uk (3.9)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PkTrεdιctιvε s +τd Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. µZ TsCoηtrol ¶ F ιnαl V εrsιoη.
Ac (Ts −τd )
£ Ac τ ξff ιcιεηt P rεdιctιvε ¤ −τd
A η
Algs.
Gυιllεrmo V=e αlεηcια P αlomo. e d xkξff + ιcιεηt
ΓBc uk−1 +
P rεdιctιvε e dη
Coηtrol c
Algs.BcF ukιnαl V (3.10)
εrsιoη.
0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V=Axαlεηcια k +B uk−1 + B
P1αlomo. ξff2 uιcιεηt
k P rεdιctιvε Coηtrol Algs. F ιnαl V (3.11)
εrsιoη.
Gυιllεrmo
where V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Z Ts −τd Algs. F ιnαl V εrsιoη.
Gυιllεrmo
A = Ve αlεηcια
A c Ts
; PBαlomo.
1 = e ξff ιcιεηt
A c (Ts −τ d )
ΓBcP; rεdιctιvε
B2 =Coηtrol eAlgs. Ac η
dηBF cιnαl
. V εrsιoη.
(3.12)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0

Gυιllεrmo
Now, thisV αlεηcια
is not inPthe αlomo.
standardξff ιcιεηt
formPbecause
rεdιctιvε of Coηtrol
the dependenceAlgs. F ιnαl V εrsιoη.
of xk+1 on
Gυιllεrmo
uk+1 , butV this
αlεηcια can beP αlomo.
resolvedξffby ιcιεηt P rεdιctιvε
augmenting the Coηtrol
state vector: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια · P αlomo. ¸ ·ξff ιcιεηt P¸ rεdιctιvε
· ¸ Coηtrol
· ¸Algs. F ιnαl V εrsιoη.
xk+1 A B xk B2
Gυιllεrmo V αlεηcια P αlomo. = ξff ιcιεηt1 P rεdιctιvε Coηtrol
+ Algs.
uk F ιnαl V εrsιoη.
uk 0 0 · uk−1¸ I
Gυιllεrmo V αlεηcια P αlomo. £ξff ιcιεηt¤P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(3.13)
xk
Gυιllεrmo V αlεηcια P αlomo. yk = ξffCιcιεηt c 0 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
uk−1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
With this formulation the controller can actively compensate the compu-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tational delay τd , but this approach would require huge amounts of computa-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tions in each sample to set up to optimisation problem (2.54, 2.55), since all
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the involved matrices would be time-varying.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.3 VEarly
Gυιllεrmo αlεηcιαtermination
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
When time V αlεηcια
becomesP critical
αlomo. in ξfftheιcιεηt P rεdιctιvεofCoηtrol
computation the control Algs. F ιnαl
signal, theVopti-
εrsιoη.
Gυιllεrmo
misation Vprocedure
αlεηcια Pcould αlomo. ξff ιcιεηtand
be finished P rεdιctιvε
the current Coηtrol
value Algs.
of the Foptimisation
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
variable could P αlomo.
be sent to theξff plantιcιεηt P rεdιctιvε
even if this valueCoηtrol
is notAlgs. F ιnαl
optimal. V εrsιoη.
The op-
Gυιllεrmo
timisationV αlεηcια
method P αlomo.
must ξff ιcιεηt
maintain P rεdιctιvε
feasible solutions Coηtrol
at each Algs. F ιnαlsoVearly
iteration εrsιoη.
Gυιllεrmo V αlεηcια
termination strategiesP αlomo.
can beξffemployed.
ιcιεηt P rεdιctιvε Coηtrol
In real-time Algs. F ιnαl
applications, V εrsιoη.
feasibility
Gυιllεrmo V αlεηcια Pthan
is more important αlomo. ξff ιcιεηtThen,
optimality. P rεdιctιvε
assumingCoηtrol Algs. F ιnαl
a decreasing costVfunc-
εrsιoη.
Gυιllεrmo V αlεηcια
tion at each iterationP αlomo.
of the ξff ιcιεηt P rεdιctιvε
optimisation algorithm,Coηtrol Algs. F ιnαl can
the optimisation V εrsιoη.
be
Gυιllεrmo
terminatedV αlεηcια
arbitrarily P αlomo.
or using ξff aιcιεηt P rεdιctιvε
termination Coηtrol Algs. F ιnαl V εrsιoη.
criteria.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
To be able to determine when to abort the MPC P rεdιctιvε Coηtrol Algs. F ιnαl
optimisation andV εrsιoη.
out-
Gυιllεrmo V αlεηcια
put the control P αlomo.
signal, it is ξff ιcιεηt Pto
necessary rεdιctιvε
quantifyCoηtrol Algs. Fbetween
the trade-off ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
performance gain resulting from subsequent solutions of the QP problem, andCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαloss
the performance P αlomo.
resulting ξff from
ιcιεηtthe P rεdιctιvε Coηtrol Algs.delay.
added computational F ιnαlThisV εrsιoη.
is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
achieved by the introduction of a delay-dependent cost index, which is based Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
on a parametrisation of the cost ξff ιcιεηt
function P rεdιctιvε
(2.18). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
However,
Gυιllεrmo V αlεηcιαusingPthe representation
αlomo. ξff ιcιεηt P(3.13) it is possible
rεdιctιvε Coηtrol to evaluate
Algs. F ιnαlthe cost
V εrsιoη.
function (2.18) assuming a constant computational
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. delay τd over the predic-
F ιnαl V εrsιoη.
tion horizon. The assumption that the delay
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlis constant over the prediction
V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 50
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια1P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.9P αlomo. ξff ιcιεηtOriginal P rεdιctιvε
cost Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Computational delay−dependant cost
0.8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.7P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.6P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.5P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
J

Gυιllεrmo V αlεηcια0.4P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.3P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.1P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0P 0
αlomo.
2 4
ξff 6ιcιεηt8
P10rεdιctιvε
12 14
Coηtrol
16 18
Algs.
20
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Iterations

Gυιllεrmo
Figure 3.1: V αlεηcια
TypicalPevolution
αlomo. ξff of ιcιεηt
the cost P rεdιctιvε
index during Coηtrol Algs. F ιnαl
an optimisation runV(Hen-
εrsιoη.
Gυιllεrmo V αlεηcια rikssonPand αlomo. ξff ιcιεηt
Akesson, 2004).P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
horizon is in line with the assumptions commonly made in the standard MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
formulation, e.g. that the current reference values will be constant over the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
prediction horizon. Thus, for each iteration, ∆u −→k produced by the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
algorithm, the following cost is computed
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt T P rεdιctιvε T
Coηtrol Algs. F ιnαl V εrsιoη.
−→k , τd ) = ∆u
Jτd (∆u −→k H(τd )∆u −→k − ∆u −→k g(τd ) + c(τd ) (3.14)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where H,V αlεηcια
Gυιllεrmo g, c areP αlomo. delay-dependant
ξff ιcιεηt Pmatrices
rεdιctιvεand can be
Coηtrol Algs.calculated
F ιnαl Vasεrsιoη.
in
(Henriksson
Gυιllεrmo and Akesson,
V αlεηcια P αlomo. 2004). This P
ξff ιcιεηt cost index penalises
rεdιctιvε Coηtrol Algs. not only the devia-
F ιnαl V εrsιoη.
tions from the desired reference trajectory, but also
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the performance degrada-
tion due Vtoαlεηcια
Gυιllεrmo the current computational
P αlomo. ξff ιcιεηt Pdelay τd . There
rεdιctιvε Coηtrol areAlgs.
two major
F ιnαlfactors
V εrsιoη.
that affect the evolution of J τ . On one hand, an
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d
increasing τ d , corresponding
to an increased
Gυιllεrmo V αlεηcια computational
P αlomo. ξff ιcιεηt delay, Pmay degrade
rεdιctιvε control
Coηtrol performance
Algs. and
F ιnαl V εrsιoη.
cause JτdVto
Gυιllεrmo increase.
αlεηcια On theξff
P αlomo. other hand,
ιcιεηt Jτd will decrease
P rεdιctιvε Coηtrol Algs.for successive
F ιnαl V∆u →’s
−εrsιoη.
since the quality of the control signal has improved
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. from the last iteration.
Figure 3.1
Gυιllεrmo shows a P
V αlεηcια typical
αlomo. evolution
ξff ιcιεηtofPJrεdιctιvε
τd during Coηtrol
an optimisation
Algs. Frun. ιnαl At the
V εrsιoη.
beginningV of
Gυιllεrmo the optimisation,
αlεηcια P αlomo. ξffJιcιεηt τd decreases
P rεdιctιvεrapidly, but then
Coηtrol Algs. increases
F ιnαl due to
V εrsιoη.
computational delay. In this particular example, the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. delayed control trajectory
seems to Vachieve
Gυιllεrmo αlεηcια a lower
P αlomo.cost ξff
than the original.
ιcιεηt P rεdιctιvε This situation
Coηtrol Algs. may occurVsince
F ιnαl εrsιoη.
the cost functions are evaluated for non-optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.control sequences, except for
the last iteration. Notice, however, that for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl the optimal solution, J τd is higher
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vvalue
than the original cost. One termination strategy is then to compare the εrsιoη.
of J τ
Gυιllεrmod
(∆u k , τ d,k ) with the cost index computed after the
−→V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. previous iteration, i.e.
Jτd (∆u
Gυιllεrmo
−→k−1 V ,αlεηcια
τd,k−1 ), Pwhere αlomo. τd,kξffdenotes
ιcιεηt Pthe currentCoηtrol
rεdιctιvε computational
Algs. F ιnαl delayVafter
εrsιoη.
the kth iteration. If the cost index has decreased
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. since the last iteration, is
concluded
Gυιllεrmo that is gained
V αlεηcια P αlomo. more ξffby optimisation
ιcιεηt P rεdιctιvεthan is lostAlgs.
Coηtrol by the additional
F ιnαl V εrsιoη.
delay. On the other hand, if the cost index has
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. increased, the optimisation
may be aborted.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 51
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Another P αlomo.
possible approach ξff would
ιcιεηt be P rεdιctιvε
to includeCoηtrol Algs. Fdelay
a fixed-sample ιnαl Vinεrsιoη.
the
Gυιllεrmo V αlεηcια PHowever,
process description. αlomo. ξffsinceιcιεηt thePcomputational
rεdιctιvε Coηtrol Algs.
delay F ιnαl
is highly V εrsιoη.
varying,
Gυιllεrmo V αlεηcια
compensating P αlomo.
for the maximum ξff ιcιεηt
delay Pmayrεdιctιvε
become Coηtrol Algs. F ιnαl
very pessimistic andV εrsιoη.
lead
Gυιllεrmo V αlεηcια
to decreased P αlomo.
obtainable ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
performance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P strategies
The drawback of early termination rεdιctιvε Coηtrol
is that theAlgs. F ιnαl
values V εrsιoη.
of the un-
Gυιllεrmo V αlεηcια P αlomo.
finished optimisation procedureξff ιcιεηt
may lead P rεdιctιvε Coηtrol
to instability Algs.
since theFinitial
ιnαl Vguess
εrsιoη.
Gυιllεrmo V αlεηcια
for the next P αlomo.
optimisation ξff ιcιεηtis Pnormally
procedure rεdιctιvεthe Coηtrol Algs.value.
last input F ιnαl V εrsιoη.
One op-
Gυιllεrmo V αlεηcια
tion to ensure P αlomo.
stability ξff ιcιεηt
(Scokaert et al., P1999)
rεdιctιvε Coηtrola Algs.
is to include F ιnαl
terminal V εrsιoη.
constraint
Gυιllεrmo V αlεηcια
at the expense P αlomo. ξff ιcιεηt
of computational load. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.4 VScheduling
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
An approach P αlomo.
proposed ξff ιcιεηt
in (Tan P rεdιctιvε
and Gilbert, 1992)Coηtrol Algs.off-line
is to define F ιnαlaVlarge
εrsιoη.
Gυιllεrmo
number ofV αlεηcια
alternativeP αlomo.
controlξfflaws
ιcιεηtandP rεdιctιvε
then selectCoηtrol
on-lineAlgs.
(usingF aιnαl V εrsιoη.
scheduler
Gυιllεrmo V αlεηcια
or supervisor) fromPtheαlomo. ξff ιcιεηt
currently P rεdιctιvε
feasible Coηtrol
control laws, the Algs. F ιnαl
one giving theV best
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
performance.
Gυιllεrmo
The Vinvariant
αlεηcια Psets αlomo. ξff ιcιεηt
defined P rεdιctιvε
in Algorithm 2.2 Coηtrol Algs. Ffor
are computed ιnαl V εrsιoη.
different
Gυιllεrmo
feedback Vlaws.
αlεηcια It Pisαlomo.
logical ξff
to ιcιεηt
find KP rεdιctιvε
that optimise Coηtrol Algs.
(2.20) F ιnαltoV con-
subject εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
straints (2.39-2.42) for a range of R from the desired value R1 to a large Algs. F ιnαl V εrsιoη.
Gυιllεrmo
number ofV αlεηcια
Rn . LetPthe αlomo. ξff ιcιεηt
controllers andPthe
rεdιctιvε
invariantCoηtrol Algs. F ιnαl
sets associated V εrsιoη.
to choice
Gυιllεrmo
be Ri , KVi αlεηcια
and Oi , Prespectively.
αlomo. ξff ιcιεηtIt is P rεdιctιvε (although
reasonable Coηtrol Algs. F ιnαl V εrsιoη.
not necessary) to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
expect that often Ri > Ri−1 ⇒ Oi−1 ⊂ Oi . Given that the desired choice Algs. F ιnαl V εrsιoη.
Gυιllεrmo
for R is VRαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 , then all the other choices result in suboptimal controllers but
Gυιllεrmo V αlεηcια
in general allow the P αlomo.
definitionξff of
ιcιεηt P rεdιctιvε
larger invariantCoηtrol
sets andAlgs.
henceF ιnαl
extendV εrsιoη.
the
Gυιllεrmo V αlεηcια
applicability P αlomo.
of control. The ξff ιcιεηtalgorithm
control P rεdιctιvε Coηtrol
is as follows:Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm 3.1 (Scheduling)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Let i = 1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Test if x ∈ OP i.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ifV αlεηcια
x ∈ Oi thenP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Let
αlεηcια
K = PKαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i;
Gυιllεrmo else
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Set
αlεηcια
i = i P+αlomo.
1 and go ξfftoιcιεηt P rεdιctιvε
the Step 2; Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo end
V αlεηcια
if P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3. Implement uP=αlomo.
−Kx. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Update
Gυιllεrmo sample
V αlεηcια instant and
P αlomo. go to PStep
ξff ιcιεηt 1.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV3.1
Gυιllεrmo αlεηcιαThe Pcontrol
αlomo.lawξffofιcιεηt
the Algorithm
P rεdιctιvε3.1 is defined
Coηtrol forFall
Algs. ιnαl V εrsιoη.
x ∈ O1 ∪VOαlεηcια
Gυιllεrmo 2 ∪ . . . ∪PO n.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 52
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThisVapproach
αlεηcια P αlomo.
can easily ξff
be ιcιεηt
extended P rεdιctιvε Coηtrol
to the robust caseAlgs.
(Wan Fandιnαl V εrsιoη.
Kothare,
Gυιllεrmo
2004). TheV αlεηcια
disadvantageP αlomo. ξff ιcιεηt
is that P rεdιctιvε
as mentioned Coηtrol
before, the Algs. F ιnαl
resulting V εrsιoη.
controller
Gυιllεrmo V αlεηcια
Kn can give suboptimalP αlomo. ξff ιcιεηt when
performance P rεdιctιvε
feasibleCoηtrol
and may Algs.
alsoFgive
ιnαl signifi-
V εrsιoη.
Gυιllεrmo V αlεηcια
cant restrictions P αlomo. ξff
to feasibility. ιcιεηt
Also, thePalgorithm
rεdιctιvε above
Coηtrol mayAlgs. F ιnαl
not deal wellV with
εrsιoη.
Gυιllεrmo
open-loopV unstable
αlεηcια Pplants αlomo. ξff ιcιεηt
where P rεdιctιvε
a nonlinear controlCoηtrol Algs. F ιnαl
law is required V εrsιoη.
to increase
Gυιllεrmo V αlεηcια
the stabilizable P αlomo.
region. ξff ιcιεηt
Moreover, the Pmaximum
rεdιctιvε admissible
Coηtrol Algs. F ιnαl V εrsιoη.
set definition, es-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
pecially in the robust case can require a large number of linear inequalities,Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and thusVstorage
αlεηcιαand P αlomo. ξff ιcιεηt Ptests
set-membership rεdιctιvε Coηtrolnon-trivial
may become Algs. F ιnαl forVmore
εrsιoη.
Gυιllεrmo
than a fewV αlεηcια
alternative P αlomo.
sets. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.5 VInterpolation
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Interpolation
Gυιllεrmo methods
V αlεηcια look for
P αlomo. ξff alternative ways inCoηtrol
ιcιεηt P rεdιctιvε the formulation
Algs. F ιnαlof the de-
V εrsιoη.
grees of freedom for optimisation (Bacic et al., 2003b; Rossiter
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. et al., 2004).
This approach
Gυιllεrmo V αlεηcιαhas P stability
αlomo. guaranteed since the predictions
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. are Fbased
ιnαl V inεrsιoη.
the
closed-loop paradigm (Scokaert and Rawlings, 1998; Rossiter
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. et al., 1998).
They areVbased
Gυιllεrmo αlεηcια on Ptwo control
αlomo. ξff laws
ιcιεηtKP1 rεdιctιvε
and Kn , that are Algs.
Coηtrol the desired
F ιnαl(highly
V εrsιoη.
tuned) control law and the most detuned control law and hence
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the range of
applicability of the interpolation methods is often the same
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.as the scheduling
method. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 3.2 (Interpolation)
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Define
Gυιllεrmo Φ1 = A
V αlεηcια − BK1 ,ξff
P αlomo. Φnιcιεηt
= A P−rεdιctιvε
BKn , denoteCoηtrolby xAlgs.
0 the Fcurrent
ιnαl Vstate
εrsιoη.
and let the prediction state evolution with each control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. law respectively
be: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtk P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
xk = Φ1 x0 ; xk = Φkn x0 (3.15)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Compute
Gυιllεrmo V αlεηcιαpredicted
P αlomo.inputs and corresponding
ξff ιcιεηt state predictions
P rεdιctιvε Coηtrol Algs. F ιnαl(α ∈V R)εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
uk = (1 − α)K1 Φk1 x0 − αKn Φkn x0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (3.16)
εrsιoη.
xk = (1 − α)Φk1 x0 − αΦkn x0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. Substitute
Gυιllεrmo V αlεηcια predictions
P αlomo.(3.16) into Pthe
ξff ιcιεηt constraints
rεdιctιvε MxkAlgs.
Coηtrol −d ≤F0,ιnαl EukV−f ≤
εrsιoη.
0, k = 0, 1, . . . and 0 ≤ α ≤ 1 to give feasible region
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt mαP− rεdιctιvε
n ≤ 0 Coηtrol Algs. F ιnαl V εrsιoη.
(3.17)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
where m, n are P αlomo.
linear inξffthe
ιcιεηt P rεdιctιvε
initial state x0 .Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Minimise
Gυιllεrmo V αlεηcια α subject
P αlomo. to (3.17).
ξff ιcιεηtUse the optimum
P rεdιctιvε α∗ to
Coηtrol compute
Algs. F ιnαlukV from
εrsιoη.
(3.16).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5. Update the sampling instant and go to Step 2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 53
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Von-line
αlεηcια P αlomo. ξff
optimisation is ιcιεηt P rεdιctιvε
equivalent Coηtrol Algs.ofFJιnαl
to the minimisation V εrsιoη.
subject to
Gυιllεrmo
(3.16) andV αlεηcια
0 ≤ α ≤P1.αlomo. ξff ιcιεηt
Note that P rεdιctιvε
α is used Coηtrol
to gradually Algs. the
increase F ιnαl V εrsιoη.
tuning as
Gυιllεrmo V αlεηcια
x converges to the P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
origin.
Gυιllεrmo V αlεηcια
There P αlomo.
are different ξff ιcιεηt
variants P rεdιctιvε Coηtrol
of interpolation, however,Algs.
theseFmethods
ιnαl V εrsιoη.
do
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
not currently extend well to large dimensional systems and they do not fit as Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
conveniently into aPnormal
αlomo.paradigm.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.6 VTriple-mode
Gυιllεrmo αlεηcια P αlomo.MPC ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Many MPC V αlεηcια P αlomo.
algorithms use a ξff ιcιεηt
single or P rεdιctιvε prediction
dual-mode Coηtrol Algs. F ιnαl
strategy V εrsιoη.
whereby
Gυιllεrmo V αlεηcια
one assumes that theP αlomo. ξff ιcιεηt P
first nc predicted rεdιctιvε
control Coηtrol
moves can beAlgs.
chosen F ιnαl V εrsιoη.
to optimise
Gυιllεrmo V αlεηcια
performance and toPdrive
αlomo. the ξff
stateιcιεηt
insideP rεdιctιvε
a terminalCoηtrol
invariantAlgs.
set. F
Itιnαl V εrsιoη.
is assumed
Gυιllεrmo
that onceV inside
αlεηcια P αlomo.
the terminalξffset,ιcιεηt P rεdιctιvε Coηtrol
a precomputed control Algs.
law u F=ιnαl−Kx V εrsιoη.
will
Gυιllεrmo
stabilise Vthe
αlεηcια
systemP αlomo. ξff ιcιεηt
and moreover thePimplied
rεdιctιvεperformance
Coηtrol Algs. costFJιnαl V εrsιoη.
is known
Gυιllεrmo V set.
inside this αlεηcια
The Pweakness
αlomo. ξff ιcιεηt
of such anPapproach
rεdιctιvεisCoηtrol Algs.need
that nc may F ιnαl
to beV very
εrsιoη.
Gυιllεrmo V αlεηcια
large if the terminalPcontrol
αlomo.isξff wellιcιεηt
tuned P rεdιctιvε
and this couldCoηtrol
leadAlgs. F ιnαl V εrsιoη.
to an unacceptable
Gυιllεrmo V αlεηcια P αlomo.
on-line computational burden, ξffhence
ιcιεηttheP rεdιctιvε
need for the Coηtrol Algs. F ιnαlefficient
computationally V εrsιoη.
Gυιllεrmo
algorithmsV αlεηcια
discussed P αlomo.
earlier. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
One suggestion is the concept ξff ιcιεηt P rεdιctιvεcontrol
of triple-mode Coηtrol(Rossiter
Algs. Fet ιnαl
al.,V2005;
εrsιoη.
Gυιllεrmo
Imsland etV αlεηcια P αlomo.
al., 2008). In this ξff ιcιεηtone
strategy P rεdιctιvε
embeds aCoηtrol
smoothAlgs. F ιnαl
transition V εrsιoη.
between
Gυιllεrmo V αlεηcια
a controller P αlomo.
with good ξff ιcιεηt
feasibility andP other
rεdιctιvε withCoηtrol Algs. F ιnαl into
good performance V εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
single model and use the decision variables to improve performance/feasibility Algs. F ιnαl V εrsιoη.
Gυιllεrmo
further. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vprediction
Gυιllεrmo αlεηcια Pclassαlomo. to be
ξffused
ιcιεηtcomprises:
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Mode 1.
Gυιllεrmo This is Pthe
V αlεηcια control
αlomo. ξfflaw used
ιcιεηt when inside
P rεdιctιvε the feasible
Coηtrol Algs. FsetιnαlOSE0 for
V εrsιoη.
the fixed state feedback u = −Kx
Gυιllεrmo V αlεηcια P αlomo. ξff kιcιεηt P rεdιctιvε k . Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Mode 2. The control law uk = −Kxi + ci , i ∈ {mc , mc + 1, ..., mc + nc − 1}
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
which is used when the state is in the feasible ellipsoidal region OSE .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Mode V 3.αlεηcια P αlomo.
The control law ξff
uk ιcιεηt
= −Kx P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i + ci , i ∈ {0, ..., mc − 1} used in a
Gυιllεrmo V αlεηcια
polyhedral P αlomo.
feasible ξff O
region ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SE2 ⊃ OSE to drive the state into the region
Gυιllεrmo V αlεηcια P
of attraction Oαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SE for mode 2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
For modeV two,
αlεηcιαthe Psolution
αlomo. ofξffthe ιcιεηt P rεdιctιvε
optimisation Coηtrolsubject
problem Algs. F toιnαl V εrsιoη.
ellipsoidal
Gυιllεrmo
constraints reduces to solving for the only positive root of a polynomial,V con-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
vergence Visαlεηcια P αlomo.
guaranteed and isξffvery
ιcιεηt P rεdιctιvε
fast. The main Coηtrol Algs. for
motivation F ιnαl V εrsιoη.
adding an
Gυιllεrmo
additionalV αlεηcια
mode is toP αlomo.
recover ξff ιcιεηt Pregion
a feasible rεdιctιvε Coηtrol
similar to thatAlgs.
givenFbyιnαltheVstan-
εrsιoη.
Gυιllεrmo V αlεηcια
dard dual-mode P αlomo.
MPC ξff ιcιεηt
and this impliesP rεdιctιvε
the need Coηtrol Algs. Fsets.
for polyhedral ιnαlTriple-
V εrsιoη.
Gυιllεrmo
mode MPC V αlεηcια P αlomo.ofξff
has a number ιcιεηt P rεdιctιvε
advantages over theCoηtrol
standardAlgs. F ιnαl V
dual-mode εrsιoη.
MPC:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
(i) the implied on-line computational burden is far smaller for the same feasible F ιnαl V εrsιoη.
Gυιllεrmo
region andV αlεηcια
(ii) for P αlomo.
the same ξff ιcιεηt P rεdιctιvε
computational Coηtrol
burden, Algs. Fregion
the feasible ιnαl Visεrsιoη.
far
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 54
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pthe
greater. Moreover, αlomo.
implied ξff suboptimality
ιcιεηt P rεdιctιvε Coηtrol Algs.
is negligible. F ιnαl VMPC
Triple-mode εrsιoη.
Gυιllεrmo
is based inV αlεηcια P αlomo.
the dual-mode ξff ιcιεηtpresented
algorithm P rεdιctιvε Coηtrol Algs. etF al.,
in (Kouvaritakis ιnαl1999a),
V εrsιoη.
Gυιllεrmo V αlεηcια Pinαlomo.
and is summarised Algorithm ξff ιcιεηt
3.3. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξff ιcιεηt
3.3 (Triple-mode MPC) P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. ifV αlεηcια
x ∈ OSEP αlomo. then ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Solve
αlεηcια thePdual-mode
αlomo. ξffalgorithm
ιcιεηt P rεdιctιvε Coηtrol Algs.
as in (Kouvaritakis F ιnαl
et al., V εrsιoη.
1999a);
Gυιllεrmo V update
αlεηcιαthe P αlomo.
sampling ξffinstant
ιcιεηt Pand rεdιctιvε
go to StepCoηtrol1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo else
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Continue
αlεηcια Pto αlomo.
Step 2;ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo endV αlεηcια
if P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Define
Gυιllεrmo ui = −Kx
V αlεηcια i +ci , ξff
P αlomo. i =ιcιεηt
0, 1, . P
. .rεdιctιvε
, mc −1 and hence Algs.
Coηtrol define Fthe predicted
ιnαl V εrsιoη.
Gυιllεrmo value of xmc : P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
V αlεηcια
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol  Algs.F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt c0
mc
£ mP−1 rεdιctιvε Coηtrol ¤  Algs... 
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαxPmαlomo. c = Φ x
ξff
0 + Φ
ιcιεηt Pc
B .
rεdιctιvε. . B
Coηtrol  Algs.
. F ιnαl V (3.18)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrolcm Algs.
c −1
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. UsingV αlεηcια
c = −K P αlomo. ξff ιcιεηt1P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
e xmc for mode 2 , define the cost to be minimised as:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια mX Pc −1
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαJ 3 = cTi Wcξff
P αlomo. i+ xmc KPTe rεdιctιvε
ιcιεηt diag[W, .Coηtrol
. . , W]K e xmc F ιnαl V
Algs. (3.19)
εrsιoη.
Gυιllεrmo V αlεηcια Pi=0 αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Minimise
Gυιllεrmo V αlεηcια J3 w.r.t.
P αlomo. ci , ξff
i =ιcιεηt
0, 1, . .P. rεdιctιvε
, mc − 1 subject
CoηtroltoAlgs. the constraints for
F ιnαl V εrsιoη.
i = 0, 1, . . . , m − 1 and subject
Gυιllεrmo V αlεηcια Pcαlomo. ξff ιcιεηt P rεdιctιvε to x mc ∈ O .
Coηtrol Algs. F ιnαl V εrsιoη.
SE2

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5. Of the optimising ci , implement uk = Kxk + ck , update the sampling
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
instant and go to Step 1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In essence
Gυιllεrmo V αlεηcια what is beingξff
P αlomo. done here
ιcιεηt is combining
P rεdιctιvε Coηtrolthe advantages
Algs. F ιnαlofVellip-
εrsιoη.
soidal sets and polyhedral sets allowing a small degree
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of suboptimality. This
work is successful
Gυιllεrmo V αlεηcια but relies on
P αlomo. ξff heavy
ιcιεηt computation
P rεdιctιvε Coηtrol and algebraAlgs. in the off-line
F ιnαl V εrsιoη.
parts andVthus
Gυιllεrmo mayPbe
αlεηcια difficult
αlomo. ξfffor industrialists
ιcιεηt P rεdιctιvε toCoηtrol
implement Algs.since the control
F ιnαl V εrsιoη.
law is time varying.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5.7 Exploiting non-synergy
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Ding andVRossiter
αlεηcια(2008)
P αlomo. ξff ιcιεηt
discuss a way P torεdιctιvε Coηtrol
take advantage fromAlgs. F ιnαlaVdual-
detuning εrsιoη.
Gυιllεrmo V αlεηcια
mode predictive P αlomo.
controller ξff ιcιεηt
(Scokaert and P rεdιctιvε
Rawlings,Coηtrol Algs. Fetιnαl
1998; Rossiter V εrsιoη.
al., 1998),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
For details
Gυιllεrmo about P
V αlεηcια how to compute
αlomo. Ke see
ξff ιcιεηt (Kouvaritakis
P rεdιctιvε et al., 1999a).
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 55
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
i.e. exploiting the Pnon-synergy
αlomo. ξff ιcιεηtbetweenP rεdιctιvε
the costCoηtrol
functionAlgs. and F ιnαl
the V εrsιoη.
terminal
Gυιllεrmo
feedback.V Itαlεηcια P αlomo.
is assumed ξff ιcιεηt
an optimal P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
cost:
Gυιllεrmo V αlεηcια P αlomo. ∞
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X
Gυιllεrmo V αlεηcια P αlomo. ξffT ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
J= xk+i+1 Qxk+i+1 + uTk+i Ruk+i (3.20)
Gυιllεrmo V αlεηcια P αlomo. i=0
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and a prediction
Gυιllεrmo V αlεηcιαclass:
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P ½ αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια −K xk+iιcιεηt + ck+iP; rεdιctιvε
i ∈ {0,Coηtrol
..., nc −Algs.
1} F ιnαl V εrsιoη.
uk+i =P αlomo.2 ξff (3.21)
−K
Gυιllεrmo V αlεηcια P αlomo.2 ξff x ; i ∈ {n
k+iιcιεηt P rεdιctιvε Coηtrol
c , n c + 1, . . .} F ιnαl V εrsιoη.
Algs.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where K2 is a detuned feedback giving a large feasible region at the expense
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of suboptimality. This choice leads to a different performance compared with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a standard dual-mode MPC algorithm. Following the substitution of the pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
diction class (3.21) and the system model (2.1) into J (3.20) this index takes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the form:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια JP αlomo. T ξff ιcιεηt P T rεdιctιvε Coηtrol
T Algs. F ιnαl V εrsιoη.
2 = c k W1 c k + c k W2 xk + xk W3 xk (3.22)

→ −
→ →

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The key V αlεηcια
point P αlomo.
to note is thatξff ιcιεηtforP arεdιctιvε
unlike standardCoηtrol
dual-mode Algs. F ιnαl
MPC, WV2 6=
εrsιoη.
0;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
furthermore W1 has also a more complex structure in this algorithm. For both Algs. F ιnαl V εrsιoη.
Gυιllεrmo
cases theVlast
αlεηcια
term Pisαlomo.
ignoredξff ιcιεηt
since P rεdιctιvε
is not dependentCoηtrol
on ck .Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Although it is intuitively obvious that the optimisation is not well-defined,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
it can be seen from examples presented in (Ding and Rossiter, 2008) that the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gain in feasibility is large compared with the losses in performance. There
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
are not systematic ways of choosing the terminal feedback to achieve the best
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
balance, but the work may be a guide as to what can be expected for a good
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
choice in the trade-off between performance and feasibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3.5.8 VMulti-parametric
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Programming
Quadratic Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαMPC
While traditional P αlomo. ξffthe
solves ιcιεηt P rεdιctιvεproblem
optimisation Coηtroleach Algs.sampling
F ιnαl Vtime,
εrsιoη.
Gυιllεrmo
multi-parametric Quadratic Programming (mp-QP) approach transfers εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo
computationV αlεηcια
of thePoptimisation
αlomo. ξff ιcιεηt P rεdιctιvε
problem Coηtrolprocedure.
to an off-line Algs. F ιnαlTheV εrsιoη.
key
Gυιllεrmo
idea is toVfind
αlεηcια P αlomo.
all possible ξff ιcιεηt
solutions P rεdιctιvε
of the Coηtrol
optimisation Algs. off-line,
problems F ιnαl Vstore
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the solutions and on-line perform a set membership test to select the explicit Algs. F ιnαl V εrsιoη.
Gυιllεrmo
control lawV αlεηcια
associatedP αlomo.
with theξff ιcιεηt
currentP state
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
values.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A summary of the key conclusions in (Bemporad et al., 2002b) is given
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
next. Where implicit or superfluous, the subscript (·)k and precise definitions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(e.g. tr , pr , K̂r ) are omitted; these are available from (Bemporad et al., 2002b)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and will be detailed in Chapter 7.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Define
Gυιllεrmo region P
V αlεηcια = {x : ξff
Prαlomo. Mrιcιεηt
x − dP ≤ 0}, r =
r rεdιctιvε 0, 1, . . Algs.
Coηtrol . , suchFthat
ιnαl within
V εrsιoη.
each region
Gυιllεrmo the active
V αlεηcια set isξff
P αlomo. the same.
ιcιεηt Define cCoηtrol
P rεdιctιvε and corresponding
Algs. F ιnαlcontrol
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 3.V αlεηcια
Gυιllεrmo LiteratureP review.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 56
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
optimisingV αlεηcια
as P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pxαlomo. ∈ Pr ξff ⇒ ιcιεηt


½
c =− PK̂ r x + tr Coηtrol Algs. F ιnαl V εrsιoη.
rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt c1 = T
P rεdιctιvε
e1 (−K̂r x Coηtrol
+ tr ), Algs. F ιnαl V (3.23)
εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt u =P−K rεdιctιvε
r x + pCoηtrol
r , Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo T αlomo. ξff Tιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where KV r =αlεηcια
K + eP 1 K̂r , pr = e1 tr and e1 = [I, 0, 0, . . .], I an identity matrix
Gυιllεrmo
with the Vinput
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dimension.
Gυιllεrmo
The Vmain
αlεηcια P αlomo.
drawback is ξff
thatιcιεηt
the P rεdιctιvε
number of Coηtrol
possible Algs. F ιnαl
solutions V εrsιoη.
could be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
easily very large, leading to big amounts of memory requirements and the Algs. F ιnαl V εrsιoη.
Gυιllεrmo
membershipV αlεηcια P αlomo.
test could be moreξff ιcιεηt P rεdιctιvε
burdensome thanCoηtrol
simply Algs.solvingF the
ιnαloptimi-
V εrsιoη.
Gυιllεrmo V αlεηcιαResearch
sation problem. P αlomo.inξffthis ιcιεηt
areaP rεdιctιvε
is focusedCoηtrol
on howAlgs. F ιnαl Vfaster
to compute εrsιoη.
Gυιllεrmo
all the solutions (Tøndel et al., 2003a; Borrelli et al., 2003), how to poseεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo V αlεηcια
optimisation problemP αlomo.
to lower ξff ιcιεηt P rεdιctιvε
the number of theCoηtrol
off-lineAlgs. F ιnαl
solutions V εrsιoη.
(Borrelli
Gυιllεrmo V αlεηcια
et al., 2001; BemporadP αlomo.and ξff ιcιεηt2001;
Filippi, P rεdιctιvε
GriederCoηtrol
et al., Algs.
2003; F ιnαl V εrsιoη.
Rossiter and
Gυιllεrmo
Grieder, V αlεηcια
2005a) andPhow
αlomo. to doξffaιcιεηt
betterPsearch
rεdιctιvεfor Coηtrol
the solution Algs. F ιnαl(Tøndel
on-line V εrsιoη.
Gυιllεrmo V αlεηcια
et al., 2003b; P αlomo.
Johansen ξff ιcιεηt P rεdιctιvε
and Grancharova, 2003). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.6 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In this chapter,
Gυιllεrmo V αlεηcια thePliterature
αlomo. ξffreviewιcιεηt of predictiveCoηtrol
P rεdιctιvε control Algs.
beginning
F ιnαl from its
V εrsιoη.
theoretical
Gυιllεrmo foundations
V αlεηcια in optimal
P αlomo. control
ξff ιcιεηt and theCoηtrol
P rεdιctιvε early predictive
Algs. F ιnαl strategies
V εrsιoη.
in an historical
Gυιllεrmo V αlεηcια context were presented.
P αlomo. ξff ιcιεηt P This was followed
rεdιctιvε Coηtrol by Algs.the Fdiscussion
ιnαl V εrsιoη.of
five aspects that have direct impact on the complexity and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. performance of the
controllerV and
Gυιllεrmo therefore
αlεηcια P αlomo.in itsξffimplementation.
ιcιεηt P rεdιctιvεThese Coηtrol aspects
Algs. are:
F ιnαlstability,
V εrsιoη.
feasibility,
Gυιllεrmo optimality,
V αlεηcια computational
P αlomo. ξff ιcιεηtcomplexity
P rεdιctιvεand Coηtrolrobustness.
Algs. F Different op-
ιnαl V εrsιoη.
tions in complexity and performance can be obtained by
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.changing the tuning
parameters
Gυιllεrmo in the MPC
V αlεηcια P αlomo. controller design.
ξff ιcιεηt However,
P rεdιctιvε Coηtrol theseAlgs.
different
F ιnαlgoals are
V εrsιoη.
often not obtainable simultaneously. Based on the fact that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. nonlinear predic-
tive controllers
Gυιllεrmo V αlεηcια improve
P αlomo.optimality,
ξff ιcιεηtthe most efficient
P rεdιctιvε Coηtrol nonlinear
Algs. Foptimisation
ιnαl V εrsιoη.
approaches
Gυιllεrmo where discussed
V αlεηcια P αlomo. briefly, nevertheless,
ξff ιcιεηt P rεdιctιvεthese
Coηtrol algorithms
Algs. Fare ιnαlstill too
V εrsιoη.
complex for the purposes of this thesis. Finally, highly efficient
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. algorithms of
predictiveV αlεηcια
Gυιllεrmo control were surveyed;
P αlomo. the Pprincipal
ξff ιcιεηt rεdιctιvεproposals
Coηtrol Algs. are: (i) to take
F ιnαl in
V εrsιoη.
account the computational delay, (ii) to consider different
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. parametrisations of
the predictions
Gυιllεrmo V αlεηcια or cost function
P αlomo. allowing
ξff ιcιεηt a degree of
P rεdιctιvε suboptimality
Coηtrol Algs. F ιnαland (iii) to
V εrsιoη.
take mostV αlεηcια
Gυιllεrmo of the computational
P αlomo. ξff ιcιεηtload toP an off-lineCoηtrol
rεdιctιvε procedure. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vnext
αlεηcια
part Pofαlomo. ξff ιcιεηt
this thesis P rεdιctιvε
will develop Coηtrol
solutions to Algs.
improveF ιnαl V εrsιoη.
feasibility
Gυιllεrmo V αlεηcιαfurther
and performance P αlomo. ξff ιcιεηt
using P rεdιctιvε
low-complexity Coηtrol Algs.
predictive controlF algorithms.
ιnαl V εrsιoη.
Gυιllεrmo
Stability of the algorithms will be guaranteed since the algorithmsιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F are Vbased
εrsιoη.
Gυιllεrmo V αlεηcια
in dual-mode P αlomo.
closed-loop ξff ιcιεηt
predictive P rεdιctιvε
control. Coηtrolis Algs.
Robustness F ιnαl in
not covered V εrsιoη.
this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
thesis. The algorithms will be tested experimentally. rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

II
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Efficient predictive control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
developments
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
F ιnαl V εrsιoη.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Auto-tuned predictive control


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
based on minimal plant
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
information
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This chapter presents original contribution to the thesis. First, this chapter
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tackles the issue of availability of constrained predictive control for low level
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
control loops. Hence, the chapter describes how the constrained control al-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gorithm is embedded in an industrial Programmable Logic Controller (PLC)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
using the IEC 1131.1 programming standard. Secondly, there is a definition
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and implementation of an auto-tuned predictive controller; the key novelty
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of the implementation is that the modelling is based on relatively crude but
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
pragmatic plant information. Laboratory experiment tests were carried out in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
two bench-scale laboratory systems to prove the effectiveness of the combined
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
algorithm and hardware solution. For completeness, the results are compared
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with a commercial PID controller (also embedded in the PLC) using the most
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
up to date auto-tuning rules.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vchapter
Gυιllεrmo αlεηcιαisPorganised
αlomo. ξff asιcιεηt
follows: Section 4.1
P rεdιctιvε presents
Coηtrol the Fintroduction
Algs. ιnαl V εrsιoη.
and motivation of the chapter; Section 4.2 outlines the modelling
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl assump-
V εrsιoη.
tions, theV controllers
Gυιllεrmo and auto-tuning
αlεηcια P αlomo. ξff ιcιεηt Prules; Section
rεdιctιvε 4.3 gives
Coηtrol Algs.anFoverview of
ιnαl V εrsιoη.
the hardware used for the implementation of the control algorithms; Section
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 4.4
describesVthe
Gυιllεrmo implementation
αlεηcια P αlomo. ξffofιcιεηt
the controllers
P rεdιctιvεinCoηtrol
the target
Algs.hardware; Sec-
F ιnαl V εrsιoη.
tion 4.5 presents the results obtained on real hardware; finally, Section
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 4.6
presents Vthe
Gυιllεrmo conclusions
αlεηcια of the
P αlomo. ξffchapter.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
As statedVinαlεηcια
Chapter P αlomo. ξffdesign
1, control ιcιεηt methods
P rεdιctιvε Coηtrol
based Algs.
on the F ιnαlcontrol
predictive V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
concept have found wide acceptance in industry and in academia, mainly F ιnαl V εrsιoη.
be-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
cause of the open formulation that allows the incorporation of different types ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

58
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 59
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
of modelsV ofαlεηcια P αlomo.
prediction and the ξff capability
ιcιεηt P rεdιctιvε Coηtrol
of constraint Algs. in
handling F ιnαl V εrsιoη.
the signals
Gυιllεrmo V αlεηcια
of the system. P αlomo.
Model predictiveξff ιcιεηt
controlP rεdιctιvε
(MPC) has Coηtrol
had a Algs.
peculiarF ιnαl V εrsιoη.
evolution.
Gυιllεrmo V αlεηcια
It was initially P αlomo.
developed ξff ιcιεηtwhere
in industry P rεdιctιvε
the needCoηtrol Algs.systems
to operate F ιnαl V atεrsιoη.
the
Gυιllεrmo V αlεηcια
limit to improve P αlomo. requires
production ξff ιcιεηtcontrollers
P rεdιctιvε Coηtrol
with Algs. F
capabilities ιnαl VPID.
beyond εrsιoη.
Gυιllεrmo V αlεηcιαcontrollers
Early predictive P αlomo. were ξff ιcιεηt
basedP rεdιctιvε
on heuristicCoηtrol Algs. F
algorithms ιnαl simple
using V εrsιoη.
Gυιllεrmo
models. V αlεηcια
Small P αlomo. ξff
improvements in ιcιεηt P rεdιctιvε
performance Coηtrol
led to Algs.inF profit.
large gains ιnαl V εrsιoη.
The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
research community has striven to give theoretical support to the practical Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
results achieved P αlomo.
and, thus theξffeconomic
ιcιεηt P rεdιctιvε
argument,Coηtrol
predictive Algs. F ιnαl
control hasV mer-
εrsιoη.
Gυιllεrmo
ited largeV expenditure
αlεηcια P αlomo. ξff ιcιεηt
on complex P rεdιctιvε
algorithms andCoηtrol Algs. Farchitecture
the associated ιnαl V εrsιoη.
Gυιllεrmo
and set upV αlεηcια
times. PHowever,
αlomo. ξff ιcιεηt
with theP perhaps
rεdιctιvεnotable
Coηtrolexception
Algs. F ιnαl V εrsιoη.
of Predic-
Gυιllεrmo V αlεηcια
tive Functional P αlomo.
Control (PFC) ξff(Richalet,
ιcιεηt P rεdιctιvε Coηtrol
1993), there Algs.relatively
has been F ιnαl Vlittle
εrsιoη.
Gυιllεrmo V αlεηcια
penetration P αlomo.
into markets whereξff ιcιεηt P rεdιctιvε
PID strategies Coηtrol and
dominate, Algs. F ιnαl
this despiteV εrsιoη.
the
Gυιllεrmo
fact thatVpredictive
αlεηcια Pcontrol
αlomo.still ξff ιcιεηt
has a lotP rεdιctιvε CoηtrolofAlgs.
to offer because F ιnαl V con-
its enhanced εrsιoη.
Gυιllεrmo V αlεηcιαabilities
straint handling P αlomo. andξfftheιcιεηt P rεdιctιvε
controller formatCoηtrol
being Algs.
more F ιnαl V than
flexible εrsιoη.
Gυιllεrmo
PID. TheV major
αlεηcια P αlomo.
obstacles ξff(i)
are: ιcιεηt
the P rεdιctιvε Coηtrol
implementation Algs.
costs; F ιnαl
(ii) the V εrsιoη.
complex-
Gυιllεrmo
ity of theValgorithms;
αlεηcια P αlomo.and (iii)ξfftheιcιεηt P rεdιctιvε
algorithm Coηtrol
not being Algs. in
available F ιnαl V εrsιoη.
the off the
Gυιllεrmo V αlεηcια
shelf hardware, mostP αlomo.
likely usedξff ιcιεηt P rεdιctιvε
for local Coηtrol Algs. F ιnαl V εrsιoη.
loop control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
Some authors have improved the user-friendliness rεdιctιvε Coηtrol Algs. F ιnαl
(complexity) of VMPC
εrsιoη.
Gυιllεrmo
software V αlεηcιαavailable
packages P αlomo.for ξffhigh
ιcιεηt P rεdιctιvε
level Coηtrol(Froisy,
control purposes Algs. F2006;
ιnαl Zhu
V εrsιoη.
et
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
al., 2008). Nevertheless, they have the same implementation drawback in that Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the development P αlomo.
platform is aξff ιcιεηt P rεdιctιvε
stand-alone computer Coηtrol
running Algs.
underF ιnαl V εrsιoη.
Windows r
Gυιllεrmo V αlεηcια P
OS. Furthermore, αlomo.
these ξff ιcιεηt
packages P rεdιctιvε
involve complex Coηtrol Algs. F ιnαl
identification V εrsιoη.
procedures
Gυιllεrmo
which thus require the control commissioning to be in the hands of Va εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl few
Gυιllεrmo V αlεηcια
skilled control P αlomo.
engineers; ξff ιcιεηtbyPnon
ownership rεdιctιvε
controlCoηtrol
expertsAlgs.
is anFimpediment
ιnαl V εrsιoη.
Gυιllεrmo
for more Vwidespread
αlεηcια P αlomo.
utilization.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Some
Gυιllεrmo early industrial
V αlεηcια P αlomo.work (Richalet,
ξff ιcιεηt 2007) has
P rεdιctιvε demonstrated
Coηtrol Algs. F ιnαl thatV with
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlofVPFC
the right promotion and support, technical staff are confident users εrsιoη.
where these are an alternative to PID on a standard PLC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. unit. Technical
staff relate
Gυιllεrmo easily to
V αlεηcια the tuning
P αlomo. parameters
ξff ιcιεηt which
P rεdιctιvε are primarily
Coηtrol Algs. F theιnαldesired
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V by
time constant and secondly a coincidence point which can be selected a
εrsιoη.
simple global
Gυιllεrmo searchP over
V αlεηcια αlomo. horizons choices.
ξff ιcιεηt Because
P rεdιctιvε PFC isAlgs.
Coηtrol basedFon ιnαla model,
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vother
the controller structure can take systematic account of dead-times and εrsιoη.
characteristics, which are not so straightforward with PID.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Also constraint
handlingVcan
Gυιllεrmo be included
αlεηcια P αlomo. to some extentPby
ξff ιcιεηt using predicted
rεdιctιvε Coηtrol violations
Algs. F ιnαl to trigger
V εrsιoη.
a temporary switch to a less aggressive strategy.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vvendors
αlεηcια conjecture
P αlomo. ξff is ιcιεηt
that PFCP rεdιctιvε Coηtrol Algs.
was successfully F ιnαlbecause
adopted V εrsιoη.
Gυιllεrmo
of two key factors: first there is effective support in technician trainingV εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl pro-
Gυιllεrmo
grammesV(get αlεηcια
it onP αlomo. ξff ιcιεηt
the syllabus) andPsecond
rεdιctιvε theCoηtrol
algorithm Algs. F ιnαl V εrsιoη.
is embedded in
Gυιllεrmo
standardVPLC αlεηcια P αlomo.
hardware theyξffencounter
ιcιεηt P rεdιctιvε
on the job, Coηtrol Algs. Fitιnαl
thus making V εrsιoη.
easily ac-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
cessible (and cheap). However, despite its obvious success, academia has shied Algs. F ιnαl V εrsιoη.
Gυιllεrmo
away from V αlεηcια
the PFCP αlomo.
algorithm ξff because
ιcιεηt P rεdιctιvε Coηtrol foundations
its mathematical Algs. F ιnαlare V εrsιoη.
not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
systematic or rigorous like other approaches; that is, the performance/stability Algs. F ιnαl V εrsιoη.
Gυιllεrmo
analysis Vis αlεηcια
primarily P αlomo. ξff ιcιεηtapproach
an a posteriori P rεdιctιvε as Coηtrol
opposed Algs.
to theFaιnαl V εrsιoη.
priori one
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrol plant information.
Algs. 60
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
more popular P αlomo.
in modern ξff ιcιεηtSo
literature. P rεdιctιvε
there is aCoηtrol
challenge Algs. F ιnαl
for the V εrsιoη.
academic
Gυιllεrmo
community V αlεηcια
to proposeP αlomo. ξff ιcιεηt
rigorous P rεdιctιvε Coηtrol
but nevertheless intuitiveAlgs.
and Fsimple
ιnαl Valgo-εrsιoη.
Gυιllεrmo V αlεηcια
rithms which couldPequally
αlomo.be ξffembedded
ιcιεηt P rεdιctιvε
in cheapCoηtrol
control Algs.
units. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
On the P αlomo.
other hand, ξff ιcιεηt
in recent P rεdιctιvε
specialised Coηtrol Algs.
conferences, authors F ιnαl
haveVoftenεrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
focussed on the level of rigorism required in the modelling and tuning procedure F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
for different P αlomo.
cases (Morari et ξff
al.,ιcιεηt P rεdιctιvε
2008a). However,Coηtrol Algs.and
accessibility F ιnαl V εrsιoη.
useability
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
in such a mass market may require different assumptions from those typically Algs. F ιnαl V εrsιoη.
Gυιllεrmo
adopted Vinαlεηcια P αlomo.
the literature; ξff ιcιεηt P
specifically rεdιctιvε
much Coηtrol
less rigour andAlgs.
moreFautomation
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαwill
in the modelling P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
be essential.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Hence,
Gυιllεrmo the firstPobjective
V αlεηcια αlomo. ξff of ιcιεηt
this chapter is to develop
P rεdιctιvε Coηtrolan auto-tuned
Algs. F ιnαl VMPC εrsιoη.
controller based on minimal plant information which would
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. be available from
staff at technician
Gυιllεrmo V αlεηcια Plevel αlomo. onlyξffwho
ιcιεηtmay be responsible
P rεdιctιvε Coηtrolfor maintaining
Algs. and
F ιnαl V εrsιoη.
tuning local
Gυιllεrmo loops.P Secondly,
V αlεηcια αlomo. ξffthe paper
ιcιεηt aims to Coηtrol
P rεdιctιvε demonstrateAlgs. howF ιnαlan VMPC εrsιoη.
algorithm, using this model information, can be embedded
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. in a commercial
PLC andVofαlεηcια
Gυιllεrmo particular interestξff
P αlomo. toιcιεηt
readers will be theCoηtrol
P rεdιctιvε incorporation
Algs. of systematic
F ιnαl V εrsιoη.
constraint handling within the PLC unit. A final objective
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is to contrast the
auto-tuned MPC with a commercial PID controller in order
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to show that the
MPC is aVpractical
Gυιllεrmo αlεηcια P (available
αlomo. ξff andιcιεηt
at theP same cost)Coηtrol
rεdιctιvε alternative
Algs. to FPID
ιnαl forVlocal
εrsιoη.
loops.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2 The
Gυιllεrmo V αlεηcια controllers
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section outlines P αlomo. ξff ιcιεηt
the modelling P rεdιctιvε(Section
assumptions Coηtrol4.2.1)
Algs. andF ιnαltheVauto-
εrsιoη.
Gυιllεrmo V αlεηcια
tuning rules for thePPID αlomo. ξff ιcιεηt
(Section 4.2.2)Pand
rεdιctιvε Coηtrol Algs.
MPC (Sections F ιnαl strate-
4.2.3-4.2.5) V εrsιoη.
Gυιllεrmo V αlεηcια
gies adopted. It isP noted
αlomo.that ξff ιcιεηt P rεdιctιvε rules
the auto-tuning Coηtrol are Algs. F ιnαl V εrsιoη.
only applicable to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
stable systems so discussion of unstable systems is deferred for future work. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2.1 VModelling
Gυιllεrmo αlεηcια P αlomo. assumptions
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If anything,
Gυιllεrmo this chapter
V αlεηcια P αlomo. is more generous
ξff ιcιεηt with the
P rεdιctιvε auto-tuned
Coηtrol Algs. PIDF ιnαl than the
V εrsιoη.
MPC because it allows the PID algorithm a large quantity
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of measurement
data andVthe
Gυιllεrmo abilityP to
αlεηcια ditherξff
αlomo. the inputP substantially
ιcιεηt rεdιctιvε Coηtrol during tuning
Algs. to extract
F ιnαl V εrsιoη.
the required
Gυιllεrmo information.
V αlεηcια P αlomo.Moreover,
ξff ιcιεηt the complexity
P rεdιctιvε of this
Coηtrol algorithm
Algs. F ιnαl means
V εrsιoη.
that the modelling is done off-line. This decision was taken
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to give a stiff test
for the auto-modelled/auto-tuned
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt MPC algorithms.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
For MPC, crude P αlomo.
modelling ξff information
ιcιεηt P rεdιctιvε
only isCoηtrol
provided, Algs. F ιnαl V such
for instance εrsιoη.
Gυιllεrmo V αlεηcια
as could be provided P αlomo. ξff ιcιεηt
by a technician orPplant
rεdιctιvε Coηtrol
operator Algs. F ιnαl
but specifically V εrsιoη.
avoiding
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the use of a rigorous least squares model estimator which could be expensive Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
if required for largePnumbers
αlomo. ξff ιcιεηtand
of loops P rεdιctιvε
impracticalCoηtrol
to putAlgs.
on theF ιnαl
PLCVunit.εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
The technician should provide estimates of behaviour as compared to standard Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
second order P αlomo. ξff
characteristics: ιcιεηt P rεdιctιvε
rise-time, settling time,Coηtrol Algs. Fsteady-state
overshoot, ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 61
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
gain andVdead-time.
αlεηcια P αlomo.From this ξff data
ιcιεηtanPapproximate
rεdιctιvε Coηtrol secondAlgs.
orderF model
ιnαl V with
εrsιoη.
1
Gυιllεrmo
dead-time V αlεηcια
is determinedP αlomo. . ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Consider P αlomo. stable
an open-loop ξff ιcιεηt P rεdιctιvε Coηtrol
continuous-time model Algs.
in theFLaplace
ιnαl V εrsιoη.
do-
Gυιllεrmo V αlεηcια
main of the form: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Kwn2 Coηtrol Algs. F ιnαl V εrsιoη.
F (s) = 2 (4.1)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt s + 2ξwn s + wnCoηtrol
P rεdιctιvε 2 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where K Visαlεηcια
Gυιllεrmo the gain, wn is theξffundamped
P αlomo. ιcιεηt P rεdιctιvεnatural frequency
Coηtrol Algs. of theF system and
ιnαl V εrsιoη.
ξ is the damping factor. If 0 < ξ < 1, the values
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.of the transient response
parameters
Gυιllεrmo can bePcalculated
V αlεηcια αlomo. ξffwith ιcιεηtthe followingCoηtrol
P rεdιctιvε equations (Franklin
Algs. F ιnαl Vetεrsιoη.
al.,
2002): V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt p P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
w =w
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt1P−rεdιctιvε ξ2 (4.2)
¶ Coηtrol Algs. F ιnαl V εrsιoη.
d n
µ
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P−rεdιctιvε √ ξ
1−ξ2
Π Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(4.3)
M p =100 × e εrsιoη.
4
Gυιllεrmo V αlεηcια P αlomo. tξff=ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(4.4) εrsιoη.
s
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ξwn P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
µ ¶
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 1 P−1rεdιctιvεwd Coηtrol Algs. F ιnαl V εrsιoη.
tr = tan (4.5)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
wd P rεdιctιvε −wn ξ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where MV
Gυιllεrmo p is the maximum
αlεηcια P αlomo.peak in percentage,
ξff ιcιεηt P rεdιctιvε ts is the settling
Coηtrol Algs. time and
F ιnαl tr is
V εrsιoη.
the raising time. If ξ ≥ 1, F (s) can be approximated
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.to two first order transfer
functionsVin
Gυιllεrmo cascade:
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt µ P rεdιctιvε ¶µ ¶
p1 p2Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. F (s) ξff
=K ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
s + p1 s + p2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
K(p1 p2 )
Gυιllεrmo V αlεηcια P αlomo. ξff = ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(4.6) εrsιoη.
s 2 + (p + p )s + p p
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 2 1 2

Gυιllεrmo
where p1V , αlεηcια
p2 ∈ R are P αlomo.
poles of ξffthe
ιcιεηt P rεdιctιvε
system and theCoηtrol
transientAlgs. F ιnαlwill
response V εrsιoη.
be
Gυιllεrmo V αlεηcια P αlomo. ξff
dominated by the slowest pole of the system. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFromV αlεηcια
equationsP αlomo.
(4.2-4.6)ξff it ιcιεηt
is possible to substitute
P rεdιctιvε Coηtrolback Algs. theF parameters
ιnαl V εrsιoη.
of the transient response to obtain the transfer
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl function model (4.1) which can
V εrsιoη.
be easilyVconverted
Gυιllεrmo αlεηcια Pto a state-space
αlomo. ξff ιcιεηtrepresentation
P rεdιctιvε Coηtrol [if equation F ιnαlisVused,
Algs. (4.6) εrsιoη.
2
then, 2ξw =
Gυιllεrmo Vnαlεηcια p 1 + p and w = p
P2αlomo.n ξff ιcιεηt p ]:
1 2 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. · ξff ιcιεηt P2 rεdιctιvε ¸ · ¸ Algs. F ιnαl V εrsιoη.


Coηtrol
−ξwn −wn 1
Gυιllεrmo V αlεηcια P αlomo.
ẋc (t) = ξff ιcιεηt P rεdιctιvε xc (t) +Coηtrol ucAlgs.
(t) F ιnαl V εrsιoη.
1 0 0
Gυιllεrmo V αlεηcια P αlomo. | ξff ιcιεηt{z P rεdιctιvε } Coηtrol
| {z } Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. £ ξff ιcιεηtA c
2
¤ P rεdιctιvε Coηtrol Bc Algs. F ιnαl V(4.7)εrsιoη.
y
Gυιllεrmo V αlεηcιαc P αlomo.(t) = 0 ξffKwιcιεηt
n x
P (t)
crεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
| {z }
Gυιllεrmo V αlεηcια P αlomo. ξffCιcιεηt c P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The author accepts that for more complex dynamics a slightly more involved procedure
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
may be required.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 62
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pisαlomo.
This representation ξff ιcιεηt P rεdιctιvε
called controllable canonicalCoηtrol Algs. is
form because F ιnαl V εrsιoη.
guaranteed
Gυιllεrmo V αlεηcια P
to be controllable. αlomo. option
Another ξff ιcιεηt wouldP rεdιctιvε
be Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. · ξff ιcιεηt¸P rεdιctιvε · Coηtrol ¸ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −ξw 1
ξff ιcιεηt Pxrεdιctιvε 0
Coηtrol
ẋc (t) = 2
n
c (t) + 2 ucAlgs.
(t) F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −w
ξff ιcιεηt
n 0 P rεdιctιvε Kw
Coηtrol
n Algs. F ιnαl V εrsιoη.
| {z } | {z }
Gυιllεrmo V αlεηcια P αlomo. £ ξffAιcιεηt
c¤ P rεdιctιvε Coηtrol
Bc Algs. F ιnαl V(4.8) εrsιoη.
Gυιllεrmo V αlεηcια yc (t) = 1 ξff0 ιcιεηt
P αlomo. xc (t)P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
| {z }
Gυιllεrmo V αlεηcια P αlomo. Cξff c
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Which isVan
Gυιllεrmo observable
αlεηcια P αlomo.canonical formPsince
ξff ιcιεηt the observability
rεdιctιvε Coηtrol Algs. is guaranteed.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
To obtain the Pfinalαlomo.
model ξff for
ιcιεηt P rεdιctιvε
prediction, theCoηtrol
continuousAlgs. F ιnαl
model V εrsιoη.
(4.7-4.8)
Gυιllεrmo V αlεηcια with
can be discretised P αlomo. ξff ιcιεηt
a sensible P rεdιctιvε
sampling time Coηtrol
Ts using Algs. F ιnαl V εrsιoη.
the approximation
Gυιllεrmo V αlεηcια P αlomo.
(Åström and Wittenmark, 1990): ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
µ ¶µ ¶−1
Gυιllεrmo V αlεηcια P αlomo. 1ξff ιcιεηt P rεdιctιvε 1 Coηtrol Algs. F ιnαl V εrsιoη.
x k+1 = I + A c Ts
Gυιllεrmo V αlεηcια P αlomo. 2ξff ιcιεηt P rεdιctιvε I − A c Ts xk Algs. F ιnαl V εrsιoη.
Coηtrol
2
| {z }
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtAP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.µξff ιcιεηt 1 P¶ µ
rεdιctιvε ¶−1
1 Coηtrol Algs. F ιnαl V(4.9) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. + T I +
s ξff ιcιεηt A T
c P I − A
s rεdιctιvε CoηtrolT
c s B u
Algs.
c k F ιnαl V εrsιoη.
2 2
Gυιllεrmo V αlεηcια P αlomo. | ξff ιcιεηt P rεdιctιvε {z Coηtrol Algs. } F ιnαl V εrsιoη.
B
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
yk+1 = Cc xk
Gυιllεrmo V αlεηcια P αlomo. |{z} ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
C
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If dead time exist, states are added to the system (4.9) to shift forward
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in time (the equivalent number of sampling instants of the dead time – this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
assumes that the delay is an integral multiple of Ts ) the dynamic response.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4.2.2 VDesignαlεηcια Ppoint, αlomo. auto-tuning
ξff ιcιεηt P rεdιctιvε andCoηtrol Algs. Fhandling
constraint ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for PID
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PPID
A novel auto-tuned αlomo. ξff ιcιεηt
controller P rεdιctιvεinCoηtrol
as described (Clarke,Algs.
2006; FGyöngy
ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Clarke, 2006) is used. A schematic diagram of the system is shown in Fig-Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ure 4.1. VTheαlεηcια P αlomo.
objective is to ξff ιcιεηt
adapt thePcontroller
rεdιctιvε Coηtrol
so as to Algs.
achieve F ιnαl V εrsιoη.
a carefully
Gυιllεrmo V αlεηcια
chosen design pointPon αlomo. ξff ιcιεηt
the Nyquist P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
diagram.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vkey
Gυιllεrmo components
αlεηcια P αlomo. are ξff
phase/frequency
ιcιεηt P rεdιctιvε and Coηtrol
plant gain estimators
Algs. F ιnαl (PFE,
V εrsιoη.
GE), described in detail in (Clarke, 2002). In essence
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V a PFE injects a εrsιoη.
test
sinewaveVinto
Gυιllεrmo a system
αlεηcια and continuously
P αlomo. adapts itsCoηtrol
ξff ιcιεηt P rεdιctιvε frequency ω1 until
Algs. its Vphase
F ιnαl εrsιoη.
shift attains a desired value θ (in this case the design
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d point). Also forming
important
Gυιllεrmo part of the
V αlεηcια tuner, ξff
P αlomo. butιcιεηt
not shown in Figure
P rεdιctιvε Coηtrol 4.1,Algs.
are variable
F ιnαl Vband-
εrsιoη.
pass filters (VBPF) at the inputs of the PFE and GE.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.These are second-order
filters centered
Gυιllεrmo V αlεηcιαon P the current
αlomo. ξffvalue
ιcιεηtofP the test frequency.
rεdιctιvε Coηtrol Algs. TheyFare ιnαlused to
V εrsιoη.
isolate the probing signal from the other signals circulating
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. on the loop (such
as noise, Vsetpoint
Gυιllεrmo αlεηcιαchanges
P αlomo. and
ξffload
ιcιεηt disturbances).
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrol plant information.
Algs. 63
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VTest
αlεηcια
frecuency
P αlomo. ξff ιcιεηt P rεdιctιvε
1 1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
(from FPE) P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
Design GE Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Set-point
V αlεηcια r + P αlomo. ξff ιcιεηt Purεdιctιvε Plant
Controller Coηtrol Algs.Output F ιnαl
y V εrsιoη.
Gυιllεrmo V αlεηcια + P
- αlomo. C(s) ξff ιcιεηt P rεdιctιvε
Control Coηtrol
G(s) Algs. F ιnαl V εrsιoη.
signal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PFE
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FigureP4.1:
Gυιllεrmo V αlεηcια αlomo.Schematic diagram
ξff ιcιεηt of the auto-tuning
P rεdιctιvε Coηtrol Algs. PID.F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Valgorithm
αlεηcια Pisαlomo. ξff using
initialised ιcιεηt aPfirst-order/dead-time
rεdιctιvε Coηtrol Algs. F ιnαlapprox-
(FODT) V εrsιoη.
Gυιllεrmo V αlεηcια
imation G(s) for theP plant,
αlomo.obtained
ξff ιcιεηtfrom
P rεdιctιvε
a simpleCoηtrolstep test.Algs. The F ιnαl V εrsιoη.
initialization
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
involves the computation of suitable values for the parameters associatedCoηtrol Algs. F ιnαl V with
εrsιoη.
Gυιllεrmo
the GE, V αlεηcια
PFE and the P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
controller.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vcontroller
Gυιllεrmo αlεηcια Pisαlomo. based on a design
ξff ιcιεηt point in Coηtrol
P rεdιctιvε the Nyquist Algs.diagram.
F ιnαl V This
εrsιoη.
design point is chosen to obtain the desired closed-loop
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. behaviour, i.e. rise
time, damping
Gυιllεrmo V αlεηcια value, settlingξfftime.
P αlomo. ιcιεηtIn this case,Coηtrol
P rεdιctιvε the desired Algs.damping
F ιnαl Vvalue
εrsιoη.
of 0.5 for all the systems is chosen. From this desired
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. damping value, the
variables for all the auto-tuning process are obtained as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is shown in (Clarke,
2006; Gyöngy
Gυιllεrmo V αlεηcια and Clarke,
P αlomo.2006).ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The VPID
Gυιllεrmo αlεηcια design does not
P αlomo. ξff take
ιcιεηtexplicit
P rεdιctιvε account of constraints
Coηtrol Algs. F ιnαl andV thus
εrsιoη.
ad hoc mechanisms
Gυιllεrmo V αlεηcια Pare required.
αlomo. Typically
ξff ιcιεηt P rεdιctιvεinputCoηtrol
saturation Algs.with someVform
F ιnαl εrsιoη.
of anti-windup
Gυιllεrmo V αlεηcια willPbe used but
αlomo. state constraints
ξff ιcιεηt P rεdιctιvε are not considered;
Coηtrol Algs. F ιnαl this is a
V εrsιoη.
weakness.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2.3 VBasic
Gυιllεrmo αlεηcιαassumptions
P αlomo. ξff ιcιεηt for MPC Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For the purpose of this chapter almost any conventional MPC algorithm can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
be deployed as the main distinguishing characteristic, with sensible tuning, is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the model. Hence, assume that the MPC law can be reduced to minimising a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GPC 2 cost function of the form:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ny
X
Gυιllεrmo V αlεηcια ¡ P αlomo.¢Tξff ¢ nX
¡ ιcιεηt P rεdιctιvε u −1
Coηtrol
T Algs. F ιnαl V εrsιoη.
J = w − y w − y +
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.k+iF ιnαl V
k+i k+i k+i k+i ∆u k+i R∆u (4.10)
εrsιoη.
i=1 i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where the
Gυιllεrmo second term
V αlεηcια in the
P αlomo. ξffequation (4.10) is Coηtrol
ιcιεηt P rεdιctιvε the control Algs.effort andV R
F ιnαl is
εrsιoη.
weighting sequence factor. The reference
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol trajectory w k , is the desired output
Algs. F ιnαl V εrsιoη.
in closed-loop
Gυιllεrmo V αlεηcια of the system and
P αlomo. is given
ξff ιcιεηt by:
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαwP αlomo. ξff ιcιεηt
i P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k+i|k = rk+i − α (rk − yk ) ; 1 ≤ i ≤ ny (4.11)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo V αlεηcια
To simplify P αlomo.
some algebra ξff ιcιεηt
compared P rεdιctιvε
to dual-mode Coηtrol
approaches Algs.
(e.g. F ιnαl
Rossiter V 1998;
et al., εrsιoη.
Scokaert and Rawlings, 1998).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V Auto-tuned
Gυιllεrmo predictive
αlεηcια P αlomo. control Pbased
ξffιcιεηt on minimal
rεdιctιvε Coηtrolplant information.
Algs. 64
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where rkVisαlεηcια P αlomo.
the setpoint andξffιcιεηt
α (0 < Pαrεdιctιvε Coηtrol Algs.
< 1) determines F ιnαl V εrsιoη.
the smoothness of
Gυιllεrmo V αlεηcια
the approach from Pthe
αlomo.
outputξffιcιεηt
to rk . PWhen
rεdιctιvε Coηtrol are
constraints Algs. F ιnαl V εrsιoη.
introduced, the
Gυιllεrmo V αlεηcια
cost function (4.10)P can
αlomo. ξffιcιεηt Pinrεdιctιvε
be expressed Coηtrolform
more compact Algs. in Fterms
ιnαl V ofεrsιoη.
the
Gυιllεrmo
predictedVoutput:
αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 T
Gυιllεrmo V αlεηcια PJαlomo. = ∆u ξffιcιεηt
k−1 H∆u
P k−1
rεdιctιvε
+ ∆u TCoηtrol Algs. F ιnαl V εrsιoη.
f+b
− → −→ −
2 ξffιcιεηt P rεdιctιvε k−1 → (4.12)
Gυιllεrmo V αlεηcια P αlomo. Coηtrol Algs. F ιnαl V εrsιoη.
s.t. M∆u k−1 ≤ q
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt−→ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where ∆u V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→k−1 is the vector of future inputs increments and the other matrix
Gυιllεrmo V αlεηcια
details are omitted P forαlomo.
brevityξffιcιεηt
but are P rεdιctιvε
available in Coηtrol
Chapter Algs.
2 and F ιnαl V εrsιoη.
standard ref-
Gυιllεrmo V αlεηcια
erences (e.g. P αlomo.
Maciejowski, ξffιcιεηt
2002; P rεdιctιvε
Rossiter, Coηtrol and
2003; Camacho Algs. F ιnαl 2004).
Bordons, V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The tuning parameters are usually taken to be the horizons ny , nu and
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
weights R. However, more recent thinking suggests that ny should be larger
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
than the settling time, nu is typically 2 or 3 (for practical reasons rather than
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimality which requires higher values) and R becomes the major tuning
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
parameter, albeit some may argue a poor mechanism for tuning. The param-
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
eter α will also have a substantial impact (Clarke et al., 1987b) but is rarely
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
discussed except in PFC approaches.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4.2.4 VConstraint
αlεηcια P αlomo. ξffιcιεηt Pfor
handling rεdιctιvε
MPCCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The systems P αlomo.
considered here ξffιcιεηt P rεdιctιvε
are open-loop stable,Coηtrol Algs.
therefore in theF ιnαl V εrsιoη.
absence of
Gυιllεrmo V αlεηcια Pfor
output constraints, αlomo. ξffιcιεηtsetpoint
a reachable P rεdιctιvε Coηtrolwill
the system Algs.onlyF ιnαl V εrsιoη.
violate the
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs.
constraints in presence of disturbances or overshoots derived from setpoint F ιnαl V εrsιoη.
Gυιllεrmo
changes. VInαlεηcια P αlomo.
practice, one may ξffιcιεηt
not be Pable
rεdιctιvε Coηtrol
to program Algs. F ιnαl
a complete V εrsιoη.
QP solver,
Gυιllεrmo V αlεηcια
so a sensible way ofP αlomo.
handlingξffιcιεηt P rεdιctιvε
constraints Coηtrol Algs.
is to interpolate F ιnαl V εrsιoη.
two unconstrained
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
control laws (Rossiter et al., 2002), one with good performance (e.g. Algs. F ιnαl∆uV εrsιoη.
−→f ast )
Gυιllεrmo V αlεηcια
and one with good Pfeasibility
αlomo. ξffιcιεηt
(e.g. ∆u P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−→slow ) , using (β ∈ R):
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια ∆u
−→P= (1 − β)∆u
αlomo. −→f ast +
ξffιcιεηt −→slow ; Coηtrol
P β∆u
rεdιctιvε 0 ≤ β ≤Algs.
1 F ιnαl V(4.13) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The variable β is used to form the mix of fast and slow according to the
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
predicted situation (if feasible β = 0). Hence, the optimisation procedure
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
reduces to simple linear program in one variable that is a set of inequality
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
checks of the form:
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo βV∗ αlεηcια
= min Pβ αlomo.
s.t. M ξffιcιεηt
{i} ∆u P rεdιctιvε Coηtrol Algs. F ιnαl V(4.14) εrsιoη.
−→k − q{i} ≤ 0; i = 1, . . . , ny
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where ∗ V
Gυιllεrmo denote
αlεηcιαoptimality
P αlomo.and the subscript
ξffιcιεηt P rεdιctιvε{i} Coηtrol
denotes Algs.
the selection
F ιnαl Vofεrsιoη.
the
ith row of
Gυιllεrmo the associated
V αlεηcια P αlomo.matrix/vector.
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV4.1
Gυιllεrmo Solution
αlεηcια for this
P αlomo. problem
ξffιcιεηt only exist
P rεdιctιvε if the Algs.
Coηtrol state F isιnαl
inside the
V εrsιoη.
maximumV admissible
Gυιllεrmo set (Gilbert
αlεηcια P αlomo. and Tan,
ξffιcιεηt 1991) for
P rεdιctιvε the unconstrained
Coηtrol Algs. F ιnαllaw for
V εrsιoη.
good feasibility. If not, more complex strategies are needed not
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. covered in this
formulation.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 65
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vprocedure
αlεηcια Ptoαlomo. calculate β ∗ is described
ξff ιcιεηt P rεdιctιvε in Coηtrol
the followingAlgs. algorithm:
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξff ιcιεηt
4.1 (Interpolation P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimisation)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Perform P αlomo. ξff
the following ιcιεηt Prow
operation rεdιctιvε
by rowCoηtrol
to calculateAlgs.the
F ιnαl V εrsιoη.
vector βv ,
Gυιllεrmo V αlεηcια P αlomo. ∗ ξff ιcιεηt P rεdιctιvε Coηtrol
whose elements are β candidates according to the predicted constraint Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
violations:
Gυιllεrmo V αlεηcια P αlomo. ny n
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X o
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
βv,{i} = scale−1 {i} × check {i} (4.15)
Gυιllεrmo V αlεηcια P αlomo. i=1
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
³
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. ´
Gυιllεrmo V αlεηcια P αlomo. scaleξff = ιcιεηt
M ∆u −→ Pslow,k − ∆u
rεdιctιvε −→Coηtrol
f ast,k Algs. F ιnαl V (4.16)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
check = q − M∆u P rεdιctιvε
f ast,k
Coηtrol Algs. F ιnαl V εrsιoη.
(4.17)
− →
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
where P αlomo.
the subscript {i}ξff ιcιεηt the
denotes P rεdιctιvε
selectionCoηtrol
of the ith Algs.
rowFofιnαl
theVasso-
εrsιoη.
Gυιllεrmo V αlεηcια
ciated P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
matrix/vector.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Extract
Gυιllεrmo V αlεηcιαthe maximum
P αlomo. value of the
ξff ιcιεηt vector βv Coηtrol
P rεdιctιvε (denotedAlgs. as βv,max
F ιnαl): V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
β = max βv,{i}
Gυιllεrmo V αlεηcια P αlomo. ξff v,max ιcιεηt Pi∈{1,...,n
rεdιctιvε y} Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. TheV value
αlεηcια of Pβ ∗αlomo.
will be ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff  ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff 1
 ιcιεηt if βv,max Coηtrol
P rεdιctιvε ≥1 Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. βv,maxP rεdιctιvε
β =ξff ιcιεηt if 0 < βv,max Coηtrol< 1 Algs. F ιnαl V (4.18)
εrsιoη.

0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε if β ≤ 0
v,max Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.2.5 Simple auto-tuning rules for MPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
There areV many
αlεηcια P αlomo. for
alternatives ξff ιcιεηt P rεdιctιvε
auto-tuning, someCoηtrol
with better Algs. F ιnαl V than
properties εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the one used here are possible, but the author felt this chapter should initiate Algs. F ιnαl V εrsιoη.
Gυιllεrmo
discussionV αlεηcια
with an Pindustrial
αlomo. ξffstandard.
ιcιεηt P rεdιctιvε
Thus, the Coηtrol Algs.control
predictive F ιnαl design
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
and tuning procedure is described next. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For Vthe
Gυιllεrmo MPC Pthe
αlεηcια prediction
αlomo. ξff ιcιεηthorizon ny is chosen
P rεdιctιvε Coηtrolequal Algs.toFthe
ιnαlsettling
V εrsιoη.
time plus n
Gυιllεrmo V αlεηcια
u , with n ¿
Puαlomo. n y ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlsignals,
. Assuming normalisation of input/output V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V‘best’
then 0.1 ≤ R ≤ 10, a form of global search can be used to settle on the εrsιoη.
parameters
Gυιllεrmo againstPsome
V αlεηcια αlomo. criteria.
ξff ιcιεηtHowever, if weCoηtrol
P rεdιctιvε take theAlgs.criteria to be
F ιnαl the
V εrsιoη.
cost J ofVequation
Gυιllεrmo αlεηcια P(4.10) αlomo. withξff R = 1,Pthen
ιcιεηt this fixes
rεdιctιvε CoηtrolR and Algs.nuFisιnαl
chosen to
V εrsιoη.
be as large
Gυιllεrmo as possible.
V αlεηcια The design
P αlomo. ξff ιcιεηt response speedCoηtrol
P rεdιctιvε αf ast (toAlgs.
formF∆u →f astV) εrsιoη.
−ιnαl will
be taken as half the open-loop time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε constant α so that the controller
0 Coηtrol Algs. F ιnαl V εrsιoη. has to
deliver some
Gυιllεrmo extra speed
V αlεηcια P αlomo.of response
ξff ιcιεηt as Pwell as stability
rεdιctιvε Coηtroland Algs.
offset free
F ιnαltracking;
V εrsιoη.
and αslowV(to
Gυιllεrmo form P
αlεηcια ∆u
−→ slow ) will
αlomo. ξff be taken
ιcιεηt P as 0.95
rεdιctιvε to have
Coηtrol a smooth
Algs. F closed-loop
ιnαl V εrsιoη.
response and avoid overshooting in setpoint changes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Thus, the auto-tuning
is fixed precisely
Gυιllεrmo V αlεηcιαbyP αlomo.the model parameters
ξff ιcιεηt and the
P rεdιctιvε technician
Coηtrol Algs.role is only
F ιnαl to
V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrolplant information.
Algs. 66
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
provide best P αlomo.
estimates of theseξff parameters
ιcιεηt P rεdιctιvε Coηtrol
(in practice Algs.
some F ιnαl should
iteration V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
take place).
Gυιllεrmo
The Vtuning
αlεηcια P αlomo.
method ξff ιcιεηt
proposed P rεdιctιvε
in this chapterCoηtrol
do not Algs.
enforceF ιnαl V εrsιoη.
closed-loop
Gυιllεrmo
stability. VAs
αlεηcια
in anyPother
αlomo. GPCξff ιcιεηt
type ofP rεdιctιvε
algorithm,Coηtrol Algs. Fmay
the controller ιnαlrequire
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
fine “tuning” of horizon lengths and weighting matrices to achieve closed-loop F ιnαl V εrsιoη.
Gυιllεrmo
stability, Vthis
αlεηcια
not P αlomo.discussed
further ξff ιcιεηthere;
P rεdιctιvε Coηtrol Algs.
implementation F ιnαl
of more V εrsιoη.
complex
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
constraint handling procedures and stability guaranteed algorithms are tackled F ιnαl V εrsιoη.
Gυιllεrmo
in the nextV αlεηcια
chapters.P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3 Programable Logic Controller (PLC) and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo the IEC
V αlεηcια 1131.3
P αlomo. programming
ξff ιcιεηt P rεdιctιvε Coηtrol standard
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
With theVprevious
αlεηcια section
P αlomo. ξff ιcιεηt
defining thePPID
rεdιctιvε
and MPCCoηtrol Algs. Fthis
controllers, ιnαlsection
V εrsιoη.
Gυιllεrmo
gives an Voverview
αlεηcια ofP αlomo. ξff ιcιεηt
the hardware P rεdιctιvε
that will be usedCoηtrol Algs.
for the F ιnαlapplica-
control V εrsιoη.
Gυιllεrmo V αlεηcιαinPSection
tion. Beginning αlomo. 4.3.1
ξff ιcιεηt
withPan rεdιctιvε Coηtrol
introduction asAlgs.
to theF ιnαl V εrsιoη.
reasons for
Gυιllεrmo
the popularity of the PLCs, then will introduce the reader in SectionV4.3.2
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcιαPLC
to the particular P αlomo.
systemξfftoιcιεηt
be usedP rεdιctιvε
throughout Coηtrol
this Algs.
thesis,Ftheιnαl V εrsιoη.
types of
Gυιllεrmo
programming languages available to the instruction sets which can beV used
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
in Section V αlεηcια
4.3.3 and P αlomo.
some issuesξff ιcιεηt P rεdιctιvε
for the developmentCoηtrol Algs. F ιnαl
of complex V εrsιoη.
algorithms
Gυιllεrmo
within the V αlεηcια
PLC in P αlomo.4.3.4.
Section ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3.1 VThe
Gυιllεrmo αlεηcιαpopularity
P αlomo. ξff of theP rεdιctιvε
ιcιεηt PLCs Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PLCs areV by
Gυιllεrmo far the
αlεηcια most accepted
P αlomo. ξff ιcιεηtcomputers
P rεdιctιvε in Coηtrol
industryAlgs.
whichF offer
ιnαl Va εrsιoη.
reli-
able andVrobust
Gυιllεrmo αlεηcιαsystem,
P αlomo.are ξff
relatively
ιcιεηt Psimple
rεdιctιvεto program and debug,
Coηtrol Algs. F ιnαlinclude
V εrsιoη.
dedicatedV I/O,
Gυιllεrmo communication,
αlεηcια memory
P αlomo. ξff ιcιεηt expansionCoηtrol
P rεdιctιvε etc. The arrangement
Algs. and
F ιnαl V εrsιoη.
packaging of the PLC system is tailored for ease of integration
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. into on-site
control racks
Gυιllεrmo or cabinets
V αlεηcια P αlomo.withξff
minimal
ιcιεηt Peffort. TheyCoηtrol
rεdιctιvε are alsoAlgs.
suitedF for
ιnαlthe ease
V εrsιoη.
of implementation
Gυιllεrmo V αlεηcια of standard
P αlomo. ξffwiring
ιcιεηt terminations. Each of
P rεdιctιvε Coηtrol theseF means
Algs. ιnαl V that
εrsιoη.
any on-site
Gυιllεrmo technician
V αlεηcια will have
P αlomo. no difficulty
ξff ιcιεηt or require
P rεdιctιvε anyAlgs.
Coηtrol additional
F ιnαlskills or
V εrsιoη.
tools when
Gυιllεrmo it comesP to
V αlεηcια installing
αlomo. a controller.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
PLCV systems
αlεηcια P αlomo.
also offer ξff
anιcιεηt
addedP rεdιctιvε
advantageCoηtrol
that the Algs. F ιnαlcan
program V εrsιoη.
be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
monitored on-line. The visual nature of the language means that the user Algs. F ιnαl V εrsιoη.
can
Gυιllεrmo V αlεηcιαthe
view in real-time P αlomo.
changing ξff nature
ιcιεηt Pofrεdιctιvε
bits, theCoηtrol
value ofAlgs. F ιnαl
counters V εrsιoη.
or timers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
etc. and how these relate to the overall program structure. Another advantage F ιnαl V εrsιoη.
Gυιllεrmo
which PLC V αlεηcια
systemsPafford
αlomo.is ξff
thatιcιεηt
in theP rεdιctιvε
most cases, Coηtrol Algs. Ftoιnαl
adjustments V εrsιoη.
programs
Gυιllεrmo
can be madeV αlεηcια
on-linePwithout
αlomo. having
ξff ιcιεηt P rεdιctιvε
to take Coηtrol
the process Algs. under
or system F ιnαlcontrol
V εrsιoη.
Gυιllεrmo
off-line. This is obviously an attractive property to industry as shuttingVdown
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
parts of aVprocess
αlεηcιαcanP αlomo.
be a very ξffcostly
ιcιεηt affair
P rεdιctιvε
indeed.Coηtrol
However, Algs. F ιnαl
it must be Vnoted
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
that this does present some safety issues which must be carefully addressedAlgs. F ιnαl V εrsιoη.
Gυιllεrmo
beforehand.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrolplant information.
Algs. 67
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 4.2: Allen Bradleyr PLC – SCL500 processor family. [Source: Rockwell
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Automation Inc. (1997)].
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthis
To reinforce P αlomo.
proof ofξff
PLCιcιεηt P rεdιctιvε
popularity, Coηtrol
it can Algs.reliable
be found F ιnαlmarket
V εrsιoη.
Gυιllεrmo V αlεηcια
analysis such as (ARCP αlomo. ξff ιcιεηt
Advisory Group,P rεdιctιvε
2007; F &Coηtrol Algs. F ιnαl
S Consultants, 2009)V that
εrsιoη.
Gυιllεrmo V αlεηcια
reveals the steadily Pgrowing
αlomo.trend
ξff ιcιεηt P rεdιctιvε Coηtrol
on manufacturing Algs.
and sales F ιnαl
of this V εrsιoη.
hardware.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff r
ιcιεηt P rεdιctιvε Coηtrol Algs. r F ιnαl V εrsιoη.
4.3.2 Allen Bradley – Rockwell Automation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl PLC V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The two Vlargest
Gυιllεrmo αlεηcιαvendors and ξff
P αlomo. thus the most
ιcιεηt common
P rεdιctιvε PLC systems
Coηtrol around
Algs. F ιnαl the
V εrsιoη.
r r
world areV Siemens
Gυιllεrmo and Rockwell
αlεηcια P αlomo. Automation
ξff ιcιεηt P rεdιctιvε.Coηtrol
This project
Algs. will focus
F ιnαl on
V εrsιoη.
r
Rockwell Automation PLC systems. This is mainly due to the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. availability
of the appropriate
Gυιllεrmo V αlεηcια software/hardware.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r
Gυιllεrmo
The Vrange
αlεηcια P αlomo.
of PLC ξff ιcιεηt
systems P rεdιctιvεAutomation
that Rockwell Coηtrol Algs. F ιnαl V εrsιoη.
manufacture is
r r
Gυιllεrmo
known asVAllen-Bradley
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
. Allen-Bradley initially Coηtrol
was anAlgs. F ιnαl VPLC,
independent εrsιoη.
Gυιllεrmo
control, Vautomation
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
manufacture/vendor company Coηtrol
until Algs. F ιnαl V with
they merged εrsιoη.
r
Gυιllεrmo V αlεηcια
‘ICOM Lines’ P αlomo.
in 1994 ξff ιcιεηt
to become P rεdιctιvε
Rockwell Coηtrol Algs.
Automation . From F ιnαl
here,V they
εrsιoη.
Gυιllεrmo
became oneV αlεηcια
of theP world
αlomo.leaders
ξff ιcιεηt
in Pdevelopment
rεdιctιvε Coηtrol Algs. F of
and support ιnαl V εrsιoη.
software
Gυιllεrmo V αlεηcια P marketplace.
for the automation αlomo. ξff ιcιεηt P rεdιctιvε
This development Coηtrol Algs.on
is based F ιnαl V εrsιoη.
the family
Gυιllεrmo
of SLC500 V αlεηcια P αlomo.
processors, (e.g. ξff
seeιcιεηt P rεdιctιvε
Figure 4.2). A Coηtrol
commercialAlgs.publication
F ιnαl V εrsιoη.
by
r
Gυιllεrmo
RockwellVAutomation
αlεηcια P αlomo. ξff ιcιεηt
(Rockwell P rεdιctιvε
Automation Coηtrol
Inc., Algs.
1997) has theFinformation
ιnαl V εrsιoη.
Gυιllεrmo
shown inVTable
αlεηcια
4.1 Pabout
αlomo. ξff ιcιεηt
these PLCs.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Allen Bradleyr range of PLCs arePofrεdιctιvε
V αlεηcια P αlomo. ξff ιcιεηt a modular Coηtrol
based Algs.
design Fbuilt
ιnαlaround
V εrsιoη.
Gυιllεrmo
a chassis.V Each
αlεηcια P αlomo.
chassis ξff requires
usually ιcιεηt P rεdιctιvε
an individual Coηtrol
powerAlgs. F ιnαl
supply withV only
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
the main chassis requiring a single processor card (CPU) which forms the main F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 68
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 4.1: SLC500 processors specifications.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. SLC501
ξff ιcιεηtSLC502
P rεdιctιvεSLC503
Coηtrol Algs. SLC504
F ιnαl V εrsιoη.
Gυιllεrmo
Mem.V αlεηcια P αlomo.1k/4k
size (words) ξff ιcιεηt P rεdιctιvε
4k Coηtrol Algs.
8k/16k F ιnαl V εrsιoη.
16k/32k/64k
Gυιllεrmo VMax.αlεηcιαI/O P αlomo. ξff
3940 ιcιεηt P rεdιctιvε
4096 Coηtrol
4096 Algs. F ιnαl V εrsιoη.
4096
Gυιllεrmo V αlεηcια
Max. P αlomo. 3/30
rack slots ξff ιcιεηt P3/30 rεdιctιvε Coηtrol
3/30 Algs. 3/30 F ιnαl V εrsιoη.
GυιllεrmoBitV αlεηcια
execution P αlomo. ξff
4µs ιcιεηt P rεdιctιvε
2.4µs Coηtrol
0.44µs Algs. F ιnαl V εrsιoη.
0.37µs
Gυιllεrmo V αlεηcιαclock
Real-time P αlomo. ξff Noιcιεηt P rεdιctιvε
No Coηtrol
Yes Algs. Yes
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
controllerV 3αlεηcια
Gυιllεrmo . The processor
P αlomo.card holds P
ξff ιcιεηt allrεdιctιvε
user dataCoηtrol
(i.e. the software),
Algs. F ιnαlsystem
V εrsιoη.
ROM (i.e.
Gυιllεrmo instruction
V αlεηcια sets), ξff
P αlomo. firmware
ιcιεηt P etc., and also
rεdιctιvε carriesAlgs.
Coηtrol out all processing
F ιnαl V εrsιoη.
of tasks. The controller is connected to a backplane
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V which forms part ofεrsιoη.
the
chassis. This
Gυιllεrmo backplane
V αlεηcια formsξffa ιcιεηt
P αlomo. ‘bus’, P allowing
rεdιctιvε theCoηtrol
controller to communicate
Algs. F ιnαl V εrsιoη.
with additional
Gυιllεrmo V αlεηcια cards placed ξff
P αlomo. into the chassis.
ιcιεηt P rεdιctιvε ThisCoηtrol
bus canAlgs.
be extended
F ιnαl V onto
εrsιoη.
additional expansion chassis by use of a parallel communication
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. cable if the
required Vnumber
Gυιllεrmo αlεηcιαofPcards
αlomo. requires
ξff ιcιεηtthe Pextra space.Coηtrol Algs. F ιnαl V εrsιoη.
rεdιctιvε
Gυιllεrmo V αlεηcια
All system I/OP(Inputs
αlomo. /ξff ιcιεηt P are
Outputs) rεdιctιvε Coηtrol
connected Algs. Fcards
via specific ιnαl V εrsιoη.
added
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
into the chassis. These cards are available in a whole range of dedicated Digital F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Input, Digital P αlomo.
Output, Analogueξff ιcιεηt
InputPand rεdιctιvε
Analogue Coηtrol
Output Algs.
cardsF ιnαl V εrsιoη.
etc, each of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
varying capacity (number of physical I/O on each). Any number of specialised Algs. F ιnαl V εrsιoη.
Gυιllεrmo
cards canV αlεηcια P αlomo.
also be added suchξffas
ιcιεηt P rεdιctιvε
Ethernet Coηtrol Algs.
communication, F ιnαl Vserial
MODBUS εrsιoη.
Gυιllεrmo
network, Vhigh
αlεηcια P αlomo. dedicated
specification, ξff ιcιεηt P PIDrεdιctιvε Coηtrol
controller cardsAlgs.
etc. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3.3 VThe
Gυιllεrmo αlεηcια IEC 1131.3
P αlomo. programming
ξff ιcιεηt P rεdιctιvε CoηtrolstandardAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Allen Bradleyr
V αlεηcια P αlomo.
set of PLCξff ιcιεηt P rεdιctιvε
includes Coηtrol
the facilities to Algs. F ιnαl V εrsιoη.
be programmed in
Gυιllεrmo V αlεηcιαinPagreement
3 of 5 languages αlomo. ξffwith ιcιεηtthe P rεdιctιvε Coηtrolusing
1131.3 standard Algs.Control
F ιnαl VLogix
εrsιoη.
5000r software
Gυιllεrmo V αlεηcια P αlomo. ξff
programming ιcιεηt PEach
package. rεdιctιvε Coηtrol
of these allows Algs. F ιnαl V εrsιoη.
any combination of
Gυιllεrmo V αlεηcια
programming P αlomo.
languages to beξffused
ιcιεηt for Pa rεdιctιvε Coηtrol
single project. Algs.
These F ιnαl
three V εrsιoη.
languages
Gυιllεrmo
are: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Ladder P αlomo.
Diagram is aξffgraphical
ιcιεηt P rεdιctιvε
language Coηtrol
that usesAlgs. F ιnαl Vset
a standard εrsιoη.
of
Gυιllεrmo V αlεηcια
symbols P αlomo.relay
to represent ξff ιcιεηt
logic.PThe rεdιctιvε
basic Coηtrol
elementsAlgs. F ιnαl
are coils andV con-
εrsιoη.
Gυιllεrmo V αlεηcια
tacts which are P αlomo.
connectedξff ιcιεηt
by links.P rεdιctιvε
Links areCoηtrol Algs.from
different F ιnαl
theVwires
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
used in Function Block Diagram because they transfer only binary data Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
between P αlomo.
Ladder Diagram ξff ιcιεηt
symbols, P rεdιctιvε Coηtrol
which follow the Algs.
powerFflowιnαlcharac-
V εrsιoη.
Gυιllεrmo V αlεηcια
teristics P αlomo.
of relay ξff ιcιεηt blocks
logic. Function P rεdιctιvε Coηtrol elements
and function Algs. F ιnαl
mustV have
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
at least one binary input and output in a Ladder Diagram. Ladder logic Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
is thus a highlyP αlomo. ξff ιcιεηt
visual, easy P rεdιctιvεprogram
to understand, Coηtroland Algs. F ιnαl as
diagnose V εrsιoη.
pre-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
viously stated. An example of this language is illustrated in Figure 4.3.Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Note that safety critical systems may have any number of redundant controllers.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrolplant information.
Algs. 69
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0001
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DEBOUNCE_OFF
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SWITCH_IN
(/)
IN
T_ON
SWITCH_OUT
(R)
Q

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DEBOUNCE_TIME
PT ET

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
002

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0002

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SWITCH_IN
(/)
DEBOUNCE_OFF
T_ON
SWITCH_OUT
(R)
IN

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Q

DEBOUNCE_TIME
PT ET

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
002

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PFigure αlomo. 4.3: Ladder
ξff ιcιεηt diagram language.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DEBOUNCE_ON

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
SWITCH_IN
IN
T_ON
Q

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PT ET

SWITCH_STATE

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
001

S1
SR
Q1
SWITCH_OUT

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. R

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DEBOUNCE_OFF
003

T_ON
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
DEBOUNCE_TIME
IN Q

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PT ET

002

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Figure 4.4: ξff ιcιεηt block
Function P rεdιctιvε
diagramCoηtrol Algs. F ιnαl V εrsιoη.
language.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Function
Gυιllεrmo V αlεηcια Block Diagram
P αlomo. is aPgraphical
ξff ιcιεηt rεdιctιvεlanguage
Coηtrol that
Algs.corresponds to
F ιnαl V εrsιoη.
circuit
Gυιllεrmo diagrams.
V αlεηcια The ξff
P αlomo. elements
ιcιεηt Pused in thisCoηtrol
rεdιctιvε language appear
Algs. as blocks
F ιnαl V εrsιoη.
wired together to form circuits. The wires can communicate
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. binary and
other
Gυιllεrmo types ofPdata
V αlεηcια between
αlomo. Function
ξff ιcιεηt Block Diagram
P rεdιctιvε Coηtrol elements (e.g. VReal,
Algs. F ιnαl εrsιoη.
Integers, Double Integers). In a Function Block Diagram,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. a group of
elements, visibly interconnected by wires, is known as a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.network. A
Function
Gυιllεrmo V αlεηcιαBlock Diagramξffcan
P αlomo. contain
ιcιεηt one or more
P rεdιctιvε Coηtrolnetworks.
Algs. FAn example
ιnαl V εrsιoη.
of this language is illustrated in Figure 4.4.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
3. Structured αlomo.
Text is aξffgeneral
ιcιεηt Ppurpose,
rεdιctιvεhigh-level
Coηtrol Algs. F ιnαl V εrsιoη.
programming lan-
Gυιllεrmo V αlεηcια
guage, similarP αlomo.
to PASCAL ξff ιcιεηt
or C.P rεdιctιvε
StructuredCoηtrol Algs.
Text is F ιnαl V εrsιoη.
particularly use-
Gυιllεrmo
ful Vfor
αlεηcια
complexP αlomo. ξff ιcιεηt
arithmetic P rεdιctιvε
calculations, andCoηtrol
can be Algs.
used to F ιnαl V εrsιoη.
implement
Gυιllεrmo
complicated procedures that are not easily expressed in graphicalVLan-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια
guages such P asαlomo.
Function ξff ιcιεηt
Block PDiagram
rεdιctιvεorCoηtrol
LadderAlgs. F ιnαl Struc-
Diagram. V εrsιoη.
Gυιllεrmo
tured Text allows to create boolean and arithmetic expressions as Vwell
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
a
Gυιllεrmo V αlεηcια
structured P αlomo. ξffconstructs
programming ιcιεηt P rεdιctιvε
such as Coηtrol Algs.
conditional F ιnαl V εrsιoη.
statements (IF,
Gυιllεrmo V αlεηcια
THEN, P αlomo.
ELSE). ξff ιcιεηt
Functions P rεdιctιvε
and function Coηtrol
blocks can Algs. F ιnαl in
be invoked V εrsιoη.
this
Gυιllεrmo V αlεηcια
language. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrolplant information.
Algs. 70
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.3.4 VProgramming
Gυιllεrmo αlεηcια P αlomo. ξff issues
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
There areV αlεηcια
Gυιllεrmo some barriers
P αlomo. andξff
criteria
ιcιεηt required
P rεdιctιvε before an MPC
Coηtrol Algs.algorithm can
F ιnαl V εrsιoη.
be coded effectively into the PLC; these are discussed next.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The VSCL500
αlεηcιαControlLogix
P αlomo. ξff ιcιεηt P rεdιctιvε
Controllers Coηtrol
together with Algs.
RSLogixF ιnαl
5000Vrεrsιoη.
al-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
lows for the memory allocation of matrices (which it refers to as data arrays), F ιnαl V εrsιoη.
Gυιllεrmo
for up toV3αlεηcια P αlomo.
dimensions. ξff ιcιεηt
However, withPtherεdιctιvε Coηtrol
exception Algs. F ιnαl V sim-
of one-dimensional, εrsιoη.
Gυιllεrmo V αlεηcια
ple element P αlomo.
by element ξff ιcιεηt
arithmetic, theyP rεdιctιvε
do not lend Coηtrol Algs.easily
themselves F ιnαl toVother
εrsιoη.
Gυιllεrmo V αlεηcια Pnotably:
matrix operations, αlomo. ξff ιcιεηt P rεdιctιvε
transposition, Coηtrol
inversion and Algs. F ιnαl V εrsιoη.
multiplication. To
Gυιllεrmo
achieve such functions, it is thus necessary to code functions F
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ιnαlscratch
from V εrsιoη.
Gυιllεrmo
within theV αlεηcια
softwareP αlomo.
to performξff ιcιεηt
such P rεdιctιvε Coηtrol
operations. One couldAlgs.code
F ιnαl
an Ventire
εrsιoη.
Gυιllεrmo V αlεηcια in
control algorithm P αlomo. ξff ιcιεηt
Structured Text, Pbutrεdιctιvε
for theCoηtrol
ease ofAlgs. F ιnαl V εrsιoη.
understanding by
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
technicians it is strongly advisable to program most of the algorithm Algs. F ιnαl V inεrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
graphical language. In this way, they could view all the real-time data of the F ιnαl V εrsιoη.
Gυιllεrmo
controllerV and
αlεηcια
debugP αlomo. ξff ιcιεηt
the program P rεdιctιvε
if need be, in a Coηtrol Algs. Fway.
more intuitive ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally,
Gυιllεrmo all the
V αlεηcια computations
P αlomo. ξff ιcιεηtto Pcalculate
rεdιctιvε the next Algs.
Coηtrol control movement
F ιnαl V εrsιoη.
should be
Gυιllεrmo done in Paαlomo.
V αlεηcια limitedξfftime
ιcιεηtdictated by the
P rεdιctιvε sampling
Coηtrol Algs.period,
F ιnαl so the
V εrsιoη.
computational
Gυιllεrmo V αlεηcιαloadPshould
αlomo.beξff kept as low
ιcιεηt as possible
P rεdιctιvε to avoid
Coηtrol errors
Algs. caused
F ιnαl by
V εrsιoη.
long computation times. There is a need therefore to check and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. evaluate the
algorithmV αlεηcια
Gυιllεrmo timing after coding
P αlomo. ξffwhile
ιcιεηtnoting that aCoηtrol
P rεdιctιvε bigger Algs.
program inevitably
F ιnαl V εrsιoη.
requires more memory and therefore a more powerful PLC with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the associated
cost.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.4 Implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ofP rεdιctιvε
the algorithms
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section presentsP αlomo. ξff ιcιεηt Pofrεdιctιvε
the incorporation Coηtrol
the control Algs. into
algorithms F ιnαl
theVPLC.
εrsιoη.
Gυιllεrmo V αlεηcια
Section 4.4.1 brieflyP αlomo.
describesξffthe
ιcιεηt
PIDP controller
rεdιctιvε Coηtrol Algs.4.4.2
and Section F ιnαl V εrsιoη.
describes
Gυιllεrmo V αlεηcια of
the incorporation P αlomo.
the of theξff ιcιεηt P rεdιctιvε
Auto-tuned MPCCoηtrol
controllerAlgs. F ιnαl details
including V εrsιoη.
Gυιllεrmo
about theV program
αlεηcια Pstructure,
αlomo. ξff ιcιεηt Pand
routines rεdιctιvε
memory Coηtrol Algs. F ιnαl V εrsιoη.
requirements.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.4.1 VPID
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r
The Control
Gυιllεrmo Logix P
V αlεηcια 5000
αlomo. software programming
ξff ιcιεηt P rεdιctιvεpackage
Coηtrolalso includes
Algs. F ιnαlaVfunc-
εrsιoη.
tion block to implement a PID controller. The PID function
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. block is a pro-
r
fessional Vdevelopment
Gυιllεrmo αlεηcια P αlomo. from Rockwell
ξff ιcιεηt Automation
P rεdιctιvε Coηtrolused in industry
Algs. F ιnαl(with a
V εrsιoη.
PLC) to control a variety range of processes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vtuning
αlεηcια of P
theαlomo.
PID isξffdone
ιcιεηt P rεdιctιvε
off-line by the Coηtrol
algorithm Algs. F ιnαlinV εrsιoη.
described Sec-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tion 4.2.2. The obtained parameters are passed to the PID block before down-Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
loading the program P αlomo. ξff ιcιεηt
to the PLC. P rεdιctιvε
As noted earlier,Coηtrol
the PIDAlgs. F ιnαlunfairly
has been V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
favoured here in that this off-line procedure requires a certain amount Algs. F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
type of experimental data for the model identification of the process. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrol plant information.
Algs. 71
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FigureV 4.5:
Gυιllεrmo Structure
αlεηcια of the
P αlomo. ξffAuto-tuned MPC algorithm
ιcιεηt P rεdιctιvε CoηtrolinAlgs.
the target
F ιnαlPLC.
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThisVcontroller
αlεηcια Pisαlomo.
going toξff be
ιcιεηt
usedP rεdιctιvε
to compareCoηtrol Algs.obtained
the results F ιnαl V with
εrsιoη.
Gυιllεrmo V αlεηcια
the auto-tuned MPC.P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.4.2 VMPC
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r
The Control
Gυιllεrmo Logix P
V αlεηcια 5000
αlomo.software programming
ξff ιcιεηt P rεdιctιvεpackage
Coηtrolfor thisFPLC
Algs. ιnαlsystem
V εrsιoη.
offer a structured
Gυιllεrmo V αlεηcιαprogramming, i.e. a program
P αlomo. ξff ιcιεηt canCoηtrol
P rεdιctιvε be broken intoFany
Algs. ιnαlnumber
V εrsιoη.
of routines
Gυιllεrmo and subroutines.
V αlεηcια P αlomo. Any routine
ξff ιcιεηt or subroutine
P rεdιctιvε CoηtrolcanAlgs.
be called from
F ιnαl any
V εrsιoη.
other with variables having the option of being declared locally
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.or globally.
Additionally,
Gυιllεrmo routines
V αlεηcια or subroutines
P αlomo. ξff ιcιεηt P can be executed
rεdιctιvε Coηtrol periodically
Algs. F ιnαlor Vbyεrsιoη.
an
‘event trigger’ using interrupt service routines.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vcomplete
αlεηcια Pstructure
αlomo. ξff of ιcιεηt P rεdιctιvε
the proposed MPCCoηtrol Algs.
program F ιnαlonV εrsιoη.
(based Sec-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
tions 4.2.3–4.2.5) is shown in Figure 4.5. The algorithm has been programmed F ιnαl V εrsιoη.
Gυιllεrmo
in the HighV αlεηcια
PriorityP αlomo.
Periodicξff ιcιεηt P rεdιctιvε
Execution Group 4 Coηtrol Algs. F ιnαl Vwhich
called AutotunedMPC εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
contains the routines summarised in Table 4.2 and described next: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC MAIN (Ladder Logic Diagram). This is the main routine whose purpose
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is to control the program execution, calling routines as and when they
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
are needed. It contains all the necessary declarations. The disturbance
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
estimate is also calculated here using: dk = yk −yk|k−1 , and it is assumed
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to be constant over the prediction horizon.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4 V αlεηcια isPset
This periodicity αlomo.
up withξffthe
ιcιεηt P rεdιctιvε
chosen Coηtrol Algs. F ιnαl V εrsιoη.
sample time.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε plant
Coηtrol information.
Algs. 72
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 4.2: Routines and programming languages for the Auto-tuned MPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Routine name Programming language
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1αlεηcια
MPC MAIN
P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolLadder logic
Algs. F ιnαl V εrsιoη.
2 Controller Output Ladder logic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 3αlεηcια
Exp Trajectory
P αlomo. ξff Reference Ladder logic
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 4αlεηcια
Matrix Formation
P αlomo. ξff ιcιεηt P rεdιctιvεStructured text F ιnαl V εrsιoη.
Coηtrol Algs.
5 Matrix Inverse Structured
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. text F ιnαl V εrsιoη.
Gυιllεrmo V 6αlεηcια
Matrix Multiply
P αlomo. ξff ιcιεηt P rεdιctιvεStructured text F ιnαl V εrsιoη.
Coηtrol Algs.
Gυιllεrmo V 7αlεηcια
Matrix Transpose
P αlomo. ξff ιcιεηt P rεdιctιvεStructured text F ιnαl V εrsιoη.
Coηtrol Algs.
8 Observer Structured
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. text F ιnαl V εrsιoη.
Gυιllεrmo V 9αlεηcια
Output Predictions
P αlomo. Ladder logic
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
10 Plant Simulation Ladder logic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V11 Optimisation
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεStructured text F ιnαl V εrsιoη.
Coηtrol Algs.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Observer (Structured text). This subroutine is used to reconstruct the state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vector using a Kalman filter, see Section 2.9.1. Invokes the subroutine
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix Multiply to complete the operations. This subroutine does not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
run on the first scan of the program.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Reference
Exp Trajectory P αlomo. ξff(Ladder
ιcιεηt PLogic
rεdιctιvε Coηtrol Algs.
Diagram). F ιnαl V εrsιoη.
This subroutine is
Gυιllεrmo V αlεηcια
called from aP FOR
αlomo.loopξff ιcιεηt
in MPCPMAIN
rεdιctιvε
(J = Coηtrol
1 to nAlgs.). F ιnαl
The V εrsιoη.
program
y
Gυιllεrmo V αlεηcια
calculates theP current
αlomo. error
ξff ιcιεηt P rεdιctιvε
between Coηtrol
the plant outputAlgs.andF the
ιnαldesired
V εrsιoη.
Gυιllεrmo V αlεηcια
setpoint and Pthen
αlomo. ξff ιcιεηt
generates thePfuture
rεdιctιvε CoηtrolofAlgs.
trajectory the F ιnαl V εrsιoη.
reference wk
Gυιllεrmo V αlεηcια P αlomo.
using equation (4.11). ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Output VPredictions
αlεηcια P αlomo.
(Ladderξff Logic
ιcιεηtDiagram).
P rεdιctιvεThisCoηtrol Algs. is
subroutine F ιnαl
calledVfrom
εrsιoη.
Gυιllεrmo V αlεηcια
a FOR P αlomo.
loop in MPC MAIN ξff(J
ιcιεηt
=1P torεdιctιvε
ny ). TheCoηtrol
programAlgs. F ιnαl
contains theVtran-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
sient response parameters which are currently required to be hardcoded F ιnαl V εrsιoη.
Gυιllεrmo
by Vthe
αlεηcια
user. P αlomo.
The ξff ιcιεηt
behaviour P rεdιctιvε
of this routine canCoηtrol Algs. Finιnαl
be divided twoVparts
εrsιoη.
Gυιllεrmo
according to the stage of the identification of the prediction model: εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ∗V αlεηcια
First scan. Disables
P αlomo. the reading
ξff ιcιεηt of theCoηtrol
P rεdιctιvε plant output,
Algs. Fthenιnαl invoke
V εrsιoη.
the subrutine
Gυιllεrmo V αlεηcια Matrix
P αlomo. Formation.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ∗V αlεηcια P αlomo.
Next scans. Reads ξffin
ιcιεηt
the P rεdιctιvε
current Coηtrol
value Algs.
of plant F ιnαl Forms
output. V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
predictions of the states − P rεdιctιvε Coηtrol Algs. F
x k and plant output y k for the next ιnαl V εrsιoη.
ny

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol − →Algs. F ιnαl V εrsιoη.
cycles, see Section 2.2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix VFormation
Gυιllεrmo αlεηcια P (Structured Text).P This
αlomo. ξff ιcιεηt subroutine
rεdιctιvε is called
Coηtrol Algs. from
F ιnαl a ‘Jump
V εrsιoη.
to Subroutine’
Gυιllεrmo V αlεηcια P command
αlomo. ξfffromιcιεηtOutput Predictions
P rεdιctιvε and is F
Coηtrol Algs. only
ιnαlenabled
V εrsιoη.
on the FIRST SCAN. It performs the necessary operations to precompute
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
theVprediction
Gυιllεrmo model, see
αlεηcια P αlomo. Section
ξff ιcιεηt 4.2.1. And
P rεdιctιvε precomputes
Coηtrol Algs. F P xx , V
ιnαl Pεrsιoη.
x∆u ,
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrol plant information.
Algs. F ιnαl V εrsιoη. 73
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
PyxV, αlεηcια
Py∆u since P αlomo. ξff ιcιεηt depend
these matrices P rεdιctιvεonlyCoηtrol Algs. Fofιnαl
on the model the Vplant,
εrsιoη.
Gυιllεrmo
seeVSection
αlεηcια P αlomo.
2.2. ξff ιcιεηt it
After execution, P rεdιctιvε
sets a Bit Coηtrol
to ‘Done’Algs.
whichFdisables
ιnαl V εrsιoη.the
Gυιllεrmo V αlεηcια
routine P αlomo.
from future ξff as
scans ιcιεηt
wellPasrεdιctιvε
a furtherCoηtrol Algs. F ιnαl
test happening V εrsιoη.
in program
Gυιllεrmo V αlεηcια
Output P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Predictions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Controller
Gυιllεrmo Output
V αlεηcια (LadderξffLogic
P αlomo. ιcιεηtDiagram).
P rεdιctιvε This subroutine
Coηtrol Algs. isF called
ιnαl Vfrom εrsιoη.
a ‘Jump
Gυιllεrmo V αlεηcιαto Subroutine’
P αlomo. ξffcommand in MPC MAIN.
ιcιεηt P rεdιctιvε CoηtrolThisAlgs.
routine calculates
F ιnαl V εrsιoη.
wk V+αlεηcια
Gυιllεrmo col(1)dkP, then
αlomo. calls
ξffthe Optimisation
ιcιεηt routine via
P rεdιctιvε Coηtrol a ‘Jump
Algs. F ιnαltoV Sub-εrsιoη.

routine’ command. After this routine returns
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. −F a value for ∆u
→ιnαl
k , the new
V εrsιoη.

control
Gυιllεrmo signalPuαlomo.
V αlεηcια k is calculated
ξff ιcιεηtusing equation
P rεdιctιvε (2.15)Algs.
Coηtrol and isF ιnαl
sent to the
V εrsιoη.
plant.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Optimisation
Gυιllεrmo V αlεηcια (Structured
P αlomo. Text).
ξff ιcιεηtThis subroutine
P rεdιctιvε is accessed
Coηtrol Algs.via a ‘Jump
F ιnαl to
V εrsιoη.
Subroutine’ instruction from the Controller Output
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.routine. It is the
most
Gυιllεrmo complexProutine
V αlεηcια αlomo. which must
ξff ιcιεηt pass parameters
P rεdιctιvε Coηtrolinto three
Algs. other
F ιnαl rou-
V εrsιoη.
tines for matrix multiplication, transposition and inversion.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. This is used
to calculate
Gυιllεrmo V αlεηcιαthe unconstrained
P αlomo. ξff ιcιεηt control laws using
P rεdιctιvε Coηtrolequation
Algs.(2.27)
F ιnαland the
V εrsιoη.
final
Gυιllεrmo set of control
V αlεηcια P αlomo. increments
ξff ιcιεηt using Algorithm
P rεdιctιvε 4.1 and
Coηtrol equation
Algs. F ιnαl(4.13).
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix VMultiply
Gυιllεrmo αlεηcια P(Structured
αlomo. ξff ιcιεηtText).PThis subroutine
rεdιctιvε Coηtrol is Algs.
called Faιnαl
number of
V εrsιoη.
times
Gυιllεrmo from the
V αlεηcια Optimisation,
P αlomo. ξff ιcιεηtObserver
P rεdιctιvεand Output
Coηtrol Prediction
Algs. rou-
F ιnαl V εrsιoη.
tines
Gυιllεrmo via a ‘Jump
V αlεηcια P αlomo.to Subroutine’
ξff ιcιεηt Pcommand. The matrix
rεdιctιvε Coηtrol Algs.dimensions
F ιnαl V εrsιoη.are
passed to this along with two matrices. The routine returns
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the resulting
answer
Gυιllεrmo matrixP of
V αlεηcια the multiplication.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix VInverse
Gυιllεrmo αlεηcια (Structured
P αlomo. ξffText). ιcιεηt PThis subroutine
rεdιctιvε Coηtrol is called
Algs. from
F ιnαl theV εrsιoη.
rou-
tine Optimisation via a ‘Jump to Subroutine’ command.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. The matrix
dimensions
Gυιllεrmo V αlεηcιαare passed to
P αlomo. ξffthis along
ιcιεηt with one Coηtrol
P rεdιctιvε matrix. The Algs.routine
F ιnαlreturns
V εrsιoη.
the resulting inverted matrix using an augmented matrix
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. with Gaussian
elimination.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix Transpose (Structured Text). This subroutine is called from the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Optimisation routine via a ‘Jump to Subroutine’ command. The matrix
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dimensions are passed to this along with one matrix. The routine returns
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the resulting transposed matrix.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
PLANT SIMULATION (Ladder ξff ιcιεηt
Logic P rεdιctιvε
Diagram). Coηtrol
This Algs.isFfor
subroutine ιnαl V εrsιoη.
develop-
Gυιllεrmo V αlεηcια
ment purposesP only
αlomo. andξff ιcιεηt
called P rεdιctιvε
from MPC MAINCoηtrol
routine Algs. F ιnαltoV Sub-
via a ‘Jump εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
routine’ command. It is used to simulate the plant dynamics/response Algs. F ιnαl V εrsιoη.
Gυιllεrmo
andV thus
αlεηcια P αlomo.
off-line testingξffofιcιεηt P rεdιctιvε
the controller Coηtrol Algs. F ιnαl V εrsιoη.
coding.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r
It can
Gυιllεrmo be seenPfrom
V αlεηcια αlomo. theξff
properties of the controller
ιcιεηt P rεdιctιvε Coηtrol with Algs.the RSLogix
F ιnαl V εrsιoη.
programming
Gυιllεrmo tool P(Figure
V αlεηcια αlomo.4.6) that the
ξff ιcιεηt programCoηtrol
P rεdιctιvε uses 17% of F
Algs. the
ιnαl available
V εrsιoη.
storage of the PLC including required memory for I/O, running
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. cache and
other necessary
Gυιllεrmo V αlεηcια subroutines.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol based
ιcιεηt P on minimal
rεdιctιvε Coηtrolplant information.
Algs. 74
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure 4.6: Auto-tuned MPC memory usage on the target PLC.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoOnceV αlεηcια P αlomo.
again, the ξff ιcιεηt Pfor
input parameters rεdιctιvε Coηtrolare
the program Algs.
onlyFthose
ιnαl Vwhich
εrsιoη.
Gυιllεrmo
are relatedV αlεηcια P αlomo.
with the model, ξffi.e.ιcιεηt
deadPtime
rεdιctιvε
(td ), Coηtrol
rise timeAlgs.
(tr ), F ιnαl V time
settling εrsιoη.
Gυιllεrmo V αlεηcια
(ts ), overshoot (MPP),αlomo.
gain (K)ξff ιcιεηt P rεdιctιvε
and sampling timeCoηtrol Algs.tuning
(T s). The F ιnαlisVdone
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
on-line on the first scan of the program and is not repeated after, however, F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαtoPupdate
some mechanism αlomo.the ξff model
ιcιεηt P
ofrεdιctιvε
the plantCoηtrol Algs.
and tuning F ιnαl V εrsιoη.
parameters can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
be embedded.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5 Experimental
Gυιllεrmo laboratory
V αlεηcια P αlomo. ξff ιcιεηt testsAlgs. F ιnαl V εrsιoη.
P rεdιctιvε Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section shows the experimental results from applying the MPC law via
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the PLC on a first and a second order plant. For both processes the interest
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is tracking of step references, which is the most common situation in industry.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The PID/MPC experiments ran under the same conditions, in so far as this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
can be guaranteed.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4.5.1 VFirst αlεηcιαorder
P αlomo. ξff ιcιεηt
plant P rεdιctιvε Coηtrol
– Temperature Algs. F ιnαl V εrsιoη.
control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The firstVexperiment
αlεηcια P αlomo. ξff ιcιεηt
is a heating P rεdιctιvε
process consistingCoηtrol Algs. F ιnαl
of a centrifugal V εrsιoη.
blower, a
Gυιllεrmo V αlεηcια
heating grid, a tubeP αlomo. ξff ιcιεηt P rεdιctιvε
and a temperature sensor, see Coηtrol
Figure Algs. F ιnαl
4.7. The V εrsιoη.
objective
Gυιllεrmo V αlεηcια
is to control P αlomo. ξff
the temperature at ιcιεηt P rεdιctιvε
the end of the tubeCoηtrol Algs. F ιnαl
by manipulating V εrsιoη.
speed of
Gυιllεrmo
the blower V αlεηcια P αlomo.
(the input voltageξff
ofιcιεηt P rεdιctιvε
the D.C. motor). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The model of the plant for the PID off-line tuning is done by a least
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
square estimator assuming a first order plant. The tuning parameters for the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PID controller and the input parameters for the Auto-tuned MPC are shown
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in Table 4.3. The second order approximate model for the predictions is built
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
using standard analysis of the transient response of the plant as described
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant
Algs.information. 75
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sensor
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Pgrid
Heating rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PAir αlomo.
blower ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
Figure P rεdιctιvε
4.7: Heating Coηtrol Algs. F ιnαl V εrsιoη.
process.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Heating process
Gυιllεrmo V αlεηcια36 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια34 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια32 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( oC )

Gυιllεrmo V αlεηcια30 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια28 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
26
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια24 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια22 P αlomo. ξff ιcιεηt P rεdιctιvεExperimental CoηtroldataAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Mathematical model

Gυιllεrmo V αlεηcια20280 P αlomo.


300 ξff 320
ιcιεηt P 340rεdιctιvε
360 Coηtrol
380 Algs.
400 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Time (sec)

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 4.8: Model validation of the heating process.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
earlier, the
Gυιllεrmo resulting
V αlεηcια discrete ξff
P αlomo. model,
ιcιεηtwith a sampling
P rεdιctιvε time Algs.
Coηtrol of 10 sec. (which
F ιnαl is
V εrsιoη.
also roughly
Gυιllεrmo the dead-time),
V αlεηcια P αlomo. ξffis: ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. · ξff ιcιεηt P rεdιctιvε ¸ Coηtrol
· ¸ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια xPk+1 αlomo. 0.5479
ξff ιcιεηt 0.3671
P rεdιctιvε 1
Coηtrol
= xk + ukAlgs. F ιnαl V εrsιoη.
(4.19)
Gυιllεrmo V αlεηcια P αlomo. 1 0 0
£ ξff ιcιεηt P rεdιctιvε ¤ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P y k =
αlomo. 0.9927
ξff ιcιεηt 0.3260
P x
rεdιctιvεk Coηtrol Algs. F ιnαl V (4.20)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
For information purposesξffonly,
ιcιεηttheP experimental
rεdιctιvε Coηtrol Algs. of
validation F ιnαl V εrsιoη.
the mathe-
Gυιllεrmo V αlεηcια
matical model P αlomo.
is shown ξff ιcιεηt
in Figure 4.8. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vexperimental
αlεηcια P αlomo. ξff ιcιεηt
comparisons P rεdιctιvε
deploy a step Coηtrol
change atAlgs. F ιnαl
t = 50 secs Vofεrsιoη.
the
Gυιllεrmo V αlεηcια ◦ P αlomo. ◦ ξff ιcιεηt P rεdιctιvε Coηtrol
setpoint from 20 C to 30 C; after the output reaches a new steady-state, the Algs. F ιnαl V εrsιoη.
Gυιllεrmo
process isV disturbed
αlεηcια P at αlomo.
t ≈ 120ξffsecs
ιcιεηtbyPpartially
rεdιctιvεblocking
Coηtrolthe Algs. endFof
ιnαl
theVtube.
εrsιoη.
Gυιllεrmo V αlεηcια
A new change in theP αlomo.
setpointξff to
ιcιεηt
20 ◦PCrεdιctιvε Coηtrol
is required at t = Algs. F ιnαlwithout
180 secs V εrsιoη.
Gυιllεrmo V αlεηcια P
taking out the disturbance.αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It can
Gυιllεrmo be seen P
V αlεηcια inαlomo.
Figure ξff
4.9ιcιεηt
that the plant output
P rεdιctιvε Coηtrol is successfully
Algs. F ιnαl tracking
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vorder
the reference signal for both controllers. Of course this is a simple first εrsιoη.
model and thus good control is to be expected.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 76
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 4.3:
Gυιllεrmo Tuning parameters
V αlεηcια P αlomo. ξffforιcιεηt
the PID controllerCoηtrol
P rεdιctιvε and input parameters
Algs. F ιnαl for the
V εrsιoη.
Auto-tuned MPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Heating Process
ξff ιcιεηt P rεdιctιvεSpeed Process
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
Parameter αlomo. ξff ιcιεηt
Value P rεdιctιvε Coηtrol
Value Algs. FUnits ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P P αlomo. ξff 1.590
ιcιεηt P rεdιctιvε Coηtrol0.325 Algs. F ιnαl – V εrsιoη.
PIDV αlεηcια
Gυιllεrmo I P αlomo. ξff 0.486
ιcιεηt P rεdιctιvε Coηtrol0.799 Algs. F ιnαl – V εrsιoη.
Gυιllεrmo V αlεηcια D P αlomo. ξff 0.0 ιcιεηt P rεdιctιvε Coηtrol0.0 Algs. F ιnαl– V εrsιoη.
Gυιllεrmo V αlεηcια T s P αlomo. ξff ιcιεηt
10.0 P rεdιctιvε Coηtrol 0.50 Algs. F ιnαl Sec V εrsιoη.
Gυιllεrmo V αlεηcια td P αlomo. ξff ιcιεηt2.0 P rεdιctιvε Coηtrol 1.00 Algs. F ιnαl V εrsιoη.
Samples
Gυιllεrmo V αlεηcια tr P αlomo. ξff ιcιεηt
38.0 P rεdιctιvε Coηtrol 4.90 Algs. F ιnαl Sec V εrsιoη.
MPC
Gυιllεrmo V αlεηcια ts P αlomo. ξff ιcιεηt
64.0 P rεdιctιvε Coηtrol 2.71 Algs. F ιnαl Sec V εrsιoη.
Gυιllεrmo V αlεηcια K P αlomo. ξff ιcιεηt
16.0 P rεdιctιvε Coηtrol190.0 Algs. F ιnαl – V εrsιoη.
Gυιllεrmo V αlεηcια MpP αlomo. ξff ιcιεηt – P rεdιctιvε Coηtrol – Algs. F ιnαl% V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
35
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Heating process

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
30 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( oC )

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
25
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Disturbance Setpoint
Gυιllεrmo V αlεηcια
20 P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolMPC Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PID
15
Gυιllεrmo V αlεηcια
0 P αlomo.
50 ξff ιcιεηt
100P rεdιctιvε 150Coηtrol Algs.200 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 3.5
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

Gυιllεrmo V 2.5
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1.5
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
0 50 ξff ιcιεηt
100P rεdιctιvε 150Coηtrol Algs.200 F ιnαl V εrsιoη.
Time (sec)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
FigureP 4.9:
αlomo. ξff ιcιεηt Ptest
Experimental rεdιctιvε
for the Coηtrol Algs. F ιnαl V εrsιoη.
heating process.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrolplant information.
Algs. 77
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 1100
P αlomo. ξff ιcιεηtSpeed process
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 1050
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 1000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 950
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output (RPM)

Gυιllεrmo V αlεηcια 900 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
850
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 800 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
750
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtExperimental
P rεdιctιvε data
Mathematical model
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 700 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια 35P αlomo.40ξff ιcιεηt 45


P rεdιctιvε
Time (sec)
50
Coηtrol
55
Algs.60
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαFigure P αlomo. ξff ιcιεηt
4.10: Model P rεdιctιvε
validation of the Coηtrol Algs. F ιnαl V εrsιoη.
speed process.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5.2 VA
Gυιllεrmo second
αlεηcια order
P αlomo. ξff plant
ιcιεηt P – SpeedCoηtrol
rεdιctιvε control Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This process consists of a motor fitted with a speed sensor, the control objective
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is to regulate the speed of the motor by manipulation of the input voltage. The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
same procedure as in the first experiment is applied. The mathematical model
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of the system with a sampling time of 0.1 sec is:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.· ξff 0.93ιcιεηt ¸
P rεdιctιvε
−0.007
· ¸ Algs. F ιnαl V εrsιoη.
Coηtrol
1
Gυιllεrmo V αlεηcια P xk+1 = ξff ιcιεηt P rεdιctιvε
αlomo. xk + Coηtrol uk Algs. F ιnαl V (4.21)
εrsιoη.
1 0 0
£ ¤
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.yk = −0.1078
ξff ιcιεηt P29.68
rεdιctιvε xk Coηtrol Algs. F ιnαl V (4.22)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For Vinformation
Gυιllεrmo purposes,
αlεηcια P αlomo. the experimental
ξff ιcιεηt validation
P rεdιctιvε Coηtrol is shown
Algs. F ιnαlinV εrsιoη.
Fig-
ure 4.10 and the tuning parameters are in Table 4.3. Two setpoint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. step changes
are demanded;
Gυιllεrmo oncePagain,
V αlεηcια αlomo.theξffresults
ιcιεηt in Figure 4.11
P rεdιctιvε show that
Coηtrol Algs.MPC and
F ιnαl PID
V εrsιoη.
are tracking
Gυιllεrmo the setpoint
V αlεηcια accurately.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5.3 Constraint handling
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A final test is done in the second order plant presented in the past subsection in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
order to show graphically the behaviour of the system when the unconstrained
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimal is not reachable (see Figure 4.11). Consider now the same scenario
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
but introducing the constraints:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt u ≤P3.5Vrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(4.23)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∆u ≤ 0.05V (4.24)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε plant
Coηtrol information.
Algs. 78
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtSpeed P rεdιctιvε
process Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1000
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Setpoint
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. MPC F ιnαl V εrsιoη.
Output ( RPM )

PID
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
900

Gυιllεrmo V αlεηcια
800 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
700
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
600
0 P αlomo.
5 ξff ιcιεηt15 P rεdιctιvε
10 20 Coηtrol
25 Algs.
30 F ιnαl
35 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

Gυιllεrmo V αlεηcια
2.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.5
Gυιllεrmo V αlεηcια0 P αlomo.
5 ξff ιcιεηt15 P rεdιctιvε
10 20 Coηtrol
25 Algs.
30 F ιnαl
35 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.06
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.04
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input rate (V)

0.02
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.02
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.04
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.06
Gυιllεrmo V −0.08
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0
P αlomo.
5
ξff ιcιεηt15 Time
10
P rεdιctιvε
(sec)
20
Coηtrol
25
Algs.
30
F ιnαl
35
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FigureP αlomo.
Gυιllεrmo V αlεηcια 4.11: Experimental test for theCoηtrol
ξff ιcιεηt P rεdιctιvε speed process.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt P based on minimal
rεdιctιvε Coηtrol plant information.
Algs. 79
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Speed process
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1000
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( RPM )
900

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
800
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtSetpoint P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtMPC
700 P rεdιctιvε
MPC unconstrained
constrained
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
600
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
0 5 10 15 20 25
Algs.
30
F ιnαl
35
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια4
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια2
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1.5
0
P αlomo.
5
ξff ιcιεηt15 P rεdιctιvε
10 20
Coηtrol
25
Algs.
30
F ιnαl
35
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.06 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.04 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input rate (V)

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.02
0
Gυιllεrmo V −0.02
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.04
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.06

Gυιllεrmo V −0.08
αlεηcια
0 P αlomo.
5 ξff ιcιεηt15 P rεdιctιvε
10 20 Coηtrol
25 Algs.
30 F ιnαl
35 V εrsιoη.
Time (sec)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo. ξff ιcιεηt
4.12: Experimental test forPtherεdιctιvε Coηtrolconstrained
speed process: Algs. F ιnαl V εrsιoη.
case.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vresults
Gυιllεrmo αlεηcιαofPthe test ξff
αlomo. areιcιεηt
shownP rεdιctιvε
in Figure Coηtrol4.12. InAlgs.the first
F ιnαl setpoint
V εrsιoη.
change, is clear that the constrained MPC is not following
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the unconstrained
MPC behaviour
Gυιllεrmo V αlεηcια in Porder
αlomo.to avoid the P
ξff ιcιεηt violation
rεdιctιvε of Coηtrol
the imposed
Algs.limits.
F ιnαlThis is
V εrsιoη.
because, Vwhen
Gυιllεrmo αlεηcια the constrained
P αlomo. ξffcontroller predicts aCoηtrol
ιcιεηt P rεdιctιvε limit violation
Algs. Fisιnαlgradually
V εrsιoη.
detuned to meet the constraints requirements. Although
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.this is a suboptimal
solution for
Gυιllεrmo this particular
V αlεηcια P αlomo.problem,
ξff ιcιεηtisParεdιctιvε
cheap coding Coηtrolimplementation
Algs. F ιnαl option
V εrsιoη.
to handle constraints. However, in the second
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. setpoint change, both controllers
F ιnαl V εrsιoη.
have the same input/output trajectory since they are operating
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. far from the
limits, therefore,
Gυιllεrmo V αlεηcιαthere are noξff
P αlomo. impediments for theCoηtrol
ιcιεηt P rεdιctιvε constrained
Algs.MPCF ιnαlto V
follow
εrsιoη.
the optimal trajectory.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.5.4 Performance indices of the algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The numerical performance indices of the systems with the two different con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trol strategies are summarised in Table 4.4. Specifically the table shows the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε Coηtrol plant information.
Algs. 80
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 4.13: P αlomo.
Execution time ξff
andιcιεηt P rεdιctιvε
sampling jitteringCoηtrol Algs. F ιnαl
of the Auto-tuned MPCV εrsιoη.
for
Gυιllεrmo V αlεηcια P αlomo. ξff
the speed process. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 4.4: Performance indices for the systems.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Heating process Speed process
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
τs
Gυιllεrmo V αlεηcια P αlomo. ξffMιcιεηt
p PJrεdιctιvε
τs Coηtrol
Mp Algs. J F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
PI P31 αlomo. ξff ιcιεηt
sec 29.0 P rεdιctιvε
% 1723 5.9 s Coηtrol
16% Algs.
1052.98 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
MPC1 P27 αlomo.
sec ξff 3.0ιcιεηt P rεdιctιvε
% 1628 5.0 s Coηtrol
26% Algs. 800.84F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
MPC2 P αlomo.
— ξff —ιcιεηt P rεdιctιvε
— 5.4 s 12% Coηtrol Algs.
885.08F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∗ MPC1 unconstrained; MPC2 constrained.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
measuresVofαlεηcια
Gυιllεrmo performance which
P αlomo. ξff are given
ιcιεηt by the cost
P rεdιctιvε function
Coηtrol (J),F the
Algs. ιnαlsettling
V εrsιoη.
time (τ ) and the overshoot (M
Gυιllεrmos V αlεηcια P αlomo. ξff ιcιεηt
p ). TheP rεdιctιvε Coηtrol Algs. F ιnαl V that
numbers on the Table 4.4 show εrsιoη.
MPC performs
Gυιllεrmo similar
V αlεηcια to theξffstandard
P αlomo. ιcιεηt P PID controller
rεdιctιvε Coηtrol but,Algs.
in this case,V with
F ιnαl εrsιoη.
a much simpler
Gυιllεrmo auto-tuning
V αlεηcια P αlomo. procedure.
ξff ιcιεηt P When
rεdιctιvεconstraints are introduced,
Coηtrol Algs. un-
F ιnαl V εrsιoη.
surprisingly the MPC has a lower performance since the optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. cannot be
achieved.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcιαthe
To complete P αlomo. ξff ιcιεηt
assessment of thePimplemented
rεdιctιvε Coηtrol Algs.the
program, F ιnαl V εrsιoη.
diagnostics
Gυιllεrmo
tool from the hardware (shown in Figure 4.13) displays that the time forVscan-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
ning the Vprogram
αlεηcια each
P αlomo. ξff ιcιεηt
sample P rεdιctιvε
time oscillates Coηtrol9.328
between Algs.msF ιnαl V εrsιoη.
and 11.637
Gυιllεrmo
ms whileVtheαlεηcια P αlomo.
elapsed ξff ιcιεηt
time between P rεdιctιvε
triggers Coηtrol
(sampling Algs. for
instants) F ιnαl
the Vspeed
εrsιoη.
Gυιllεrmo
process oscillates between 99.327 ms and 100.763 ms. The significance of εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
is the potential to apply the algorithm on much faster processes. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4.V αlεηcια
Gυιllεrmo Auto-tuned predictive
P αlomo. ξffcontrol
ιcιεηt Pbased on minimal
rεdιctιvε plant
Coηtrol information.
Algs. 81
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4.6 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This chapter presented an implementation of a MPC controller in a PLC with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the objective of embedding a predictive control algorithm in standard indus-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trial hardware. The author believes that there is a potential here to propose
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
more rigorous algorithms that could be equally embedded in standard hard-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ware. The challenge is to keep the algorithms simple and thus to meet the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
memory and processing constraints within the PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ThisVchapter
Gυιllεrmo αlεηcια has made ξff
P αlomo. three contributions.
ιcιεηt First, itAlgs.
P rεdιctιvε Coηtrol has demonstrated
F ιnαl V εrsιoη.
that an MPC
Gυιllεrmo algorithm
V αlεηcια with ξff
P αlomo. systematic, albeit simplistic,
ιcιεηt P rεdιctιvε Coηtrol constraint
Algs. F ιnαl handling
V εrsιoη.
can be coded in an industrial standard PLC unit and with sample
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. times of
milliseconds.
Gυιllεrmo Secondly,
V αlεηcια it hasξff
P αlomo. demonstrated that such
ιcιεηt P rεdιctιvε an algorithm
Coηtrol Algs. F ιnαlcanVmake
εrsιoη.
use of simplistic modelling information in conjunction with basic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. auto-tuning
rules andV still
Gυιllεrmo αlεηcιαoutperform
P αlomo.anξffadvanced auto-tuned
ιcιεηt P rεdιctιvε PID whose
Coηtrol Algs. F design
ιnαl Vrelied
εrsιoη.
on far more
Gυιllεrmo information.
V αlεηcια P αlomo.Moreover,
ξff ιcιεηt the MPC includes
P rεdιctιvε Coηtrolconstraint
Algs. F ιnαlhandling.
V εrsιoη.
Thus, thirdly, the chapter has demonstrated that MPC is a realistic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. industrial
alternative
Gυιllεrmo to PID Pinαlomo.
V αlεηcια loops primarily
ξff ιcιεηt Pcontrolled
rεdιctιvε with PLC
Coηtrol units.
Algs. ThisV final
F ιnαl εrsιoη.
contribution opens up the potential for much improved control of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. loops where
PID mayVbe
Gυιllεrmo a poorPchoice.
αlεηcια αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
These P αlomo. ξff ιcιεηt
results demonstrate P rεdιctιvε
the potential Coηtrol Algs.more
for implementing F ιnαl V εrsιoη.
rigorous
Gυιllεrmo V αlεηcια
MPC strategies P αlomo.
within a PLC.ξff In
ιcιεηt
the P rεdιctιvε
next Coηtrol
chapters, moreAlgs. F ιnαl
advanced V εrsιoη.
and effi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
cient constraint handling techniques will be developed with the aim of embed- F ιnαl V εrsιoη.
Gυιllεrmo
ding them V αlεηcια
into the PPLC.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Feed-forward design
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter presentsP αlomo. ξffcontribution
original ιcιεηt P rεdιctιvε Coηtrol
to the thesis.Algs.
SimpleF ιnαl
MPCValgo-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
rithms produce a feed-forward compensator that may be a suboptimal choice. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
gives some ξff ιcιεηt
insights P rεdιctιvε
into this issue andCoηtrol Algs. Fofιnαl
simple means V εrsιoη.
modifying
Gυιllεrmo V αlεηcιαtoPproduce
the feed-forward αlomo. ξff ιcιεηtsystematic
a more P rεdιctιvεandCoηtrol Algs.
optimal F ιnαlInV εrsιoη.
design. par-
Gυιllεrmo
ticular it is shown that the optimal procedure depends upon theFunderlaying
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ιnαl V εrsιoη.
Gυιllεrmo
loop tuningV αlεηcια
and alsoP αlomo. ξff ιcιεηt
that there P rεdιctιvε
are, as yet underCoηtrol
utilised,Algs. F ιnαlbenefits
potential V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
with regard to constraint handling procedures. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vchapter
Gυιllεrmo αlεηcιαisPorganised asιcιεηt
αlomo. ξff follows: Section 5.1
P rεdιctιvε presents
Coηtrol the Fintroduction
Algs. ιnαl V εrsιoη.
and motivation
Gυιllεrmo V αlεηcια of the chapter,
P αlomo. ξffSection
ιcιεηt P5.2 first revisits
rεdιctιvε the Algs.
Coηtrol basics Fand gives
ιnαl an
V εrsιoη.
overviewVofαlεηcια
Gυιllεrmo conventional MPC
P αlomo. ξff algorithms while Section
ιcιεηt P rεdιctιvε Coηtrol5.3 discusses
Algs. F ιnαlthe im-
V εrsιoη.
pact of including the feed-forward as a separate design parameter.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Section 5.4
introduces
Gυιllεrmo issues related
V αlεηcια to constraint
P αlomo. ξff ιcιεηt Phandling
rεdιctιvε and Section
Coηtrol Algs.5.5Fpresents an
ιnαl V εrsιoη.
experimental example using a PLC. Finally, Section 5.6 gives the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. conclusions
of the chapter.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter aims P toαlomo.
look atξffsome
ιcιεηt P rεdιctιvε
areas of model Coηtrol Algs.control
predictive F ιnαl(MPC)
V εrsιoη.
Gυιllεrmo
(Mayne et V αlεηcια
al., 2000;P αlomo. ξff2003;
Rossiter, ιcιεηtCamacho
P rεdιctιvεandCoηtrol
Bordons,Algs. F ιnαl
2004) thatV have
εrsιoη.
Gυιllεrmo V αlεηcια
been somewhat P αlomo.inξffthe
neglected ιcιεηt P rεdιctιvε
mainstream Coηtrol Algs.
literature, albeit Fthemes
ιnαl V that
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
occur in many places. Specifically, consideration is given to tracking, especially ιnαl V εrsιoη.
Gυιllεrmo
where theV αlεηcια
setpoint Ptrajectory
αlomo. ξffisιcιεηt
other Pthan
rεdιctιvε Coηtrol Algs.
a straightforward F ιnαl
step. ThisV is
εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo.
interest for several reasons: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• OneV αlεηcια
potentialP benefit
αlomo. of
ξffMPC
ιcιεηtisP the
rεdιctιvε
abilityCoηtrol Algs.systematically,
to include, F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
information about the future setpoint (Clarke et al., 1987b), Algs. F ιnαl V εrsιoη.
however
Gυιllεrmoit isV αlεηcια
known that P αlomo. ξff ιcιεηt
the original P rεdιctιvε
claims Coηtrolflawed
were severely Algs. (Rossiter
F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Grinnell, 1996) due to prediction mismatch (Rossiter, 2003) whereby F ιnαl V εrsιoη.
GυιllεrmotheVclass
αlεηcια P αlomo. ξff
of predictions with ιcιεηt
a lowP rεdιctιvε Coηtrol
control horizon nu Algs. F ιnαl
is unable V εrsιoη.
to match
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

82
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 83
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
closely P αlomo.
the desired ξff ιcιεηt
closed-loop P rεdιctιvε
behaviour Coηtrol could
(constraints Algs. have
F ιnαl V εrsιoη.
a similar
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
impact).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Recent
Gυιllεrmo work Pbuilt
V αlεηcια αlomo. MPC aroundP rεdιctιvε
ξff ιcιεηt the unconstrained
Coηtrol Algs.optimal F ιnαl(Scokaert
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V thus
and Rawlings, 1998; Kouvaritakis et al., 1998; Rossiter et al., 1998) εrsιoη.
avoiding prediction mismatch, but could encounter difficulties
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. with feasi-
bility
Gυιllεrmo for low numbers
V αlεηcια P αlomo. ofξffdegrees
ιcιεηt of freedom (d.o.f.).
P rεdιctιvε CoηtrolAlso,Algs.itFisιnαlimportant
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V that
to note that, this work did not discuss feed-forward or trajectories εrsιoη.
were not piecewise constant.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
• Where P αlomo.
the setpoint ξff ιcιεηt
is not a simpleP rεdιctιvε
step, theCoηtrol
paradigm Algs. F ιnαl V εrsιoη.
of Scokaert and
Gυιllεrmo V αlεηcια
Rawlings P αlomo.
(1998) is not ξff ιcιεηtas
optimal P rεdιctιvε
this is basedCoηtrol Algs. F ιnαl
on steady-state V εrsιoη.
assump-
Gυιllεrmo V αlεηcια
tions and usesP no
αlomo.
advanceξff ιcιεηt P rεdιctιvε
knowledge Coηtrol
of setpoint Algs. F
changes. Aιnαl
formalV εrsιoη.
ex-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tension to include the setpoint dynamics and redo the ‘optimal control’ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
aspects P αlomo.
is possible ξff ιcιεηt
in some cases,Pbut
rεdιctιvε
may not Coηtrol
extendAlgs.
well to F ιnαl
mostVcases
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
and could be computationally intractable and/or impractical in general. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• TheV amount
αlεηcια ofP αlomo.
advanceξff ιcιεηt P rεdιctιvε
knowledge availableCoηtrol Algs. F ιnαl
has a significant V εrsιoη.
impact on
Gυιllεrmo
whatV αlεηcια P αlomo.
is the best ξff ιcιεηtcompensator
feed-forward P rεdιctιvε Coηtrol Algs. F ιnαl
during constraint V εrsιoη.
handling,
Gυιllεrmo
theVapproach
αlεηcια Ppresented
αlomo. ξff in ιcιεηt P rεdιctιvε
this chapter Coηtrol
follows the ideaAlgs. F ιnαl V gov-
of reference εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
ernor techniques (Bemporad et al., 1997; Borrelli et al., 2009). Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vchapter
αlεηcιαwill
P αlomo. ξff ιcιεηt
be organised toPfirst
rεdιctιvε Coηtrol clearly
demonstrate Algs. Fwhereιnαl Vexist-
εrsιoη.
Gυιllεrmo V αlεηcια
ing algorithms haveP weaknesses
αlomo. ξff ιcιεηt and thenP rεdιctιvε
several Coηtrol
different Algs. F ιnαlwill
approaches V εrsιoη.
be
Gυιllεrmo
proposedVfor αlεηcια P αlomo.
specific scenarios, ξff along
ιcιεηtwith
P rεdιctιvε CoηtrolofAlgs.
some analysis F ιnαl V εrsιoη.
the corresponding
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
strengths and weaknesses. The key point is that it may be fruitfulCoηtrol Algs. F ιnαl V εrsιoη.
to think of
Gυιllεrmo V αlεηcιαd.o.f.
the optimisation P αlomo.
and theξff ιcιεηt P rεdιctιvε
feed-forward Coηtrol Algs.
compensator F ιnαl V εrsιoη.
in a different way
Gυιllεrmo V αlεηcια
to that usually P αlomo.
adopted in theξffliterature.
ιcιεηt P rεdιctιvε Coηtrol
For example, it isAlgs.
common F ιnαl to Vadopt
εrsιoη.
Gυιllεrmo V αlεηcια
the closed-loop P αlomo.
paradigm ξff ιcιεηt
(Rossiter P rεdιctιvε
et al., 1998) and Coηtrol Algs. F ιnαl V
treat perturbations toεrsιoη.
the
Gυιllεrmo V αlεηcια
nominal loop as thePd.o.f.,
αlomo. butξff
inιcιεηt P rεdιctιvε
this case there is aCoηtrol
significantAlgs. F ιnαl
overlap V εrsιoη.
between
Gυιllεrmo V αlεηcια
the role of P αlomo.and
the feed-forward ξff ιcιεηt P rεdιctιvε
the d.o.f.; could one Coηtrol
thereforeAlgs. F ιnαl
equally V εrsιoη.
consider
Gυιllεrmo V αlεηcια
perturbations P αlomo.
to the ξff ιcιεηtAnother
feed-forward? P rεdιctιvε
vitalCoηtrol
issue isAlgs.
the timeF ιnαl V εrsιoη.
duration
Gυιllεrmo V αlεηcια
of the d.o.f. (Wang,P αlomo.
2001; Wang, ξff ιcιεηt
2004;P rεdιctιvε
Wang andCoηtrolRossiter, Algs.
2008);F ιnαl
whereV εrsιoη.
the
Gυιllεrmo
setpoint Vis αlεηcια
changingP over
αlomo. ξff ιcιεηt duration,
a significant P rεdιctιvεthere
Coηtrol
mustAlgs. F ιnαl
be d.o.f. V εrsιoη.
to match
Gυιllεrmo
this and Vthus
αlεηcια P αlomo.
the usual choiceξffofιcιεηt
inputP rεdιctιvε
perturbationsCoηtrol
mayAlgs.
not be F ιnαl V εrsιoη.
efficient or
Gυιllεrmo
viable. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
For Vtheαlεηcια
sake ofP clarity,
αlomo. this ξff ιcιεηt
work Pwill
rεdιctιvε Coηtrol
not consider the Algs.
impactF ιnαl V εrsιoη.
of distur-
Gυιllεrmo
bances andV αlεηcια P αlomo.
parameter ξff ιcιεηtalthough
uncertainty, P rεdιctιvε Coηtrol
future work Algs. F ιnαl Vthese.
will discuss εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Moreover, it is assumed that all steady-states are feasible and strictly inside F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
any associated P αlomo.sets
admissible ξff (Gilbert
ιcιεηt P rεdιctιvε
and Tan, Coηtrol
1991) and Algs.thatF ιnαl V εrsιoη.
constraints
Gυιllεrmo V αlεηcια
are not time P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
varying.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
So first,
Gυιllεrmo an overview
V αlεηcια P αlomo. is given of some
ξff ιcιεηt differentCoηtrol
P rεdιctιvε approachesAlgs.and scenarios:
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. What
Gυιllεrmo potential
V αlεηcια to improve
P αlomo. tracking
ξff ιcιεηt is there in
P rεdιctιvε designing
Coηtrol Algs.the Ffeed-forward
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαloptimi-
compensator separately from the default choice within the MPC V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 84
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
sation? P αlomo.
Can this approachξff ιcιεηt P rεdιctιvεaccount
take systematic CoηtrolofAlgs. F ιnαl V
constraints, εrsιoη.
differ-
GυιllεrmoentVsetpoint
αlεηcια trajectories
P αlomo. ξffand ιcιεηt P rεdιctιvε
different amountsCoηtrol Algs. knowledge?
of advance F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. What
Gυιllεrmo potential
V αlεηcια is thereξff
P αlomo. inιcιεηt
the structure
P rεdιctιvεof the d.o.f.Algs.
Coηtrol in theFcontrol pre-
ιnαl V εrsιoη.
dictions and thus are there preferred structures for different
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. scenarios?
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2 Modelling,
Gυιllεrmo V αlεηcια P αlomo.predictive
ξff ιcιεηt P rεdιctιvε control
Coηtroland Algs. tracking
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section P αlomo.the
will introduce ξffbasic
ιcιεηtalgorithms
P rεdιctιvε Coηtrol
(Clarke et Algs. F ιnαl
al., 1987b; V εrsιoη.
Scokaert
Gυιllεrmo V αlεηcια
and Rawlings, 1998)P αlomo.
underneath ξff ιcιεηt P rεdιctιvε
the proposals Coηtrol
in the chapterAlgs.
andFbackground
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
information.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.1 VModel,
Gυιllεrmo αlεηcια Pconstraints
αlomo. ξff ιcιεηtand integral
P rεdιctιvε CoηtrolactionAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Assume aV standard
Gυιllεrmo αlεηcια Pstate-space
αlomo. ξff model
ιcιεηt P ofrεdιctιvε
the form:Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
xk+1 = Axk + Buk
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(5.1) εrsιoη.
yk = Cxk + dk
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
with dk the P αlomo.
disturbance, xk ξff
∈ Rιcιεηt
n
, yk P∈rεdιctιvε
Rl and uCoηtrol
k ∈ R
m Algs. F ιnαl V εrsιoη.
which are the state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
vector, the measured output and the plant input respectively. Coηtrol Algs. FThisιnαlchapter
V εrsιoη.
Gυιllεrmo
adopts an independent model approach to prediction and disturbanceV esti-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
mation soV defining
αlεηcια w P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k = yk|k−1 as the output of the independent model (given
Gυιllεrmo
by simulating model (5.1) in ξff
V αlεηcια P αlomo. ιcιεηtwith
parallel P rεdιctιvε Coηtrol
the plant) Algs. F ιnαl
the disturbance V εrsιoη.
estimate
Gυιllεrmo
is d̂k = yVk αlεηcια
− wk and P αlomo. ξff ιcιεηt
it is assumed to beP rεdιctιvε
constant Coηtrol
over the Algs. F ιnαl
prediction V εrsιoη.
horizon.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Disturbance
Gυιllεrmo V αlεηcιαrejection
P αlomo. and
ξffoffset
ιcιεηtfree tracking Coηtrol
P rεdιctιvε (for constant
Algs.setpoints) will
F ιnαl V εrsιoη.
be achieved
Gυιllεrmo using the
V αlεηcια offset form
P αlomo. of state
ξff ιcιεηt P feedback
rεdιctιvε(Muske
Coηtroland Rawlings,
Algs. F ιnαl 1993b;
V εrsιoη.
Rossiter, 2006), that is:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. uk ξff
− uιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(5.2) εrsιoη.
ss = −K(xk − xss )
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where x Visαlεηcια
the stateP αlomo.
of the ξff ιcιεηt P rεdιctιvε
independent Coηtrol
model and xss , Algs. F ιnαl
uss are V εrsιoη.
estimated
Gυιllεrmo
values ofV the
αlεηcια P αlomo. giving
steady-states ξff ιcιεηt no Poffset;
rεdιctιvε Coηtrol
these depend Algs.
uponF ιnαl V εrsιoη.
the model
Gυιllεrmo V αlεηcια
parameters, P αlomo.
the setpoint ξff ιcιεηt
r and P rεdιctιvε Coηtrol
the disturbance estimate.Algs. F ιnαl V
However, εrsιoη.
where
£ T ¤T
Gυιllεrmo V αlεηcιαT P αlomo.
r k = rk+1 rk+2 . . . rk+na T ξff ιcιεηt
is time varying, the control law will inεrsιoη.
P rεdιctιvε Coηtrol Algs. F ιnαl V ge-


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
neral also have a term:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PrP−→rrεdιctιvε
k Coηtrol Algs. F ιnαl V(5.3) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where PrV is
Gυιllεrmo the feed-forward
αlεηcια P αlomo. ξffcompensator
ιcιεηt P rεdιctιvεand nCoηtrol
a is the Algs.
number of samples
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V that
of advance knowledge. In this chapter there is an implicit assumption εrsιoη.
rk+na +i =V αlεηcια
Gυιllεrmo rk+na , ∀iP ≥ 0 (thisξffterm
αlomo. ιcιεηt is Pused to compute
rεdιctιvε Coηtrol xssAlgs.
, uss ),F ιnαl
whichV may
εrsιoη.
not be true for more general setpoint trajectories (Wang and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Rossiter, 2008)
but is good
Gυιllεrmo enoughP αlomo.
V αlεηcια when naξff≥ιcιεηt τs , τsPthe settling
rεdιctιvε time. Algs.
Coηtrol If na F <ιnαl
τs , this is
V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 85
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
analogousV αlεηcια
to drivingP αlomo.
in foggyξffconditions,
ιcιεηt P rεdιctιvε
thus withCoηtrol Algs. Fview
a restricted ιnαl of
V εrsιoη.
the
Gυιllεrmo V αlεηcια
road ahead, P αlomo.
and clearly ξff ιcιεηt
suboptimal P rεdιctιvε must
performance Coηtrol Algs. F ιnαl V εrsιoη.
result.
Gυιllεrmo V αlεηcια
For simplicity P αlomo.
(for details ξff,ιcιεηt
of P P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 P2 see (Muske and Rawlings, 1993b)) define:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια xssP=αlomo. ξffa −
P1 (rk+n ιcιεηt
d̂k ); P u
rεdιctιvε Coηtrol Algs. F ιnαl V(5.4)
ss = P2 (rk+na − d̂k )
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Let the system
Gυιllεrmo be subject
V αlεηcια P αlomo.to ξff
constraints of the form
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. umin ξff
≤ uιcιεηt
k ≤ uP rεdιctιvεCoηtrol Algs. F ιnαl V εrsιoη.
max
∆u
Gυιllεrmo V αlεηcια P αlomo.min ≤ ∆u ≤ ∆umax Coηtrol
ξff ιcιεηtk P rεdιctιvε ∀k Algs. F ιnαl V(5.5) εrsιoη.

y min ≤ y k ≤ y
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
max

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.2 GPC/DMC algorithms: IMGPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In conventional MPCP αlomo.
(Clarkeξffetιcιεηt P rεdιctιvε
al., 1987b), Coηtrol Algs.
the optimum F ιnαl Varises
feed-forward εrsιoη.
Gυιllεrmo
from theVoptimisation.
αlεηcια P αlomo. Thus,ξffif ιcιεηt
one were P rεdιctιvε
to considerCoηtrol
that Algs. F ιnαl V εrsιoη.
the prediction ma-
Gυιllεrmo V αlεηcια
trices take the form: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
y k = Pξff
yx xιcιεηt
k + Py∆u P rεdιctιvε
∆u Coηtrol Algs. F ιnαl V(5.6) εrsιoη.

→ −→k−1 + Pyd d̂k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Then, theV αlεηcια P αlomo.
performance indexξff ιcιεηt
takes thePform
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαJ = (P−
→ k − y kξff
rαlomo. )T Q( rk−
ιcιεηt

→ y k ) + ∆u
P rεdιctιvε
T
k−1 R ∆u
−→Coηtrol −→ k−1 F ιnαl V(5.7)
Algs. εrsιoη.

→ −

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and the unconstrained
Gυιllεrmo V αlεηcια P αlomo.optimal
ξff IMGPC (Internal Model
ιcιεηt P rεdιctιvε CoηtrolGPC)
Algs.control
F ιnαl law is:
V εrsιoη.
Gυιllεrmo V αlεηcια

P αlomo.
T
ξff ιcιεηt −1 P rεdιctιvε
T
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V−→∆u = (P QP + R)
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
k−1 y∆u y∆u P y∆u (−r − Pyx xk Algs.
→ Coηtrol
k − PydF d̂kιnαl
) V(5.8)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Clearly, the dependence upon future setpoint information is through the feed-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
forward P
Gυιllεrmo V rαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VPαlεηcια T PT αlomo. ξff ιcιεηt−1P rεdιctιvε
T
£ ¤
T Coηtrol Algs. F ιnαl V εrsιoη.
r = e1 (Py∆u QPy∆u + R) Py∆u ; e1 = I 0 0 ... (5.9)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Constraints, over the prediction horizon, can be summarised by inequali-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ties of the form
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff E∆u ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V
k−1 + Fxk ≤ f
εrsιoη.
(5.10)
− →
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Thus, theV control
αlεηcιαlawP αlomo.
for theξff ιcιεηt P rεdιctιvε
constrained Coηtrol Algs.
case, minimising J s.t. F(5.10),
ιnαl Vhas
εrsιoη.
a
Gυιllεrmo
less clearVdependence
αlεηcια P αlomo.
on the ξff ιcιεηt trajectory.
setpoint P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.3 VOptimal
Gυιllεrmo MPCξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
αlεηcια P αlomo.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The key Videa
Gυιllεrmo in (Scokaert
αlεηcια P αlomo. and Rawlings,
ξff ιcιεηt 1998; Coηtrol
P rεdιctιvε Rossiter Algs.
et al.,F 1998)
ιnαl Visεrsιoη.
to
embed into
Gυιllεrmo the predictions
V αlεηcια P αlomo. the unconstrained
ξff ιcιεηt P rεdιctιvεoptimal
Coηtrolbehaviour
Algs. F andιnαl handle
V εrsιoη.
Chapter 5.V Feed-forward
Gυιllεrmo design.ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
αlεηcια P αlomo. 86
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
constraintsV αlεηcια
by usingP perturbations
αlomo. ξffιcιεηt P rεdιctιvε
about Coηtrol
this. Hence, Algs. K
assuming F ιnαl
is theVfeed-
εrsιoη.
Gυιllεrmo
back, theVinput
αlεηcια P αlomo.are
predictions ξffιcιεηt
definedPas rεdιctιvε
follows:Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια½P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−K(xk+i − xss ) + ck+i ; i ∈ {0, ..., nc − 1}
uk+i V
Gυιllεrmo −αlεηcια
uss = P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(5.11)
εrsιoη.
−K(xk+i − xss ); i ∈ {nc , nc + 1, . . .}
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where theV αlεηcια
Gυιllεrmo perturbations ck are
P αlomo. the d.o.f. for optimisation; conveniently sum-
£ ξffιcιεηt
T
P rεdιctιvε
Trεdιctιvε
¤T Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
marised in vector − Pc k = ck . . . ck+nc −1 . Steady-state F
αlomo. ξffιcιεηt P Coηtrol Algs. ιnαl Vcorre-
values εrsιoη.

Gυιllεrmo
spondingV to αlεηcια
a givenP αlomo. ξffιcιεηt P rεdιctιvε
disturbance/setpoint can be Coηtrol Algs.(for
computed F ιnαl V εrsιoη.
details of
Gυιllεrmo
T1 , T2 seeV αlεηcια
(MuskePand αlomo. ξffιcιεηt
Rawlings, P rεdιctιvε
1993b)) Coηtrol Algs.
from equations of the Fform:
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pxss = T1 (r
αlomo. k − d̂k );P rεdιctιvε
ξffιcιεηt uss = T2 (r k − d̂k )Algs. F ιnαl V
Coηtrol (5.12)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It is known that for suitable M, N, f (e.g. Rossiter et al., 1998), the
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
input predictions (5.11) and associated state predictions for model (5.1) satisfy
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
constraints (5.5) if:
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Mx ξffιcιεηt
k + NPcrεdιctιvε Coηtrol Algs. F ιnαl V(5.13) εrsιoη.
→k ≤ f(k)

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A typical
Gυιllεrmo performance
V αlεηcια P αlomo.index is based
ξffιcιεηt on a 2-norm
P rεdιctιvε Coηtroland is computed
Algs. F ιnαlover in-
V εrsιoη.
finite horizons
Gυιllεrmo for both
V αlεηcια the input
P αlomo. and output
ξffιcιεηt predictions.
P rεdιctιvε Coηtrol So, in the
Algs. regulation
F ιnαl V εrsιoη.
case:
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoX ∞ V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
J=
Gυιllεrmo V(xαlεηcια
k+i+1 − Pxss )T Q(xk+i+1
αlomo. − xss
ξffιcιεηt P )rεdιctιvε
+ (uk+i − uss )T R(u
Coηtrol k+i −
Algs. uss ) V(5.14)
F ιnαl εrsιoη.
Gυιllεrmo i=0V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo
with Q, R V αlεηcια
positive Pdefinite
αlomo.stateξffιcιεηt P rεdιctιvε
and input Coηtrol matrices.
cost weighting Algs. F ιnαl NoteV εrsιoη.
that
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
the terms in J are equivalent to that used by GPC in that one could equally Algs. F ιnαl V εrsιoη.
Gυιllεrmo
find Q suchV αlεηcια
that P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt T P rεdιctιvε Coηtrol Algs. 2 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια (xk+i+1 − xss )ξffιcιεηt
P αlomo. Q(xk+i+1 − xss ) ≡ Coηtrol
P rεdιctιvε k−→ k k2
r k − yAlgs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια
(for constant P αlomo.
r or time varying ξffιcιεηt
xss ). P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In practice,
Gυιllεrmo V αlεηcιαthePunconstrained
αlomo. ξffιcιεηt optimal predictions
P rεdιctιvε Coηtrol mayAlgs.
violate constraints
F ιnαl V εrsιoη.
(5.5), so prediction class (5.11) is used instead. It is easy to
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. show (Rossiter et
al., 1998) that optimisation
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηtof J over input predictions (5.11)
P rεdιctιvε Coηtrol Algs. F ιnαl is equivalent to
V εrsιoη.
T T T T
minimising J
Gυιllεrmo V αlεηcια= c W c
− kP αlomo.
→ −
→ k (W = B ΣB + R, Σ − Φ ΣΦ = Q + K
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. RK, Φ=

A − BK)
Gυιllεrmo and thus,
V αlεηcια in the absence
P αlomo. ξffιcιεηtofP rεdιctιvε
constraints, the optimum
Coηtrol Algs. F is ιnαlc kV =

→ 0.
εrsιoη.
Where the
Gυιllεrmo unconstrained
V αlεηcια P αlomo. predictions
ξffιcιεηt P would violate
rεdιctιvε constraints,
Coηtrol Algs. F non-zero c ∗k
ιnαl V εrsιoη.


would beVrequired
Gυιllεrmo αlεηcια to ensure constraints
P αlomo. are satisfied.
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 5.1 (OMPC)
V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The VOMPC
αlεηcιαalgorithm
P αlomo.isξffιcιεηt
summarisedP rεdιctιvε Coηtroland
as (Scokaert Algs. F ιnαl V1998;
Rawlings, εrsιoη.
Gυιllεrmo V αlεηcια
Rossiter et al., 1998): P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ∗ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

→c k = arg min − →c Tk W− →ck
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηtc kP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

→ (5.15)
Gυιllεrmo V αlεηcια P αlomo. s.t.ξffιcιεηt
Mxk +PN rεdιctιvε
c ≤ Coηtrol Algs. F ιnαl V εrsιoη.
f(k)
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε →k
− Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 87
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Use the first elementP αlomo.
of − c ∗k in

ξffthe
ιcιεηt P rεdιctιvε
control Coηtrolwith
law of (5.11), Algs.
K.F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This algorithm will find the global optimal, with respect to (5.14), when-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ever that is feasible and has guaranteed convergence/recursive feasibility in the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nominal case.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV5.1
Gυιllεrmo There
αlεηcια is no explicit
P αlomo. discussion
ξff ιcιεηt P rεdιctιvε in Coηtrol
standardAlgs. references
F ιnαlofV εrsιoη.
how
advance knowledge
Gυιllεrmo V αlεηcια of the setpoint
P αlomo. wouldPbe
ξff ιcιεηt taken into
rεdιctιvε account
Coηtrol by Algorithm
Algs. 5.1,
F ιnαl V εrsιoη.
or for that matter input predictions (5.11). Hence, the default
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. feed-forward is
a simple Vgain
Gυιllεrmo whichP is
αlεηcια implicit
αlomo. ξffthe estimate
ιcιεηt of xssCoηtrol
P rεdιctιvε , uss , seeAlgs.
equation (2.37).
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
5.2.4 VIllustrations
αlεηcια P αlomo.ofξffpoor ιcιεηt P rεdιctιvε Coηtroldesign:
feed-forward Algs. F ιnαlno Vcon-εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Vstraints
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section will demonstrate briefly the weakness of standard IMGPC/OMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
algorithms with regard to handling advance knowledge of setpoint changes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Specifically two types of plots are given:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Standard behaviour of IMGPC/OMPC when there is no feed-forward of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
setpoint changes; that is, the feed-forward is a simple gain.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Standard P αlomo.
behaviour of ξff ιcιεηt when
IMGPC P rεdιctιvε Coηtrol
the default Algs. F ιnαl
feed-forward V εrsιoη.
compen-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
sator of (5.9) is adopted. This is denoted AdvIMGPC. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
For the examplesP αlomo.
presentedξff ιcιεηt
throughP rεdιctιvε Coηtrol
this chapter, Algs.a F
consider ιnαlsystem
SISO V εrsιoη.
Gυιllεrmo
given by:V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.  ξff ιcιεηt P rεdιctιvε  Coηtrol Algs.  F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 1.4 ξff−0.105
ιcιεηt P −0.108
rεdιctιvε Coηtrol 0.2Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια  2 ξff ιcιεηt
xk+1 =P αlomo. 0 0
P rεdιctιvε +  0 Algs.
 xkCoηtrol  uk F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. £ 0 ξff ιcιεηt 1 0
P¤ rεdιctιvε Coηtrol0 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια y = 0.5 0.75 0.5 x
k P αlomo. ξff ιcιεηt P rεdιctιvεk Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure
Gυιllεrmo 5.1 shows
V αlεηcια how the
P αlomo. responses
ξff ιcιεηt to some
P rεdιctιvε simpleAlgs.
Coηtrol trajectories
F ιnαl V(step
εrsιoη.
changes, Vramped
Gυιllεrmo αlεηcια step) vary with:
P αlomo. (i) theP control
ξff ιcιεηt rεdιctιvε horizon
Coηtrol nu and
Algs.(ii)Fthe
ιnαladvance
V εrsιoη.
knowledge n
Gυιllεrmo V αlεηcια
a (givenP αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vcosts
as 10 samples). Table 5.1 shows normalised run-time εrsιoη.
of the example.
Gυιllεrmo V αlεηcια The problems
P αlomo. ξffare clear:
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
• IMGPC/OMPC does notξff ιcιεηt
react Puntil
rεdιctιvε
after Coηtrol Algs. has
the setpoint F ιnαl V εrsιoη.
occurred;
Gυιllεrmo V αlεηcια
there P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is no anticipation.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• If nVaαlεηcια
Gυιllεrmo À nu and nu is ξff
P αlomo. small, theP feed-forward
ιcιεηt rεdιctιvε Coηtrol causesAlgs.
a slow driftV with
F ιnαl εrsιoη.
AdvIMGPC (anticipation) before moving quickly near
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the time of sig-
nificant
Gυιllεrmo setpoint
V αlεηcια movements.
P αlomo. This
ξff ιcιεηt is clearly Coηtrol
P rεdιctιvε suboptimal. Algs.Thus, theVfeed-
F ιnαl εrsιoη.
forward may be poorly chosen in that the advance movement
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of the input
is far
Gυιllεrmo from ideal
V αlεηcια with nξff
P αlomo. u =ιcιεηt
1. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V Feed-forward
Gυιllεrmo αlεηcια P αlomo.design.ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 88
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Outputs with n = 1 Inputs with n = 1
Gυιllεrmo V αlεηcια P αlomo. u
ξffιcιεηt P rεdιctιvε Coηtrol Algs. u
F ιnαl V εrsιoη.
Gυιllεrmo V1 αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε 0.4 Coηtrol Algs. F ιnαl V εrsιoη.
0.6
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

u
y

Gυιllεrmo0.4V αlεηcια P αlomo. ξffιcιεηt IMGPC


P rεdιctιvε
0.2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt
0.2 OMPC P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
AdvIMGPC
Gυιllεrmo V0 αlεηcια P αlomo. ξffιcιεηt Setpoint P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo−0.2V0αlεηcια
5
P αlomo.
10 15 20
ξffιcιεηt
25 30
P rεdιctιvε
−0.2
0 5
Coηtrol
10
Algs.
15 20
F25
ιnαl30V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Sample ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sample

Gυιllεrmo V αlεηcιαOutputs
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
with nu = 10 Algs.
Inputs with nu = 10 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1 αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε 0.6 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.8V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo0.6V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.4V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u
y

0.2
Gυιllεrmo0.2V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V0 αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε 0 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−0.2V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε −0.2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V0αlεηcια5 P αlomo.
10 15
Sample
20 ξffιcιεηt
25 30 P rεdιctιvε 0 5Coηtrol
10 Algs.
15
Sample
20 F 25
ιnαl30V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VFigure
αlεηcια5.1:
P αlomo.
Closed-loopξffιcιεηt P rεdιctιvε
responses Coηtrol
with various Algs.of Fnuιnαl
choices . V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VTable 5.1:P αlomo.
αlεηcια Performance indices
ξffιcιεηt for the example
P rεdιctιvε Coηtrol of Figure
Algs. F 5.1.
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
d.o.f. Normalised J
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt nu =P 1rεdιctιvε 2.518 Coηtrol Algs. F ιnαl V εrsιoη.
IMGPC
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt n = 10 1.000
u P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt nu =P 1rεdιctιvε 1.000 Coηtrol Algs. F ιnαl V εrsιoη.
OMPC
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt nu =P 10 rεdιctιvε 1.000
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt nu = 1 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.682
AdvIMGPC
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt nu =P 10 rεdιctιvε 0.278
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• With
Gυιllεrmo larger nPuαlomo.
V αlεηcια the drift (anticipation)
ξffιcιεηt P rεdιctιvε problem
Coηtrol of Algs.
AdvIMGPC F ιnαl Vis εrsιoη.
less
pronounced. Indeed,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηtif n u is sufficiently large, AdvIMGPC
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. gives rea-
sonable closed-loop dynamics
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε (close to OMPC) but Algs.
Coηtrol more critically, the
F ιnαl V εrsιoη.
synergy with the feed-forward is much improved.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• The default feed-forward of (5.9) is clearly suboptimal and in some cases,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
very suboptimal.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 89
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV5.2 αlεηcια P αlomo. the
Conceptually ξff ιcιεηt
problem P rεdιctιvε
is clear:Coηtrol Algs. Falgorithm
the IMGPC ιnαl V εrsιoη.is
Gυιllεrmo
given justV n
αlεηcια
u moves, P αlomo.
starting ξff ιcιεηt
now, withP rεdιctιvε
which it Coηtrol
has to Algs.
track a F ιnαl
setpoint V εrsιoη.
which
Gυιllεrmo
may not Vbegin
αlεηcια P αlomo.
changing untilξff ιcιεηt samples
several P rεdιctιvε in theCoηtrol
future;Algs.
thus Fthe
ιnαl timeV εrsιoη.
po-
Gυιllεrmo
sition of Vthe
αlεηcια
input Pmoves
αlomo. ξff ιcιεηt
available P rεdιctιvε
does not overlay Coηtrol Algs.position
the time F ιnαl V ofεrsιoη.
the
Gυιllεrmo V αlεηcια
setpoint moves andPtheαlomo. ξff ιcιεηt
algorithm has Ptorεdιctιvε
come with Coηtrol Algs. F ιnαl
a compromise. V εrsιoη.
Clearly a
Gυιllεrmo V αlεηcιαhas
logical algorithm P αlomo.
to ensureξff ιcιεηt P rεdιctιvε
that d.o.f. Coηtrol coincident
are available Algs. F ιnαl withV εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
setpoint changes. In this case nu ≥ na achieves such a requirement. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.2.5 VSummary
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
StandardVpredictive
Gυιllεrmo αlεηcια Pcontrol
αlomo.algorithms
ξff ιcιεηt Psuch as IMGPC
rεdιctιvε Coηtroloften comeFwith
Algs. ιnαl aV poor
εrsιoη.
default feed-forward
Gυιllεrmo design (Rossiter
V αlεηcια P αlomo. ξff ιcιεηt and Grinnell,
P rεdιctιvε 1996) because
Coηtrol nu isVsmall
Algs. F ιnαl εrsιoη.
and therefore one cannot satisfy the logical requirement that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. nu > n a . OMPC
algorithms
Gυιllεrmo seem toP have
V αlεηcια αlomo. ignored discussion
ξff ιcιεηt P rεdιctιvεof this altogether.
Coηtrol Algs. FAlthough
ιnαl V εrsιoη.it
is implicit
Gυιllεrmo in LQR Ptheory
V αlεηcια αlomo.where therePare
ξff ιcιεηt no constraints
rεdιctιvε and the
Coηtrol Algs. setpoint
F ιnαl is
V εrsιoη.
known and included in the relevant Riccati equations; these
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. assumptions are
impractical
Gυιllεrmo in general.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια in
Nevertheless, P αlomo. ξff ιcιεηt
cases where P rεdιctιvε
setpoints are not Coηtrol
simple Algs.
steps Fandιnαl V εrsιoη.
advance
Gυιllεrmo
information of desired trajectories is known (e.g. automobile, UAVs, V
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
power
Gυιllεrmo V αlεηcια
generation), there isP aαlomo.
need toξffpropose
ιcιεηt Pbetter
rεdιctιvεwaysCoηtrol Algs.advance
of including F ιnαl Vinfor-
εrsιoη.
Gυιllεrmo
mation andV αlεηcια
the MPC P αlomo. ξff ιcιεηt
literature seems Plargely
rεdιctιvε Coηtrol
to have Algs.
ignored F ιnαl
this issue.V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3 Using
Gυιllεrmo V αlεηcια P the
αlomo. feed-forward
ξff ιcιεηt P rεdιctιvε asCoηtrol
a design Algs. Fparam-
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo eter:
V αlεηcιαconstraint
P αlomo. ξff ιcιεηt free caseCoηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo buildsP αlomo.
V αlεηcια on the early ideas
ξff ιcιεηt in (Rossiter
P rεdιctιvε and Algs.
Coηtrol Grinnell,
F ιnαl1996) to
V εrsιoη.
demonstrate that: (i) in the unconstrained case one can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.easily define a much
better feed-forward
Gυιllεrmo V αlεηcια Pthan αlomo. theξff
default;
ιcιεηt P (ii) this approach
rεdιctιvε CoηtrolisAlgs.
easilyFextended to
ιnαl V εrsιoη.
OMPC; and
Gυιllεrmo (iii) it P
V αlεηcια can also be
αlomo. ξffextended to the constraint
ιcιεηt P rεdιctιvε Coηtrolhandling case. VHow-
Algs. F ιnαl εrsιoη.
ever, the Vsection
Gυιllεrmo αlεηcια finishes
P αlomo.withξff
useful
ιcιεηt insights whichCoηtrol
P rεdιctιvε implicitly contain
Algs. F ιnαlwarnings
V εrsιoη.
about theV limitations
Gυιllεrmo αlεηcια P αlomo. of the approach.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.1 VFeed-forward
Gυιllεrmo αlεηcια P αlomo. design ξff ιcιεηt P with
rεdιctιvεOMPC Coηtrol algorithms
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The difficulty
Gυιllεrmo V αlεηcιαwith POMPC
αlomo.algorithms
ξff ιcιεηt P(Scokaert
rεdιctιvεand Rawlings,
Coηtrol Algs.1998;
F ιnαl Rossiter
V εrsιoη.
et al., 1998) is the use of infinite horizons in the performance
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. index assumes
that the Vsetpoint
Gυιllεrmo αlεηcιαtrajectory
P αlomo. is ξffknown
ιcιεηt P and in fact Coηtrol
rεdιctιvε it is typically
Algs. assumed
F ιnαl V con-εrsιoη.
stant beyond the control horizon. If one assumes that the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. setpoint is constant
throughout
Gυιllεrmo then the
V αlεηcια optimal ξff
P αlomo. feedback
ιcιεηt Plaw can be Coηtrol
rεdιctιvε determined Algs.from an uncon-
F ιnαl V εrsιoη.
strained optimal control problem and takes the form
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V of equation (5.11) where
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 90
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
uss|k , xss|k P αlomo.
are estimates of ξff
theιcιεηt P rεdιctιvε
steady-state valuesCoηtrol Algs. F
(at sample k)ιnαl V εrsιoη.
giving no
Gυιllεrmo V αlεηcια
steady-state offset. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV5.3 αlεηcια
In theP αlomo.
absenceξffofιcιεηt P rεdιctιvε
constraints, Coηtrol (5.11),
predictions Algs. Fwith
ιnαlcVk+iεrsιoη.
=
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
0, ∀i, are clearly suboptimal except for the case where rk = rk+1 = rk+2 , . . . Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.2 VTwo
Gυιllεrmo αlεηcιαstage
P αlomo.design
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It is common
Gυιllεrmo practice
V αlεηcια to design
P αlomo. the feed-forward
ξff ιcιεηt P rεdιctιvε after Coηtrolthe Algs.
control loop.VCon-
F ιnαl εrsιoη.
sequently one could ignore the default P of (5.9) and instead
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r find a better Pr
by a separate optimisation. A simplistic but effective algorithm
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is as follows.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 5.2 (Two
V αlεηcια stageξffdesign
P αlomo. ιcιεηt Pfor the feed-forward
rεdιctιvε Coηtrol Algs. compensator)
F ιnαl V εrsιoη.
SimulateVthe
Gυιllεrmo modelPand
αlεηcια αlomo.control law for
ξff ιcιεηt an arbitrary
P rεdιctιvε feed-forward
Coηtrol and known
Algs. F ιnαl V εrsιoη.
setpoint. Assuming zero initial conditions, the responses
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. take the form:
Gυιllεrmo V αlεηcια P αlomo.y(z) ξff = ιcιεηtGcP rεdιctιvε
(z)P Coηtrol Algs. F ιnαl V εrsιoη.
r (z)r(z);
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (5.16)
εrsιoη.
∆u(z) = Gcu (z)Pr (z)r(z);
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where GVc , αlεηcια
Gυιllεrmo Gcu arePclosed-loop
αlomo. ξff ιcιεηt transfer functions.Coηtrol
P rεdιctιvε The output
Algs. FofιnαltheV feed-
εrsιoη.
forward is
Gυιllεrmo given from
V αlεηcια p(z) =ξff
P αlomo. Prιcιεηt
(z)r(z)P rεdιctιvε
or in longCoηtrol hand: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt2P rεdιctιvε Coηtrol na
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pp(z) = [Pξff
αlomo. 1 z + P2 z + . . . + Pna z ]r(z)
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ⇓ P rεdιctιvε Coηtrol Algs. F ιnαl V (5.17)
εrsιoη.
Gυιllεrmo V αlεηcια pk P=αlomo.
Pna rk+na ξff+ιcιεηt
Pna −1Prk+n a −1 + . . . + P1 rk+1
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Hence, V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
  ξff ιcιεηt P rεdιctιvε Coηtrol   Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια pkP αlomo. rξff k+1ιcιεηt rk+2P rεdιctιvε
· · · rk+nCoηtrol a P1
Algs. F ιnαl V εrsιoη.
 pk+1   rk+2 rk+3 · · · rk+n +1   P2 
Gυιllεrmo V αlεηcια P αlomo.
  ξff ιcιεηt P rεdιctιvε aCoηtrol   Algs. F ιnαl V εrsιoη.
 pk+2  =  rk+3 rk+4 · · · rk+n +2   ..  (5.18)
Gυιllεrmo V αlεηcια P αlomo.
  ξff ιcιεηt P rεdιctιvε aCoηtrol   Algs.
.  F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια... P αlomo. ξff .. ιcιεηt
.
.. P rεdιctιvε
.
..
.
.. Coηtrol Algs. F ιnαl V εrsιoη.
. Pna
Gυιllεrmo V αlεηcια| {zP αlomo.
} | ξff ιcιεηt P{z rεdιctιvε Coηtrol } | Algs.
{z } F ιnαl V εrsιoη.
p Sr P
Gυιllεrmo V αlεηcια− → P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
with p ∈V αlεηcια
Rny , Sr P ∈ αlomo.
Rny ×na ξff
andιcιεηt P ∈ PRrεdιctιvε
na Coηtrol
. Therefore, in Algs. F ιnαl Vform,
time domain εrsιoη.
Gυιllεrmo−
→ V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
up to a given
Gυιllεrmo horizon,
V αlεηcια (5.16) ξff
P αlomo. canιcιεηtbe represented
P rεdιctιvεas: Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt y =H P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
y Sr P;
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt −
→ P rεdιctιvε Coηtrol Algs. F ιnαl V (5.19)
εrsιoη.
∆u = H u Sr P;
Gυιllεrmo V αlεηcια P αlomo. ξff − → P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ιcιεηt
Gυιllεrmo
with Hy ,VH αlεηcια nyP
×nαlomo. ξff ιcιεηt the Ppredicted
rεdιctιvεperformance
Coηtrol Algs. F ιnαl V εrsιoη.
u ∈ R . Minimise J (5.7) w.r.t. to
y

Gυιllεrmo V αlεηcια P αlomo.


the parameters of P to give: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια£ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol ¤−1 Algs. F ιnαl V εrsιoη.
T T
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
Pbest = (Hy Sr ) (Hy Sr ) + (Hu Sr ) R(Hu Sr ) rεdιctιvε Coηtrol Sr ) T −
(HyAlgs. rF ιnαl V

εrsιoη.
(5.20)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Use PbestV in
Gυιllεrmo the control
αlεηcια law. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 91
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
It shouldVbe αlεηcια P αlomo.
noted that ξff ιcιεηt
a different P rεdιctιvε
feed-forward is Coηtrol
implied for Algs.
eachF ιnαl
control V εrsιoη.
law
Gυιllεrmo V αlεηcια
and setpoint as the Pmatrices
αlomo. H ξffy ,ιcιεηt P rεdιctιvε
Hu depend on theCoηtrol
control Algs.
law and F ιnαl V εrsιoη.
the matrix
Gυιllεrmo
Sr depends V αlεηcια
upon the P αlomo.
setpoint.ξffThe ιcιεηt P rεdιctιvε
IMGPC algorithmCoηtrolwithAlgs. F ιnαlofVfeed-
this choice εrsιoη.
Gυιllεrmo
forward isV denoted
αlεηcια AdvIMGPC2
P αlomo. ξff ιcιεηt P rεdιctιvε
to distinguish from Coηtrol Algs. FAdvIMGPC
the algorithm ιnαl V εrsιoη.
Gυιllεrmo
which uses V αlεηcια P αlomo.
the default (5.9). ξff
OMPC ιcιεηtwith
P rεdιctιvε
this optimalCoηtrol Algs. F ιnαl
feed-forward V εrsιoη.
is denoted
Gυιllεrmo
AdvOMPC. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV5.4 αlεηcια P αlomo.
A major ξff ιcιεηt
weakness P rεdιctιvε
of this two stage Coηtrol
designAlgs. F ιnαl
is that theV feed-
εrsιoη.
Gυιllεrmo
forward is V αlεηcια
optimised, P αlomo.
off-line,ξff
forιcιεηt P rεdιctιvε
a specific scenario. Coηtrol
If theAlgs. F ιnαl
setpoint V εrsιoη.
trajectory
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
is a different shape to that within (5.19), then optimisation of (5.20) needs Algs. F ιnαl V εrsιoη.
to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
1 Coηtrol
be recomputed, because Sr will be different . Of course being a simple least Algs. F ιnαl V εrsιoη.
Gυιllεrmo
squares andV αlεηcια
assumingP αlomo. ξff ιcιεηt
na is not large, P rεdιctιvε
one might argueCoηtrol thisAlgs. F ιnαl V εrsιoη.
is straightforward.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
There is also an assumption (for optimality) that the feed-forward Coηtrol Algs. F ιnαl
is usedV εrsιoη.
for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the whole time span over which the predictions (5.19) are computed and the Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαare
initial conditions P αlomo.
known, ξffforιcιεηt P rεdιctιvε
instance Coηtrol Algs. F ιnαl V εrsιoη.
steady-state.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.3 VNumerical
Gυιllεrmo αlεηcια P αlomo. examples
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 5.2
Gυιllεrmo gives simulations
V αlεηcια P αlomo. for the same
ξff ιcιεηt scenarioCoηtrol
P rεdιctιvε as Figure 5.1 F
Algs. but
ιnαl forValgo-
εrsιoη.
rithms AdvIMGPC,
Gυιllεrmo V αlεηcια PAdvIMGPC2
αlomo. ξff ιcιεηt and P
AdvOMPC ultising default
rεdιctιvε Coηtrol Algs. Fandιnαloptimal
V εrsιoη.
feed-forward designs respectively. Table
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vcosts
5.2 shows normalised run-time εrsιoη.
of the example.
Gυιllεrmo V αlεηcια InPorder
αlomo. to ξff
emphasise
ιcιεηt Pthe potential
rεdιctιvε of theAlgs.
Coηtrol two F stage
ιnαldesign,
V εrsιoη.
AdvIMGPC2
Gυιllεrmo deploys
V αlεηcια just nuξff
P αlomo. = ιcιεηt
1 and thus the loop
P rεdιctιvε tuningAlgs.
Coηtrol has relatively
F ιnαl V poor
εrsιoη.
dynamicsV compared
Gυιllεrmo αlεηcια P to OMPC.
αlomo. However,
ξff ιcιεηt the reader
P rεdιctιvε shouldAlgs.
Coηtrol note Finιnαl
particular
V εrsιoη.
that:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo feed-forward (AdvIMGPC2)
P αlomo. leads to overall
ξff ιcιεηt P rεdιctιvε Coηtrolperformance
Algs. F ιnαlthat is
V εrsιoη.
Gυιllεrmoclose to that possible
V αlεηcια P αlomo.with AdvOMPC,
ξff ιcιεηt despite
P rεdιctιvε the poor
Coηtrol Algs.loop dynamics.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo disturbance response
P αlomo. (around
ξff ιcιεηt sample 40)
P rεdιctιvε showsAlgs.
Coηtrol that FAdvIMGPC
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vfeed-
and AdvIMGPC2 have the same loop dynamic, but very different εrsιoη.
Gυιllεrmoforwards
V αlεηcιαas evident
P αlomo. in the initialPpart
ξff ιcιεηt of theCoηtrol
rεdιctιvε step responses.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
• Figure P αlomo.
5.2/Table ξff ιcιεηt
5.2 gives good P rεdιctιvε
evidence forCoηtrol Algs. improvement
the potential F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
in behaviour αlomo.
with ξff ιcιεηt P rεdιctιvε
the feed-forward parameters Coηtrol Algs. F ιnαl V εrsιoη.
of (5.20).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• If nVu αlεηcια P αlomo.
is sufficiently ξffAdvIMGPC
large, ιcιεηt P rεdιctιvε Coηtrol Algs.closed-loop
and AdvIMGPC2 F ιnαl V εrsιoη.
dy-
Gυιllεrmo V αlεηcια P αlomo.
namics are similar to AdvOMPC.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthe
In summary, P αlomo.
literatureξffrather
ιcιεηt neglects
P rεdιctιvεthe Coηtrol Algs.toFdo
issue of what ιnαlwhenV εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
setpoint is time varying within the immediate prediction horizon. Also, one Algs. F ιnαl V εrsιoη.
Gυιllεrmo
might argueV αlεηcια P αlomo. to
that resorting ξfftheιcιεηt P rεdιctιvε
optimal controlCoηtrol Algs.
literature F ιnαl
(which V εrsιoη.
assumes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
knowledge of the entire horizon) does not adequately deal with the issue Algs. F ιnαl V εrsιoη.
of
Gυιllεrmo
1
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This also ignores issues linked to initial conditions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 92
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
advance V αlεηcια Pofαlomo.
knowledge setpoint ξff changes
ιcιεηt P being
rεdιctιvε CoηtroltoAlgs.
restricted na at Fallιnαl V εrsιoη.
points in
Gυιllεrmo V αlεηcια
time, although, P αlomo.
with ξff ιcιεηtone
some patience, P rεdιctιvε
may be able Coηtrol Algs. an
to create F ιnαl V εrsιoη.
equivalent
Gυιllεrmo V αlεηcια
state-space P αlomo. ξffwith
model (potentially ιcιεηt P rεdιctιvε
very large state Coηtrol Algs. Fincluding
dimensions) ιnαl V εrsιoη.
all
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
this information.
Gυιllεrmo
Thus,V αlεηcια P αlomo.
once again there isξffneed ιcιεηt
to P rεdιctιvε
look at howCoηtrol Algs.information
the setpoint F ιnαl V εrsιoη.
is
Gυιllεrmo V αlεηcια
brought into P αlomo.
the control law.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαOutputsP αlomo.
with n = ξff
u
1 ιcιεηt P rεdιctιvε Coηtrol Algs.
Inputs with n = 1 F ιnαl V εrsιoη.
u

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.6 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.8V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6

u
y

Gυιllεrmo0.4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.2 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.2V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AdvOMPC
AdvIMGPC
Gυιllεrmo V0 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
AdvIMGPC2 0
Coηtrol Algs. F ιnαl V εrsιoη.
Setpoint
Gυιllεrmo−0.2
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −0.2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
0 10 20 30
Sample
40
ξff ιcιεηt P rεdιctιvε Coηtrol
50 60 0 10 20 30
Algs.
Sample
40
F50ιnαl60V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Outputs with nu = 10 Inputs with nu = 10
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.4 Coηtrol Algs. F ιnαl V εrsιoη.
0.6
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u
y

Gυιllεrmo0.4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.2


Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.2V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0

Gυιllεrmo−0.2
V0αlεηcια
10
P αlomo.
20 30 40
ξff 50ιcιεηt
60
P rεdιctιvε
−0.2
0 10
Coηtrol
20 30
Algs. 40
F50ιnαl60V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Sample ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sample

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 5.2: Closed-loop behaviour with optimised feed-forward compensators of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
order 10.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 5.2: Performance indices for the example of Figure 5.2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
d.o.f. Coηtrol Algs.
Normalised J F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαAdvIMGPC
P αlomo. ξff ιcιεηt nu = 1
P rεdιctιvε 1.936 Algs. F ιnαl V εrsιoη.
Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt n = 10 0.982 Algs. F ιnαl V εrsιoη.
u P rεdιctιvε Coηtrol
Gυιllεrmo V αlεηcια AdvOMPC
P αlomo. ξff ιcιεηt nu = 1
P rεdιctιvε 1.000 Algs. F ιnαl V εrsιoη.
Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt n = 10 1.000 Algs. F ιnαl V εrsιoη.
u P rεdιctιvε Coηtrol
Gυιllεrmo V αlεηcιαAdvIMGPC2
P αlomo. ξff ιcιεηt nu = 1
P rεdιctιvε 1.132 Algs. F ιnαl V εrsιoη.
Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt nu = 10
P rεdιctιvε 0.982 Algs. F ιnαl V εrsιoη.
Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 93
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.3.4 VOther
Gυιllεrmo αlεηcια setpoint
P αlomo. ξfftrajectories
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Of courseV the
Gυιllεrmo weakness
αlεηcια P αlomo.of the ξffdesign
ιcιεηt used in Figure
P rεdιctιvε 5.2 isAlgs.
Coηtrol that it was set
F ιnαl up
V εrsιoη.
for a step change. Consider next a scenario where the setpoint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. changes in a
more varied
Gυιllεrmo fashion,
V αlεηcια say, as may
P αlomo. be the
ξff ιcιεηt case for aCoηtrol
P rεdιctιvε vehicle or cutting
Algs. machine.
F ιnαl V εrsιoη.
Figure 5.3
Gυιllεrmo gives plots
V αlεηcια which demonstrate
P αlomo. comparisons
ξff ιcιεηt P rεdιctιvε Coηtrolbetween:
Algs. (i) optimised
F ιnαl V εrsιoη.
feed-forward
Gυιllεrmo for a Pstep
V αlεηcια αlomo. (AdvIMGPC2o) and (ii) Coηtrol
ξff ιcιεηt P rεdιctιvε optimised Algs.feed-forward for
F ιnαl V εrsιoη.
given setpoint
Gυιllεrmo (AdvIMGPC2).
V αlεηcια P αlomo. ξff ιcιεηt The corresponding normalised
P rεdιctιvε Coηtrol Algs.run-time
F ιnαl Vcosts
εrsιoη.
for the example
Gυιllεrmo V αlεηcιαarePshown
αlomo.inξff Table
ιcιεηt5.3.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Outputs with nu = 1 Inputs with nu = 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
1
0.05 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.8V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6 0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u
y

Gυιllεrmo0.4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.2V αlεηcια P αlomo. ξff ιcιεηt Setpoint
AdvIMGPCo
P rεdιctιvε
−0.05
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0V αlεηcια P αlomo. ξff ιcιεηt AdvIMGPC2P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
20 40
P αlomo.
60
ξff
80
ιcιεηt
100
P rεdιctιvε
−0.1
20
Coηtrol
40
Algs. 80F ιnαl100V εrsιoη.
60
Gυιllεrmo V αlεηcια PSampleαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sample

Gυιllεrmo V αlεηcια P αlomo.


Outputs with nu = 5ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Inputs with nu = 5 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.05
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8

Gυιllεrmo0.6V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u
y

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −0.05 Coηtrol Algs. F ιnαl V εrsιoη.
0.2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.1
Gυιllεrmo V αlεηcια
20 40P αlomo.
60
Sample
ξff
80 ιcιεηt
100 P rεdιctιvε 20 Coηtrol
40 Algs. 80F ιnαl100V εrsιoη.
60
Sample
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 5.3: P αlomo.
Closed-loop ξff ιcιεηt
behaviour withPoptimised
rεdιctιvε feed-forward
Coηtrol Algs. F ιnαl V εrsιoη.
compensators of
Gυιllεrmo V αlεηcια
order 10 P αlomo.
for differentξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trajectories.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VTable
αlεηcια5.3:P αlomo.
Performance ξff ιcιεηt
indices P rεdιctιvε Coηtrol
for the example Algs. F
of Figure ιnαl V εrsιoη.
5.3.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
d.o.f. Coηtrol Algs.
Normalised J F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
n =1 1.415
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtu P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
AdvIMGPC2o
n = 10 1.000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtu P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαAdvIMGPC2
P αlomo. ξff ιcιεηt nu P=rεdιctιvε
1 1.157 Algs. F ιnαl V εrsιoη.
Coηtrol
n = 10 1.000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtu P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 94
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P aαlomo.
Unsurprisingly, ξff ιcιεηt
feed-forward P rεdιctιvε
optimised for Coηtrol
a specifiedAlgs. F ιnαl Visεrsιoη.
trajectory al-
Gυιllεrmo
ways bestVon αlεηcια P αlomo. but
that trajectory ξff ιcιεηt P rεdιctιvε
in practice Coηtrol
this would Algs.
require the Foptimisation
ιnαl V εrsιoη.
Gυιllεrmo
of equationV αlεηcια
(5.20) toP beαlomo. ξff ιcιεηtAs
done on-line. P rεdιctιvε Coηtrol
this is a simple Algs.
least F ιnαl
squares oneVcould εrsιoη.
Gυιllεrmo
argue that V αlεηcια
this is aPtractable
αlomo. ξffandιcιεηt P rεdιctιvε
sensible Coηtrol
proposition. Algs. F
However, asιnαl
the size V εrsιoη.
of
Gυιllεrmo V αlεηcια
nu increases, the loopP αlomo.
tuningξff ιcιεηt P and
improves rεdιctιvε Coηtrol Algs.
the difference F ιnαl V εrsιoη.
in feed-forward for
Gυιllεrmo
different Vsetpoint
αlεηcιαtrajectories
P αlomo. ξff ιcιεηt
seems to Preduce
rεdιctιvε Coηtrol
as the Algs. Fisιnαl
feed-forward doing V εrsιoη.
less
Gυιllεrmo V αlεηcια P αlomo. ξff
work to overcome poor default behaviour. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
For V αlεηcια
Figure 5.3,P with
αlomo.nu ξff
= ιcιεηt
1, the Poptimised
rεdιctιvε feed-forward
Coηtrol Algs.parameters
F ιnαl V εrsιoη.for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
step Pbest,step and the full trajectory Pbest,f ull are: Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤
Gυιllεrmo V αlεηcια
Pbest,step = P αlomo.
0.1340 ξff ιcιεηt
−0.4725 P rεdιctιvε
0.1634 0.1403Coηtrol
0.0921Algs. F ιnαl
0.0496 . . .V εrsιoη.
Gυιllεrmo V αlεηcια £ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. ¤
Pbest,f ull = −0.1237 −0.0561 0.0845 0.0866 0.0655 0.0355 . . .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
These areV αlεηcια P αlomo.
clearly quite ξff ιcιεηt
different. P rεdιctιvε
Conversely, whenCoηtrol
nu = Algs.
5, the Ffeed-forward
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
parameters are the same to within a few percent, regardless of theCoηtrol Algs. F ιnαl
choice V εrsιoη.
of
Gυιllεrmo
setpoint V αlεηcια
(that P αlomo.
is matrix Sr ): ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤
Gυιllεrmo V αlεηcια
Pbest,step = 0.0738P αlomo. ξff ιcιεηt
0.1655 P rεdιctιvε
0.2201 0.1506 Coηtrol
0.0831 Algs.
0.0312 F ιnαl
. . . V εrsιoη.
Gυιllεrmo V αlεηcια £ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V ¤ εrsιoη.
Pbest,f ull = 0.0721 0.1675 0.2200 0.1504 0.0830 0.0312 . . .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Conjecture
Gυιllεrmo 5.1 IfP the
V αlεηcια orderξffofιcιεηt
αlomo. the feed-forward is greater
P rεdιctιvε Coηtrol thanF the
Algs. ιnαlsettling
V εrsιoη.
time of the
Gυιllεrmo closed-loop
V αlεηcια and ξff
P αlomo. theιcιεηt
loop P is rεdιctιvε
optimallyCoηtrol
tuned, Algs.
then the bestV feed-
F ιnαl εrsιoη.
forward is
Gυιllεrmo largely independent
V αlεηcια P αlomo. ξffofιcιεηt
the setpoint trajectory.
P rεdιctιvε CoηtrolHowever,
Algs. F ιnαlif theV εrsιoη.
loop
is not optimally
Gυιllεrmo V αlεηcια tuned, the feed-forward
P αlomo. will seek Coηtrol
ξff ιcιεηt P rεdιctιvε to improve Algs.the Fdynamic
ιnαl V εrsιoη.be-
haviour and this is highly dependent upon the shape of the setpoint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. trajectory
and na . V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Corollary V αlεηcια
5.1 If theP αlomo.
loop is ξff
wellιcιεηt
tuned,P rεdιctιvε
the optimum Coηtrol Algs. Fcan
feed-forward ιnαlbeVcom- εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
puted with a relatively small least squares optimisation based on any closed-loop F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
step response over theP αlomo.
systemξffsettling
ιcιεηt time.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV5.5 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. By its very nature, the impact of the feed-forward will also be sensitive
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to parameter uncertainty but this effect is not considered here.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2. OneV αlεηcια
might also P αlomo. ξff ιcιεηt
note that it is P rεdιctιvε
implicit in Coηtrol
this whole Algs. F ιnαl
section that V εrsιoη.
the
Gυιllεrmo V αlεηcια
setpoints settleP αlomo. ξff ιcιεηt at
to a steady-value P rεdιctιvε
some point. Coηtrol Algs.
Tracking F ιnαl signals
of cyclic V εrsιoη.
Gυιllεrmo V αlεηcια
requires a more P αlomo.
complex ξff ιcιεηt
re-designP rεdιctιvε
of the MPCCoηtrol Algs. F(Wang
algorithm ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια
Rossiter, 2008).P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 95
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.4 Using
Gυιllεrmo V αlεηcια P the
αlomo. feed-forward
ξff ιcιεηt P rεdιctιvε asCoηtrol
a design Algs. Fparam-
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo eter:V αlεηcιαconstrained
P αlomo. ξff ιcιεηt case P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pcase
The unconstrained αlomo. ξff ιcιεηt straightforward,
is relatively P rεdιctιvε Coηtrol butAlgs. F ιnαl
the best V εrsιoη.
choice of
Gυιllεrmo
feed-forward V αlεηcια
is notPso
αlomo. ξff ιcιεηt Pwhere
straightforward rεdιctιvε Coηtrol are
constraints Algs. F ιnαlbecause
present V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the unconstrained optimal will often be infeasible. Typical MPC formulations Algs. F ιnαl V εrsιoη.
Gυιllεrmo
concentrate V αlεηcια
on stepPresponses,
αlomo. ξffbut ιcιεηt
herePitrεdιctιvε Coηtrol
will be shown thatAlgs.
whereFthe ιnαl V εrsιoη.
setpoint
Gυιllεrmo
has a more V αlεηcια
complexP αlomo.
evolution, ξff ιcιεηt
standardP rεdιctιvε Coηtrol Algs. F results
feasibility/performance ιnαl V εrsιoη.
and
Gυιllεrmo
intuition Vbreak
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
down.
GυιllεrmoThe Vmost
αlεηcια P αlomo.
obvious issue ξff
that ιcιεηt
will Pberεdιctιvε Coηtrol
demonstrated is Algs. F ιnαl V
the location ofεrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
d.o.f. in the input trajectory. If these are not matched to the major dynamic Algs. F ιnαl V εrsιoη.
Gυιllεrmo
changes in V αlεηcια P αlomo.
the setpoint, thenξffthe ιcιεηt
inputP rεdιctιvε
is not able Coηtrol
to dealAlgs.
with Ftheιnαl V εrsιoη.
setpoint
Gυιllεrmo
properly Vand αlεηcια P αlomo.
infeasibility mayξffbeιcιεηt P rεdιctιvε
inevitable. Coηtrol
A properly Algs. Ffeed-forward
designed ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
can help to some extent, but this will always be sensitive to requiring Algs. F ιnαlprecise
V εrsιoη.
Gυιllεrmo
knowledge V αlεηcια P αlomo.
of the setpoint andξffinitial
ιcιεηtconditions
P rεdιctιvε Coηtrol
and Algs. be
thus would F ιnαl
usefulV only
εrsιoη.
Gυιllεrmo
where a Vscenario
αlεηcιαwasP αlomo.
knownξff toιcιεηt
occurPregularly,
rεdιctιvε such
Coηtrol
as inAlgs.
batchF ιnαl V εrsιoη.
processing
Gυιllεrmo
or a particular vehicle manoeuvre that always begins from the same V
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
initial
Gυιllεrmo
condition. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
5.4.1 VConstraint
αlεηcια P αlomo. ξff ιcιεηt P
handling viarεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
feed-forward
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
When theV αlεηcια P αlomo.
feed-forward ξff ιcιεηtasP in
is optimised, rεdιctιvε Coηtrol
the previous Algs. this
section, F ιnαl V εrsιoη.
optimisa-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tion can be augmented to take account of constraints so that, in the nominal Algs. F ιnαl V εrsιoη.
Gυιllεrmo
case, theVcombination
αlεηcια P αlomo. ξff ιcιεηt Ploop
of feed-forward, rεdιctιvε
controlCoηtrol
law andAlgs. F ιnαl
setpoint V εrsιoη.
gives fea-
Gυιllεrmo V αlεηcιαwhich
sible trajectories P αlomo. ξff ιcιεηt
minimise P rεdιctιvε
the predicted Coηtrol
cost J. AnAlgs. F ιnαl of
illustration V εrsιoη.
this
Gυιllεrmo
is given in V αlεηcια P αlomo.
Figure 5.4 where the ξff ιcιεηt
the onlyP rεdιctιvε
differenceCoηtrol Algs. figures
from earlier F ιnαl isV that
εrsιoη.
Gυιllεrmo
the Figure V αlεηcια P αlomo.
5.4 shows ξff ιcιεηt
closed-loop P rεdιctιvε
responses with Coηtrol
optimised Algs. F ιnαl V εrsιoη.
feed-forward: (i)
Gυιllεrmo
unconstrainedV αlεηcια
casePand
αlomo.(ii) ξff ιcιεηt P rεdιctιvε
constrained case (−0.06Coηtrol
≤ uAlgs. F ιnαl
≤ 0.06, V εrsιoη.
−0.04 ≤
Gυιllεrmo
∆u ≤ 0.04); V αlεηcια P αlomo.
both for AdvIMGPC2 ξff ιcιεηt P rεdιctιvε
with nu = 2. Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoThe Vadvantage
αlεηcια Pofαlomo.
such anξffapproach
ιcιεηt P is rεdιctιvε
that, in Coηtrol
the nominalAlgs. F ιnαl
case, V εrsιoη.
no on-line
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
optimisation is required for the constraint handling. Moreover, one can choose Algs. F ιnαl V εrsιoη.
Gυιllεrmo
to do thisV around
αlεηcιαOMPC
P αlomo. ξffgetting
thus ιcιεηt Poptimal
rεdιctιvε Coηtrol
nominal Algs. F ιnαl V εrsιoη.
performance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoIf one were to P
V αlεηcια take the nominal
αlomo. ξff ιcιεηtAdvOMPC
P rεdιctιvεalgorithm, then F
Coηtrol Algs. it ιnαl
may Veasily
εrsιoη.
become infeasible for n > n . For example, consider a scenario
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a c where, with
na = 1, non-zero
Gυιllεrmo V αlεηcιαckPwas
αlomo.required to maintain
ξff ιcιεηt P rεdιctιvεfeasibility.
CoηtrolIfAlgs.
na À Fncιnαl, theVd.o.f.
εrsιoη.
c are
Gυιllεrmo
k not situated in the right place in time to help deal with
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.a sudden change
in u .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ss

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 96
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Outputs with nu = 2
Gυιllεrmo V0.1αlεηcια PInputs
αlomo.
+ limits
ξff ιcιεηt P rεdιctιvε
1.1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0.05
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.9 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.8


Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−0.05
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.7 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo −0.1
V αlεηcια
0 10 P αlomo.
20 30 ξff40 ιcιεηt50 P rεdιctιvε
0.6
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Sample
0.5 Coηtrol Algs. F ιnαl V εrsιoη.
y

Gυιllεrmo V αlεηcια Pincrements


Input αlomo.+ limitsξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0.05
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.4
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0.03
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.3 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0.01
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.2
Coηtrol Algs. F ιnαl V εrsιoη.
∆u

Gυιllεrmo−0.01
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Setpoint
−0.03 0 Constrained
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Unconstrained
Gυιllεrmo−0.05
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −0.1 Coηtrol Algs. F ιnαl V εrsιoη.
0 10 20 30 40 50 0 10 20 30 40 50
Gυιllεrmo V αlεηcια P αlomo. Sample ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sample

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 5.4:
Gυιllεrmo Closed-loop
V αlεηcια P αlomo.behaviour for AdvIMGPC2
ξff ιcιεηt with optimised
P rεdιctιvε Coηtrol Algs. Ffeed-forward
ιnαl V εrsιoη.
compensators improving tracking and constraint handling.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 97
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Outputs with nu = 2
Gυιllεrmo V0.1αlεηcια P Inputsαlomo.+ limits
ξff ιcιεηt P rεdιctιvε
1.2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.1
Gυιllεrmo V0.05
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1

Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u

0.9
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
Gυιllεrmo −0.05
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.7 Coηtrol Algs. F ιnαl V εrsιoη.
−0.1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
0 10 20 30 40 50 60
0.6
Coηtrol Algs. F ιnαl V εrsιoη.
Sample
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

y
0.5
Gυιllεrmo V0.05
αlεηcιαInput P αlomo.
increments + ξff
limitsιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.4 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
0.03
0.3
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V0.01
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
∆u

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε


−0.01
0.1 Coηtrol Algs. F ιnαl V εrsιoη.
Setpoint
Gυιllεrmo −0.03
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0
Coηtrol Algs. F ιnαl V εrsιoη.
Constrained

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Unconstrained
−0.05 −0.1
Gυιllεrmo V αlεηcια
0 10 P20αlomo.
30 40ξff ιcιεηt
50 60 P rεdιctιvε
0 10Coηtrol
20 30Algs.40 F50ιnαl
60 V εrsιoη.
Sample Sample
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 5.5: P αlomo.
Closed-loop ξff ιcιεηt
behaviour P rεdιctιvε Coηtrol
for AdvIMGPC2 Algs. Ffeed-forward
with optimised ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
compensators ξff ιcιεηt
improving P rεdιctιvε
tracking, Coηtrol
constraint Algs.and
handling F ιnαl V εrsιoη.
disturbance
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
rejection.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.4.2 Allowing for uncertainty
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The on-line P αlomo.
optimisation is able ξff toιcιεηt
focus P solely
rεdιctιvε Coηtrolwith
on dealing Algs. F ιnαl V εrsιoη.
uncertainty and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
does not have to cater for the effects of setpoint changes, which are accom- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
modatedVthrough
αlεηcια the P αlomo. ξff ιcιεηtThis
feed-forward. P rεdιctιvε
greatlyCoηtrol
reduces Algs. F ιnαl V εrsιoη.
the computational
Gυιllεrmo V αlεηcια
load or d.o.f. P αlomo.
required to maintainξff ιcιεηt P rεdιctιvε
feasibility whileCoηtrol
allowingAlgs. high Fperformance
ιnαl V εrsιoη.
Gυιllεrmo
and thus improves the applicability of the overall algorithm. In ιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F FigureV εrsιoη.
5.5,
Gυιllεrmo V αlεηcια
a disturbance P αlomo.
is added whichξffcauses ιcιεηtthe P rεdιctιvε
nominal Coηtrol
loop to Algs. F ιnαl V εrsιoη.
lose feasibility, and
Gυιllεrmo V αlεηcια
this is handled P αlomo.
with just nu ξff = ιcιεηt
2 d.o.f.,P rεdιctιvε
despite theCoηtrol Algs.problem
tracking F ιnαl Vbeing
εrsιoη.
Gυιllεrmo V αlεηcια
challenging already.P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.5 Experimental implementation of the algo-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo rithm
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section shows P theαlomo. ξff ιcιεηt
experimental P rεdιctιvε Coηtrol
implementation of the Algs.
proposed F ιnαl
twoVstage
εrsιoη.
Gυιllεrmo V αlεηcια
design for P αlomo. compensator
the feed-forward ξff ιcιεηt P rεdιctιvε
of the MPC.Coηtrol Algs. 5.5.1
Section F ιnαl V εrsιoη.
presents
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
the integration of the program into the PLC, while Section 5.5.2 shows Coηtrol Algs. F ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια
experimental resultsP αlomo. ξff ιcιεηt the
of implementing P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
control law.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 98
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 5.6:
Gυιllεrmo Structure
V αlεηcια of the MPC
P αlomo. algorithm
ξff ιcιεηt with optimised
P rεdιctιvε Coηtrol Algs.feed-forward
F ιnαl Vinεrsιoη.
the
target PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
5.5.1 VPLC αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The algorithm to beP αlomo. ξff ιcιεηt
implemented is anP rεdιctιvε
unconstrainedCoηtrol Algs. with
IMGPC F ιnαl V εrsιoη.
advance
Gυιllεrmo
knowledge.V αlεηcια P αlomo.
The program ξff ιcιεηt
structure P rεdιctιvε
is shown Coηtrol
in Figure 5.6. Algs.
Since, F ιnαl
the V εrsιoη.
principal
Gυιllεrmo
routines Vdedicated
αlεηcια Ptoαlomo.controlξfftheιcιεηt P rεdιctιvε
program Coηtrol
execution, theAlgs.
matrix F ιnαl V εrsιoη.
operations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
and the observer have been described already in Chapter 4 only the routines Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
with changes P αlomo.next:
are described ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC MAIN
Gυιllεrmo (LadderPLogic
V αlεηcια αlomo. Diagram).
ξff ιcιεηtThis is the main
P rεdιctιvε routine
Coηtrol Algs.whose
F ιnαlpurpose
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V they
is to control the program execution, calling routines as and when εrsιoη.
areVneeded.
Gυιllεrmo αlεηcια TheP αlomo.modelξffofιcιεηt
the plant has toCoηtrol
P rεdιctιvε be hardcoded
Algs. Fby theV εrsιoη.
ιnαl user
in this
Gυιllεrmo routine.
V αlεηcια The disturbance
P αlomo. ξff ιcιεηt Pestimate
rεdιctιvεisCoηtrol
also calculated here V
Algs. F ιnαl using:
εrsιoη.
d = y −
Gυιllεrmok V αlεηcια
k y , and it is assumed to be constant over
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k|k−1 the prediction
horizon.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output VPredictions
Gυιllεrmo αlεηcια P αlomo. (Ladder
ξff Logic
ιcιεηtDiagram).
P rεdιctιvεThis subroutine
Coηtrol Algs. is calledVfrom
F ιnαl εrsιoη.
a FOR loop in MPC MAIN (J = 1 to n ). On the first scan
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
y of the program
calls
Gυιllεrmo the routine
V αlεηcια P αlomo.Matrix
ξff Formation.
ιcιεηt P rεdιctιvε On the next Algs.
Coηtrol scans Freads
ιnαl in the
V εrsιoη.
current value of plant output and forms predictions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl− of the states x and
→Vk εrsιoη.
plant output
Gυιllεrmo V αlεηcια P y for the next n cycles.
→αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k y

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix VFormation
Gυιllεrmo (Structured
αlεηcια P αlomo. Text).
ξff ιcιεηt This subroutine
P rεdιctιvε is called
Coηtrol Algs. from
F ιnαl the
V εrsιoη.
routine
Gυιllεrmo Output
V αlεηcια Predictions
P αlomo. ξff ιcιεηt andP rεdιctιvε
is only enabled
Coηtrolon Algs.
the FIRSTF ιnαlSCAN.
V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 99
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 5.7: P αlomo. with
MPC algorithm ξff ιcιεηt P rεdιctιvε
optimised Coηtrolmemory
feed-forward Algs. Fusage
ιnαl on
V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
target PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Precomputes Pxx , Px∆u , Pyx , Py∆u . After execution, it sets a Bit to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
‘Done’ which disables the routine from future scans.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Optimisation P αlomo. Text).
(Structured ξff ιcιεηt P rεdιctιvε
This subroutine Coηtrol Algs. from
is accessed F ιnαl
theV εrsιoη.
rou-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
tine Controller Output. Calculates the unconstrained control law given F ιnαl V εrsιoη.
Gυιllεrmoby V(2.27),
αlεηcια P αlomo.
where ξff ιcιεηt P term
the feed-forward rεdιctιvε Coηtrol
has been Algs. Foff-line
optimised ιnαl Vfor
εrsιoη.
a
Gυιllεrmo V αlεηcια
given P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trajectory.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FromV αlεηcια
Gυιllεrmo the properties
P αlomo. of ξff
theιcιεηt
controller it canCoηtrol
P rεdιctιvε be seenAlgs.
(Figure 5.7)V that
F ιnαl εrsιoη.
the program uses 13% of the available storage of the PLC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl including required
V εrsιoη.
memory V
Gυιllεrmo forαlεηcια
I/O, running
P αlomo. cache and other
ξff ιcιεηt necessary
P rεdιctιvε subroutines.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.5.2 Experimental test
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The speed V αlεηcια P αlomo. in
process presented ξffSection
ιcιεηt P4.5.2
rεdιctιvε
is usedCoηtrol Algs.
as the test rig.FThe
ιnαlinterest
V εrsιoη.
Gυιllεrmo V αlεηcια
is tracking P αlomo.
of a ramped step ξff ιcιεηt
with P rεdιctιvε
constraints: u Coηtrol
≤ 3.5V , Algs.
∆u ≤F0.05Vιnαl V. εrsιoη.
The
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
feed-forward calculated off-line using Algorithm 5.2 is given by: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤
Gυιllεrmo V αlεηcια
Pbest =P αlomo.
0.016 ξff ιcιεηt 0.255
0.2782 P rεdιctιvε
0.021Coηtrol
0.0035Algs.
. . . F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
OtherV αlεηcια P αlomo. ξffofιcιεηt
tuning parameters P rεdιctιvε
the controller are:Coηtrol Algs.
ny = 15, nu = F ιnαl
3, na V=εrsιoη.
10,
Gυιllεrmo
R = I, TsV= αlεηcια P αlomo.
0.1 secs. ξff ιcιεηt
The results P rεdιctιvε
presented in FigureCoηtrol Algs. F ιnαl
5.8, demonstrate V εrsιoη.
accurate
Gυιllεrmo
tracking Vofαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the setpoint.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally, in Figure 5.9 shows the sampling time and jittering of the pro-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gram. Since this is a simpler program that the one presented in Chapter 4 it
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is expected to execute faster.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 100
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1000
αlεηcια P αlomo. ξff ιcιεηtSpeed P rεdιctιvε
process
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
950 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( RPM )
900

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
850

Gυιllεrmo V αlεηcια
800
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
750
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
700
Gυιllεrmo V αlεηcια
650
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
0 1 2
ξff
3
ιcιεηt
4
P rεdιctιvε
5 6
Coηtrol
7 8
Algs.9 F ιnαl
10
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

Gυιllεrmo V αlεηcια
3 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2
0 1
P αlomo.
2
ξff
3
ιcιεηt
4
P rεdιctιvε
5 6
Coηtrol
7 8
Algs.9 F ιnαl
10
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.06
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.04 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input rate (V)

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.02
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.02
αlεηcια
0 1P αlomo.
2 ξff
3 ιcιεηt
4 P rεdιctιvε
5 6 Coηtrol
7 8 Algs.
9 F ιnαl
10 V εrsιoη.
Time (sec)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 5.8: P αlomo.
Experimental testξfffor
ιcιεηt
the Pspeed
rεdιctιvε Coηtrol
process using Algs. F ιnαl V feed-
an optimised εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
forward compensator of order 10. rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 5.9: Execution time and sampling jittering of the MPC algorithm with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
optimised feed-forward.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 5.V αlεηcια
Gυιllεrmo Feed-forward design.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo. 101
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
5.6 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This chapter has highlighted several issues which are not really discussed in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the literature and could cause difficulties with naive implementations of MPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
First it has reinforced the message that the default feed-forward from a GPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
type of algorithm is often very poor unless nu is large; however typical recom-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mendations used in industry would deploy a small nu . It has demonstrated
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
that a two stage design whereby the feed-forward is selected once the loop con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
troller is known, perhaps unsuprisingly, ensures a proper synergy exists and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
therefore gives better performance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
However,
Gυιllεrmo of particular
V αlεηcια P αlomo.note is thatPthis
ξff ιcιεηt chapter
rεdιctιvε has highlighted
Coηtrol Algs. F ιnαl some fur-
V εrsιoη.
ther insights.
Gυιllεrmo V αlεηcιαOnePmight
αlomo.expect the Pbest
ξff ιcιεηt feed-forward
rεdιctιvε CoηtroltoAlgs.depend upon
F ιnαl the
V εrsιoη.
setpoint trajectory. For GPC/DMC algorithms with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. small n u , and thus closed-
F ιnαl V εrsιoη.
loop performance
Gυιllεrmo V αlεηcιαthat is sub-optimal
P αlomo. ξff ιcιεηt with respectCoηtrol
P rεdιctιvε to the chosen
Algs. Fperformance
ιnαl V εrsιoη.
index, the
Gυιllεrmo feed-forward
V αlεηcια arising
P αlomo. ξfffrom
ιcιεηta Ptwo stage design
rεdιctιvε Coηtrol attempts
Algs. Ftoιnαl overcome
V εrsιoη.
some of the poor tuning, for the specific setpoint provided. Consequently
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the
best feed-forward
Gυιllεrmo V αlεηcιαisPclosely
αlomo.linked to the
ξff ιcιεηt trajectoryCoηtrol
P rεdιctιvε and should
Algs.beFmodified for
ιnαl V εrsιoη.
different trajectory shapes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
WhereV αlεηcια
the userPhasαlomo. ξff ιcιεηt
adopted P rεdιctιvε
a dual-mode MPCCoηtrol
approach Algs.
suchFas ιnαl V εrsιoη.
(Scokaert
Gυιllεrmo V αlεηcια
and Rawlings, 1998),P αlomo. ξff ιcιεηt
so that the defaultPtuning
rεdιctιvε Coηtrol
is good, thenAlgs. F ιnαl Vfeed-
the optimum εrsιoη.
Gυιllεrmo
forward isV αlεηcια
no longerP αlomo.
dependent ξff ιcιεηt
on thePsetpoint
rεdιctιvεshape,
Coηtrol Algs.asFthe
as long ιnαlorder
V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the feed-forward is greater than or equal to the loop settling time. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Also,V the
Gυιllεrmo chapter
αlεηcια has explored
P αlomo. briefly
ξff ιcιεηt the links
P rεdιctιvε between
Coηtrol Algs. the Ffeed-forward
ιnαl V εrsιoη.
and the d.o.f. used for constraint handling, as these impact
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl on the closed-loop
V εrsιoη.
in a similar way. It has been shown that for repeated setpoint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. trajectories it is
possible and
Gυιllεrmo probably
V αlεηcια advantageous
P αlomo. ξff ιcιεηtto Puse the feed-forward
rεdιctιvε designFto
Coηtrol Algs. dealV with
ιnαl εrsιoη.
constraints, thus shifting the major computational load to an
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. off-line problem.
The optimisation
Gυιllεrmo V αlεηcιαd.o.f. then ξff
P αlomo. need onlyPfocus
ιcιεηt on feedback
rεdιctιvε Coηtrolaspects
Algs. Fsuch ιnαlasVarise
εrsιoη.
from parameter
Gυιllεrmo V αlεηcια uncertainty
P αlomo. and disturbances.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Finally,
Gυιllεrmo it wasPshown
V αlεηcια αlomo.how ξff this
ιcιεηtstrategy couldCoηtrol
P rεdιctιvε be implemented
Algs. F ιnαl in aVPLC
εrsιoη.
in order Vtoαlεηcια
Gυιllεrmo reinforce the message
P αlomo. of this
ξff ιcιεηt thesis: keep
P rεdιctιvε Coηtrolalgorithms
Algs. F ιnαl simple and
V εrsιoη.
embedded
Gυιllεrmo in standard
V αlεηcια hardware.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Laguerre functions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to improve feasibility
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter presentsP αlomo.
original ξffcontribution
ιcιεηt P rεdιctιvε Coηtrol
to the thesis. Algs.
First, Fwith
ιnαlthe
V εrsιoη.
aim
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
of enlarging the feasible region, two simple modifications to conventional MPC F ιnαl V εrsιoη.
Gυιllεrmo
algorithmsV αlεηcια P αlomo.(i)ξff
are introduced: anιcιεηt P rεdιctιvε
algorithm Coηtrol
exploiting Algs. F ιnαl
the non-synergy V εrsιoη.
between
Gυιllεrmo
the cost Vfunction
αlεηcια andP αlomo. ξff ιcιεηtfeedback;
the terminal P rεdιctιvε Coηtrol
and, Algs.
(ii) the useFofιnαl V εrsιoη.
Laguerre
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
functions for the definition of the d.o.f. in optimal MPC. Then, it is shown F ιnαl V that
εrsιoη.
Gυιllεrmo V αlεηcια
despite the relativelyP αlomo. ξff ιcιεηtgains,
large feasibility P rεdιctιvε
the lossCoηtrol Algs. F ιnαl
in performance may Vbeεrsιoη.
far
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
smaller than expected and thus the algorithms give mechanisms for achieving F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Ploads
low computational αlomo.withξff good
ιcιεηtfeasibility
P rεdιctιvεandCoηtrol
good Algs. F ιnαl Vwhile
performance εrsιoη.
Gυιllεrmo V αlεηcια
using a simple P αlomo.
algorithm set ξff
up.ιcιεηt
BothPalgorithms
rεdιctιvε Coηtrol Algs. Fconvergence
have standard ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
and feasibility guarantees. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vchapter
Gυιllεrmo αlεηcιαisPorganised
αlomo. ξff asιcιεηt
follows: Section 6.1
P rεdιctιvε presents
Coηtrol the Fintroduction
Algs. ιnαl V εrsιoη.
and motivation of the chapter; Section 6.2 summarises
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. the proposals; Sec-
F ιnαl V εrsιoη.
tion 6.3 V
Gυιllεrmo presents
αlεηcιαthe background
P αlomo. and Passumptions
ξff ιcιεηt adopted
rεdιctιvε Coηtrol for F
Algs. this
ιnαlchapter;
V εrsιoη.
Section 6.4 presents the algorithm exploiting non-synergy; Section
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 6.5 presents
the algorithm
Gυιllεrmo that P
V αlεηcια uses Laguerre
αlomo. functions;
ξff ιcιεηt Section
P rεdιctιvε 6.6 presents
Coηtrol Algs. numerical ex-
F ιnαl V εrsιoη.
amples; and
Gυιllεrmo finally,PSection
V αlεηcια αlomo. 6.7ξff gives
ιcιεηtthe conclusions
P rεdιctιvε of theAlgs.
Coηtrol chapter.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
One key Vconflict
αlεηcιαinPlinear
αlomo. ξff ιcιεηtcontrol
predictive P rεdιctιvε Coηtrol
is between Algs. F and
feasibility ιnαlperfor-
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
mance. If a dual-mode MPC controller, that is one based on infinite output F ιnαl V εrsιoη.
Gυιllεrmo
horizons,Visαlεηcια
tuned to P αlomo.
give high ξffperformance,
ιcιεηt P rεdιctιvε
then Coηtrol Algs.have
it will often F ιnαl V εrsιoη.
relatively
Gυιllεrmo V αlεηcια
small feasible regionsP αlomo.
(regionsξff ιcιεηt
where theP class
rεdιctιvε Coηtrol Algs.
of predictions satisfyFconstraints)
ιnαl V εrsιoη.
Gυιllεrmo
(Scokaert and Rawlings, 1998; Kouvaritakis et al., 1998) unless one ιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F uses V
a εrsιoη.
pro-
Gυιllεrmo
hibitivelyV large
αlεηcια P αlomo.
number ξff ιcιεηtvariables
of decision P rεdιctιvε
(or Coηtrol
degrees Algs. F ιnαl d.o.f.).
of freedom, V εrsιoη.
Gυιllεrmo V αlεηcια
Conversely, P αlomo.
a strategy giving ξff ιcιεηt
good P rεdιctιvε
feasibility may Coηtrol Algs.
achieve this F ιnαl detun-
through V εrsιoη.
Gυιllεrmo V αlεηcια
ing and thus P αlomo.
may have ξff ιcιεηt
relatively poor Pperformance.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

102
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 103
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
It hasV αlεηcια
been noted P αlomo. that ξff ιcιεηt P
a DMC rεdιctιvε
(Cutler andCoηtrol
Ramarker,Algs.1979)
F ιnαl or VGPC
εrsιoη.
Gυιllεrmo
(Clarke et V αlεηcια
al., 1987a; P αlomo.
Clarke ξff et ιcιεηt P rεdιctιvε
al., 1987b) type ofCoηtrol
algorithm Algs.
willFusually
ιnαl V εrsιoη.
give
Gυιllεrmo
reasonable V αlεηcια
performanceP αlomo. ξff ιcιεηt
for large (largeP rεdιctιvε
is typicallyCoηtrol Algs. horizons
3-5) input F ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια
output horizons P αlomo.
over ξff ιcιεηt
the settling time. P rεdιctιvε Coηtrol
Significantly, Algs. F ιnαl
DMC/GPC V εrsιoη.
deploys a
Gυιllεrmo
detuned Vterminal
αlεηcια mode P αlomo. ξff ιcιεηt Popen-loop
– essentially rεdιctιvε behaviour.
Coηtrol Algs. F ιnαl Vthere
However, εrsιoη.
Gυιllεrmo V αlεηcια
are processes whereP αlomo.
this mayξffnot ιcιεηt
be P sorεdιctιvε
effective;Coηtrol Algs. systems
for instance F ιnαl Vwith:
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
(i) poor open-loop dynamics and (ii) state or output constraints. In these cases, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DMC or V αlεηcια
GPC with Panαlomo. ξff ιcιεηt
input horizon of Pone
rεdιctιvε Coηtrol
may produce Algs. F ιnαl
closed-loop V εrsιoη.
behaviour
Gυιllεrmo
close to theV αlεηcια
open-loop P αlomo. ξff ιcιεηt
and therefore P rεdιctιvε Coηtrol
unsatisfactory. Algs. F ιnαl
State constraints may V εrsιoη.
also
Gυιllεrmo V αlεηcια
severely restrict theP operating
αlomo. ξffregion ιcιεηt andP rεdιctιvε Coηtrolinfluence
have a strong Algs. Fon ιnαltheV con-
εrsιoη.
Gυιllεrmo
strained V αlεηcια
control law.P αlomo.
A further ξff significant
ιcιεηt P rεdιctιvε Coηtrol
theoretical Algs.ofFGPC/DMC
weakness ιnαl V εrsιoη.
Gυιllεrmo
is the lack V αlεηcια
of a generalP αlomo. ξff ιcιεηt
stability P rεdιctιvε
guarantee, Coηtrol
especially Algs.
during F ιnαl V han-
constraint εrsιoη.
Gυιllεrmo V αlεηcιαone
dling. Although P αlomo.
could argueξff ιcιεηt
that Pwith
rεdιctιvε
large Coηtrol Algs. F ιnαl
output horizons such Vissues
εrsιoη.
Gυιllεrmo V αlεηcια
are nit picking, P αlomo.
it can also beξffargued
ιcιεηt P rεdιctιvε
that if suchCoηtrol
guaranteesAlgs.areF straightfor-
ιnαl V εrsιoη.
Gυιllεrmo
ward to Vachieve,
αlεηcιαthen P αlomo.
it seemsξff ιcιεηt P rεdιctιvε
reasonable to do Coηtrol
so. Hence, Algs. in Fthis
ιnαlchapter
V εrsιoη.
Gυιllεrmo
the standardV αlεηcια P αlomo.
dual-mode ξff ιcιεηt
prediction setP up
rεdιctιvε Coηtrol et
(Kouvaritakis Algs.
al., F ιnαl Mayne
1998; V εrsιoη.
Gυιllεrmo V αlεηcια
et al., 2000) will bePadopted
αlomo. as ξff this
ιcιεηt P rεdιctιvε
enables Coηtrol
guarantees Algs. F ιnαl
of asymptotic V εrsιoη.
stability
Gυιllεrmo V αlεηcια
and recursive P αlomo.
constraint ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
satisfaction.
Gυιllεrmo V αlεηcιαsome
In summary, P αlomo.
key onξffgoing
ιcιεηtdebates
P rεdιctιvε Coηtrol
are how Algs.
best to: F ιnαl V εrsιoη.
(i) maximise the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
feasible region; (ii) maintain a sensible limit on the implied on-line computa- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
tional load;V αlεηcια
and (iii) P αlomo.
obtain good ξff ιcιεηt
enough P rεdιctιvε
closed-loopCoηtrol Algs. F ιnαl V εrsιoη.
performance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Several
Gυιllεrmo authors
V αlεηcια have looked
P αlomo. at this
ξff ιcιεηt problem,Coηtrol
P rεdιctιvε although lessFso
Algs. in recent
ιnαl V εrsιoη.
years where the focus has moved more to nonlinear systems,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. robustness and
parametric
Gυιllεrmo solutions.
V αlεηcια The simplest
P αlomo. ξff ιcιεηtapproach
P rεdιctιvε is to adoptAlgs.
Coηtrol saturation
F ιnαlcontrol
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V only
when the controller is infeasible (Rojas and Goodwin, 2002), but this is εrsιoη.
really applicable to stable systems with no output/state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. constraints and, may
give poorVperformance
Gυιllεrmo αlεηcια P αlomo. where ξff theιcιεηt
open-loop dynamics
P rεdιctιvε are poor.
Coηtrol Algs.Another
F ιnαl simple
V εrsιoη.
approach (Tan and Gilbert, 1992) defines (off-line) a large
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. number of alterna-
tive linear
Gυιllεrmo control Plaws
V αlεηcια αlomo. and ξff
then selects
ιcιεηt on-line Coηtrol
P rεdιctιvε from theAlgs.currently
F ιnαlfeasible
V εrsιoη.
laws (i.e. the current state lies with the associated
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl MAS), the one givingV best
εrsιoη.
performance. This approach is also easily extended to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the robust case (Wan
and Kothare,
Gυιllεrmo 2004)P and
V αlεηcια αlomo. indeed a similar
ξff ιcιεηt conceptCoηtrol
P rεdιctιvε is developed
Algs. for the Vlinear
F ιnαl εrsιoη.
or nonlinear case in (Limon et al., 2005) where the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. authors also introduce
some flexibility
Gυιllεrmo V αlεηcια in the transients.
P αlomo. However,
ξff ιcιεηt a major
P rεdιctιvε weakness
Coηtrol Algs.is Fthat
ιnαlthe op-
V εrsιoη.
timum constrained control law is known to be affine time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. varying (Bemporad
et al., 2002b)
Gυιllεrmo and thus
V αlεηcια P αlomo.this approach
ξff ιcιεηt can give suboptimal
P rεdιctιvε Coηtrol Algs.performance
F ιnαl Vwhenεrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vstor-
feasible and may also give significant restrictions to feasibility. Moreover, εrsιoη.
ing the MAS for many different control laws has a potentially
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. large overhead,
especiallyV in
Gυιllεrmo the uncertain
αlεηcια P αlomo.case (Pluymers
ξff ιcιεηt et al., 2005a).
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Other work has looked at alternative ways Coηtrol
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Algs. Fthe
of formulating ιnαldegrees
V εrsιoη.
Gυιllεrmo
of freedom V αlεηcια P αlomo. ξff
for optimisation, forιcιεηt
instanceP rεdιctιvε Coηtrol Algs.
by interpolation methods F ιnαl V εrsιoη.
(Bacic et
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
al., 2003b; Rossiter et al., 2004). However, these methods do not currently Algs. F ιnαl V εrsιoη.
Gυιllεrmo
extend well V αlεηcια
to large P αlomo.
dimensionalξff ιcιεηt P rεdιctιvε
systems and, asCoηtrol
they do Algs.
not F fitιnαl V εrsιoη.
as conve-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 104
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
niently into a normalP αlomo. ξff ιcιεηt
paradigm, morePworkrεdιctιvε Coηtrol
is required toAlgs. F ιnαltake
encourage V εrsιoη.
up
Gυιllεrmo V αlεηcια
by colleagues P αlomo. Some
and industry. ξff ιcιεηt P rεdιctιvε
interesting workCoηtrol Algs.soFcalled
considered ιnαl Vtriple
εrsιoη.
Gυιllεrmo V αlεηcια
mode strategies P αlomo.
(Rossiter ξff 2005;
et al., ιcιεηtImsland
P rεdιctιvε Coηtrol
et al., Algs. one
2008) where F ιnαl V εrsιoη.
embeds a
Gυιllεrmo V αlεηcιαbetween
smooth transition P αlomo.a controller
ξff ιcιεηt Pwithrεdιctιvε Coηtrol Algs.
good feasibility and oneF ιnαl
withVgood
εrsιoη.
Gυιllεrmo
performanceV αlεηcια
into a Psingle
αlomo. ξff ιcιεηt
model and use P rεdιctιvε
the decision Coηtrol Algs.
variables to F ιnαl V εrsιoη.
improve per-
Gυιllεrmo V αlεηcια P further
formance/feasibility αlomo. still.
ξff ιcιεηt
ThisPwork
rεdιctιvε Coηtrol but
is successful Algs. F ιnαl
relies on Vheavy
εrsιoη.
Gυιllεrmo
computation and algebra in the off-line parts and thus may be difficultεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V for
Gυιllεrmo V αlεηcια
industrialists P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to implement.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.2 Proposals
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Despite the obvious recent interest, it is the author’s view that some simple
Gυιllεrmo V αlεηcια
insights remain P αlomo. ξff
unpublished andιcιεηt P rεdιctιvε
therefore perhaps, Coηtrol Algs.
neither fullyFappreciated
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
nor investigated by the community. Moreover, in order to maintain strong Algs. F ιnαl Vlinks
εrsιoη.
Gυιllεrmo V αlεηcιαalgorithms,
with commercial P αlomo. ξff ιcιεηt
such P rεdιctιvε
as DMC, this Coηtrol Algs. Fsome
chapter makes ιnαl simple
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
assumptions:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Base MPC on a conventional dual-mode algorithm such as in (Scokaert
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and Rawlings, 1998; Kouvaritakis et al., 1998).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthe
2. Investigate P αlomo.
potentialξffofιcιεηt P rεdιctιvε
changing the threeCoηtrol
main Algs.
tuningFparameters:
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo (a)V αlεηcια
The terminal
P αlomo.modeξffcontrol
ιcιεηt P law.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
(b) The cost function. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(c) The definition of the degrees of freedom during transients.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The reader may be surprised that some of the associated insights are not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
well disseminated already and so the chapter summarises why these are worth
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
investigating further.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It isVwell
Gυιllεrmo known
αlεηcια that the
P αlomo. ξffterminal mode lawCoηtrol
ιcιεηt P rεdιctιvε affects Algs.
feasibility,
F ιnαlbut this
V εrsιoη.
has not been
Gυιllεrmo tied up
V αlεηcια effectively
P αlomo. with the
ξff ιcιεηt observation
P rεdιctιvε that Algs.
Coηtrol choice Fofιnαl
costVfunc-
εrsιoη.
tion is a Vseparate
Gυιllεrmo αlεηcιαtuning
P αlomo. parameter
ξff ιcιεηtwhich can counter
P rεdιctιvε Coηtrol balance
Algs. the impact
F ιnαl of
V εrsιoη.
a poorly tuned terminal law. There has been a surprising inertia,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. especially
given theVinsights
Gυιllεrmo αlεηcιαofP(Scokaert
αlomo. ξffand Rawlings,
ιcιεηt 1998),Coηtrol
P rεdιctιvε againstAlgs.
changing theVspec-
F ιnαl εrsιoη.
ification of
Gυιllεrmo the d.o.f.P αlomo.
V αlεηcια away fromξff individual control Coηtrol
ιcιεηt P rεdιctιvε values whereas
Algs. Finιnαlfact Vmany
εrsιoη.
other possible
Gυιllεrmo parameterisations
V αlεηcια P αlomo. ξff ιcιεηtexist P(e.g. Wang,Coηtrol
rεdιctιvε 2001; Wang,
Algs.2004;
F ιnαlRossiter
V εrsιoη.
et al., 2005).
Gυιllεrmo The chapter
V αlεηcια P αlomo.willξffdiscuss
ιcιεηt Pthe potential
rεdιctιvε of Laguerre
Coηtrol Algs. F functions for
ιnαl V εrsιoη.
improving the complexity versus feasibility trade-off. Moreover,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. these insights
will be transferred
Gυιllεrmo V αlεηcια to a more ξff
P αlomo. sophisticated dual-mode
ιcιεηt P rεdιctιvε algorithm
Coηtrol Algs. and it will
F ιnαl be
V εrsιoη.
shown that,
Gυιllεrmo in someP αlomo.
V αlεηcια cases, one
ξffcan
ιcιεηt obtain significant
P rεdιctιvε feasibility
Coηtrol Algs.improvements
F ιnαl V εrsιoη.
over a standard
Gυιllεrmo V αlεηcιαalgorithm
P αlomo. such
ξff as (Scokaert
ιcιεηt and Rawlings,
P rεdιctιvε 1998) Fwithout
Coηtrol Algs. nec-
ιnαl V εrsιoη.
essarily any
Gυιllεrmo sacrifice
V αlεηcια of performance.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 105
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Finally, P αlomo.
a minor ξff ιcιεηt
contribution in P rεdιctιvε
this chapterCoηtrol Algs. F ιnαl of
is the presentation V εrsιoη.
the
Gυιllεrmo
numericalV αlεηcια
examples. P αlomo.
One common ξff ιcιεηt P rεdιctιvε
difficulty Coηtrol
is that Algs.is Fhard
feasibility ιnαltoV εrsιoη.
plot
Gυιllεrmo
for n-stateV αlεηcια
systemsP(n αlomo.
≥ 3);ξff here,ιcιεηt P rεdιctιvε
a novel meansCoηtrol Algs. Fthe
of illustrating ιnαlfeasibil-
V εrsιoη.
Gυιllεrmo V αlεηcια
ity/performance P αlomo.
trade-off forξff
high ιcιεηt P rεdιctιvε
dimensional Coηtrol
systems Algs. F ιnαl V εrsιoη.
is presented.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3 Modelling
Gυιllεrmo V αlεηcια P αlomo. and predictive
ξff ιcιεηt control
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section P αlomo.
introduces ξff ιcιεηt P rεdιctιvε
the assumptions used in theCoηtrol Algs.
chapter andFbackground
ιnαl V εrsιoη.
Gυιllεrmo
information, but omitting well known algebra that does not add toιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F V εrsιoη.
concepts.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
6.3.1 VModel, αlεηcια Pconstraints
αlomo. ξff ιcιεηtand P rεdιctιvε
integral Coηtrol Algs. F ιnαl V εrsιoη.
action
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Assume aV standard
αlεηcια Pstate-space
αlomo. ξff model ιcιεηt P ofrεdιctιvε
the form:Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xξff k+1 = Ax
ιcιεηt k + Buk Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε (6.1)
Gυιllεrmo V αlεηcια P αlomo. ξffyιcιεηt k = Cx k + dk
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt n
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with dk the
Gυιllεrmo disturbance,
V αlεηcια P αlomo. xk ξff
∈ Rιcιεηt Rl and uCoηtrol
, yk P∈rεdιctιvε k ∈ R
m
which
Algs. F are theVstate
ιnαl εrsιoη.
vector, the measured output and the plant input respectively.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. This chapter
adopts an
Gυιllεrmo independent
V αlεηcια P αlomo. model ξff approach to prediction
ιcιεηt P rεdιctιvε Coηtrol and disturbance
Algs. F ιnαl V esti-
εrsιoη.
mation, so defining w
Gυιllεrmo V αlεηcια P αlomo. k = y as the output of the independent
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
k|k−1 model
ιnαl (given
V εrsιoη.
by simulating
Gυιllεrmo model
V αlεηcια (6.1) in ξff
P αlomo. parallel
ιcιεηtwith the plant)the
P rεdιctιvε Coηtroldisturbance
Algs. F ιnαl estimate
V εrsιoη.
is d̂
Gυιllεrmo
k = y − w
Vk αlεηcια
k and it is assumed to be constant over
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl the prediction horizon.
V εrsιoη.
Gυιllεrmo V αlεηcιαrejection
Disturbance P αlomo.and ξff offset
ιcιεηt free
P rεdιctιvε
trackingCoηtrol
will be Algs. F ιnαl
achieved V εrsιoη.
using the
Gυιllεrmo
offset formV αlεηcια P αlomo. (Muske
of state feedback ξff ιcιεηt and P rεdιctιvε
Rawlings,Coηtrol Algs. F ιnαl
1993b; Rossiter, 2006),V that
εrsιoη.
Gυιllεrmo
is: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. uk ξff
− uιcιεηt
ss = −K(x k − xssCoηtrol
P rεdιctιvε ) Algs. F ιnαl V(6.2)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where x is
Gυιllεrmo V the statePofαlomo.
αlεηcια the independent
ξff ιcιεηt P model and xCoηtrol
rεdιctιvε ss , uss are estimated
Algs. F ιnαl values
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Fparameters,
of the steady-states giving no offset; these depend upon the model ιnαl V εrsιoη.
the setpoint
Gυιllεrmo r and P
V αlεηcια the disturbance
αlomo. ξff ιcιεηt estimate.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
For simplicity P αlomo.
(for details of P ξff1 ,ιcιεηt
P2 see P rεdιctιvε
(Muske and Coηtrol Algs.1993b))
Rawlings, F ιnαl define:
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pxαlomo. ss = P1 (r ξffk − d̂k ); P u
ιcιεηt ss = P2 (r
rεdιctιvε k − d̂k ) Algs. F ιnαl V(6.3)
Coηtrol εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Let the systemPbe αlomo.
subject ξffto ιcιεηt P rεdιctιvε
constraints Coηtrol
of the form Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. umin ξff
≤ uιcιεηt
k ≤ uP rεdιctιvεCoηtrol Algs. F ιnαl V εrsιoη.
max
Gυιllεrmo V αlεηcια P αlomo.min ∆u ≤ ∆u ≤ ∆umax Coηtrol
ξff ιcιεηtk P rεdιctιvε ∀k Algs. F ιnαl V(6.4) εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ymin ξff
≤ yιcιεηt
k ≤ y P rεdιctιvε
max Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 106
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3.2 VPredictions,
Gυιllεrmo αlεηcια P αlomo.constraint ξff ιcιεηt P rεdιctιvεhandling Coηtrol and feasibility
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The key Videa
Gυιllεrmo αlεηcιαin (Scokaert
P αlomo. and Rawlings,
ξff ιcιεηt 1998; Coηtrol
P rεdιctιvε Rossiter Algs. et al.,F 1998)
ιnαl Visεrsιoη.
to
embed into the predictions the unconstrained optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. behaviour and handle
constraints
Gυιllεrmo using perturbations
V αlεηcια P αlomo. ξff ιcιεηt about Pthis.
rεdιctιvε Hence, assuming
Coηtrol Algs.KjF is theVfeed-
ιnαl εrsιoη.
back, theVinput
Gυιllεrmo αlεηcια predictions
P αlomo.are ξff defined
ιcιεηt Pas follows: Coηtrol Algs. F ιnαl V εrsιoη.
rεdιctιvε
Gυιllεrmo V αlεηcια½P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo −Kj (xk+iξff−ιcιεηt xss ) +Pcrεdιctιvε
k+i ; i Coηtrol
∈ {0, ..., Algs.
nc − 1}F ιnαl V εrsιoη.
uk+i V−αlεηcια
uss = P αlomo. (6.5)
Gυιllεrmo V αlεηcια P αlomo. −K j (x k+i − x
ξff ιcιεηtss ); i ∈
P rεdιctιvε Coηtrol {n c , n + 1, . F
cAlgs. . .}ιnαl V εrsιoη.
Gυιllεrmo
where theV αlεηcια
perturbations P αlomo. ξff ιcιεηt
ck are the d.o.f.P rεdιctιvε Coηtrol Algs.
for optimisation; F ιnαl Vsum-
conveniently εrsιoη.
Gυιllεrmo V αlεηcια £ ¤
cPkαlomo.
= cTk ξff. ιcιεηt P rεdιctιvε . Coηtrol Algs. F ιnαl V εrsιoη.
T
marised in vector − → . . cTk+n c −1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It isVknown
Gυιllεrmo αlεηcιαthat for suitable
P αlomo. ξff ιcιεηt Mj P ,N j , fj (e.g.Coηtrol
rεdιctιvε Rossiter, 2003),
Algs. F ιnαlthe Vinput
εrsιoη.
predictions (6.5) and associated state predictions for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. model (6.1) satisfy con-
straints (6.4)
Gυιllεrmo if: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
V αlεηcια
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Mj xk + Nj − c k ≤ fj (k) (6.6)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P→ rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
RemarkV6.1
Gυιllεrmo The P
αlεηcια MCAS
αlomo. (maximal
ξff ιcιεηt controllable admissible
P rεdιctιvε Coηtrol set)Fisιnαl
Algs. defined as
V εrsιoη.
Sj = {x V: αlεηcια
Gυιllεrmo ∃−→c k s.t.P αlomo.
Mj xk +ξff j ck ≤
Nιcιεηt fj (k)}. The
→ P rεdιctιvε
− volume
Coηtrol andFshape
Algs. ιnαl Vofεrsιoη.
Sj
depends on
Gυιllεrmo Mj , NjP, fαlomo.
V αlεηcια j (k) which vary with
ξff ιcιεηt the state
P rεdιctιvε feedback
Coηtrol Kj Fwithin
Algs. ιnαl V(6.5)
εrsιoη.
and the model (6.1);
Gυιllεrmo V αlεηcια P αlomo. f j (k) also depends upon
ξff ιcιεηt P rεdιctιvεssCoηtrolx , u ss and constraints (6.4)
Algs. F ιnαl V εrsιoη.
and thus Visαlεηcια
Gυιllεrmo time varying.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV6.2 αlεηcια
It is Passumed
αlomo. throughout
ξff ιcιεηt Pthis rεdιctιvε
chapter Coηtrol
that any Algs.
setsFusedιnαlare
V εrsιoη.
not
Gυιllεrmo V αlεηcια
only invariant P αlomo.1999),
(Blanchini, ξff ιcιεηtbut P inrεdιctιvε
general are Coηtrol Algs. F controllable
the maximal ιnαl V εrsιoη.
Gυιllεrmo
admissible V αlεηcια
sets (MCAS, P αlomo. ξff ιcιεηt
(Gilbert P rεdιctιvε
and Tan, 1991))Coηtrol
correspondingAlgs. FtoιnαlanyVgiven
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
prediction class. Using such sets gives a guarantee of recursive feasibility. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
There areV αlεηcια
some nuances P αlomo. for ξff
theιcιεηt P rεdιctιvε
uncertain Coηtrol
case (e.g. PluymersAlgs. etF ιnαl V εrsιoη.
al., 2005a)
Gυιllεrmo
but theseVare αlεηcια P αlomo.
not central ξff ιcιεηt
to this thesis.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3.3 VOptimal
Gυιllεrmo αlεηcια P αlomo. MPCξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A typicalVperformance
Gυιllεrmo αlεηcια P αlomo. index is ξffbased
ιcιεηtonParεdιctιvε
2-norm and is computed
Coηtrol Algs. Fover ιnαlinfinite
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vcase:
horizons for both the input and output predictions. So, in the regulation εrsιoη.
Gυιllεrmo X V∞αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Jj = V αlεηcια
(xk+i+1 P xss )T Qjξff
−αlomo. (xιcιεηt
k+i+1 − Pxrεdιctιvε
ss ) + (uk+i Coηtrol T
− uss )Algs. Rj (uFk+i ιnαl
− uVssεrsιoη.
)
Gυιllεrmo i=0V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(6.7) εrsιoη.
Gυιllεrmo
1 V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If nc > 0 it is necessary to mathematically define the concept of the MCAS, the
Gυιllεrmo
domain ofVattraction
αlεηcια of P αlomo. ξff ιcιεηt
the closed-loop P rεdιctιvε
system, which is Coηtrol
the projectionAlgs.to Fx-space
ιnαl Vofεrsιoη.
the
Gυιllεrmo V
implied set. −αlεηcια
c k can beP αlomo.
thought ξff
of asιcιεηt
enlargingP rεdιctιvε
the MAS, Coηtrol
as increasing Algs.
the F ιnαl horizon
control V εrsιoη.

Gυιllεrmo
nc implies Vmore
αlεηcια P αlomo.
available time-steps ξff to
ιcιεηt
movePthe rεdιctιvε
state intoCoηtrol
the MASAlgs. throughF ιnαl V εrsιoη.
the action of
perturbations
Gυιllεrmo V αlεηcιαc

→ k . P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.107
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
with Qj ,VR αlεηcια P αlomo.
j positive definiteξff ιcιεηt
state andP rεdιctιvε
input costCoηtrol Algs.
weighting F ιnαl Define
matrices. V εrsιoη.
Gυιllεrmo V αlεηcια optimal
the unconstrained P αlomo.state ξff ιcιεηt P rεdιctιvε
feedback CoηtroltoAlgs.
law associated Jj withF ιnαl
Qj , VRεrsιoη.
j as
Gυιllεrmo
Kj . V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In practice, thePunconstrained
αlomo. ξff ιcιεηt P rεdιctιvε
optimal Coηtrol
predictions mayAlgs.
violateF ιnαl V εrsιoη.
constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
(6.4), so the prediction class (6.5) is used instead. It is easy to show (Rossiter F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
et al., 1998) P αlomo. ξffof
that optimisation ιcιεηt P rεdιctιvε
Jj over Coηtrol Algs.
input predictions (6.5) Fisιnαl V εrsιoη.
equivalent
Gυιllεrmo V αlεηcια
to minimising Jj = → P αlomo.
c Tk Wj − ξff
c k (Wj = BT ΣB + Rj , Σ − ΦT ΣΦ = VQεrsιoη.
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl
− → j +
Gυιllεrmo
T V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Kj Rj Kj , Φ = A−BKj ) and thus, in the absence of constraints, the optimum
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is −
→ c ∗k = 0. Where the unconstrained predictions would violate constraints,
Gυιllεrmo V αlεηcια
∗ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
non-zero → c would be required to ensure constraints are satisfied.
Gυιllεrmo V−αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 6.1 (OMPC)
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoThe VOMPC
αlεηcιαalgorithm
P αlomo. isξffsummarised
ιcιεηt P rεdιctιvε Coηtroland
as (Scokaert Algs. F ιnαl V1998;
Rawlings, εrsιoη.
Gυιllεrmo V αlεηcια
Rossiter et al., 1998): P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. c ∗kξff
= ιcιεηt
arg minP rεdιctιvε cCoηtrol
c Tk Wj − k Algs. F ιnαl V εrsιoη.

→ c −
→ →
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt →k P rεdιctιvε Coηtrol Algs. F ιnαl V(6.8)
− εrsιoη.
s.t.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt M x + N c
j k P rεdιctιvε
j
→k
− ≤ f(k)
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Use the first
Gυιllεrmo element
V αlεηcια of −
P αlomo.
→c ∗k inξffthe control
ιcιεηt law of (6.5),
P rεdιctιvε Coηtrolwith Kj . F ιnαl V εrsιoη.
Algs.
GυιllεrmoThisValgorithm
αlεηcια Pwillαlomo. find ξff
theιcιεηt
globalP rεdιctιvε Coηtrol
optimal, with Algs.
respect to F(6.7),
ιnαl V εrsιoη.
when-
Gυιllεrmo
ever that is feasible and has guaranteed convergence/recursive feasibility inεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo V
nominal case. αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If Kj is chosen to be the LQR optimum, two key observations can be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
made:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. The feasible region Sj depends only on the prediction class (6.5) and thus
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
depends upon nc (number of free moves) and Kj , the terminal feedback.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. In general, P αlomo.
the performance ξff ιcιεηt P rεdιctιvε
measure Jj can Coηtrol Algs.
be distinct from F ιnαl V εrsιoη.
the predic-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tion class, even though a well conditioned optimisation problem andAlgs. F ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
desire for a global optimum would suggest a synergy between Jj and Kj F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
(Scokaert andPRawlings,
αlomo. ξff1998). ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoThisVchapter
αlεηcια seeks
P αlomo. ξff ιcιεηt
to explore P rεdιctιvε
more carefullyCoηtrol Algs. Fgains
the potential ιnαl of
V εrsιoη.
not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
having a synergy between the prediction class (6.5) and the performance Algs. F ιnαl V εrsιoη.
in-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
dex (6.7). Although it is intuitively obvious that the optimisation is not as F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
well-defined, P αlomo.
this chapter willξffdemonstrate
ιcιεηt P rεdιctιvε Coηtrol
that one may Algs.
achieveF ιnαl V εrsιoη.
significant
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
feasibility gains with very small loses in performance.rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Remark 6.3 DMC/GPC algorithms assume that Kj = 0 in (6.5) and thus
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
implicitly are a subset of all the discussions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V Laguerre
Gυιllεrmo αlεηcια Pfunctions
αlomo. to improveP feasibility.
ξffιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 108
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.4 A
Gυιllεrmo MPC
V αlεηcια algorithm
P αlomo. exploiting
ξffιcιεηt P rεdιctιvε Coηtrol non-synergy
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section investigates more carefully the choice of the terminal mode within
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a dual-mode MPC algorithm. However, the specific innovation is to investigate
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the benefits of deliberately using a cost function Ji and terminal feedback Kj ,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(i 6= j) so that they are unrelated. So, it is usual either:
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• to use as the feedback in prediction (6.5) the unconstrained optimal
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
K corresponding to a well tuned cost function J1 (6.7), and on-line to
Gυιllεrmo1 V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
minimise the same cost.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• to V αlεηcιαfeasibility
improve P αlomo. by ξffιcιεηt
using Pa rεdιctιvε
feedback Coηtrol Algs. F ιnαl
K2 corresponding to Va εrsιoη.
less
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
aggressive cost (e.g. R2 À R1 in J2 ) and on-line minimise J2 . Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In both cases P αlomo.
the costs ξffιcιεηt
J1 , J2 take P rεdιctιvε
the form c Tk W1Coηtrol
c k, − Algs.
c Tk W F ιnαl V εrsιoη.
2 c k respectively,
Gυιllεrmo V αlεηcια →
− −
→ → −

for suitable W1 , WP2αlomo.
. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Here the proposal is different. The optimisation of (6.8) is always based
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
on the same performance index J1 , the ideal one, irrespective of the terminal
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
feedback adopted in prediction class (6.5).
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition 6.1 (Performance) The optimal performance and hence both pre-
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
dictions and simulations are all assessed by the cost function J1 of (6.7) defined
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with R1 , Q1 .
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition
Gυιllεrmo 6.2 (Prediction
V αlεηcια classes Pand
P αlomo. ξffιcιεηt optimisation)
rεdιctιvε Coηtrol Algs. There are two
F ιnαl al-
V εrsιoη.
ternativeVprediction
Gυιllεrmo αlεηcια Pclasses
αlomo.used to optimise
ξffιcιεηt J1 , given
P rεdιctιvε Coηtrolas: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC.V Combine
Gυιllεrmo αlεηcια PKαlomo.
1 with J 1 - this P
ξffιcιεηt isrεdιctιvε
the usualCoηtrol
algorithm of (Scokaert
Algs. and
F ιnαl V εrsιoη.
GυιllεrmoRawlings,
V αlεηcια1998; Rossiter
P αlomo. et al., 1998).
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P½αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−K (xk+i − xss ) + ck+i ; i ∈ {0, ..., n − 1}
Gυιllεrmouk+i − uss =P αlomo.1 ξffιcιεηt
V αlεηcια P rεdιctιvε Coηtrol Algs.c F ιnαl V(6.9) εrsιoη.
−K (xk+i − xss ); i ∈ {n , nc + 1, . . .}
Gυιllεrmo V αlεηcια P αlomo.1 ξffιcιεηt P rεdιctιvε Coηtrol cAlgs. F ιnαl V εrsιoη.
GυιllεrmoTheV associated
αlεηcια P αlomo.
cost to beξffιcιεηt P rεdιctιvε
minimised on-line Coηtrol
is given Algs.
in (6.8). F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC-b.
Gυιllεrmo Combine
V αlεηcια K2 with
P αlomo. J1 - this
ξffιcιεηt is, not having
P rεdιctιvε Coηtrol a synergy
Algs. Fbetween the
ιnαl V εrsιoη.
GυιllεrmotheVcost function
αlεηcια and terminal
P αlomo. ξffιcιεηtfeedback.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ½ ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Vuαlεηcια −K (x
P αlomo. ξffιcιεηt P
2 k+i − xss ) + ck+i ;Coηtrol
rεdιctιvε i ∈ {0, ..., nFc −
Algs. 1} V εrsιoη.
ιnαl
k+i − uss =
Gυιllεrmo V αlεηcια P αlomo. −Kξffιcιεηt
2 (xk+i − Pxss );
rεdιctιvε i ∈ {n
Coηtrol c , nc +
Algs. 1, . . .}
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(6.10) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Substituting predictions (6.10) into cost J1 defines the predicted cost as:
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.J1 = −c ξffιcιεηt
T
cP rεdιctιvε
T Coηtrol T Algs. F ιnαl V εrsιoη.
→ k W1,2 →− k + c k Z1,2 xk + xk Hxk

→ (6.11)
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 109
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
for Vsuitable
αlεηcιαW P αlomo.
1,2 , Z1,2ξff ιcιεηt
(see P rεdιctιvε
chaps Coηtrol Algs.
6,7 of (Rossiter, F ιnαl
2003)). TheV εrsιoη.
key
Gυιllεrmo
pointV αlεηcια P αlomo.
is that unlike for ξff ιcιεηt
(6.1), theP cross
rεdιctιvε termCoηtrol
Z1,2 6= Algs.
0 so − F∗kιnαl
c = 0Visεrsιoη.
no

Gυιllεrmo V αlεηcια
longer P αlomo. ξffoptimal
the unconstrained ιcιεηt Pand rεdιctιvε
in factCoηtrol
W1,2 isAlgs. F ιnαlcomplex
also more V εrsιoη.
Gυιllεrmo V αlεηcιαthan
in structure P αlomo.
W1 . The ξff ιcιεηt P rεdιctιvε
last term is ignored Coηtrol
as not Algs. F ιnαl V εrsιoη.
being dependent on
Gυιllεrmo
theVd.o.f.
αlεηcια c P
. αlomo.
The ξff
constraint ιcιεηt P rεdιctιvε
inequalities Coηtrol
which ensure Algs.
that F ιnαl
the V
OMPC-bεrsιoη.
→k

Gυιllεrmo V αlεηcιαmeet
predictions P αlomo.
systemξffconstraints
ιcιεηt P rεdιctιvε
are givenCoηtrolas: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffMιcιεηt 2 xk + P Nrεdιctιvε
2 c k ≤ f2Coηtrol

→ (k) Algs. F ιnαl V (6.12)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for Vsuitable
Gυιllεrmo αlεηcιαM , N2 , f2ξff
P2αlomo. (k); f2 (k)P depends
ιcιεηt rεdιctιvεupon Coηtrolstate,Algs.
setpoint,
F ιnαl etc.
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 6.2 (OMPC-b)
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The VOMPC-b
αlεηcια algorithm
P αlomo. ξff ιcιεηt P rεdιctιvε
is summarised as: Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt n P rεdιctιvε Coηtrol Algs. o F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαcP∗k αlomo.= arg ξff ιcιεηt
min c T
P
W rεdιctιvε
c + c T
Coηtrol
Z x Algs. F ιnαl V εrsιoη.

→ ck →k 1,2 −
− →k − →k 1,2 k (6.13)
Gυιllεrmo V αlεηcια P αlomo.− → ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
s.t. M x
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
2 k + N 2

→c k ≤ f 2 (k)
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ∗
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Use the first element
Gυιllεrmo V αlεηcια P αlomo. of → ξff ιcιεηt P rεdιctιvε Coηtrolwith
−c k in the control law of (6.10), K2F
Algs. . ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC-b
Gυιllεrmo is inPfact
V αlεηcια αlomo.equivalent
ξff ιcιεηt to Pmany
rεdιctιvεalgorithms
CoηtrolinAlgs.the literature, for
F ιnαl V εrsιoη.
certain choices
Gυιllεrmo V αlεηcιαof KP2αlomo.
. Hence ξff theιcιεηt
mainPaim here isCoηtrol
rεdιctιvε to ask: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. How
Gυιllεrmo much performance
V αlεηcια P αlomo. ξff doιcιεηt
we actually lose byCoηtrol
P rεdιctιvε using OMPC-b as opposed
Algs. F ιnαl V εrsιoη.
to OMPC?
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2. How V αlεηcια P αlomo.doξffwe
much feasibility ιcιεηt
gain Pbyrεdιctιvε
using OMPC-b Coηtrol instead
Algs. Fof ιnαl V εrsιoη.
OMPC?
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vargument
αlεηcια P αlomo.
given hereξff ιcιεηtthe
is that P rεdιctιvε Coηtrol Algs.
loss of performance F ιnαl
is often V εrsιoη.
far smaller
Gυιllεrmo
than might V αlεηcια P αlomo.
be expected, ξff ιcιεηtwhen
especially P rεdιctιvε
contrasted Coηtrolto theAlgs. F ιnαl Vlarge
potentially εrsιoη.
Gυιllεrmo V αlεηcια P
gains in feasibility. αlomo.
This givesξff ιcιεηt argument
a strong P rεdιctιvε forCoηtrol Algs. F ιnαl
always preferring V εrsιoη.
OMPC-b
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
and this has not been made clear in the literature. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.5 Using Laguerre functions in OMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo makesPaαlomo.
V αlεηcια proposal ξffwhich
ιcιεηt the author believe
P rεdιctιvε CoηtrolisAlgs.a significant
F ιnαl Vmove εrsιoη.
away from the community conventions. The benefits
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl of such a move areVclear
εrsιoη.
in the examples section. Specifically, what is proposed
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is an OMPC algorithm
that usesVLaguerre
Gυιllεrmo αlεηcια P functions
αlomo. in ξffplace
ιcιεηtofPthe more usual
rεdιctιvε Coηtrol single sampling
Algs. F ιnαlinstant
V εrsιoη.
perturbations
Gυιllεrmo V αlεηcια c k but whereas earlier work focussed
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlon GPC type algorithms
V εrsιoη.
and performance, this section goes a step further and considers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the impact on
feasibilityV which
Gυιllεrmo αlεηcια is Pwhere
αlomo. thereξff is mostPto
ιcιεηt be gained.
rεdιctιvε Section
Coηtrol 6.5.1
Algs. introduces
F ιnαl V εrsιoη.
the Laguerre functions; Section 6.5.2 presents details in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. how to incorporate the
LaguerreVfunctions
Gυιllεrmo αlεηcια Pinαlomo.the parametrisation of the d.o.f.
ξff ιcιεηt P rεdιctιvε Coηtrol for Algs.
OMPC. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 110
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.5.1 VLaguerre
Gυιllεrmo αlεηcια P αlomo.polynomials
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The z-transforms
Gυιllεrmo V αlεηcιαofP the
αlomo.discrete-time
ξff ιcιεηt Laguerre
P rεdιctιvε polynomials
Coηtrol Algs. are written
F ιnαl Vas: εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff p ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. (1 − a2 )
Γ1 (z) = ιcιεηt P−1rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff
Gυιllεrmo V αlεηcια P αlomo. ξff p 1 − azP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ) z −1 − aCoηtrol Algs. F ιnαl V εrsιoη.
(1 − Pa2rεdιctιvε
Γ 2 (z)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt =
1 − azP−1rεdιctιvε
1 − az −1Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff..ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. p (z −1 − a)Coηtrol
n−1
Γn (z) ξff= ιcιεηt
(1 − P a2rεdιctιvε
) −1 )n
Algs. F ιnαl V εrsιoη.
(6.14)
(1 − az
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where a V
Gυιllεrmo is αlεηcια
the polePofαlomo.
the discrete-time Laguerre Coηtrol
ξff ιcιεηt P rεdιctιvε network,Algs.and 0F≤ιnαl
a <V1εrsιoη.
for
stability Vofαlεηcια
Gυιllεrmo the polynomials.
P αlomo. ξffThe parameter
ιcιεηt P rεdιctιvε a isCoηtrol
requiredAlgs.
to beF selected by
ιnαl V εrsιoη.
the user; Vaαlεηcια
Gυιllεrmo is also called
P αlomo.the scaling
ξff ιcιεηt factor. The Laguerre
P rεdιctιvε Coηtrolpolynomials
Algs. F ιnαlare well
V εrsιoη.
known for their orthonormality. In the frequency domain,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. this orthonormality
is expressed
Gυιllεrmo in terms
V αlεηcια of the orthonormal
P αlomo. equationsCoηtrol
ξff ιcιεηt P rεdιctιvε for Γm Algs.
(m = F 1,ιnαl
2 . . .)Vas:
εrsιoη.
Z
Gυιllεrmo V αlεηcια P αlomo.
1 Π ¡ξffjwιcιεηt
¢ ¡ Pjwrεdιctιvε
¢? Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Γm ξff e ιcιεηtΓn eP rεdιctιvεdw = 1; Coηtrol
m =Algs.
n F ιnαl V εrsιoη.
(6.15)
2Π −Π
Gυιllεrmo V αlεηcια P Z αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Π ¡ jwιcιεηt
¢ ¡ Pjwrεdιctιvε
¢?
1
Gυιllεrmo V αlεηcια P αlomo. Γm ξff e Γn e dw = 0; Coηtrol
m 6=Algs.
n F ιnαl V εrsιoη.
(6.16)
Gυιllεrmo V αlεηcια2ΠP αlomo.−Π ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V? αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where (·)V denotes
Gυιllεrmo αlεηcια complex
P αlomo.conjugate
ξff ιcιεηtofP (·). In theCoηtrol
rεdιctιvε design ofAlgs.
predictive
F ιnαlcontrol,
V εrsιoη.
Laguerre functions in the time domain are used. The discrete-time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. Laguerre
functionsVare
Gυιllεrmo obtained
αlεηcια through
P αlomo. the inverse
ξff ιcιεηt z-transform
P rεdιctιvε Coηtrol of Algs.
the Laguerre
F ιnαl Vpoly-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Fpolynomials
nomials. However, taking the inverse z-transform of the Laguerre ιnαl V εrsιoη.
does not Vlead
Gυιllεrmo to a P
αlεηcια compact
αlomo. expression
ξff ιcιεηt Pof the Laguerre
rεdιctιvε Coηtrol functions
Algs. Finιnαl
theVtime-
εrsιoη.
domain. A more straightforward way to find these discrete-time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. functions is
based on a state-space realization of the polynomials. Note
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. that:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(z −1 − a)
Gυιllεrmo V αlεηcια P αlomo. ξff =Γ
Γn (z) ιcιεηt
n−1 P rεdιctιvε
(z) Coηtrol Algs. F ιnαl V εrsιoη.
(6.17)
(1 − az −1 )
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Letting lk,n P αlomo.
denote the inverseξff ιcιεηt P rεdιctιvε
z-transform of Γn (z,Coηtrol
a). ThisAlgs.
set of F ιnαl V εrsιoη.
discrete-time
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
Laguerre functions is expressed in a vector form as: P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤T
Gυιllεrmo V αlεηcια P αlomo. Lk =ξff ιcιεηt
lk,1 lk,2P rεdιctιvε
. . . lk,n Coηtrol Algs. F ιnαl V εrsιoη.
(6.18)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαofP (6.17),
Taking advantage αlomo.the ξff set
ιcιεηt P rεdιctιvε Coηtrol
of discrete-time Laguerre Algs. F ιnαlsatisfies
functions V εrsιoη.
Gυιllεrmo V αlεηcια
the following P αlomo.
difference ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
equation:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Lk+1 =PA L Lk
rεdιctιvε Coηtrol Algs. F ιnαl V (6.19)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 111
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
where matrix P αlomo.
size of AL is nξff× ιcιεηt
n and Pisrεdιctιvε
a function Coηtrol Algs. F ιnαl
of parameters a andV εrsιoη.
β=
1 − a2 , and
Gυιllεrmo V αlεηcια P αlomo.
the initial ξff ιcιεηt
condition is given P rεdιctιvε
by L0 , whichCoηtrol Algs.
yields to: F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.ξff ιcιεηt P rεdιctιvε Coηtrol  Algs. F ιnαl V εrsιoη.
a 0 0 0 · · ·
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
 ·· 
Gυιllεrmo V αlεηcια P αlomo.ξffβιcιεηt aP rεdιctιvε 0 0 ·Coηtrol  Algs. F ιnαl V εrsιoη.
 −aβ β a 0 · · · 
Gυιllεrmo V αlεηcια PLαlomo.
k+1 = ξff ιcιεηt P rεdιctιvε Coηtrol  Lk ; Algs. F ιnαl V εrsιoη.
 2 β −aβ β a · · · 
Gυιllεrmo V αlεηcια P αlomo.ξffa ιcιεηt P rεdιctιvε Coηtrol  Algs. F ιnαl V εrsιoη.
. .
Gυιllεrmo V αlεηcια P αlomo. ξff ..ιcιεηt ..P rεdιctιvε . . .
.. .. Coηtrol
.. Algs. F ιnαl V εrsιoη.
| {z
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V } εrsιoη.
(6.20)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 
 PArεdιctιvε
L
Coηtrol Algs. F ιnαl V εrsιoη.
1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt  −a P rεdιctιvε
 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. √ ξff ιcιεηt 
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2  a2  ; 1 − a2 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PLαlomo.
0 = 1− ξffaιcιεηt
 P rεdιctιvε
 −a3 
 β =Coηtrol
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 
 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
..
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt .P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The dimension
Gυιllεrmo of the
V αlεηcια state-space
P αlomo. ξff ιcιεηtpredictor (6.20)Coηtrol
P rεdιctιvε can beAlgs.takenFas ιnαllarge (or
V εrsιoη.
small) as needed to capture the desired polynomial sequences.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV6.4
Gυιllεrmo For multivariable
αlεηcια signals,
P αlomo. ξff ιcιεηt one can easily
P rεdιctιvε Coηtrol modify
Algs.theF ιnαl
aboveValge-
εrsιoη.
bra to allow
Gυιllεrmo a separate
V αlεηcια set of ξff
P αlomo. sequences
ιcιεηt Pfor each loop.
rεdιctιvε Coηtrol Hence, it isFalso
Algs. ιnαleasy to
V εrsιoη.
allow different
Gυιllεrmo a forP different
V αlεηcια αlomo. ξff loops.
ιcιεηtThis detail is Coηtrol
P rεdιctιvε omitted.Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vorthonormality
αlεηcια P αlomo. ξff ιcιεηt
expressed P rεdιctιvε
in (6.15) Coηtrol
and (6.16) alsoAlgs.
existsF ιnαl
in theV time
εrsιoη.
Gυιllεrmo V αlεηcια
domain, namely: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo.X ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff lιcιεηt k,i lk,j = 1; i = j Coηtrol Algs. F ιnαl V
P rεdιctιvε (6.21)
εrsιoη.
k=0
Gυιllεrmo V αlεηcια P αlomo. ∞ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X
Gυιllεrmo V αlεηcια P αlomo. ξff lιcιεηt P rεdιctιvε
i 6= j Coηtrol Algs. F ιnαl V εrsιoη.
k,i lk,j = 0; (6.22)
Gυιllεrmo V αlεηcια P αlomo. k=0 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This orthonormality
Gυιllεrmo V αlεηcια P will be used
αlomo. in the Pdesign
ξff ιcιεηt of discrete-time
rεdιctιvε Coηtrol Algs. model predictive
F ιnαl V εrsιoη.
control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo.
6.1, shows ξff ιcιεηt Pof
the coefficients rεdιctιvε
the firstCoηtrol Algs. Fpolynomials
five Laguerre ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
with a = 0.5 and a = 0.8. It is seen that with a = 0.5, the Laguerre Algs. F ιnαl V εrsιoη.
functions
Gυιllεrmo
decay to Vzero
αlεηcια
in lessP αlomo.
than 20 ξff ιcιεηt PInrεdιctιvε
samples. contrast,Coηtrol
with a = Algs.
0.8, F ιnαl
the V εrsιoη.
Laguerre
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
functions decay to zero at a much slower speed (more than 50 samples Algs. F ιnαl V εrsιoη.
are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
required). Also, the initial values for the Laguerre functions with the smaller Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
a value are P αlomo.
larger than ξff ιcιεηt P rεdιctιvε
the corresponding functionsCoηtrol
with a largerAlgs.a,Fparticularly
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff
with the first function in each set. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 112
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Laguerre functions (a= 0.5)
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.8 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6
0.4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Amplitude
0.2
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
−0.2
n=1 Algs. F ιnαl V εrsιoη.
−0.4
Gυιllεrmo V −0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol n=2
n=3
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol n=4 Algs. F ιnαl V εrsιoη.
n=5
Gυιllεrmo V αlεηcια
−1
0 1 2
P αlomo.
3 4 5
ξff
6
ιcιεηt
7 8
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
9 10 11 12 13 14 15 16 17 18 19 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtSample P rεdιctιvε
instant Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Laguerre functions (a= 0.8)
Gυιllεrmo V αlεηcια
0.6 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V αlεηcια
0.3 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.2 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Amplitude

0.1
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.1
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.3
Gυιllεrmo V −0.4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.5
αlεηcια
0 3
P
6
αlomo.
9 12
ξff
15
ιcιεηt
18 21
P24rεdιctιvε
27 30 33
Coηtrol
36 39
Algs.
42 45
F48ιnαl
50
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Sample instant

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 6.1: Coefficients of five Laguerre polynomials with a = 0.5 and a = 0.8.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Special Vcase
αlεηcιαwhen P αlomo.
a=0 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
When a = V αlεηcια
0, the APL αlomo.matrix ξff ιcιεηt becomes
in (6.20) P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
 
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 0 0P rεdιctιvε
0 0 · · · Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt  1 0P rεdιctιvε0 0 · · · Coηtrol  Algs. F ιnαl V εrsιoη.
 
Gυιllεrmo V αlεηcια P αlomo. ξff  0 1P rεdιctιvε
ιcιεηt 0 0 ···  
Coηtrol Algs. F ιnαl V εrsιoη.
AL =  (6.23)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt  
 0 0P rεdιctιvε1 0 · · · Coηtrol  Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt .. ..P rεdιctιvε
.. .. . . Coηtrol Algs. F ιnαl V εrsιoη.
. . . . .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
and the initial P αlomo.
condition ξff ιcιεηt
vector becomes P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤T
Gυιllεrmo V αlεηcια P αlomo. L0 ξff
= ιcιεηt
1 0 P0rεdιctιvε 0 . . . Coηtrol Algs. F ιnαl V εrsιoη.
(6.24)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Then, lk,1V =
Gυιllεrmo δk , lk,2P=αlomo.
αlεηcια δk−1 , lξff = δk−2P
k,3 ιcιεηt , .rεdιctιvε
. ., lk,n =Coηtrol
δk−n−1 , Algs.
where Fδ ιnαl
i = 1Vwhen
εrsιoη.
i = 0; and
Gυιllεrmo δ i = 0 when
V αlεηcια P αlomo.i 6= 0.
ξff It is seen
ιcιεηt that the Coηtrol
P rεdιctιvε LaguerreAlgs.functions
F ιnαlbecome
V εrsιoη.
a set of pulses
Gυιllεrmo V αlεηcια when a = 0. ξff
P αlomo. This
ιcιεηtis important
P rεdιctιvεbecause Coηtrolthe previous
Algs. F ιnαlwork in
V εrsιoη.
the design
Gυιllεrmo of predictive
V αlεηcια control
P αlomo. ξff essentially
ιcιεηt P rεdιctιvε uses thisCoηtrol
type ofAlgs.
description
F ιnαl for the
V εrsιoη.
incremental
Gυιllεrmo controlPtrajectory,
V αlεηcια αlomo. ξffthus ιcιεηt theP MPC
rεdιctιvε design using Algs.
Coηtrol Laguerre
F ιnαlfunctions
V εrsιoη.
with a =V0,αlεηcια
Gυιllεrmo becomes equivalent
P αlomo. to the Ptraditional
ξff ιcιεηt rεdιctιvε Coηtrol approach. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V Laguerre
Gυιllεrmo αlεηcια Pfunctions
αlomo. to improveP feasibility.
ξffιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 113
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.5.2 VUse
Gυιllεrmo αlεηcιαof PLaguerre
αlomo. ξffιcιεηtfunctions
P rεdιctιvε in Coηtrol
OMPC design
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A fundamental
Gυιllεrmo V αlεηcια weakness
P αlomo. of OMPC
ξffιcιεηtalgorithms
P rεdιctιvεis Coηtrol
that theAlgs. d.o.f. Fare
ιnαlparame-
V εrsιoη.
terised as individual values at specific
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvεk+i samples (c , i = 0, ..., n − 1), i.e.
Coηtrol Algs. c F ιnαl V εrsιoη. sig-
nals thatVhave
Gυιllεrmo an impact
αlεηcια P αlomo. overξffιcιεηt
just onePsample
rεdιctιvε andCoηtrol
thus have Algs.a limited
F ιnαlimpact
V εrsιoη.
on feasibility.
Gυιllεrmo V αlεηcια If the initial ξffιcιεηt
P αlomo. state is P farrεdιctιvε
away from Coηtrolthe MAS
Algs. associated to
F ιnαl V εrsιoη.
c
→k
− =
Gυιllεrmo 0, Vthen n
αlεηcια c steps
P will
αlomo. be insufficient
ξffιcιεηt P to
rεdιctιvε move into
Coηtrol the
Algs.MAS, F especially
ιnαl V εrsιoη.
where nc Visαlεηcια
Gυιllεrmo small and therefore
P αlomo. the algorithm
ξffιcιεηt P rεdιctιvεwill Coηtrol
be infeasible.
Algs.One argument
F ιnαl V εrsιoη.
(Wang, 2001;
Gυιllεrmo Wang,
V αlεηcια 2004) isξffιcιεηt
P αlomo. that thePtypical
rεdιctιvε choices
Coηtrol of d.o.f.
Algs. in MPCV were
F ιnαl εrsιoη.
chosen for
Gυιllεrmo convenience
V αlεηcια and transparency,
P αlomo. ξffιcιεηt P rεdιctιvεnot because
Coηtrol theyAlgs.
were F the best
ιnαl way
V εrsιoη.
to map the
Gυιllεrmo desired Pset.
V αlεηcια αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
However, one P αlomo.
might ξffιcιεηtthis
overcome P rεdιctιvε
limitationCoηtrol
if the Algs.
class ofF ιnαl V εrsιoη.
predictions
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
includes other trajectories that also evolve over a longer horizon, thus relaxing Algs. F ιnαl V εrsιoη.
Gυιllεrmo
the timescaleV αlεηcια P αlomo.
required to enterξffιcιεηt
a targetPMAS.rεdιctιvε Coηtrol
Laguerre Algs. F ιnαl
polynomials withVaεrsιoη.
>0
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
evolve over an infinite horizon with convergence linked to a. If the ‘best’ closed- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
loop dynamicsV αlεηcιαhavePtime
αlomo. ξffιcιεηt
constant P rεdιctιvε
a, then Coηtrol
it is intuitive thatAlgs. F ιnαl V εrsιoη.
an appropriate mix
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
of Laguerre polynomials will give a better match than a mix of simple input Algs. F ιnαl V εrsιoη.
Gυιllεrmo
values over V αlεηcια
a shortPhorizon.
αlomo. ξffιcιεηt
Also, where P rεdιctιvε
a state Coηtrol Algs. Fthe
is well outside ιnαlMAS,
V εrsιoη.
a
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
small number of simple input perturbations is not sufficient to regain feasibility Algs. F ιnαl V εrsιoη.
Gυιllεrmo
(KouvaritakisV αlεηcια P αlomo.
et al., ξffιcιεηtbasing
1998) whereas P rεdιctιvε Coηtrol Algs.
the perturbations ck Fon
ιnαl V εrsιoη.
Laguerre
Gυιllεrmo
provides Va αlεηcια P αlomo.
long horizon ξffιcιεηt
trajectory andPthus
rεdιctιvε Coηtrol feasibility.
may improve Algs. F ιnαl V εrsιoη.
However,
Gυιllεrmo
apart from V αlεηcια P αlomo.
application to GPC ξffιcιεηt
(Wang, P rεdιctιvε Coηtrol
2004; Rossiter andAlgs.
Wang, F ιnαl
2008),V εrsιoη.
this
Gυιllεrmo V αlεηcια
has not been considered. P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Laguerre
Gυιllεrmo functions
V αlεηcια in MPC
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The parameter
Gυιllεrmo V αlεηcια a defines
P αlomo.the timescale
ξffιcιεηt Pofrεdιctιvε
input predictions
Coηtrol Algs. made F upιnαl
as aVcom-
εrsιoη.
bination of Laguerre functions; the nearer a becomes
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to one, the longer the
timescaleVand
Gυιllεrmo implicitly
αlεηcια the slower
P αlomo. ξffιcιεηtthePoutput
rεdιctιvε response.
Coηtrol Where
Algs.anF initial
ιnαl Vstate
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlbe
is far from the MAS, then a Laguerre function based on a larger a may able
V εrsιoη.
to produce
Gυιllεrmo a feasibleP input
V αlεηcια αlomo. trajectory
ξffιcιεηtwhich entersCoηtrol
P rεdιctιvε the MAS, but far
Algs. moreV than
F ιnαl εrsιoη.
n steps
Gυιllεrmo
c V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlisVbuilt
later. So, conceptually, the main thrust of the proposal here εrsιoη.
input predictions which use as the d.o.f. an interpolation
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. between Laguerre
functions,V and
Gυιllεrmo αlεηcιαwhere one could
P αlomo. even consider
ξffιcιεηt P rεdιctιvε modifying
CoηtrolaAlgs. on-line to improve
F ιnαl V εrsιoη.
feasibility where required and thus deploying no extra
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. d.o.f..
Gυιllεrmo V αlεηcια
For ease P αlomo.the
of distinction, ξffιcιεηt
associated P rεdιctιvε
algorithm Coηtrol
will be Algs.
denoted F ιnαl V εrsιoη.
as LOMPC
Gυιllεrmo
(Laguerre OMPC). As the algebra is relatively routine, the presentationVisεrsιoη.
V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl de-
Gυιllεrmo
liberatelyV concise.
αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV6.5 αlεηcια
One Pcanαlomo.
easilyξffιcιεηt
use LaguerreP rεdιctιvε Coηtrol
functions Algs. FDMC/GPC
to redesign ιnαl V εrsιoη.
Gυιllεrmo
(RossiterV and αlεηcια
Wang,P αlomo.
2008) ξffιcιεηt
achievingP goodrεdιctιvε Coηtrol Algs.
performance F ιnαl V εrsιoη.
and feasibility, but
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
as this chapter is focussed on dual-mode algorithms with guaranteed stability, Algs. F ιnαl V εrsιoη.
Gυιllεrmo
those detailsV αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
are omitted.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V Laguerre
Gυιllεrmo αlεηcια Pfunctions
αlomo. to improveP feasibility.
ξffιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 114
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV6.6 αlεηcια
One P ofαlomo.
the most ξffιcιεηt
popularPparametrisations
rεdιctιvε CoηtrolofAlgs. F ιnαl
the d.o.f. is V‘move
εrsιoη.
Gυιllεrmo
blocking’,Vwhere
αlεηcια onePfixes
αlomo. the ξffιcιεηt
perturbationP rεdιctιvε
ck (offsetCoηtrol Algs.
blocking), theFfuture
ιnαl Vinput
εrsιoη.
Gυιllεrmo V αlεηcια
uk (input-move P αlomo.
blocking) ξffιcιεηt
or its P rεdιctιvε
derivatives Coηtrol
∆uk (delta Algs. to
blocking) F ιnαl V εrsιoη.
be constant
Gυιllεrmo V αlεηcια
over a number P αlomo. ξffιcιεηt
of time-steps. P rεdιctιvε Coηtrol
This parametrisation Algs.the
distributes F ιnαl
d.o.f.V over
εrsιoη.
Gυιllεrmo V αlεηcια
the prediction P αlomo.
horizon ξffιcιεηt P
and therefore rεdιctιvε
extends theCoηtrol
effect ofAlgs.
these.F ιnαlThe Vmain
εrsιoη.
Gυιllεrmo
drawbackVof αlεηcια P αlomo.is ξffιcιεηt
this approach that the Pstability
rεdιctιvε of Coηtrol Algs. Fisιnαl
the closed-loop not Vguar-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
anteed (Gondhalekar et al., 2009) unless one adopt a time-dependant blocking Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pet
strategy (Cagienard αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
al., 2007).
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV6.7 αlεηcια
It is P αlomo. ξffιcιεηt
acknowledged P rεdιctιvε
that other Coηtrol Algs.
parametrisations thatFallows
ιnαl Vfeasi-
εrsιoη.
Gυιllεrmo V αlεηcια Pexist,
bility improvements αlomo. ξffιcιεηt
such as the Ponerεdιctιvε
presentedCoηtrol Algs. Fand
by Cannon ιnαl V εrsιoη.
Kouvar-
Gυιllεrmo V αlεηcια
itakis (2005), but thisP αlomo.
approach ξffιcιεηt
relies Pinrεdιctιvε Coηtrol Algs.
heavy computation and F ιnαl Vsince
algebra εrsιoη.
Gυιllεrmo V αlεηcια
the algorithm requiresP αlomo. ξffιcιεηt
the solution P rεdιctιvε
of linear matrix Coηtrol Algs. Furthermore,
inequalities. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the algorithm P αlomo.
is expected to beξffιcιεηt P rεdιctιvε
suboptimal as it is Coηtrol
based onAlgs. F ιnαlsets
ellipsoidal V εrsιoη.
but
Gυιllεrmo V αlεηcια
the original P αlomo. and
paper (Cannon ξffιcιεηt P rεdιctιvε
Kouvaritakis, Coηtrol
2005) failsAlgs. F ιnαlthe
to present V εrsιoη.
fea-
Gυιllεrmo V αlεηcια P αlomo.
sibility/performance trade-off.ξffιcιεηt
FuturePworkrεdιctιvε Coηtrol
will aim Algs. Fthe
to compare ιnαlstrategy
V εrsιoη.
Gυιllεrmo
presentedVin αlεηcια P αlomo.
this chapter withξffιcιεηt P rεdιctιvε
others existing in theCoηtrol Algs. F ιnαl V εrsιoη.
literature.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The proposed LOMPC algorithm
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The basic V αlεηcια
concept Pofαlomo.OMPCξffιcιεηt
(Scokaert P rεdιctιvε Coηtrol1998;
and Rawlings, Algs.Rossiter
F ιnαl V etεrsιoη.
al.,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
1998) is preserved, that is the predictions take the form of (6.5) and thus Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the algorithm retains P αlomo. ξffιcιεηt
the ability to findP the
rεdιctιvε
globalCoηtrol
optimumAlgs. whenFxιnαl V εrsιoη.
k ∈ S1 and
Gυιllεrmo
moreoverVthe αlεηcια
optimal P αlomo.
dynamics ξffιcιεηt P rεdιctιvε
are embedded withinCoηtrol Algs. F ιnαl
the predictions. V εrsιoη.
However,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt
a key difference is that the perturbation terms → P rεdιctιvε Coηtrol Algs. F ιnαl
c k are defined by Laguerre V εrsιoη.
Gυιllεrmo V αlεηcια −
polynomials rather Pthanαlomo.takenξffιcιεηt P rεdιctιvε
as individual Coηtrol
degrees Algs. F ιnαl
of freedom. V εrsιoη.
For ease of
Gυιllεrmo
viewing theV αlεηcια P αlomo.
corresponding ξffιcιεηt P
predictions forrεdιctιvε Coηtrol
the decision Algs.used
variables F ιnαl V εrsιoη.
in OMPC
Gυιllεrmo
and LOMPC V αlεηcια
are put P αlomo.
side by ξffιcιεηt
side: P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
 P αlomo.
 ξffιcιεηt P rεdιctιvε  Coηtrol  Algs. F ιnαl V εrsιoη.
c
Gυιllεrmo V αlεηcιαk P αlomo. ξffιcιεηt P rεdιctιvεLCoηtrol T
.. P αlomo.
0  Algs. Fιnαl V εrsιoη.

Gυιllεrmo V αlεηcια  ξffιcιεηt P  LCoηtrol
rεdιctιvε T  Algs.
ηk F ιnαl V εrsιoη.
 .   1 
Gυιllεrmo      .. F
c k V=αlεηcια
 ck+ncP αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. ιnαl V(6.25)
εrsιoη.
T
−1  or c k = HL η k =  L2   .

− 
Gυιllεrmo V αlεηcια P 
αlomo. −

ξffιcιεηt P −
→  LCoηtrol
rεdιctιvε T  Algs. F ιnαl V εrsιoη.
 0   3  ηk+nc −1
Gυιllεrmo V αlεηcια.. P αlomo. ξffιcιεηt P rεdιctιvε ..Coηtrol Algs. F ιnαl V εrsιoη.
. .
Gυιllεrmo V αlεηcια
| {z P αlomo.
} ξffιcιεηt P rεdιctιvε | Coηtrol {z Algs. F}ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια OM PP C αlomo. ξffιcιεηt P rεdιctιvε Coηtrol LOM P Algs.
C F ιnαl V εrsιoη.
Gυιllεrmo
The reader V αlεηcια
will note P αlomo.
that one ξffιcιεηt P rεdιctιvε
key difference hereCoηtrol
is that Algs.
the HLF ιnαlmatrix V εrsιoη.
has
Gυιllεrmo V αlεηcια P αlomo.
2 ξffιcιεηt P rεdιctιvε Coηtrol
a large number of rows and, as mentioned before, sufficient rows must Algs. F ιnαl V εrsιoη.
be
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
included to capture all the dynamics within the constraint handling; in prac- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
tice, the Vresults
αlεηcια of P(Gilbert
αlomo. and ξffιcιεηt
Tan, P1991)
rεdιctιvε
can Coηtrol
be used Algs.to reduceF ιnαlthisV εrsιoη.
to a
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
finite number. η k becomes the nc decision variable where one uses the Algs. F ιnαl V εrsιoη.
first
Gυιllεrmo V αlεηcια −
→ P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nc columns of HL . The following defines the LOMPC algorithm formally.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo V αlεηcια
Technically infiniteP αlomo.
but it may ξffιcιεηt P rεdιctιvε
be convenient to go upCoηtrol Algs. only
a given horizon F ιnαl V εrsιoη.
or capture
the asymptotic behaviour with Lyapunov equations.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 115
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.3 (LOMPC)
Gυιllεrmo
The following stepsPare
V αlεηcια αlomo. ξff ιcιεηt
required, P rεdιctιvε
the first two being Coηtrol
off-lineAlgs.
and F ιnαl
the V εrsιoη.
third on-
Gυιllεrmo
line. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Determine theP αlomo.
predictedξffcostιcιεηt P rεdιctιvε
in terms Coηtrol Algs.
of perturbations F ιnαl
ck , this is V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt∞P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X
Gυιllεrmo V αlεηcια P αlomo. ξffJιcιεηt 1 =
P rεdιctιvε
cTk+i W1 ck+i Coηtrol Algs. F ιnαl V εrsιoη.
(6.26)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηti=0 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Substitute in from (6.20) and (6.25) the LOMPC predictions of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ck+i = LTi η k to give:
Gυιllεrmo V αlεηcια → P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtX P
∞ rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T
Gυιllεrmo V αlεηcια P αlomo. JLOM
ξff Pιcιεηt η Tk Li WCoηtrol
C = P rεdιctιvε 1 Li η k Algs. F ιnαl V (6.27)
εrsιoη.

→ −

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0
Gυιllεrmo V αlεηcια
Finally, P αlomo.
substitute Li =ξff
Aιcιεηt
L Li−1 P rεdιctιvε
and hence: Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt " ∞P rεdιctιvε Coηtrol Algs. # F ιnαl V εrsιoη.
X
Gυιllεrmo V αlεηcια PJαlomo. = ξffηιcιεηt P A
T rεdιctιvε
i Coηtrol Algs.
T i T
η k F ιnαl V εrsιoη.
LOM P C k L L0 W1 L0 (AL ) (6.28)
Gυιllεrmo V αlεηcια P αlomo. ξff− → ιcιεηti=0P rεdιctιvε Coηtrol Algs. →
− F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt | P rεdιctιvε {z Coηtrol Algs. } F ιnαl V εrsιoη.
SL
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
= η Tk SL η k (6.29)
Gυιllεrmo V αlεηcια P αlomo. ξff− → ιcιεηt−→ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Define the constraint inequalities associated to (6.4) in the form
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff Mx ιcιεηt
k + NHP rεdιctιvε Coηtrol Algs. F ιnαl V
L η k ≤ f(k) εrsιoη.
(6.30)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −
→ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. At Veachαlεηcια P αlomo.
sampling ξff ιcιεηt
instant, perform P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the optimisation:
Gυιllεrmo V αlεηcια P αlomo. ξff ∗ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
η = arg min JLOM P C
Gυιllεrmo V αlεηcια P αlomo. ξff →kιcιεηt Pη rεdιctιvε
− Coηtrol Algs. F ιnαl V εrsιoη.


k
(6.31)
Gυιllεrmo V αlεηcια P αlomo. s.t. ξff ιcιεηt
MxkP+rεdιctιvε
NHL η kCoηtrol
≤ f(k) Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −
→ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια the
Reconstitute P αlomo. ξff ιcιεηt
first value of thePpredicted
rεdιctιvεinput Coηtrol Algs. Fuιnαl
trajectory V εrsιoη.
k using
Gυιllεrmock = V αlεηcια
T P αlomo.
L0 η ∗k and (6.5). ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια −
→ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Theorem V αlεηcια
6.1 If theP αlomo.
values ξff
of c ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k are restricted by (6.20), then nevertheless,
Gυιllεrmo
it is always V αlεηcια
possiblePtoαlomo.chooseξffck+i|k+1
ιcιεηt P=rεdιctιvε
ck+i|k ∀i Coηtrol
> 0. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Proof: DefineV αlεηcια
the P αlomo. ξffatιcιεηt
predictions P rεdιctιvε samples
two consequent Coηtrol as Algs. F ιnαl V εrsιoη.
follows:
Gυιllεrmo
 V αlεηcια
  P αlomo.
T  ξff ιcιεηt
 P rεdιctιvε   Coηtrol Algs.
 F ιnαl V εrsιoη.
c L
Gυιllεrmo V αlεηcια PT αlomo.
k|k 0 c past
ξff ιcιεηt P rεdιctιvε CoηtrolT Algs. F ιnαl V εrsιoη.
k|k
 c
Gυιllεrmo  
V αlεηcια L A   cP 
 Coηtrol L0 Algs.  F ιnαl V εrsιoη.
 k+1|k
  PT αlomo.
0 L
 ξff ιcιεηt rεdιctιvε
 k+1|k+1   
Gυιllεrmo   LP0 αlomo.
 ck+2|kV αlεηcια A 2  ξff ιcιεηt  cP rεdιctιvε
k+2|k+1  L0 AAlgs.
 Coηtrol T
L  F ιnαl V εrsιoη.
 ..   L  ∗  ..    ∗
 = ..  η k;  = ..  η k+1 ; (6.32)
Gυιllεrmo
 . V αlεηcια
  P αlomo. . →−ξff ιcιεηt P rεdιctιvε
.  Coηtrol
 . Algs.− →F ιnαl V εrsιoη.
   T n     T n−1 
Gυιllεrmo V αlεηcια
 ck+n|k   L0 AL  P αlomo. ξff ιcιεηt
 ck+n|k+1   L0 AL  F ιnαl V εrsιoη.
P rεdιctιvε Coηtrol Algs.
Gυιllεrmo . ..
.. V αlεηcια P αlomo. ..
ξff ιcιεηt P rεdιctιvε Coηtrol.. Algs. F ιnαl V εrsιoη.
. . .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 116
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
In order V toαlεηcια P αlomo.
make ck+i|k+1 = cξff
k+i|kιcιεηt
∀i >P0, rεdιctιvε Coηtrol
it is sufficient to Algs.
make F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. LT0 A i
ξffL −η ∗k = L
ιcιεηt P
T i−1
AL η ∗k+1
0rεdιctιvε ; (6.33)
→ → Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This is easily
Gυιllεrmo done Pbyαlomo.
V αlεηcια choosing η∗ =
ξff ιcιεηt AL η ∗k . Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε u
t
→k+1
− →

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Theorem V αlεηcια
6.2 LOMPC P αlomo. has ξff ιcιεηt P rεdιctιvε
a guarantee of stabilityCoηtrol Algs. F ιnαl
and recursive V εrsιoη.
feasibility,
Gυιllεrmo V αlεηcια
in the nominal case.P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Proof: From
Gυιllεrmo Theorem
V αlεηcια P αlomo.6.1, it
ξffisιcιεηt
known that at time
P rεdιctιvε k + 1,
Coηtrol a shifted
Algs. F ∗ιnαlversion
V εrsιoη.
∗ ∗
of the optimal offset sequence
Gυιllεrmo V αlεηcια P αlomo. ξff→ c can be found
−ιcιεηt P rεdιctιvε Coηtrol
k if η k+1 = A L η k . So, sub-
Algs. −F ιnαl V εrsιoη.
∗ ∗ ∗

→ →
Gυιllεrmo k and η
stituting Vηαlεηcια P αlomo.
k+1 = AξffL ηιcιεηt
k for P time-steps
rεdιctιvε kCoηtrol
and k + 1 respectively,
Algs. in
F ιnαl V εrsιoη.

→ −
→ →

Gυιllεrmo V αlεηcια(6.29);
the cost function P αlomo. ξff ιcιεηt
at time k + 1 Pthe rεdιctιvε Coηtrol
cost function Algs.
will F ιnαl
be less thanV that
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ∗
ιcιεηt P rεdιctιvε ∗ Coηtrol Algs. F ιnαl V εrsιoη.
at time k for all x0 6= 0, i.e. JLOM P C, k+1 − JLOM P C, k ≤ − η k SL η k ≤ 0.
Gυιllεrmo ∗ V αlεηcια P αlomo. ξff ιcιεηt P∗rεdιctιvε Coηtrol
Since JLOM ∗ Algs.−
→F ιnαl −
→ V εrsιoη.
P C is bounded below and JLOM P C, k+1 ≤ JLOM P C, k ∀k ∈ N1 this
Gυιllεrmo V αlεηcια
implies that ∗
JLOM P αlomo. ∗ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P C, k+1 − JLOM P C, k → 0 as k → ∞ and therefore JLOM P C is
Gυιllεrmo
Lyapunov. V αlεηcια
Finally,Pnoteαlomo.thatξffforιcιεηt P rεdιctιvε
all states inside theCoηtrol
MAS,Algs. F ιnαl V εrsιoη.
the unconstrained
Gυιllεrmo V αlεηcια
optimal control lawP uαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.∗ F ιnαl V εrsιoη.
k = Kxk will be feasible, i.e. ck = L0 η k = 0. Hence,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. −
→ F ιnαl V εrsιoη.
Lyapunov stability of the origin follows from the fact that the MAS contains
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the origin in its interior. Recursive feasibility uses the same argument. u
t
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6 Numerical
Gυιllεrmo V αlεηcια P αlomo.examples ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo will illustrate
V αlεηcια P αlomo.theξffefficacy
ιcιεηt Pofrεdιctιvε
the proposed CoηtrolOMPC-bAlgs. and
F ιnαlLOMPC
V εrsιoη.
algorithms
Gυιllεrmo by way P
V αlεηcια ofαlomo.
numerical examples.
ξff ιcιεηt But first
P rεdιctιvε some explanation
Coηtrol Algs. F ιnαlisVgiven
εrsιoη.
of how the results will be presented so that one can equally
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. represent systems
with small
Gυιllεrmo and large
V αlεηcια state dimensions.
P αlomo. ξff ιcιεηt PThe aim isCoηtrol
rεdιctιvε to compare Algs.two aspects:
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo closed-loop performance
P αlomo. ξff ιcιεηt forParεdιctιvε
range ofCoηtrol
initial conditions
Algs. F ιnαl or, Vwhen
εrsιoη.
feasible,
Gυιllεrmo how P
V αlεηcια does
αlomo.the performance of a given
ξff ιcιεηt P rεdιctιvε algorithm
Coηtrol Algs.compare
F ιnαl to the
V εrsιoη.
global
Gυιllεrmo optimum.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV volume
Gυιllεrmo αlεηcιαorP extent
αlomo.ofξff the feasible
ιcιεηt region for
P rεdιctιvε a rangeAlgs.
Coηtrol of state directions.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vglobal
Gυιllεrmo αlεηcια optimum
P αlomo. JOPξff
T (OMPC with highCoηtrol
ιcιεηt P rεdιctιvε nc ) is used as F
Algs. a ιnαl
measure of
V εrsιoη.
how far the
Gυιllεrmo algorithms
V αlεηcια are from
P αlomo. optimal.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
6.6.1 VExplanations
αlεηcια P αlomo. of ξff ιcιεηt P rεdιctιvε or
illustrations Coηtrol Algs. F ιnαl V εrsιoη.
comparisons
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
AlthoughV there
αlεηcια P αlomo.
exist some typesξff ιcιεηt P rεdιctιvε
of plots that work Coηtrol Algs. Ffor
well enough ιnαlsystems
V εrsιoη.
Gυιllεrmo V αlεηcια
with two-states thereP αlomo. ξff ιcιεηt
is no simple way Pofrεdιctιvε
extendingCoηtrolthis to Algs. F ιnαl V εrsιoη.
large systems. Yet,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 117
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
of particular P αlomo.
interest ξff ιcιεηt
to a potential userP rεdιctιvε
is a clear Coηtrol
comparison Algs. of Fhow
ιnαlOMPC,
V εrsιoη.
Gυιllεrmo
OMPC-bVand αlεηcια
LOMPC P αlomo.
compareξff ιcιεηt
over theP rεdιctιvε
entire MCASCoηtrol
for Algs.
higherFdimensional
ιnαl V εrsιoη.
Gυιllεrmo
systems. VThis
αlεηcια P αlomo.
section proposes ξff ιcιεηt
a novelP yet
rεdιctιvε Coηtrol
very simple way Algs. F ιnαl V εrsιoη.
of displaying the
Gυιllεrmo V αlεηcια and
relevant feasibility P αlomo. ξff ιcιεηt
performance P rεdιctιvεthat
information Coηtrol
does Algs.
extendFto ιnαl V εrsιoη.
arbitrary
Gυιllεrmo
dimensions,V αlεηcια
does notP αlomo.
requireξffexhaustive
ιcιεηt P rεdιctιvε Coηtrol
computation over Algs.
the Fentire
ιnαl Vphase
εrsιoη.
Gυιllεrmo
space and V αlεηcια
yet givesP αlomo. ξff ιcιεηt P
a very insightful rεdιctιvε Coηtrol
summary. First, theAlgs.basicF principle
ιnαl V εrsιoη.
is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
illustrated using an arbitrary two-state example and then this is applied to Algs. F ιnαl V εrsιoη.
Gυιllεrmo
two, three V αlεηcια
and fourPstate
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
examples.
Gυιllεrmo
The Vprocedure
αlεηcια Pisαlomo. ξff ιcιεηt
summarised P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
as follows:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Take the MCAS for the OMPC-opt (global optimum) and OMPC and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
choose an arbitrary search direction, for instance in Figure 6.2, direc-
Gυιllεrmo V αlεηcια P £ αlomo. ¤T ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tion 1 is x = 1 0 .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Scale P αlomo.
this direction ξff it
until ιcιεηt P rεdιctιvε
intersects with theCoηtrol
boundaryAlgs. ofF ιnαl V εrsιoη.
the MCAS
Gυιllεrmofor VOMPC-opt;
αlεηcια P αlomo.
hence ξff ιcιεηt
define theP rεdιctιvε
boundary Coηtrol
point asAlgs.p = Fµx. ιnαlThis
V εrsιoη.
is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε £ Coηtrol ¤ T Algs. F ιnαl V εrsιoη.
illustrated in Figure 6.2 which shows p ≈ 44 0 for direction 1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. Compute
Gυιllεrmo V αlεηcιαJOPPTαlomo.
(λp), Jξff P C (λp),
OMιcιεηt ∀λ, 0 <Coηtrol
P rεdιctιvε λ ≤ 1 Algs.whichFcaptures all
ιnαl V εrsιoη.
Gυιllεrmofeasible statesP αlomo.
V αlεηcια for OMPC-opt
ξff ιcιεηtand OMPC Coηtrol
P rεdιctιvε along theAlgs. chosen direction.
F ιnαl V εrsιoη.
GυιllεrmoIf OMPC
V αlεηcιαis infeasible
P αlomo. ξff for ιcιεηt
some P λ,rεdιctιvε
set JOM PCoηtrol
C = 0. Algs.Plot JFOM P C /J
ιnαl V εrsιoη.
OP T
Gυιllεrmoagainst λ. Figure
V αlεηcια P αlomo. 6.3 ξff
clearly
ιcιεηtshows for what
P rεdιctιvε ranges
Coηtrol Algs.of Fλ ιnαl
and Vhence
εrsιoη.
Gυιllεrmoinitial states x
V αlεηcια in the given
P αlomo. direction,
ξff ιcιεηt either Coηtrol
P rεdιctιvε OMPC-opt Algs.or FOMPC
ιnαl Vgives
εrsιoη.
Gυιllεrmobetter performance
V αlεηcια P αlomo. andξfffeasibility. In this case
ιcιεηt P rεdιctιvε thereAlgs.
Coηtrol is no Fdifference in
ιnαl V εrsιoη.
Gυιllεrmoperformance
V αlεηcια (J P αlomo.
OM P C /J ξff
OP T =
ιcιεηt1) when
P both
rεdιctιvε are feasible
Coηtrol Algs.but F OMPC-opt
ιnαl V εrsιoη.
GυιllεrmohasVfar betterPfeasibility
αlεηcια αlomo. ξffasιcιεηtexpected.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 6.3 givesP αlomo. ξff ιcιεηt
an illustration forParεdιctιvε CoηtrolinAlgs.
single direction F ιnαl V εrsιoη.
the state-space. In
Gυιllεrmo
reality, a Vcomparison
αlεηcια P αlomo.
is neededξfffor ιcιεηt P rεdιctιvε
all possible Coηtrol
directions, forAlgs.
example F ιnαl V εrsιoη.
Figure 6.2
Gυιllεrmo V αlεηcια
demonstrates P αlomo. ξff
an alternative, ιcιεηt P2.rεdιctιvε
direction Ideally, Coηtrol
one should Algs. F ιnαl figures
compute V εrsιoη.
Gυιllεrmo
analogousV αlεηcια
to FigureP 6.3
αlomo. ξff ιcιεηt
for many P rεdιctιvε
different Coηtrol
directions whichAlgs.span Ftheιnαl V εrsιoη.
space.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.2 VExample
Gυιllεrmo αlεηcια P αlomo.1 – xξff∈ιcιεηtR2 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The model,
Gυιllεrmo constraints
V αlεηcια and feedbacks
P αlomo. ξff ιcιεηt P are:
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
·
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε ¸ · Coηtrol Algs. ¸F ιnαl V εrsιoη.
0.90133 −0.1426 0.2752 0.6243
Gυιllεrmo Vxαlεηcια
k+1 = xk +
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Fuιnαl k V εrsιoη.
· 0.04752 0.9964¸ 0.1121 0.9471
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4543 0.5623
yk = P αlomo. ξff ιcιεηt xPkrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.0776 0.4545
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
· ¸ · ¸ · ¸
Gυιllεrmo V 5αlεηcια P αlomo. ξff ιcιεηt1P rεdιctιvε Coηtrol Algs. F 20ιnαl V εrsιoη.
umax = V αlεηcια
Gυιllεrmo = −uPmin ; ∆uξff
αlomo. =
maxιcιεηt = −∆u Coηtrol ; ymaxAlgs. = F ιnαl=V−y
5 1P rεdιctιvε min 20 εrsιoη.
min

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctionsαlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 118
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
30 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Direction 2
Gυιllεrmo V αlεηcια
25 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol OMPC-opt Algs. F ιnαl V εrsιoη.
20 infeasible point
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
15 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
10 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. Direction F ιnαl
1 V εrsιoη.
x2

0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
-5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC
infeasible point
Gυιllεrmo V αlεηcια
-10 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
-15 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
-20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC-opt
Gυιllεrmo V αlεηcια
-25 P αlomo.
OMPC
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
-30 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
-70 -60 -50 -40 -30 -20 -10 0 10 20 30 40 50 60 70
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε x1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure
V αlεηcια 6.2: PSearchαlomo. ξff ιcιεηtMCAS
directions, P rεdιctιvε
and p Coηtrol Algs.
for two-state F ιnαl V εrsιoη.
example.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JOMPC/JOPT

Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 0.1
P αlomo.
0.2
ξff ιcιεηt
0.3 0.4
P 0.5
rεdιctιvε
0.6
Coηtrol
0.7 0.8
Algs.0.9 F ιnαl 1
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε λ
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 6.3: PerformanceP αlomo. and ξff ιcιεηt Pcomparisons
feasibility rεdιctιvε Coηtrol Algs.search
over a single F ιnαl V εrsιoη.
direction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
for two-state system. A zero implies infeasible. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 119
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.2
Gυιllεrmo V αlεηcια
1
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

JOMPC/JOPT
Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε λ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.6 Feasibility gain
JOMPC−b/JOPT

Gυιllεrmo V 1.4
αlεηcια
1.2
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
0.8
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Performance loss
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
Gυιllεrmo V αlεηcια
0 0.1 P αlomo.
0.2 ξff ιcιεηt
0.3 0.4 P 0.5
rεdιctιvε
λ
0.6 Coηtrol
0.7 0.8Algs. 0.9 F ιnαl
1 V εrsιoη.
Gυιllεrmo V 1.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JLOMPC/JOPT

Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt Ploss,
No performance rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
big feasibility gain
0.6
Gυιllεrmo V 0.4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 0.1
P αlomo.
0.2
ξff ιcιεηt
0.3 0.4
P 0.5
rεdιctιvε 0.6
Coηtrol
0.7 0.8
Algs.0.9 F ιnαl1
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
λ

Gυιllεrmo V αlεηcια
Figure 6.4: Ratio of P αlomo.
algorithm ξff cost
ιcιεηtwith P rεdιctιvε
global optimum Coηtrolfor Algs. F ιnαl
several V εrsιoη.
directions
Gυιllεrmo V αlεηcια x ∈ R2P αlomo.
. A ξff ιcιεηt
zero implies P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
infeasible.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια·P αlomo. ξff ιcιεηt ¸ P rεdιctιvε · Coηtrol Algs. ¸F ιnαl V εrsιoη.
0.0948 0.0361 0.0247 0.0261
Gυιllεrmo V αlεηcια
K1 = P αlomo. ξff ιcιεηt ;P rεdιctιvε K2 = Coηtrol Algs. F ιnαl V εrsιoη.
0.2198 0.4286 0.0909 0.1573
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vtuning
Gυιllεrmo αlεηcια weights
P αlomo. are: ξff
Q1ιcιεηt
= R1 P=rεdιctιvε
I; Q2 =Coηtrol I, R2 = 10R1F. ιnαl V εrsιoη.
Algs.
Gυιllεrmo
The Vplots
αlεηcια P αlomo. ξffcost
of normalised ιcιεηt P rεdιctιvε
against λ for aCoηtrol numberAlgs. F ιnαl Vstate
of different εrsιoη.
Gυιllεrmo
directionsV αlεηcια
are plotted P αlomo.
in Figureξff ιcιεηt
6.4 for P rεdιctιvε
OMPC, Coηtrol OMPC-bAlgs. and F ιnαl V εrsιoη.
LOMPC, all
Gυιllεrmo
with nc = V αlεηcια
2, a = P0.5. αlomo. The ξff ιcιεηtoptimum
global P rεdιctιvε Coηtrol Algs.
is computed with FOMPCιnαl V with
εrsιoη.
Gυιllεrmo
nc = 20. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
OMPC: V αlεηcια
For states P αlomo.
well withinξff ιcιεηt
the MCAS,P rεdιctιvε OMPC Coηtrolgives Algs.
slightly F ιnαl
betterV εrsιoη.
per-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
formance (plots near to one), but feasibility is severely restricted as the Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
plots drop to Pzero αlomo. ξff ιcιεηt
for small λ. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC-b:
Gυιllεrmo V αlεηcιαAs the initial state
P αlomo. getsPcloser
ξff ιcιεηt rεdιctιvε to the Coηtrolboundary
Algs. ofF ιnαl
the MCAS
V εrsιoη.
for VOMPC,
Gυιllεrmo αlεηcιαOMPC-b P αlomo.has ξff better
ιcιεηt P performance;
rεdιctιvε Coηtrol moreover Algs.it has far better
F ιnαl V εrsιoη.
feasibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LOMPC:
Gυιllεrmo For thePchosen
V αlεηcια αlomo.directions,
ξff ιcιεηt this algorithm
P rεdιctιvε gives practically
Coηtrol Algs. F ιnαl theVsame
εrsιoη.
performance as the global optimum and better
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. performance and feasibi-
lityVthan
Gυιllεrmo αlεηcια OMPC and OMPC-b.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 120
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.2
Gυιllεrmo V αlεηcια
1
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

JOMPC/JOPT
Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε λ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.6
Gυιllεrmo V 1.4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JOMPC−b/JOPT

1.2
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
Gυιllεrmo V αlεηcια
0 0.1 P αlomo.
0.2 ξff ιcιεηt
0.3 0.4 P 0.5
rεdιctιvε
λ
0.6 Coηtrol
0.7 0.8Algs. 0.9 F ιnαl
1 V εrsιoη.
Gυιllεrmo V 1.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JLOMPC/JOPT

Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 0.1
P αlomo.
0.2
ξff ιcιεηt
0.3 0.4
P 0.5
rεdιctιvε
0.6
Coηtrol
0.7 0.8
Algs.0.9 F ιnαl1
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
λ

Gυιllεrmo V αlεηcια
Figure 6.5: Ratio of P αlomo.
algorithmξff cost
ιcιεηtwithP rεdιctιvε Coηtrolfor
global optimum Algs. F ιnαl
several V εrsιoη.
directions
Gυιllεrmo V αlεηcια x ∈ R3P αlomo.
. A ξff ιcιεηt
zero implies P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
infeasible.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
6.6.3 Example 2 – x ∈ R3 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthe
For this example P αlomo.
model isξffgiven
ιcιεηtas:P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 1.4000 ξff −0.1050 −0.1080 Coηtrol Algs.
ιcιεηt P rεdιctιvε 0.2 F ιnαl V εrsιoη.
x =  2 0 0  x +  0 F ukιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
k+1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol k Algs.
Gυιllεrmo V αlεηcια P 0 ξff ιcιεηt
£ αlomo. 1 ¤ P rεdιctιvε 0 Coηtrol Algs. 0 F ιnαl V εrsιoη.
y = 5.0 7.5 0.5 x
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k k

Gυιllεrmo V αlεηcια
The constraints forPtheαlomo.
systemξffare:
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
umax = 0.04 = −umin ; ∆umax = 0.02 = −∆umin ; ymax = 1.2 = −ymax
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The tuning
Gυιllεrmo parameters
V αlεηcια are Qξff
P αlomo. 1 = R1 =
ιcιεηt I, Q2 = I,Coηtrol
P rεdιctιvε R2 = 10I, Algs.nc F=ιnαl
2, a V=εrsιoη.
0.5
and there are 16 directions for the initial states, evenly
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. spread. Figure 6.5
shows theV feasibility/performance
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt results.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC:
Gυιllεrmo OMPC is
V αlεηcια equal toξff
P αlomo. the global
ιcιεηt optimum Coηtrol
P rεdιctιvε while itsAlgs.
feasible, butVfeasi-
F ιnαl εrsιoη.
bility is severely limited.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
OMPC-b: V αlεηcια P αlomo. ξff
Has noticeably ιcιεηtfeasibility
better P rεdιctιvεthan Coηtrol
OMPC, Algs.butF ιnαl
with Vlower
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
performance near the origin. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
LOMPC:
Gυιllεrmo Has noticeably
V αlεηcια P αlomo.better feasibility
ξff ιcιεηt than OMPC/OMPC-b
P rεdιctιvε Coηtrol Algs. F ιnαl and Vnegli-
εrsιoη.
gible loss of performance compared to the global optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. over the whole
MCAS.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 121
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

JOMPC/JOPT
Gυιllεrmo V 0.8
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.6
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 0.1
P αlomo.
0.2
ξff ιcιεηt
0.3 0.4
P 0.5
rεdιctιvε
0.6
Coηtrol
0.7 0.8
Algs.0.9 F ιnαl
1
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
λ

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JOMPC−b/JOPT

1.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.5
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
0 0.1 0.2
ξff ιcιεηt
0.3 0.4
P 0.5
rεdιctιvε
λ
0.6
Coηtrol
0.7 0.8
Algs.0.9 F ιnαl
1
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
JLOMPC/JOPT

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
0.6
Gυιllεrmo V 0.4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.2
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 0.1 P αlomo.
0.2 ξff ιcιεηt
0.3 0.4 P 0.5
rεdιctιvε
0.6 Coηtrol
0.7 0.8Algs.
0.9 F ιnαl
1 V εrsιoη.
λ
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 6.6: Ratio ofP αlomo.
algorithmξff cost
ιcιεηtwith
P rεdιctιvε Coηtrolfor
global optimum Algs. F ιnαl
several V εrsιoη.
directions
Gυιllεrmo V αlεηcιαx∈R P 4 αlomo.
. A ξff ιcιεηt
zero implies P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
infeasible.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 4 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.4 Example 3 – x ∈ R
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For this example the model has four states:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
   
Gυιllεrmo V αlεηcια0.9146P αlomo. 0 ξff ιcιεηt P0.1
0.0405 rεdιctιvε Coηtrol 0.0544Algs. F ιnαl V εrsιoη.
−0.0757
Gυιllεrmo V αlεηcια
 0.1665P αlomo.0.1353 ξff ιcιεηt P
0.0058 rεdιctιvε
−0.2  Coηtrol
 Algs. F ιnαl V εrsιoη.
x =   xk +  0.0053 0.1477  uk
Gυιllεrmo V αlεηcια
k+1  0 P αlomo. 0 ξff ιcιεηt P0.5
0.1353 rεdιctιvε
 Coηtrol
 0.8647 Algs. F0ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
0 ξff ιcιεηt P0.8
rεdιctιvε Coηtrol 0.5Algs. 0.2 F ιnαl V εrsιoη.
· −0.2 0 ¸
Gυιllεrmo V αlεηcια P αlomo.
1.7993 13.2160 0 0.1ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
y =
Gυιllεrmo V αlεηcια x
k
0.8233P αlomo. 0 ξff0ιcιεηt
−0.3P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The constraints
Gυιllεrmo V αlεηcια are:P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P·αlomo. ¸ ξff ιcιεηt P rεdιctιvε · Coηtrol
¸ Algs. F ιnαl V εrsιoη.
1 0.5
Gυιllεrmo V αlεηcια
umax = P αlomo. ξff ιcιεηt P
= −umin ; ∆umin =rεdιctιvε Coηtrol= −∆uAlgs.
minF ; ιnαl V εrsιoη.
2 0.5
Gυιllεrmo V αlεηcια P αlomo. · ξff ιcιεηt
¸ P rεdιctιvε
· Coηtrol
¸ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff7ιcιεηt P rεdιctιvε −3 Coηtrol Algs. F ιnαl V εrsιoη.
ymax = ; ymin = .
Gυιllεrmo V αlεηcια P αlomo. ξff1ιcιεηt P rεdιctιvε −1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vtuning
Gυιllεrmo αlεηcια parameters
P αlomo. ξffareιcιεηt
Q1 =PR 1 = I, Q
rεdιctιvε 2 = I, R
Coηtrol 2 = F
Algs. 10I,
ιnαlncV = 3,
εrsιoη.
a = 0.5. V
Gυιllεrmo There
αlεηcια are 32 directions
P αlomo. for thePinitial
ξff ιcιεηt rεdιctιvεstates, evenlyAlgs.
Coηtrol spread. Figure
F ιnαl 6.6
V εrsιoη.
give the V
Gυιllεrmo same
αlεηcιαcomparisons
P αlomo.asξffexplained in earlier Coηtrol
ιcιεηt P rεdιctιvε figures. Algs.
SimilarF conclusions
ιnαl V εrsιoη.
can be derived
Gυιllεrmo V αlεηcια as for the previous
P αlomo. twoPexamples.
ξff ιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 6.V αlεηcια
Gυιllεrmo Laguerre Pfunctions
αlomo. to ξffimprove
ιcιεηt Pfeasibility.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 122
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.6.5 VSummary
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In principle,
Gυιllεrmo the same
V αlεηcια algorithm
P αlomo. as proposed
ξff ιcιεηt in (Tan
P rεdιctιvε and Gilbert,
Coηtrol Algs. F1992)
ιnαl Vcould
εrsιoη.
be deployed: if the state is close to the origin, use OMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and if not, use
OMPC-b.V αlεηcια
Gυιllεrmo However, given the
P αlomo. complexity
ξff ιcιεηt of J(x)
P rεdιctιvε one would
Coηtrol Algs.beF ιnαl
unlikely to
V εrsιoη.
determine
Gυιllεrmo this explicitly
V αlεηcια P αlomo.as inξff
parametric solutionsCoηtrol
ιcιεηt P rεdιctιvε and thus the potential
Algs. and
F ιnαl V εrsιoη.
detailed V
Gυιllεrmo implementation
αlεηcια P αlomo. of such an algorithm
ξff ιcιεηt P rεdιctιvεis left for future
Coηtrol Algs.consideration.
F ιnαl V εrsιoη.
On the other
Gυιllεrmo hand,P using
V αlεηcια αlomo. LOMPC
ξff ιcιεηttheP rεdιctιvε
MCAS is Coηtrol
expanded withFvirtually
Algs. no
ιnαl V εrsιoη.
losses in Vperformance.
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6.7 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The chapter P αlomo.
has argued ξffpotential
for the ιcιεηt P rεdιctιvε
benefits of Coηtrol Algs. modifications
some simple F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
to standard MPC algorithms. The numerical examples presented Coηtrol Algs. F ιnαl
showV that
εrsιoη.
Gυιllεrmo
embedding V αlεηcια
a mismatchP αlomo. ξff ιcιεηt
between the P rεdιctιvε
terminal Coηtrol
control lawAlgs.
and Fperformance
ιnαl V εrsιoη.
Gυιllεrmo
index canV allow
αlεηcια highP αlomo. ξff ιcιεηt
performance and Plarge
rεdιctιvε Coηtrol
feasibility Algs.
gains. TheseF ιnαl V εrsιoη.
numerical
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
examples also show that a simple re-parameterisation of the degrees of freedom F ιnαl V εrsιoη.
Gυιllεrmo
within theV αlεηcια P αlomo. can
input predictions ξff ιcιεηt P rεdιctιvε
have similar if notCoηtrol Algs. F ιnαl
greater benefits. V εrsιoη.
Hence one
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
could argue that both proposed algorithms, OMPC-b and LOMPC have many Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
benefits over a moreP conventional
αlomo. ξff ιcιεηt P rεdιctιvε
approach Coηtrol
while the loss ofAlgs. F ιnαl V near
performance εrsιoη.
Gυιllεrmo V αlεηcια
the setpoint is oftenP αlomo.
minimal.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vauthor
Gυιllεrmo αlεηcια believes
P αlomo.the ξff
field of how
ιcιεηt to parameterise
P rεdιctιvε Coηtrolthe flexibility
Algs. F ιnαl within
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl to
the predictions of MPC is understudied, with many authors defaulting the
V εrsιoη.
conventional
Gυιllεrmo choiceP of
V αlεηcια (6.5) ξff
αlomo. with explicit
ιcιεηt perturbations
P rεdιctιvε Coηtrol cAlgs.
k at given
F ιnαlsample
V εrsιoη.
instants. For his part, the author intends to develop this area
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and look at how
the concepts can be taken further. The next chapter will seek
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to implement
the LOMPC
Gυιllεrmo algorithm
V αlεηcια in a PLC
P αlomo. usingPmulti-parametric
ξff ιcιεηt rεdιctιvε Coηtrolsolutions,
Algs. F ιnαlpresenting
V εrsιoη.
other advantages of using Laguerre functions in predictive control.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Multi-parametric solution
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to Laguerre OMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
presents original ξff contribution
ιcιεηt P rεdιctιvε Coηtrol
to the thesis.Algs. F ιnαl V εrsιoη.
Multi-parametric
Gυιllεrmo
Quadratic V αlεηcια P αlomo.
Programming ξff ιcιεηt
(mp-QP) is Panrεdιctιvε Coηtrol
alternative meansAlgs. F ιnαl V εrsιoη.
of implementing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
conventional predictive control algorithms whereby much of the computational F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
load is transferred toαlomo.
off-lineξff ιcιεηt P rεdιctιvε
calculations. However,Coηtrol
codingAlgs.
and Fimplementa-
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tion of this solution may be more burdensome than simply solving the Algs. F ιnαloriginal
V εrsιoη.
Gυιllεrmo
QP. ThisV chapter
αlεηcια shows
P αlomo. howξffLaguerre
ιcιεηt P functions
rεdιctιvε Coηtrol Algs.inFconjunction
can be used ιnαl V εrsιoη.
Gυιllεrmo
with mp-QPV αlεηcια P αlomo.
to achieve ξff decrease
a large ιcιεηt P rεdιctιvε
in both theCoηtrol Algs.
on-line F ιnαl V εrsιoη.
computation and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
data storage requirements while increasing the feasible region of the optimisa- F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
tion problem. P αlomo.
Extensive ξff ιcιεηtresults
simulation P rεdιctιvε Coηtrol
are given Algs.this
to back F ιnαl V εrsιoη.
claim. An
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
experimental example using a PLC is also presented. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ThisVchapter
Gυιllεrmo αlεηcια isP αlomo.
organised ξffas follows:
ιcιεηt SectionCoηtrol
P rεdιctιvε 7.1 presents
Algs. the introduc-
F ιnαl V εrsιoη.
tion and motivation of the chapter; Section 7.2 and 7.3 gives background
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to
polytopesV and
Gυιllεrmo multi-paramtric
αlεηcια P αlomo. ξff Quadratic Programming
ιcιεηt P rεdιctιvε Coηtrolrespectively;
Algs. F ιnαlthe op-
V εrsιoη.
timal predictive control algorithm using Laguerre and mp-QP is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. introduced
in Section
Gυιllεrmo 7.4; Section
V αlεηcια 7.5 presents
P αlomo. thePnumerical
ξff ιcιεηt rεdιctιvε illustrations
Coηtrol Algs. and Section
F ιnαl 7.6
V εrsιoη.
presents Vanαlεηcια
Gυιllεrmo experimental
P αlomo. implementation using aCoηtrol
ξff ιcιεηt P rεdιctιvε PLC. Finally,
Algs. F conclusions
ιnαl V εrsιoη.
are presented in Section 7.7.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Due to theV αlεηcια P αlomo. expensive
computationally ξff ιcιεηt Pon-line
rεdιctιvε Coηtrol Algs.
optimisation whichF isιnαl V εrsιoη.
required,
Gυιllεrmo
there hasV been
αlεηcια P αlomo.
some limitationξff ιcιεηt P rεdιctιvε
to which processesCoηtrol Algs.control
predictive F ιnαl(MPC)
V εrsιoη.
Gυιllεrmo
could beVused
αlεηcια
on. PThere
αlomo. hasξffrecently
ιcιεηt Pbeen
rεdιctιvε Coηtrol
derived Algs.
explicit F ιnαl to
solutions V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
constrained MPC problem, which could increase the area of use for this kind F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
of controllers. P αlomo.
Explicit ξff ιcιεηt
solutions to MPC P rεdιctιvε
problemsCoηtrol
are not Algs.
mainlyF intended
ιnαl V εrsιoη.
to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
replace traditional implicit MPC, but rather to extend its area of use. MPC F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
functionality P αlomo.
can, with ξff applied
this, be ιcιεηt Pto rεdιctιvε Coηtrol
applications withAlgs. F ιnαlrates
sampling V εrsιoη.
in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

123
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 124
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
the µ-secVrange,
αlεηcια P αlomo.
using low costξffembedded
ιcιεηt P rεdιctιvε
hardware. Coηtrol
SoftwareAlgs. F ιnαl V εrsιoη.
complexity and
Gυιllεrmo
reliabilityV is
αlεηcια P αlomo.allowing
also improved, ξff ιcιεηtthe P rεdιctιvε
approach Coηtrol
to be used Algs. F ιnαl V εrsιoη.
on safety-critical
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
applications.
Gυιllεrmo
The Vbasic
αlεηcια ideaP of
αlomo. ξff ιcιεηt
the explicit P rεdιctιvε
solutions is toCoηtrol Algs. F all
solve, off-line, ιnαlpossible
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
QP problems that can arise on-line. Within certain regions, the optimumCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
predictedVinput
αlεηcια P αlomo.
trajectory hasξffanιcιεηt
affinePdependence
rεdιctιvε Coηtrolon the Algs.
state; F ιnαl Vfinds
mp-QP εrsιoη.
Gυιllεrmo
all possible active sets and the associated regions and control trajectories. εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V The
Gυιllεrmo
QP is then V αlεηcια
replacedPby αlomo. ξff ιcιεηt Ptests;
set membership rεdιctιvε
if theCoηtrol
state is Algs.
inside Fregion
ιnαl Vr,εrsιoη.
use
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the associated control trajectory. However, although mp-QP is transparent, it Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
may not reduce P αlomo.
either coding ξff ιcιεηt P rεdιctιvε
complexity Coηtrol effort
or computational Algs.asF theιnαlnumber
V εrsιoη.
Gυιllεrmo
of computed V αlεηcια
regions,P αlomo. ξff ιcιεηt
and hence, data Pstorage
rεdιctιvε may Coηtrol Algs. F ιnαl V
grow exponentially inεrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
prediction horizon (Bemporad et al., 2002b). Thus mp-QP could be unsuitable Algs. F ιnαl V εrsιoη.
Gυιllεrmo
for large Vdimensional
αlεηcια P αlomo.problems. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vaim
Gυιllεrmo of this
αlεηcια chapterξffisιcιεηt
P αlomo. to reduce the number
P rεdιctιvε Coηtrol of Algs.
regions and V
F ιnαl there-
εrsιoη.
fore the implementation time (as this correlates to the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.number of on-line set-
membership
Gυιllεrmo tests).PLittle
V αlεηcια αlomo. hasξffyet to appear
ιcιεηt in theCoηtrol
P rεdιctιvε literatureAlgs. which
F ιnαlgives sig-
V εrsιoη.
nificant reductions in complexity. In (Borrelli et al., 2001)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the authors reduce
data storage
Gυιllεrmo requirements
V αlεηcια P αlomo.byξffusingιcιεηtanP evaluation of a value
rεdιctιvε Coηtrol Algs. function
F ιnαlfor the
V εrsιoη.
set-membership test, but the number of regions is not
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. reduced. In (Tøndel
et al., 2003b),
Gυιllεrmo V αlεηcιαthe P authors
αlomo.use ξff an efficient
ιcιεηt searchCoηtrol
P rεdιctιvε tree, but the F
Algs. off-line
ιnαl Vcom-εrsιoη.
putation of this can be prohibitive for complex controller
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. partitions and the
storage requirement may even increase. Other groups
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. reduce the number of
regions by
Gυιllεrmo allowingPsome
V αlεηcια αlomo. suboptimality
ξff ιcιεηt P (Bemporad
rεdιctιvε Coηtroland Filippi,
Algs. 2001;
F ιnαlGrieder
V εrsιoη.
et al., 2003)
Gυιllεrmo either Pinαlomo.
V αlεηcια the performance
ξff ιcιεηt Pindex or the
rεdιctιvε terminal
Coηtrol Algs.region,
F ιnαlalthough
V εrsιoη.
preliminary results are as yet unconvincing. Another alternative
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is to specify
regions asV hypercubes
Gυιllεrmo αlεηcια P αlomo. (Johansen and Grancharova,
ξff ιcιεηt P rεdιctιvε Coηtrol 2003) to allowF for
Algs. ιnαlefficient
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlisVuser-
on-line search algorithms; however, as the structure of the controller εrsιoη.
defined, it may not cover the entire controllable set. Finally,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. in (Rossiter and
Grieder, V2005a)
Gυιllεrmo αlεηcια theP αlomo.
authors ξffsimply
ιcιεηtremove several
P rεdιctιvε regions
Coηtrol fromFthe
Algs. ιnαlfeasible
V εrsιoη.
partition set and interpolate two control laws to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl obtain an on-line approxi-
V εrsιoη.
mated control action for the missing regions achieving
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V a large decrease inεrsιoη.
the
number of regions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ThisVchapter
αlεηcιαtakes P αlomo. ξff ιcιεηt
a different P rεdιctιvε
approach Coηtrol
and is based on Algs.
Laguerre F ιnαl V εrsιoη.
parametri-
Gυιllεrmo
sations ofVinput
αlεηcια P αlomo.Asξff
sequences. ιcιεηt P rεdιctιvε
demonstrated Coηtrol
in Chapter Algs.
6, this F ιnαl V εrsιoη.
parametrisation
Gυιllεrmo
has the property of enlarging the feasible region of the controller F
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ιnαlisV used
when εrsιoη.
Gυιllεrmo V αlεηcια
in conjunction of anPOptimal
αlomo. ξff MPC ιcιεηt
law,P which
rεdιctιvεalsoCoηtrol
providesAlgs. F ιnαl stabil-
guaranteed V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
ity for the closed-loop system. Since the LOMPC algorithm has been presented Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
in the previous P αlomo.
chapter, the ξff
next ιcιεηt
two Psections
rεdιctιvε of Coηtrol
this chapter Algs.are F ιnαl
focusedV εrsιoη.
on
Gυιllεrmo V αlεηcιαofPthe
the presentation αlomo. ξff ιcιεηt
theoretical P rεdιctιvεofCoηtrol
background polytopes Algs.and F ιnαl V εrsιoη.
the multi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
parametric Quadratic Programming as in (Grieder, 2004; Kvasnica, 2008) Coηtrol Algs. F ιnαl V εrsιoη.
but
Gυιllεrmo
adapted V toαlεηcια P αlomo.
fit the format andξff ιcιεηt Pofrεdιctιvε
notation the thesis. Coηtrol
Then,Algs. F ιnαl Valgo-
the LOMPC εrsιoη.
Gυιllεrmo
rithm solvedV αlεηcια
by theP mp-QP
αlomo. ξff ιcιεηt is
program P rεdιctιvε
presented,Coηtrol
followed Algs.
by theF ιnαl V εrsιoη.
numerical
Gυιllεrmo
examples,V theαlεηcια
PLCPimplementation
αlomo. ξff ιcιεηt P rεdιctιvε
and Coηtrol Algs. F ιnαl V εrsιoη.
the conclusions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 125
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.2 Polytopes
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Polytopic (or, more general, polyhedral) sets are an integral part of multi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
parametric Quadratic Programing. For this reason, in this section some defi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nitions and fundamental operations with polytopes are presented. Most of the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
definitions given here are standard, for more details on polytopes the reader
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is referred to (Grünbaum, 2003). In this thesis, the Multi-Parametric Toolbox
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(MPT) (Kvasnica et al., 2004) is used for the computation of polytopes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.2.1 VDefinitions
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In this section, someP αlomo. ξff ιcιεηt Pon
basic definitions rεdιctιvε Coηtrol geometry
computational Algs. F ιnαl are Vintro-
εrsιoη.
Gυιllεrmo
duced. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια P αlomo. ξff A
7.1 (Half-space) ιcιεηt P rεdιctιvε
half-space in RnCoηtrol
is a set Algs.
of the Fform
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
© ª
Gυιllεrmo V αlεηcια P αlomo.Hξff x ∈ RPnrεdιctιvε
= ιcιεηt |aT x ≤ b Coηtrol Algs. F ιnαl V(7.1) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where a ∈
Gυιllεrmo Rn , a 6= P0,αlomo.
V αlεηcια b ∈ R. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition
Gυιllεrmo 7.2 (Polyhedron)
V αlεηcια A convex
P αlomo. ξff ιcιεηt P rεdιctιvε Rn givenAlgs.
set Q ⊆Coηtrol as anFintersection
ιnαl V εrsιoη.
of a finiteV αlεηcια
Gυιllεrmo number of closed half-spaces
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P n
rεdιctιvε
x
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Q ξff
= {x ∈ RP
ιcιεηt |Q x ≤ qoCoηtrol
rεdιctιvε } Algs. F ιnαl V(7.2) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. oξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is called polyhedron. Here, q ∈ Rq , Qx ∈ Rq×n where q denotes the number of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
half-spaces defining Q and the operator ≤ denotes a element-wise comparison
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of two vectors.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. n
F ιnαl V εrsιoη.
Definition
Gυιllεrmo 7.3 (Polytope)
V αlεηcια P αlomo. ξff A ιcιεηt
bounded polyhedron
P rεdιctιvε P ⊂ RAlgs.
Coηtrol F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. P ξff
= {xιcιεηt
∈ RPn rεdιctιvε
|Px x ≤ poCoηtrol
} Algs. F ιnαl V(7.3) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
is called Vpolytope.
αlεηcια Here,
P αlomo. q
, Px P∈rεdιctιvε
po ∈ξffRιcιεηt Rq×n where Coηtrol Algs.the
q denotes F ιnαl V εrsιoη.
number of
Gυιllεrmo V αlεηcια
half-spaces definingPPαlomo.
and theξffoperator
ιcιεηt P ≤ rεdιctιvε
denotesCoηtrol Algs. F comparison
a element-wise ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
of two vectors. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια P αlomo.
7.4 (Face, ξff ιcιεηt
Vertex, Edge,P rεdιctιvε CoηtrolAAlgs.
Ridge, Facet) linearF ιnαl V εrsιoη.
inequality
Gυιllεrmo
aT x ≤ b Visαlεηcια P αlomo.
called valid for a ξff ιcιεηt P rεdιctιvε
polyhedron P if aT x Coηtrol
≤ b holds Algs. F ιnαl
for all x ∈ VP. εrsιoη.
A
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
subset F of a polyhedron is called a face of P if it can be represented as F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt © P rεdιctιvε Coηtrol
ª Algs. F ιnαl V εrsιoη.
n T
Gυιllεrmo V αlεηcια P αlomo. F =ξffP ιcιεηt
∩ x ∈PR |a x = Coηtrol
rεdιctιvε b Algs. F ιnαl V(7.4) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for someVvalid
Gυιllεrmo inequality
αlεηcια P αlomo.aT xξff
≤ιcιεηt
b. The faces of aCoηtrol
P rεdιctιvε polyhedron P of
Algs. dimension
F ιnαl V εrsιoη.
0, 1, (n−2) and (n−1) are called vertices, edges, ridges and facets,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. respectively.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC. Coηtrol Algs. F ιnαl V εrsιoη. 126
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Half−space representation of a polytope Vertex representation of a polytope
Gυιllεrmo 4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 4 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 3V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 3
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 2V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 2 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 1V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 0V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

x2
0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−1V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−2V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−3V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −3 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −4
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
−6 −4 −2
x
0 2
ξff ιcιεηt P rεdιctιvε Coηtrol
4 6 −6 −4 −2
x
0
Algs. 2
F ιnαl
4 6
V εrsιoη.
1 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Figure
V αlεηcια 7.1:P αlomo.
Half-space ξffand
ιcιεηt P rεdιctιvε
vertex representationsCoηtrolof Algs. F ιnαl V εrsιoη.
a polytope.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Note that from Definition 7.4, the empty set Ø and P itself are also faces of P.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OneVofαlεηcια
Gυιllεrmo the fundamental
P αlomo. properties
ξff ιcιεηt Pofrεdιctιvε
a polytope is thatAlgs.
Coηtrol it canFbeιnαl described
V εrsιoη.
in half-space
Gυιllεrmo representation
V αlεηcια P αlomo. as ξff in Definition
ιcιεηt P rεdιctιvε7.3 or in vertex
Coηtrol Algs. presentation, as
F ιnαl V εrsιoη.
given below
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια ( P αlomo. ξffvιcιεηt P rεdιctιvε Coηtrol )
vP Algs. F ιnαl V εrsιoη.
X P
(i)
X
Gυιllεrmo V αlεηcια
P = xP∈αlomo. Rn |x =ξff ιcιεηt αi VPP ,rεdιctιvε
0 ≤ αi ≤Coηtrol 1, αAlgs.
i = 1 F ιnαl V(7.5) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffi=1 ιcιεηt P rεdιctιvε Coηtrol i=1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo (i)V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where VP denotes the ith vertex of P, and vP is the total number of vertices
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of P. An illustration of a polytope in half-space and vertex representation is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
shown in Figure 7.1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It isVobvious
Gυιllεrmo αlεηcιαfrom the above
P αlomo. definitions
ξff ιcιεηt P rεdιctιvεthat Coηtrol
every polytope
Algs. Frepresents a
ιnαl V εrsιoη.
n n x o
convex and
Gυιllεrmo compact
V αlεηcια set. A polytope
P αlomo. ξff ιcιεηtPP⊂ R , P=
rεdιctιvε {x ∈ RAlgs.
Coηtrol |P xF≤ιnαl p } Visεrsιoη.
full
n x o
dimensional if ∃x ∈ R , ² ∈ R such that ² > 0 and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. P (x + δ) ≤ p , ∀δ ∈ Rn
subject to
Gυιllεrmo kδk ≤ ²,P αlomo.
V αlεηcια i.e., it isξffpossible
ιcιεηt Pto fit a n-dimensional
rεdιctιvε Coηtrol Algs.ball inside
F ιnαl the
V εrsιoη.
n x
polytopeVP.
Gυιllεrmo A polytope
αlεηcια P αlomo. is referred
ξff ιcιεηt to asP empty
rεdιctιvε if @x ∈ R such
Coηtrol Algs. that po .
P x V≤εrsιoη.
F ιnαl
x x x
Furthermore,
Gυιllεrmo V αlεηcιαif kPP{i}αlomo.
k = 1, ξff whereιcιεηt P{i} denotes ith
P rεdιctιvε row ofAlgs.
Coηtrol a matrixF ιnαlPV,εrsιoη.
the
polytopeVPαlεηcια
Gυιllεrmo is normalised.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV7.1
Gυιllεrmo αlεηcιαNotePthatαlomo. the ξff
MPT ιcιεηt toolbox (Kvasnica
P rεdιctιvε et al.,
Coηtrol Algs.2004) onlyVdeals
F ιnαl εrsιoη.
with full dimensional polytopes. Polyhedra and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.lower dimensional polytopes
are not considered,
Gυιllεrmo V αlεηcια Psince αlomo. theyξffare
ιcιεηtnot Pnecessary
rεdιctιvεtoCoηtrol formulate Algs. realistic
F ιnαlcontrol
V εrsιoη.
problems,V i.e.
Gυιllεrmo it is P
αlεηcια always
αlomo. possible
ξff ιcιεηtto formulate
P rεdιctιvε theCoηtrol
problems using
Algs. full dimen-
F ιnαl V εrsιoη.
sional polytopic sets only.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε x
Coηtrol Algs. F ιnαl V εrsιoη.
n n o
A polytope P ⊂ R , P = {x
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε ∈ R |P x ≤ p } is in a minimal
Coηtrol Algs. F ιnαl representa-
V εrsιoη.
x o
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vthere
tion if the removal of any of the rows in P x ≤ p would change it (i.e., εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 127
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαhalf-spaces).
are no redundant P αlomo. ξff It ιcιεηt P rεdιctιvε Coηtrol
is straightforward to seeAlgs.
that aFnormalised,
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
full dimensional P αlomo.
polytope ξff ιcιεηt
P has P rεdιctιvε
a unique minimalCoηtrol Algs. F This
representation. ιnαl fact
V εrsιoη.
is
Gυιllεrmo
very usefulV αlεηcια P αlomo.
in practice. ξff ιcιεηtfull
Normalised, P rεdιctιvε
dimensional Coηtrol Algs. in
polytopes F ιnαl V εrsιoη.
a minimal
Gυιllεrmo V αlεηcια
representation allow P αlomo. ξff ιcιεηt
one to avoid anyPambiguity
rεdιctιvε Coηtrol Algs. F ιnαl
when comparing them V εrsιoη.
and
Gυιllεrmo
very often V αlεηcια
speed upPotherαlomo. ξff ιcιεηt
polytope P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
manipulations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.2.2 VBasic
Gυιllεrmo αlεηcιαpolytope
P αlomo. ξffoperations
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In this section,
Gυιllεrmo some
V αlεηcια of the basic
P αlomo. manipulations
ξff ιcιεηt P rεdιctιvεonCoηtrol polytopesAlgs. areFdefined. All
ιnαl V εrsιoη.
of the operations
Gυιllεrmo V αlεηcια are included
P αlomo. in thePMPT
ξff ιcιεηt rεdιctιvε toolbox
Coηtroland Algs.
some Fofιnαl them are
V εrsιoη.
illustrated in Figure 7.2.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Projection: Given a polytope P = {x ∈ Rn , y ∈ Rm |Px x + Py y ≤ po } , P ⊂
Gυιllεrmon+m V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolnAlgs. F ιnαl V εrsιoη.
R the orthogonal projection onto the x-space R is defined as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x
Gυιllεrmo V αlεηcια projP xαlomo.
P , {xξff Rn |∃yP∈rεdιctιvε
∈ ιcιεηt Rm s.t. PCoηtrol x + PyAlgs.
y ≤ poF}ιnαl V(7.6) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Set-difference:
Gυιllεrmo V αlεηcιαThe Set-difference
P αlomo. ξff ιcιεηtofPtwo polytopes
rεdιctιvε P and
Coηtrol Q isFdefined
Algs. as
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
R = P\Q , {xP∈rεdιctιvε
Rn |x ∈ P, Coηtrol
x∈ / Q} Algs. F ιnαl V(7.7) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Convex Vhull:αlεηcια
ThePconvex
αlomo. hull
ξff ιcιεηt P rεdιctιvε
of a set of points Coηtrol
V = {v1Algs.
, . . . , vF2 }ιnαl V εrsιoη.
is defined
Gυιllεrmoas V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P( αlomo. ξff ιcιεηtXvP P rεdιctιvε Coηtrol X
)
vPAlgs. F ιnαl V εrsιoη.
Gυιllεrmo Vhull(V)
αlεηcια=P αlomo.x ∈ Rnξff
|x ιcιεηt
= Pαrεdιctιvε
i vi , 0 ≤ αCoηtrol
i ≤ 1, Algs.
αi =F1ιnαl V(7.8) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt i=1 P rεdιctιvε Coηtrol i=1Algs. F ιnαl V εrsιoη.
GυιllεrmoTheV convex
αlεηcιαhullP αlomo. ξff ιcιεηt
operation is usedP rεdιctιvε
to switch Coηtrol
between Algs.half-space F ιnαl andV εrsιoη.
ver-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
tex representations. The convex hull of a union of polytopes (extended Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
convex hull) R P αlomo. n ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r ⊂ R , r = 1, . . . , rn is a polytope.
Gυιllεrmo VÃ αlεηcια!P αlomo.( ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. )
[rn Xrn nr
Gυιllεrmo V αlεηcια P αlomo. ξffnιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlX V εrsιoη.
hull Rr , x ∈ R |∃xr ∈ Rr , x = αr xr , 0 ≤ αr ≤ 1, αr = 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r=1 i=1 i=1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(7.9) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Vertex enumeration: The ξff ιcιεηt P rεdιctιvε
operation of extracting Coηtrolthe Algs.
vertices F ιnαl
of a Vpoly-
εrsιoη.
GυιllεrmotopeV αlεηcια
P givenPin αlomo. ξff ιcιεηt
half-space P rεdιctιvεisCoηtrol
representation referredAlgs.
to asFvertex ιnαl V enu-
εrsιoη.
Gυιllεrmomeration. This operation is the dual to the convex hull operation εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V and
GυιllεrmotheValgorithmic
αlεηcια P αlomo. ξff ιcιεηtisPidentical
implementation rεdιctιvεtoCoηtrola convexAlgs. F ιnαl V εrsιoη.
hull computation.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Pontryagin
Gυιllεrmo difference:
V αlεηcια P αlomo. The
ξffPontryagin difference
ιcιεηt P rεdιctιvε (also known
Coηtrol Algs. as Minkowski-
F ιnαl V εrsιoη.
difference) of two polytopes P and Q is a polytope:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. P ª Q ξff ιcιεηt
, {x ∈ RPn |x
rεdιctιvε
+ q ∈ P, Coηtrol
∀q ∈ Q} Algs. F ιnαl V εrsιoη.
(7.10)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoTheV Pontryagin difference
αlεηcια P αlomo. can beP computed
ξff ιcιεηt rεdιctιvε Coηtrolby solving Algs.oneFLP ιnαlforV each
εrsιoη.
half-space defining P. For special cases (e.g. when Q
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. is a hypercube),
Gυιllεrmoeven more efficient
V αlεηcια P αlomo.computational methods exist.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solutionξff ιcιεηtto Laguerre
P rεdιctιvε OMPC. Coηtrol Algs. F ιnαl V εrsιoη. 128
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MinkowskiV αlεηcια
sum: PThe αlomo. ξff ιcιεηt
Minkowski sumP rεdιctιvε Coηtrol P
of two polytopes Algs.
and FQιnαl
is aVpoly-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tope:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P ⊕ Q , {x + q ∈ Rn |x ∈ P, q ∈ Q} (7.11)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
If PV αlεηcια
and Q are P αlomo.
given in ξffvertex
ιcιεηt representation,
P rεdιctιvε Coηtrol Algs. F ιnαl
the Minkowski sumV εrsιoη.
can
Gυιllεrmo
be V αlεηcια P
computed inαlomo. ξff ιcιεηt
time bounded byParεdιctιvε
polynomial Coηtrol
function. Algs.If FPιnαl
and VQεrsιoη.
are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
given in half-space representation, the Minkowski sum is a computation- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
allyV expensive
αlεηcια P αlomo.
operation ξffwhich
ιcιεηt requires
P rεdιctιvε eitherCoηtrol
vertex Algs. F ιnαl V εrsιoη.
enumeration and
Gυιllεrmo V αlεηcια
convex P αlomo. ξffin
hull computation ιcιεηt P rεdιctιvε
n-dimensions orCoηtrol
a projection Algs.fromF ιnαl
2n Vdown
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to n-dimensions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Remark
Gυιllεrmo 7.2PThe
V αlεηcια αlomo. Minkowski
ξff ιcιεηt sum is not the Coηtrol
P rεdιctιvε complement Algs.of Fthe Pontrya-
ιnαl V εrsιoη.
gin difference.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PProjection rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 1 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 0 ξff ιcιεηt P rεdιctιvε
projx(P) Coηtrol Algs. F ιnαl V εrsιoη.
0.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
0 0 0.2 Coηtrol
0.4 0.6
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2 x1

Gυιllεrmo V αlεηcια 1
P αlomo. ξff ιcιεηt Set-difference
P rεdιctιvε
1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PP αlomo. ξff ιcιεηt P rεdιctιvε P\QCoηtrol Algs. F ιnαl V εrsιoη.
0.5 0.5
Gυιllεrmo V αlεηcια P αlomo. Q ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

0 0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
-0.5 -0.5

Gυιllεrmo V αlεηcια -1 P αlomo. ξff ιcιεηt P rεdιctιvε


-1 -0.5 0 0.5 1
-1
-1
Coηtrol
-0.5 0
Algs.
0.5 1
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.x1 ξff ιcιεηt P rεdιctιvε Coηtrol x1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0.5
P αlomo. ξff ιcιεηt P rεdιctιvε
Convex hull
0.5
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
P αlomo. ξffQιcιεηt P rεdιctιvε hull (P,Q)Algs. F ιnαl V εrsιoη.
Coηtrol
x2

x2

0 0

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
-0.5 P αlomo. ξff ιcιεηt P rεdιctιvε -0.5 Coηtrol Algs. F ιnαl V εrsιoη.
-0.5 0 0.5 -0.5 0 0.5
Gυιllεrmo V αlεηcια P αlomo.x1 ξff ιcιεηt P rεdιctιvε Coηtrol x1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Minkowskiξffsum
ιcιεηt P rεdιctιvεPontryagin Coηtrol Algs. F ιnαl V εrsιoη.
difference
2 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε P Coηtrol Algs. F ιnαl V εrsιoη.
P+Q
Gυιllεrmo V αlεηcια 1 P αlomo. ξff ιcιεηt P rεdιctιvε
P
0.5 QCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 0 P αlomo. Q ξff ιcιεηt P rεdιctιvε Coηtrol
P - Q Algs. F ιnαl V εrsιoη.
x2

x2

0
Gυιllεrmo V αlεηcια -1 P αlomo. ξff ιcιεηt P rεdιctιvε -0.5 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
-2 -1
Gυιllεrmo V αlεηcια-2 P αlomo.
-1 0 ξff ιcιεηt
1 2P rεdιctιvε
-1 Coηtrol
-0.5 0 Algs.
0.5 1F ιnαl V εrsιoη.
x1 x1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.2: Illustrations of basic polytope operations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V Multi-parametric
Gυιllεrmo αlεηcια P αlomo.solution to Laguerre
ξffιcιεηt P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 129
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.3 Multi-parametric
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P Quadratic
rεdιctιvε Coηtrol Programming
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In this section, the basics of multi-parametric programming are summarised.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
For an in-depth discussion of multi-parametric programs the reader is referred
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to (Borrelli, 2003) and (Tøndel, 2003). In this thesis, the solutions to mp-
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
QP problems are obtained using the Multi-Parametric Toolbox (Kvasnica et
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
al., 2004).
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.3.1 VDefinitions
αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ConsiderVthe αlεηcια P αlomo.
following ξffιcιεηtproblem:
optimisation P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. J ∗ (x) = argPmin
ξffιcιεηt V (x, u)
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u (7.12)
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt s.t. Mx + Nu ≤ f Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where u V∈αlεηcια
Gυιllεrmo Rnu is the
P αlomo.optimisation
ξffιcιεηtvariable,
P rεdιctιvε Rn is the
x ∈Coηtrol Algs.parameter,
F ιnαl V with
εrsιoη.
q×nu q q×n
N ∈ R , f ∈ R and M ∈ R . In multi-parametric
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. programming, the

objectiveVisαlεηcια
Gυιllεrmo to obtain the optimum
P αlomo. ξffιcιεηtvalue u for aCoηtrol
P rεdιctιvε whole range
Algs. ofF ιnαl
parameters
V εrsιoη.

x, i.e. toVobtain
Gυιllεrmo αlεηcιαu P(x) as an ξffιcιεηt
αlomo. explicit P function
rεdιctιvε of Coηtrol
the parameter
Algs. F x.ιnαl
TheVtermεrsιoη.
multi is used to emphasize that the parameter x is a vector
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and not a scalar.
Depending
Gυιllεrmo on whether
V αlεηcια P αlomo. the objective
ξffιcιεηt Pfunction
rεdιctιvε V (x, u) is Algs.
Coηtrol linear Forιnαl
quadratic
V εrsιoη.
in the optimisation
Gυιllεrmo V αlεηcια Pvariable
αlomo. u, the terminology
ξffιcιεηt P rεdιctιvεmulti-parametric
Coηtrol Algs. FLinear ιnαl V Pro-
εrsιoη.
gram (mp-LP) or multi-parametric Quadratic Program
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.(mp-QP) is used. This
chapter concentrates
Gυιllεrmo V αlεηcια P αlomo.on the multi-parametric
ξffιcιεηt P rεdιctιvε Quadratic
CoηtrolProgram.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Consider P αlomo.quadratic
the following ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
program
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt © P rεdιctιvε Coηtrol ªAlgs. F ιnαl V εrsιoη.
∗ T
Gυιllεrmo V αlεηcια JP αlomo. (x) = arg min Purεdιctιvε
ξffιcιεηt xT W2 u Algs. F ιnαl V εrsιoη.
W1 u + Coηtrol
u
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt s.t. MxP rεdιctιvε
+ Nu ≤Coηtrolf Algs. F ιnαl V(7.13) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt W P rεdιctιvε
1 > 0
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where the
Gυιllεrmo column P
V αlεηcια vector
αlomo. u is the optimisation
ξffιcιεηt P rεdιctιvεvector.
CoηtrolThe Algs. number
F ιnαlofV εrsιoη.
con-
q
straints qV corresponds
Gυιllεrmo αlεηcια P αlomo. to theξffιcιεηt
numberPofrεdιctιvε
rows of Coηtrol
f, i.e. f Algs.
∈ R . FHenceforth,
ιnαl V εrsιoη.

u (x) will be used to denote the optimum value
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl of (7.13) for a given parame-
V εrsιoη.
ter x. For any given x, it is possible to obtain the optimum
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. value by solving a
standardVquadratic
Gυιllεrmo αlεηcια Pprogramming
αlomo. ξffιcιεηt problem. BeforeCoηtrol
P rεdιctιvε going further,
Algs. F the following
ιnαl V εrsιoη.
definitions are introduced.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition
Gυιllεrmo 7.5 (Feasible
V αlεηcια P αlomo.set) Define
ξffιcιεηt the feasible
P rεdιctιvε set SnuAlgs.
Coηtrol as theFset
ιnαlof Vstates
εrsιoη.
x for which the optimisation problem (7.13) is feasible,
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. i.e.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Snu = {x ∈ Rn |∃u ∈ Rnu , Mx + Nu ≤ f} (7.14)
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The set SV∞αlεηcια
Gυιllεrmo is defined accordingly
P αlomo. by S
ξffιcιεηt P∞ , limnu →∞
rεdιctιvε Snu . Algs.
Coηtrol The set Snu can
F ιnαl be
V εrsιoη.
computedV via
Gυιllεrmo a projection
αlεηcια P αlomo.operation
ξffιcιεηt as in (7.6). Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 130
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
7.6 (Polytopic/Polyhedral Coηtrol
Partition) Algs. F ιnαl
A collection V εrsιoη.
of polytopic
rn
Gυιllεrmo V αlεηcια
(polyhedral) sets {PPr }αlomo.
r=1 = {P ξff
1 ,ιcιεηt
. . . , P rεdιctιvε
rn } is a Coηtrol
polytopic Algs.
(polyhedral)F ιnαl V εrsιoη.
partition
Gυιllεrmo V αlεηcια
of a polytopic P αlomo.setξffC ιcιεηt
(polyhedral) if P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. rξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. [ n
ξff
C= Pιcιεηt
r
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(7.15)
Gυιllεrmo V αlεηcια P αlomo.r=1 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Ø = Pξff ιcιεηt P rεdιctιvε∀rCoηtrol Algs. F ιnαl V εrsιoη.
r \δPr ∩ Pq \δPq , 6= q (7.16)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
where δ denotes thePboundary
αlomo. ξffand ιcιεηt
Ø isPan rεdιctιvε
empty Coηtrol
set. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια P αlomo.
7.7 (Active ξff ιcιεηt P rεdιctιvε
constraints) The set ofCoηtrol Algs. F ιnαlA(x)
active constraints V εrsιoη.
at
Gυιllεrmo V αlεηcια P αlomo. ξff
point x of problem (7.13) is defined as ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια © P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.ª F ιnαl V εrsιoη.

GυιllεrmoA(x)
V αlεηcια
= i ∈P{1, αlomo.2, . .ξff
. , ιcιεηt
q}| M P{i}
rεdιctιvε
x + N{i}Coηtrol
u − f{i}Algs.
= 0 F ιnαl V εrsιoη.
(7.17)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where MV{i}αlεηcια
Gυιllεrmo , N{i} and f{i} denote
P αlomo. ξff ιcιεηt the Pith row of Coηtrol
rεdιctιvε the matricesAlgs.M, F ιnαl N, Vand f
εrsιoη.
respectively.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.3.2 Properties and computations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As shown in (Bemporad et al., 2002b), the aim is to solve problem (7.13)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for all x within the polyhedral set of values Sn , by considering (7.13) as a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvεu Coηtrol Algs. F ιnαl V εrsιoη.
multi-parametric Quadratic Program (mp-QP).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Theorem 7.1 (Properties mp-QP) (Bank et al., 1983; Bemporad et
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
al., 2002b) Consider the multi-parametric Quadratic Program (7.13). Then,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ∗F ιnαl V εrsιoη.
the set of feasible parameters S is convex, the optimum value u : Snu → Rnu
Gυιllεrmo V αlεηcια P αlomo. ξffnuιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is continuous and piecewise affine (PWA), i.e.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
u∗ = K̂Vr xαlεηcια
+ tr ifP αlomo.
x ∈ Pr ξff= {x ιcιεηt∈ RPn |M
rεdιctιvε Coηtrol r =Algs.
1, 2, . F. .ιnαl
, rn V εrsιoη.
r x ≤ dr } ; (7.18)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and the Voptimum
αlεηcια value
P αlomo. function J ∗ :P S
ξff ιcιεηt rεdιctιvε
nu → RCoηtrol Algs. F convex
is continuous, ιnαl V εrsιoη.
and
Gυιllεrmo V αlεηcια P
piecewise quadratic (PWQ).αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια P αlomo.Each
7.8 (Region) ξff ιcιεηt P rεdιctιvε
polyhedron Pr ofCoηtrol Algs. F ιnαl
the polyhedral V εrsιoη.
partition
Gυιllεrmo
nr V αlεηcια P αlomo.
{P}r = 1 is referred to as a region. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
NoteV that
αlεηcια
the P αlomo. ξffofιcιεηt
evaluation the PWA P rεdιctιvε
solutionCoηtrol
(7.18) Algs.
of the Fmp-QPιnαl V εrsιoη.
pro-
Gυιllεrmo
vides theV same
αlεηcια P αlomo.
result ξff ιcιεηt
as solving the P rεdιctιvεprogram,
quadratic Coηtrol Algs.
i.e. for F ιnαlany Vgiven
εrsιoη.
Gυιllεrmo
parameter V αlεηcια P αlomo.value
x, the optimum ξff ιcιεηt
u∗ (x)P rεdιctιvε
is identicalCoηtrol
to the Algs.
optimum F ιnαl V εrsιoη.
value ob-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
tained by solving the quadratic program (7.13) for x.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In Figure
Gυιllεrmo 7.3 are
V αlεηcια shownξff
P αlomo. (i)ιcιεηt
a polyhedral
P rεdιctιvε partition
Coηtrol of Algs.
a mp-QP F ιnαl problem
V εrsιoη.

formed by the union of its regions and (ii) the corresponding
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. PWA u and (iii)
PWQ J over
Gυιllεrmo the polyhedral
V αlεηcια P αlomo. partition.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solutionξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 131
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mp−QP partition with 27 regions
Gυιllεrmo V αlεηcια P αlomo. 4 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 2 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. 1
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. x2
0 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P −1 αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P −2 αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P −3 αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−4
Gυιllεrmo V αlεηcια P αlomo. −6 −4ξff ιcιεηt
−2 P rεdιctιvε
0 2 Coηtrol
4 Algs.
6 F ιnαl V εrsιoη.
x1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Value of optimiser u∗ over 27ξff ιcιεηt P rεdιctιvε Coηtrol
regions Algs.
Cost function F ιnαl V εrsιoη.
over 27 regions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 120
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
100
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo 1 V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 80 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo0.5 V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
60 Coηtrol Algs. F ιnαl V εrsιoη.
J

Gυιllεrmo 0
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 40
Coηtrol Algs. F ιnαl V εrsιoη.
u∗

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.5 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−1 V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
4
0 Coηtrol Algs. F ιnαl V εrsιoη.
5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt −2 P rεdιctιvε 2 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια0 P αlomo. ξff0 ιcιεηt P rεdιctιvε 0 Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff 2


x
ιcιεηt P rεdιctιvε −2 Coηtrol Algs. F ιnαl V εrsιoη.
2 4 6
−5 x2 −4 −2 0
Gυιllεrmo V αlεηcια x
1 P αlomo. ξff 2
ιcιεηt P rεdιctιvε Coηtrol
−6 −4
Algs.x1 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.3:
Gυιllεrmo Polyhedral
V αlεηcια P αlomo.partition of a mp-QP
ξff ιcιεηt problem
P rεdιctιvε formedAlgs.
Coηtrol by the unionVofεrsιoη.
F ιnαl re-
gions (top), PWAξff ∗
u ιcιεηt
over a Pmp-QP polyhedral partition (bottom, left)
Gυιllεrmo V αlεηcια P αlomo. rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and PWQ J over a mp-QP polyhedral partition
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (bottom, right).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV7.3 αlεηcια
Assume P αlomo.
that the ξff origin
ιcιεηt P isrεdιctιvε
containedCoηtrol Algs. F ιnαl
in the interior of theV con-
εrsιoη.
Gυιllεrmo V αlεηcια
straint polytope in Pxαlomo.
− u space. ξff ιcιεηt P rεdιctιvε
Because the value CoηtrolfunctionAlgs.forF ιnαlmp-QPs V εrsιoη.
is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
PWQ, the origin is always contained in the interior of a single region. Specif- Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ically, theV αlεηcια
origin isPalwaysαlomo.contained
ξff ιcιεηt in P rεdιctιvε Coηtrol Algs.
the unconstrained region,F ιnαl V εrsιoη.
i.e. the set
Gυιllεrmo V αlεηcια P αlomo. ξff
of active constraints A(x) = Ø for x = col(0). ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A brief outline of a generic mp-QP algorithm will be given next. It is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
useful to define:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff z =ιcιεηt
u+W P rεdιctιvε
−1 T Coηtrol Algs. F ιnαl V εrsιoη.
1 W2 x (7.19)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηtto Laguerre
P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 132
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthe
and to transform P αlomo. ξff ιcιεηt P(7.13)
QP formulation rεdιctιvε
such Coηtrol
that theAlgs.
state Fvector
ιnαl Vxεrsιoη.
ap-
Gυιllεrmo V αlεηcια
pears only P αlomo.
in constraints, i.e.ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ∗ξff ιcιεηt P rεdιctιvε T
Coηtrol Algs. F ιnαl V εrsιoη.
J (x) = arg min
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Pz rεdιctιvε Coηtrolz W 1 z Algs. F ιnαl V εrsιoη.
(7.20)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P
s.t. Sx + Nz ≤ frεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−1 T
where S V=αlεηcια
Gυιllεrmo M − NW 1 W2 ξff
P αlomo. . Aιcιεηt
mp-QP computation
P rεdιctιvε Coηtrol scheme
Algs. consist
F ιnαl of the
V εrsιoη.
followingVthree
Gυιllεrmo steps
αlεηcια (Bemporad
P αlomo. et al.,P2002b):
ξff ιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. ActiveV αlεηcια
constraintP αlomo. ξff ιcιεηt P rεdιctιvε
identification: A feasibleCoηtrol
parameterAlgs.x̂ isF determined
ιnαl V εrsιoη.
Gυιllεrmo
andV the
αlεηcια P αlomo.
associated QPξff(7.13)
ιcιεηtisPsolved.
rεdιctιvεThis Coηtrol Algs. the
will yield F ιnαl V εrsιoη.
optimiser
Gυιllεrmo V αlεηcια
z and active P αlomo. ξffA(x̂)
constraints ιcιεηtdefined
P rεdιctιvε Coηtrol Algs.
as inequalities that F ιnαl
are V εrsιoη.
active at
Gυιllεrmo V αlεηcια
solution, i.e. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P©αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. ªF ιnαl V εrsιoη.
A(x̂) =P αlomo.
Gυιllεrmo V αlεηcια i ∈ {1, 2,ξff .ιcιεηt
. . , q}| S{i} x̂ + NCoηtrol
P rεdιctιvε {i} z − f{i} = 0 F ιnαl V
Algs. (7.21)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where
Gυιllεrmo S{i} , NP{i}αlomo.
V αlεηcια and f{i}ξffdenote
ιcιεηt the ith row Coηtrol
P rεdιctιvε of the matrices
Algs. FS, N, Vand
ιnαl f
εrsιoη.
respectively
Gυιllεrmo V αlεηcιαand q denotes
P αlomo. the number
ξff ιcιεηt of constraints.
P rεdιctιvε Coηtrol Algs. The rows
F ιnαlindexed
V εrsιoη.
by the active constraints A(x̂) are extracted from the constraint
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. matrices
S, N
Gυιllεrmo and f inP(7.20)
V αlεηcια αlomo.to ξff
form the Pmatrices
ιcιεηt rεdιctιvεSACoηtrol
, NA and fA . F ιnαl V εrsιoη.
Algs.
Gυιllεrmo
2. RegionV αlεηcια P αlomo. Next,
computation: ξff ιcιεηt
it is P rεdιctιvε
possible Coηtrol
to use Algs. F ιnαl V εrsιoη.
the Karush-Kuhn-Tucker
Gυιllεrmo V αlεηcια
(KKT) P αlomo.
conditions ξff ιcιεηt
to obtain an P rεdιctιvε
explicit Coηtrol Algs.
representation F ιnαl
of the V εrsιoη.
optimum
Gυιllεrmo V αlεηcια
∗ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
value u (x̂) which is valid in some neighborhood of x̂. These are for Algs. F ιnαl V εrsιoη.
this
Gυιllεrmo V αlεηcια
problem P αlomo.
defined as ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt + NT λ =Coηtrol
WP1 zrεdιctιvε 0 Algs. F ιnαl V εrsιoη.
(7.22)
Gυιllεrmo V αlεηcια P αlomo. ξffλιcιεηt T
(Nz P +rεdιctιvε
Sx̂ − f) =Coηtrol
0 Algs. F ιnαl V εrsιoη.
(7.23)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε λ ≥Coηtrol
0 Algs. F ιnαl V (7.24)
εrsιoη.
Sx̂ + Nz ≤ f
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (7.25)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Optimised variable z∗ can be solved from
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt z∗ = P −Wrεdιctιvε
−1 T Coηtrol Algs. F ιnαl V εrsιoη.
1 N λ (7.26)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Condition P αlomo.
(7.23) can beξffseparated
ιcιεηt P rεdιctιvε
into active Coηtrol Algs. Fconstraints.
and inactive ιnαl V εrsιoη.
Gυιllεrmo
ForV inactive
αlεηcια constraints
P αlomo. ξffitιcιεηtholdsP that
rεdιctιvε
λI =Coηtrol
0. ForAlgs.activeF ιnαl V εrsιoη.
constraints
Gυιllεrmo
theVcorresponding
αlεηcια P αlomo. ξff ιcιεηt
Lagrange P rεdιctιvε
multipliers λA Coηtrol Algs.and
are positive F ιnαl V εrsιoη.
inequality
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
constraints are changed to equalities. Substituting for z from (7.26) Algs. F ιnαl V εrsιoη.
into
Gυιllεrmo
theVequality
αlεηcια constraints
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gives
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−1 T
Gυιllεrmo V αlεηcια P αlomo. −Nξff
AW 1 NAP
ιcιεηt λrεdιctιvε
A − fA + S A x̂ = 0 Algs. F ιnαl V
Coηtrol (7.27)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and yields expressions for active Lagrange multipliers
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ¡ιcιεηt P−1rεdιctιvε ¢−1 Coηtrol Algs. F ιnαl V εrsιoη.
λA = − NA W1 NTA (fA − SA x̂) (7.28)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηtto Laguerre
P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 133
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
TheV optimum
αlεηcια Pvalue αlomo. z∗ ξff
andιcιεηt
optimalP rεdιctιvε Coηtrol Algs.
control trajectory u∗ are
F ιnαl
thusVgiven
εrsιoη.
Gυιllεrmo V αlεηcια
as affine P αlomo.
functions of x̂ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ¡ ιcιεηt−1P rεdιctιvε
¢ Coηtrol Algs. F ιnαl V εrsιoη.
∗ −1 T T −1
z (x̂) =
Gυιllεrmo V αlεηcια P αlomo. W 1 N N W
Aξff ιcιεηt
A N
1 P rεdιctιvε
A (f − SA x̂) Algs. F ιnαl V
A Coηtrol (7.29)
εrsιoη.
Gυιllεrmo V αlεηcια ∗ P αlomo.
∗ ξff
u (x̂) = z (x̂) − W1 W2 x̂ ιcιεηt
−1 T P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ¡


Tξff ιcιεηt−1
¢
P rεdιctιvε
T −1 Coηtrol Algs.−1F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια = W−1
P αlomo.1 NAξffN A W1 NA
ιcιεηt P rεdιctιvε − SA x̂) −
(fA Coηtrol Algs.W1 FW T
2 x̂ V εrsιoη.
ιnαl
Gυιllεrmo V αlεηcια = K̂r x + tξff
P αlomo. r ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V (7.30)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −1 T
¡ P rεdιctιvε
ξff ιcιεηt ¢
−1 T −1Coηtrol Algs. −1 TF ιnαl V εrsιoη.
K̂ r = −W
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 1 N A N A W N
P rεdιctιvε
1 A S A − W W
Coηtrol Algs. 2F ιnαl V
1 (7.31)
εrsιoη.
¡ ¢ −1
Gυιllεrmo V αlεηcια tPr αlomo. = W−1 1 ξff
N T
A ιcιεηt
N A W P −1 T
rεdιctιvε
1 N A fCoηtrol
A Algs. F ιnαl V εrsιoη.
(7.32)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

In aV next
Gυιllεrmo αlεηcια step, the set of
P αlomo. ξffstates
ιcιεηtisPdetermined
rεdιctιvε Coηtrol where the Algs. optimiser
F ιnαl Vuεrsιoη.
(x̂)
satisfies
Gυιllεrmo the same
V αlεηcια P αlomo.activeξffconstraints and is optimal.
ιcιεηt P rεdιctιvε CoηtrolSpecifically
Algs. F ιnαl theV con-
εrsιoη.
n
troller region
Gυιllεrmo V αlεηcια P αlomo.P r = {x ∈ R |M x ≤ d
ξff ιcιεηtr P rεdιctιvεr } is computed as
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff"ιcιεηt ³ P rεdιctιvε Coηtrol ´ #Algs. F ιnαl V εrsιoη.
T
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt N K̂Prrεdιctιvε
+ W1 W2Coηtrol − S Algs. F ιnαl V εrsιoη.
M = ¡ P rεdιctιvε ¢ Coηtrol Algs. F ιnαl V (7.33)
Gυιllεrmo V αlεηcια P αlomo.r ξff ιcιεηt NA W1 NA −1 T −1
SA εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff·ιcιεηt P rεdιctιvε Coηtrol ¸ Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt f − Nt r
dr = ¡ P rεdιctιvε
−1 T −1
¢ Coηtrol Algs. F ιnαl V εrsιoη.
(7.34)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt − NPA W 1 NA Coηtrol
rεdιctιvε fA Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. State-space
Gυιllεrmo V αlεηcιαexploration:
P αlomo. ξff ιcιεηt Once the controller
P rεdιctιvε regionAlgs.
Coηtrol is computed, the
F ιnαl V εrsιoη.
algorithm
Gυιllεrmo V αlεηcια proceeds
P αlomo. iteratively
ξff ιcιεηt until the entire
P rεdιctιvε feasibleAlgs.
Coηtrol
S state-space
F ιnαl VSnεrsιoη.
u is
rn
covered with controller regions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Pr rεdιctιvε P , i.e. S =
nu Coηtrol P
r=1 Algs.
r . F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.4 mp-QP
Gυιllεrmo V αlεηcια P αlomo. solution ξff ιcιεηt toP rεdιctιvε
Laguerre CoηtrolOMPC Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The solution of thePoptimisation
αlomo. ξff ιcιεηtproblem P rεdιctιvε
using mp-QP Coηtrol canAlgs. F ιnαl
be also V εrsιoη.
applied to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
LOMPC, Algorithm 6.3. If the optimisation problem is solved parametricallyCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
as an explicit P αlomo.
function of theξffinitial
ιcιεηt condition
P rεdιctιvεx0Coηtrol Algs. feedback
, the optimal F ιnαl V εrsιoη.
law
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
u = f (x0 ) takes a form of a lookup table. The on-line implementation of such Algs. F ιnαl V εrsιoη.
Gυιllεrmo
table then V αlεηcια
reduces Ptoαlomo.a simple ξff set
ιcιεηt P rεdιctιvεtest,
membership Coηtrol Algs. Fasιnαl
also known theVpoint
εrsιoη.
Gυιllεrmo V αlεηcιαHere,
location problem. P αlomo. ξff ιcιεηt
the table has to P rεdιctιvε
be searched Coηtrol
through Algs. andFthe
ιnαlelement
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
which contains the current state measurement has to be found. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It is Vobvious
Gυιllεrmo αlεηcιαthat the LOMPC
P αlomo. ξff ιcιεηtcostPfunction
rεdιctιvε(6.31) Coηtrol is ofAlgs.
the form of (7.13),
F ιnαl V εrsιoη.
with W2 V
Gυιllεrmo =αlεηcια
0 and therefore
P αlomo.theξffdefinition (7.19) is not
ιcιεηt P rεdιctιvε needed.
Coηtrol Algs. So,Frecalling the
ιnαl V εrsιoη.
equationsV of
Gυιllεrmo Chapter
αlεηcια 6, the algorithm
P αlomo. ξff ιcιεηt PmpLOMPC
rεdιctιvε Coηtrol (LOMPC Algs.using mp-QP)
F ιnαl is
V εrsιoη.
presented next.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 134
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.1 (mpLOMPC)
Gυιllεrmo V αlεηcια
Off-line: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Solve off-line Pasαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
an mp-QP
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff η ∗kιcιεηt
= argPmin rεdιctιvε
JLOM Coηtrol
PC Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P− η rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

k
(7.35)
Gυιllεrmo V αlεηcια P αlomo. s.t. MxkP+rεdιctιvε
ξff ιcιεηt NHL η kCoηtrol
≤ f(k) Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. Store P αlomo.
reconstituted ξffof
values ιcιεηt P rεdιctιvε
the predicted Coηtrol
input Algs.u Fusing
trajectory ιnαl Vcεrsιoη.
k k =
Gυιllεrmo V αlεηcια
∗ P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl −
→εrsιoη.
V
HL η k and (6.5).
Gυιllεrmo V→ −αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
On-line:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. Find
Gυιllεrmo the corresponding
V αlεηcια P αlomo. ξffsolution
ιcιεηt (P−
→ k ) of the Coηtrol
crεdιctιvε optimisation
Algs.problem
F ιnαl V(7.35)
εrsιoη.
associated with the current state x.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαthe
2. Implement P αlomo.
control ξff
lawιcιεηt
uk =P rεdιctιvε
−Kxk + Coηtrol
eT1 − Algs. eF ιnαl
c k , where V εrsιoη.
j is the jth
Gυιllεrmo V αlεηcια →
standard basisP vector.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Remark 7.4 Multi-parametric QP provides an alternative solution for the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
same QP problem; therefore, for Algorithm 7.1, Theorem 6.2 holds and it gives
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
guaranteed recursive feasibility and stability in the nominal case and offset free
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tracking whenever the setpoint is feasible.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure
Gυιllεrmo 7.4 shows
V αlεηcια a comparison
P αlomo. ξff ιcιεηtbetween
P rεdιctιvεa standard
Coηtrol mpOMPC
Algs. F ιnαl (OMPC
V εrsιoη.
using mp-QP) and the mpLOMPC controller partitions for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.a given problem.
It can beVappreciated
Gυιllεrmo that with
αlεηcια P αlomo. ξffmpLOMPC there are
ιcιεηt P rεdιctιvε a lowerAlgs.
Coηtrol number of regions
F ιnαl V εrsιoη.
and also a bigger MCAS. The next section presents extensive
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. simulations in
order to Vshow
Gυιllεrmo thatPthe
αlεηcια number
αlomo. or regions
ξff ιcιεηt obtained
P rεdιctιvε with Algs.
Coηtrol the mpLOMPC is
F ιnαl V εrsιoη.
typically Vmuch
Gυιllεrmo lower
αlεηcια than with
P αlomo. the conventional
ξff ιcιεηt P rεdιctιvεmpOMPC
Coηtrol Algs. algorithm.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.5 Numerical
Gυιllεrmo V αlεηcια P αlomo.examples
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section P αlomo.
gives some ξff ιcιεηt
numerical P rεdιctιvε
illustrations of Coηtrol Algs.of FLOMPC
the efficacy ιnαl V εrsιoη.
for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
generating simpler and effective parametric solutions. Specifically the section F ιnαl V εrsιoη.
Gυιllεrmo
presents Va αlεηcια
comparisonP αlomo. ξff ιcιεηt with
of mpLOMPC P rεdιctιvε
a moreCoηtrol Algs.
traditional F ιnαl V εrsιoη.
mpOMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.5.1 VSimulation
Gυιllεrmo αlεηcια P αlomo. setξffup ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The optimal
Gυιllεrmo predictive
V αlεηcια controller
P αlomo. ξff ιcιεηtwithPnrεdιctιvε
c = 3 is Coηtrol
used as aAlgs.basisFfor
ιnαlcompar-
V εrsιoη.
ison. Both OMPC and LOMPC controllers provide stability
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and feasibility
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 135
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpLOMPC Controller partition with 15 regions mpOMPC Controller partition with 23 regions
Gυιllεrmo V 5 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 5 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 4
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
4
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 3
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 3
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 2 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 2 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

x2
Gυιllεrmo V 0
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−1V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−2V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−3V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −3
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−4V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −4 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo−5V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε −5 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo −10
V αlεηcια−5 0
P αlomo.
x1
5
ξff ιcιεηt 10
P −10
rεdιctιvε −5
Coηtrol 0 5
x1Algs. F ιnαl V εrsιoη.
10

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.4:
Gυιllεrmo Controller
V αlεηcια P αlomo.partition ξff for a mpLOMPC
ιcιεηt P rεdιctιvε controller
Coηtrolcompared
Algs. F ιnαl to theVstan-
εrsιoη.
dard mpOMPC
Gυιllεrmo V αlεηcια P αlomo. controller.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
propertiesV αlεηcια P αlomo.
but the volume of ξff
theιcιεηt
maximum P rεdιctιvε
controlCoηtrol
admissible Algs. setF(MCAS)
ιnαl V εrsιoη.for
Gυιllεrmo V αlεηcια
each of them varies.P αlomo.
Hence, ξff it isιcιεηt P rεdιctιvε
necessary Coηtrol
to compare theAlgs. F ιnαl V
complexity ofεrsιoη.
the
Gυιllεrmo V αlεηcια
controllers P αlomo.
and volumes of the ξffassociated
ιcιεηt P rεdιctιvε
MCAS. Coηtrol Algs. F ιnαl
The comparison is based V εrsιoη.
on
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
20 random systems with 2, 3 and 4 states and 2 inputs (total of 60 systems). Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The inputsV αlεηcια P αlomo.
and states for allξff ιcιεηt were
systems P rεdιctιvε Coηtrol
constrained to Algs.
−1 ≤ F ιnαl
u1,2 ≤ V1 εrsιoη.
and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
−10 ≤ xi ≤ 10, (i = 1, 2, 3, 4). For simplicity the Laguerre polynomials were Algs. F ιnαl V εrsιoη.
Gυιllεrmo
based onVaαlεηcια P αlomo.
= 0.5; that is, thisξfftime ιcιεηt P rεdιctιvε
constant was notCoηtrol
varied. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Three
Gυιllεrmo differentP αlomo.
V αlεηcια variations ξff onιcιεηtthePperformance
rεdιctιvε CoηtrolobjectiveAlgs.ofF(7.35)ιnαl V were εrsιoη.
considered: that is, cases of normal (R = I), small (R
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 1 = 0.1I) an large
(R2 = 10I)
Gυιllεrmo weightsPon
V αlεηcια the input.
αlomo. ξff ιcιεηtQ =PIrεdιctιvε
was used Coηtrol
throughout. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.5.2 Complexity and volume comparisons
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figures 7.5, 7.7 andP αlomo.
7.9 giveξff a ιcιεηt
comparisonP rεdιctιvε
of theCoηtrol
complexity Algs.ofFmpLOMPC
ιnαl V εrsιoη.
Gυιllεrmo
versus theV αlεηcια
mpOMPC P αlomo.
controller ξff ιcιεηt
for 60Prandom
rεdιctιvε CoηtrolThe
systems. Algs. F ιnαl
x-axis servesV εrsιoη.
as
Gυιllεrmo
index for the dynamic systems (20 for 2, 3 and 4 states, respectively) and Vthe
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
y-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
axis indicates the number of regions obtained for each system. The continues Algs. F ιnαl V εrsιoη.
Gυιllεrmo
lines andV the
αlεηcια P αlomo.
dot-dashed ξff display
lines ιcιεηt Pthe rεdιctιvε
number Coηtrol
of regionsAlgs.which F ιnαlneed V εrsιoη.
to
Gυιllεrmo
be storedV for
αlεηcια
mpOMPCP αlomo. and ξff ιcιεηt P rεdιctιvε
mpLOMPC, Coηtrol
respectively. The Algs. F ιnαl
on-line effortV εrsιoη.
for
Gυιllεrmo V αlεηcια P test
the set membership αlomo. in bothξff ιcιεηt
casesPisrεdιctιvε
proportionalCoηtrol
to the Algs. totalF ιnαl
number V εrsιoη.
of
Gυιllεrmo
regions. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It can
Gυιllεrmo be noticed
V αlεηcια that: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV average
Gυιllεrmo αlεηcια storage
P αlomo. requirements of the mpLOMPC
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. algorithm F ιnαl is Vbelow
εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution ξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 136
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.mp−QP ξff ιcιεηt
partitions forP20rεdιctιvε
random systems Coηtrol
(x∈R ) 2
Algs. F ιnαl V εrsιoη.
R=I
Gυιllεrmo V αlεηcια
700 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
600 P αlomo. ξff ιcιεηt P rεdιctιvε
Number of partitions
Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC
mpLOMPC
Gυιllεrmo V αlεηcια
500 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
400 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
300 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
200 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
100
0
P2 αlomo.
4
ξff
6
ιcιεηt 8
P10rεdιctιvε 12
Coηtrol
14 16
Algs.
18
F20ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt Systems P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R= 0.1 × I ξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.
600 1200
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1000
Gυιllεrmo V αlεηcια
500
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Number of partitions

Number of partitions
800
Gυιllεrmo V αlεηcια
400 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
600
Gυιllεrmo V αlεηcια
300 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
400
Gυιllεrmo V αlεηcια
200
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
200
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
100 0
Gυιllεrmo V αlεηcια0 P5 αlomo.10
Systems
ξff15ιcιεηt 20 P rεdιctιvε 0 5 Coηtrol 10
Systems
Algs.
15 F20ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.5:
Gυιllεrmo Comparison
V αlεηcια P αlomo.of mpLOMPC
ξff ιcιεηt Pcomplexity rεdιctιvε versus Coηtrol standard
Algs. F mpOMPC for
ιnαl V εrsιoη.
20 systems (x ∈ R 2 ).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtR=IP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MCAS volume for 20 random systems

Gυιllεrmo V αlεηcια
80
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. mpLOMPCF ιnαl V εrsιoη.
mpOMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
60
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Volume

Gυιllεrmo V αlεηcια
40 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0
P αlomo.
2 4
ξff
6
ιcιεηt
8
P
10
rεdιctιvε
12 14
Coηtrol
16
Algs.20 F ιnαl V εrsιoη.
18
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Systems

Gυιllεrmo V αlεηcια P αlomo. R= 0.1 × I ξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια
70 P αlomo. ξff ιcιεηt P rεdιctιvε 80 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
60

50 60
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Volume

Volume

40
Gυιllεrmo V αlεηcια
30
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
40

Gυιllεrmo V αlεηcια
20 P αlomo. ξff ιcιεηt P rεdιctιvε 20
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
10 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 P5 αlomo.
10 ξff
15 ιcιεηt 20 P rεdιctιvε
0
0 5 Coηtrol10 Algs.
15 F ιnαl V εrsιoη.
20
Systems Systems
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.6: ComparisonP αlomo. the ξff ιcιεηt volume
MCAS P rεdιctιvε Coηtrol Algs.
of mpLOMPC F ιnαl
versus V εrsιoη.
standard
Gυιllεrmo V αlεηcια P αlomo. ξff
mpOMPC for 20 systems (x ∈ R ). ιcιεηt P 2
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solutionξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.
Coηtrol Algs. F ιnαl V εrsιoη. 137
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. mp−QP ξff ιcιεηt P20rεdιctιvε
partitions for random systems Coηtrol
(x∈R )3 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R=I

Gυιllεrmo V αlεηcια
2500 P αlomo. ξff ιcιεηt mpOMPC P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Number of partitions mpLOMPC
Gυιllεrmo V αlεηcια
2000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1500 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
500 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 2 4 6 8 10 12 14 16 18 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PSystems rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R= 0.1 × Iξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.
2000 3500
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Number of partitions

Number of partitions
1500
2500
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 2000 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1000
P αlomo. ξff ιcιεηt P rεdιctιvε 1500 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
500 P αlomo. ξff ιcιεηt P rεdιctιvε 1000 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
500

Gυιllεrmo V αlεηcια
0
0 P 5αlomo. 10 ξff15ιcιεηt20 P rεdιctιvε 0
0 5Coηtrol 10 Algs.
15 F20ιnαl V εrsιoη.
Systems Systems
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.7: P αlomo.
Comparison ξff ιcιεηt Pcomplexity
of mpLOMPC rεdιctιvε versus Coηtrol Algs. F
standard ιnαl V εrsιoη.
mpOMPC for
3
Gυιllεrmo V αlεηcια P αlomo.
20 systems (x ∈ Rξff).ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffMCAS ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
volume for 20 random systems
R=I
Gυιllεrmo V αlεηcια
140 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. mpLOMPCF ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.


120 mpOMPC
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
100
Volume

80
Gυιllεrmo V αlεηcια
60
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
40
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
20 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0
P2 αlomo.
4
ξff
6
ιcιεηt
8
P10rεdιctιvε
12 14
Coηtrol
16
Algs.20 F ιnαl V εrsιoη.
18
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Systems

Gυιllεrmo V αlεηcια P αlomo.R= 0.1 × I ξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια
120 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
150

Gυιllεrmo V αlεηcια
100 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
80 P αlomo. ξff ιcιεηt P rεdιctιvε 100
Coηtrol Algs. F ιnαl V εrsιoη.
Volume

Volume

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
60

Gυιllεrmo V αlεηcια
40
P αlomo. ξff ιcιεηt P rεdιctιvε 50
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
20

Gυιllεrmo V αlεηcια
0
0 P5 αlomo.10 ξff
15 ιcιεηt 20 P rεdιctιvε
0
0 5 Coηtrol10 Algs.
15 F ιnαl V εrsιoη.
20
Systems Systems
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.8: P αlomo.
Comparison the ξff ιcιεηt volume
MCAS P rεdιctιvε Coηtrol Algs.
of mpLOMPC F ιnαl
versus V εrsιoη.
standard
Gυιllεrmo V αlεηcια
mpOMPC P αlomo.
for 20 ξff ιcιεηt(xP∈rεdιctιvε
systems R3 ). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solutionξff ιcιεηt to Laguerre
P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 138
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. mp−QP ξff ιcιεηt P20rεdιctιvε
partitions for random systems Coηtrol4
(x∈R ) Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
5000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R=I

Gυιllεrmo V αlεηcια
4000
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol mpOMPC Algs. F ιnαl V εrsιoη.
Number of partitions mpLOMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2000
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1000 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 2 4 6 8 10 12 14 16 18 20
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt PSystems rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R= 0.1 × Iξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.
3000 5000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2500
P αlomo. ξff ιcιεηt P rεdιctιvε 4000
Coηtrol Algs. F ιnαl V εrsιoη.
Number of partitions

Number of partitions
Gυιllεrmo V αlεηcια
2000 P αlomo. ξff ιcιεηt P rεdιctιvε 3000 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1500
P αlomo. ξff ιcιεηt P rεdιctιvε
2000
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1000 1000
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
500
0 P 5αlomo. 10 ξff15ιcιεηt20 P rεdιctιvε 0
0 5Coηtrol 10 Algs.
15 F20ιnαl V εrsιoη.
Systems Systems
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.9: P αlomo.
Comparison ξff ιcιεηt Pcomplexity
of mpLOMPC rεdιctιvε versus Coηtrol Algs. F
standard ιnαl V εrsιoη.
mpOMPC for
20 systems 4
(x ∈ Rξff).ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffMCAS ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
volume for 20 random systems
R=I
Gυιllεrmo V αlεηcια
700 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
600
P αlomo.
mpLOMPC ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
500
Volume

400
Gυιllεrmo V αlεηcια
300
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
200
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
100 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0
P2 αlomo.
4
ξff
6
ιcιεηt
8
P10rεdιctιvε
12 14
Coηtrol
16
Algs.20 F ιnαl V εrsιoη.
18
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Systems

Gυιllεrmo V αlεηcια P αlomo.R= 0.1 × I ξff ιcιεηt P rεdιctιvε Coηtrol R= 10 × I Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια
150 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
800
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
100 P αlomo. ξff ιcιεηt P rεdιctιvε 600
Coηtrol Algs. F ιnαl V εrsιoη.
Volume

Volume

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 400 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
50
P αlomo. ξff ιcιεηt P rεdιctιvε 200
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
0 P5 αlomo.10 ξff
15 ιcιεηt 20 P rεdιctιvε
0
0 5 Coηtrol10 Algs.
15 F ιnαl V εrsιoη.
20
Systems Systems
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.10: P αlomo.
Comparison theξffMCASιcιεηt Pvolume rεdιctιvε of Coηtrol
mpLOMPC Algs. F ιnαl
versus V εrsιoη.
standard
Gυιllεrmo V αlεηcια P αlomo.
mpOMPC for 20ξffsystems
ιcιεηt (x ∈ R4 ). Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution
ξff ιcιεηtto Laguerre OMPC.
P rεdιctιvε 139
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
47% V αlεηcια P αlomo.
the standard ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpOMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV αlεηcια
Gυιllεrmo improvement in the
P αlomo. number
ξff ιcιεηt of regions
P rεdιctιvε does not
Coηtrol imply
Algs. anyV εrsιoη.
F ιnαl per-
formance
Gυιllεrmo lossPas
V αlεηcια in (Bemporad
αlomo. ξff ιcιεηt and Filippi,Coηtrol
P rεdιctιvε 2001; Grieder
Algs. Fetιnαl
al., V2003;
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Valgo-
Rossiter and Grieder, 2005b), since the mpLOMPC is an optimal εrsιoη.
rithm.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• ForVcompleteness,
αlεηcια P αlomo.Figureξff7.4
ιcιεηt P rεdιctιvε
illustrates Coηtrol improvement
the potential Algs. F ιnαl Vinεrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
volume of the feasible region using Laguerre functions in MPC using the F ιnαl V εrsιoη.
Gυιllεrmo
sameV αlεηcια P αlomo.
nc for each ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
algorithm.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figures 7.6, 7.8 and 7.10 give a comparison of the volume of the MCAS
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
of OMPC and LOMPC controllers. These figures demonstrate the feasibility
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
improvement for mpLOMPC, which combined with the complexity reduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and no performance loss makes this algorithm an efficient controller. It is clear
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
that in almost every case LOMPC has better feasibility and in many cases
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(especially where R is small) much better feasibility. The main exceptions are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where R is large and thus the initial control is very detuned and thus the MAS
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
may be very close to the MCAS already.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV7.5
Gυιllεrmo NotePthat
αlεηcια the procedures
αlomo. ξff ιcιεηt Pin (BorrelliCoηtrol
rεdιctιvε et al., 2001;
Algs. Tøndel
F ιnαl Vetεrsιoη.
al.,
2003b) may
Gυιllεrmo be used
V αlεηcια in combination
P αlomo. ξff ιcιεηtwith mpLOMPC
P rεdιctιvε to obtain
Coηtrol Algs. Feven
ιnαlgreater
V εrsιoη.
reductions in complexity.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.6 Experimental
Gυιllεrmo implementation
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.of theF ιnαlalgo-
V εrsιoη.
Gυιllεrmo rithm
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo shows Pthe
V αlεηcια experimental
αlomo. ξff ιcιεηtimplementation of theAlgs.
P rεdιctιvε Coηtrol mpLOMPC
F ιnαl Valgo-
εrsιoη.
rithm. Section
Gυιllεrmo V αlεηcια7.6.1 presentsξffthe
P αlomo. integration
ιcιεηt P rεdιctιvεof the program
Coηtrol Algs.into the VPLC,
F ιnαl εrsιoη.
while Section 7.6.2 shows the experimental results of implementing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.the control
law.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.6.1 VPLC αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The structure P αlomo.
of the programξffisιcιεηt
shownP inrεdιctιvε
Figure Coηtrol
7.11, andAlgs. F ιnαl V εrsιoη.
the description of
Gυιllεrmo V αlεηcια P αlomo.
the routines is presented next: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MPC MAIN (Ladder Logic Diagram). This is the main routine whose purpose
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is to control the program execution, calling routines as and when they
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
are needed. Specifically, this routine calls each sample time sequentially
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the routines: Observer, Region Id and Controller Output.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt OMPC.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 140
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo. ofξffthe
7.11: Structure ιcιεηt P rεdιctιvε
mpLOMPC Coηtrol
algorithm Algs.
in the F ιnαl
target PLC. V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Observer (Structured text). This subroutine is used to reconstruct the state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vector using a Kalman filter, see Section 2.9.1. Invokes the subroutine
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Matrix Multiply to complete the operations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Region VIdαlεηcια P αlomo.
(Structured ξff ιcιεηt
text). P rεdιctιvεgets
This subroutine Coηtrol
fromAlgs.
Data FRegions
ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
optimal solution associated with the active region. In order to identify F ιnαl V εrsιoη.
Gυιllεrmo
theVactive
αlεηcια P αlomo.
region, ξff ιcιεηt
the state vectorPisrεdιctιvε
tested in Coηtrol Algs.
each region Pxr xFkιnαl
≤ p0rV, εrsιoη.
r=
Gυιllεrmo V αlεηcια
1, . . . rn . P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Data Regions
Gυιllεrmo V αlεηcια (Structured
P αlomo. text). This
ξff ιcιεηt is not properly
P rεdιctιvε Coηtrola program
Algs. F ιnαlroutine, is
V εrsιoη.
a data bank. Contains the information about the controller
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. regions P r
x 0
(matrices P ,
Gυιllεrmo V αlεηcιαr P αlomo. p r ) and associated optimal solutions (matrices K̂ ,
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlr V εrsιoη. t r ).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Controller Output (Structured text). This subroutine sends to the plant
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolT Algs. F ιnαl V εrsιoη.
the controller output computed by uk = −Kxk + e1 (−K̂r xk + tr ).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
7.6.2 VExperimental
αlεηcια P αlomo. ξff test ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Once again, the speedP αlomo.
processξffpresented
ιcιεηt P rεdιctιvε
in SectionCoηtrol Algs.asFthe
4.5.2 is used ιnαltest
V εrsιoη.
rig,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
with constraints −3.5V ≤ u ≤ 3.5V , −0.05 ≤ ∆u ≤ 0.05V . In order to obtainAlgs. F ιnαl V εrsιoη.
Gυιllεrmo
a closed Vpolytope,
αlεηcια P αlomo.
the outputξffisιcιεηt P rεdιctιvε
bounded to −1100Coηtrol
RPMAlgs.≤y≤ F ιnαl
1100 VRPMεrsιoη.
Gυιllεrmo
(Note thatV αlεηcια P αlomo.
this is not ξff ιcιεηt
a constraint butP rεdιctιvε
merely anCoηtrol
artificialAlgs.
bound F ιnαl V εrsιoη.
to restrict
Gυιllεrmo V αlεηcια
the space to be explored).P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In order to allow tracking of a time-varying reference, it is necessary to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt OMPC.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.141
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Figure
αlεηcια7.12:
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpLOMPC memory usage on the target PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
use an augmented
Gυιllεrmo V αlεηcια state vector
P αlomo. ξffformulation:
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff £ ιcιεηt P rεdιctιvε Coηtrol
¤T Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xk dkP rεdιctιvε
ξk =ξff ιcιεηt uk−1 rk Coηtrol Algs. F ιnαl V (7.36)
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where xkVare
Gυιllεrmo the model
αlεηcια P αlomo.states
ξff of the Pcontrolled
ιcιεηt rεdιctιvε plant,
Coηtrol dkAlgs.
is theFdisturbance
ιnαl V εrsιoη.
estimate,V uαlεηcια
Gυιllεrmo k−1 is the previous
P αlomo. controlP rεdιctιvε
ξff ιcιεηt input andCoηtrol
rk is the reference
Algs. F ιnαl signal.
V εrsιoη.
Therefore, the dynamics are formulated in ∆u-form; in this framework,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. the
system input at time k is ∆u whereby
Gυιllεrmo V αlεηcια P αlomo. ξffkιcιεηt P rεdιctιvε u k−1 is an additional state in
Coηtrol Algs. F ιnαl V εrsιoη. the
dynamical
Gυιllεrmo model, i.e.
V αlεηcια the system
P αlomo. inputP can
ξff ιcιεηt be obtained
rεdιctιvε CoηtrolasAlgs.
uk = Fuιnαl
k−1 +V∆u k.
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV7.6
Gυιllεrmo NotePthat
αlεηcια the augmented
αlomo. ξff ιcιεηt Pvector ξk replaces
rεdιctιvε Coηtrol xAlgs.
k in all the algebra
F ιnαl V εrsιoη.
presentedVin
Gυιllεrmo this chapter.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The Vtuning
αlεηcια P αlomo. ξff
parameters forιcιεηt P rεdιctιvε
the controller areCoηtrol
a = 0.5,Algs.
nc =F ιnαl
3, RV =εrsιoη.
I,
Gυιllεrmo
Q = I. V αlεηcια
The P αlomo.
program, in thisξffcase,
ιcιεηtuses
P rεdιctιvε
19% of Coηtrol Algs.storage
the available F ιnαl V ofεrsιoη.
the
Gυιllεrmo V αlεηcια
PLC including P αlomo.
required memoryξff ιcιεηt P rεdιctιvε
for I/O, runningCoηtrol
cache andAlgs. F ιnαl
other V εrsιoη.
necessary
Gυιllεrmo
subroutinesV αlεηcια P αlomo.
as it can be seenξfffrom
ιcιεηtthe
P rεdιctιvε
propertiesCoηtrol
of the Algs. F ιnαl
controller V εrsιoη.
with the
Gυιllεrmo
RSLogix V αlεηcια
r P αlomo.
programming toolξffinιcιεηt
Figure P rεdιctιvε
7.12. FigureCoηtrol
7.13 Algs.
and 7.14F ιnαl
showV εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
mpLOMPC partitions for this problem assuming dk = 0, uk−1 = 0. In this Algs. F ιnαl V εrsιoη.
Gυιllεrmo
case, the VmpLOMPC
αlεηcια P αlomo.
and mpOMPCξff ιcιεηt(not
P rεdιctιvε Coηtrol
shown here) Algs. F
partitions ιnαl
are veryV sim-
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
ilar in complexity (mpOMPC has 97 regions) but mpLOMPC has a larger Algs. F ιnαl V εrsιoη.
Gυιllεrmo
feasibilityV region
αlεηcια(volume).
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figures 7.15 and 7.16 show the execution time of the algorithm and the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
experimental closed-loop response respectively. Two setpoint step changes are
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
demanded; the results show that mpLOMPC is tracking the setpoint accu-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
rately. The execution time in the worst case was 9.98 ms.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt P rεdιctιvε OMPC.Coηtrol Algs. F ιnαl V εrsιoη. 142
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.13:
Gυιllεrmo Obtained
V αlεηcια mpLOMPC
P αlomo. controller
ξff ιcιεηt partition
P rεdιctιvε for theAlgs.
Coηtrol speed Fprocess
ιnαl V(dεrsιoη.
k =
0, uk−1 = 0).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
mpLOMPC ξff ιcιεηtpartition
Controller P rεdιctιvε Coηtrol
with 83 regions (Cut on Algs.
r=0) F ιnαl V εrsιoη.
1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
−0.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
−1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−6 −4 −2 0 2 4 6
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε x1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Cut on xξff
1
= 0ιcιεηt P rεdιctιvε Coηtrol Cut on x =Algs.
2
0 F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
15 20

Gυιllεrmo V αlεηcια
10 P αlomo. ξff ιcιεηt P rεdιctιvε 10 Coηtrol Algs. F ιnαl V εrsιoη.
5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r (volts)

r (volts)

0 0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−5
Gυιllεrmo V αlεηcια
−10
P αlomo. ξff ιcιεηt P rεdιctιvε −10 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
−15 P αlomo. ξff ιcιεηt P rεdιctιvε −20 Coηtrol Algs. F ιnαl V εrsιoη.
−1 −0.5 0 0.5 1 −10 −5 0 5 10
Gυιllεrmo V αlεηcια P αlomo.x ξff ιcιεηt P rεdιctιvε Coηtrol x1
Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure 7.14: Cuts Ponαlomo. ξff ιcιεηt P
the mpLOMPC rεdιctιvεpartition
controller Coηtrolfor Algs.the F ιnαlprocess
speed V εrsιoη.
(dk =P0,αlomo.
Gυιllεrmo V αlεηcια uk−1 =ξff 0).ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt P rεdιctιvε OMPC. 143
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 7.15:
Gυιllεrmo V αlεηcια Execution time ξff
P αlomo. andιcιεηt
sampling jittering Coηtrol
P rεdιctιvε of the mpLOMPC algorithm.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Speed process
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1000
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( RPM )

900

Gυιllεrmo V αlεηcια
800
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
700 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
600 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 5 10 15 20 25 30 35
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

Gυιllεrmo V αlεηcια
2.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1.5
0
P αlomo.
5
ξff ιcιεηt15 P rεdιctιvε
10 20
Coηtrol
25
Algs.
30
F ιnαl
35
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.06 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.04
Input rate (V)

Gυιllεrmo V αlεηcια
0.02
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
Gυιllεrmo V −0.02
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.04
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.06
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.08
Gυιllεrmo V αlεηcια0 P αlomo.
5 ξff ιcιεηt15 Time
10 P rεdιctιvε
(sec)
20 Coηtrol
25 Algs.
30 F ιnαl
35 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo. ξff test
7.16: Experimental ιcιεηt
forPtherεdιctιvε Coηtrol
speed process Algs.
using F ιnαl V εrsιoη.
mpLOMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 7.V αlεηcια
Gυιllεrmo Multi-parametric
P αlomo.solution to Laguerre
ξff ιcιεηt OMPC.
P rεdιctιvε 144
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7.7 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A parametrisation algorithm for mp-QP was presented which allows for sig-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nificant simplification of the on-line set membership test necessary for multi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
parametric predictive control (Bemporad et al., 2002b) for the nominal case.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The algorithm uses Laguerre parametrisation of the system input providing
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
an alternative trajectory and thus changing the optimisation problem. In ex-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tensive simulations it was shown that the procedure consistently reduces the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
necessary on-line effort by a factor of around two and this without perfor-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mance degradation, thus making it a more attractive option for fast processes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The second benefit of using Laguerre functions in combination with optimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
predictive control is the improvement of the feasible region. Finally, it was
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
demonstrated that the algorithm can be effectively coded in an standard PLC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
without excessive memory and computational requirements.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

An efficient suboptimal
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
multi-parametric solution
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This chapter P αlomo.
presents ξff ιcιεηt
original P rεdιctιvε
contribution to Coηtrol
the thesis.Algs.Here,
F ιnαl V εrsιoη.
a subop-
Gυιllεrmo V αlεηcια P αlomo.
timal multi-parametric ξff ιcιεηt
approach P rεdιctιvε
to predictive Coηtrol
control Algs. F ιnαl
is developed; V εrsιoη.
it differs
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
from more conventional approaches in that it pre-defines the complexity Algs. F ιnαl V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
the solution rather than the allowable suboptimality. The chapter, proposes a F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
novel parameterisation of theξff ιcιεηt P rεdιctιvε
multi-parametric Coηtrol
regions Algs.
which F ιnαl
allows V εrsιoη.
efficiency
Gυιllεrmo V αlεηcια
of definition, P αlomo.
effective spanningξffofιcιεηt P rεdιctιvε
feasible region and Coηtrol Algs.efficient
also highly F ιnαl search
V εrsιoη.
Gυιllεrmo V αlεηcια
algorithms. DespiteP αlomo. ξff ιcιεηt P the
the suboptimality, rεdιctιvε Coηtrol
algorithm Algs.
retains F ιnαl V εrsιoη.
guaranteed sta-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
bility, in the nominal case. An experimental example using a PLC with the F ιnαl V εrsιoη.
Gυιllεrmo
proposedValgorithm
αlεηcια Pisαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
presented.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vchapter
Gυιllεrmo αlεηcιαisPorganised
αlomo. ξff asιcιεηt
follows: Section 8.1
P rεdιctιvε presents
Coηtrol the Fintroduction
Algs. ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V on
and motivation of the chapter; Section 8.2 will give a brief background a
εrsιoη.
standard MPC algorithm and explicit solutions. Section 8.3 discusses
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. about
the complexity
Gυιllεrmo V αlεηcιαof polytope
P αlomo. representations. Section
ξff ιcιεηt P rεdιctιvε 8.4 then
Coηtrol Algs.introduces the
F ιnαl V εrsιoη.
proposed suboptimal multi-parametric solution with proofs of feasibility
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and
convergence.
Gυιllεrmo Section
V αlεηcια 8.5 presents
P αlomo. ξff ιcιεηtsome Monte-Carlo
P rεdιctιvε Coηtrolnumerical
Algs. Fillustrations
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlchapter
and Section 8.6 presents an experimental example using a PLC. The V εrsιoη.
finishes with
Gυιllεrmo the conclusions
V αlεηcια P αlomo. ξff SectionP 8.7.
in ιcιεηt rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.1 Introduction
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαsolutions
Multi-parametric P αlomo.toξffpredictive
ιcιεηt P rεdιctιvε Coηtrol Algs.
control (Bemporad F ιnαl
et al., V εrsιoη.
2002a; Be-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
mporad et al., 2002b; Pistikopoulos et al., 2000) have two key advantages: F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
(i) they give P αlomo.toξffthe
transparency ιcιεηt P rεdιctιvε
control law which Coηtrol
may Algs. F ιnαl V εrsιoη.
have advantages in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
safety critical or highly regulated environments and (ii) they have the potential ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
to significantly P αlomo.
reduce ξff ιcιεηt
the on-line P rεdιctιvε load/complexity.
computational Coηtrol Algs. F ιnαl This Vchap-
εrsιoη.
Gυιllεrmo
ter concerns itself primarily with the second of these points because oftenεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F
potential to reduce complexity is not realised; for instance, especially with high ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

145
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 146
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
order systems, the Poptimal
αlomo.parametric
ξff ιcιεηt Psolution
rεdιctιvεmayCoηtrol Algs.
be very F ιnαlsoV that
complex εrsιoη.
Gυιllεrmo V αlεηcια
implementation P αlomo.
is more ξff ιcιεηt
difficult P rεdιctιvε
or slower Coηtrolan
than including Algs. F ιnαl
on-line V εrsιoη.
quadratic
Gυιllεrmo V αlεηcια
programme. The aim P αlomo. ξff ιcιεηt
is to achieve P rεdιctιvε
a reduction Coηtrol Algs.
of complexity and Fdata
ιnαlstorage
V εrsιoη.
Gυιllεrmo V αlεηcια
to the point P αlomo.can
the controller ξff be
ιcιεηt
usedP in
rεdιctιvε Coηtrol Algs.
cheap embedded systemsF ιnαl
with V εrsιoη.
fast
Gυιllεrmo
samplingVrates.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Several authorsP have
αlomo. ξffto
tried ιcιεηt
tackleP rεdιctιvε
this issue Coηtrol Algs.research
with various F ιnαl Vdirec-
εrsιoη.
Gυιllεrmo
tions. Some authors have looked at optimising the efficiency of storage ofεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo V αlεηcια
parametric solutionPcombined
αlomo. ξffwith ιcιεηt P rεdιctιvε
fast algorithmsCoηtrol Algs. F ιnαl V
for implementation ofεrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
solution (e.g. Borrelli et al., 2001; Tøndel et al., 2003b; Christophersen et al., F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2007). Other authors P αlomo. ξff ιcιεηt beginning
have considered P rεdιctιvεfrom
Coηtrol Algs. F ιnαl
a suboptimal V εrsιoη.
parametric
Gυιllεrmo V αlεηcια
solution in the hopeP that αlomo. suchξffaιcιεηt
solutionP rεdιctιvε
may be farCoηtrol Algs.
simpler, but Fwith
ιnαlaVsmall
εrsιoη.
Gυιllεrmo V αlεηcια Ponly
loss in performance αlomo. (e.g.ξff ιcιεηt Pet
Johansen rεdιctιvε Coηtrol
al., 2002; Algs.
Johansen, F ιnαl
2003; V εrsιoη.
Johansen
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
and Grancharova, 2003; Bemporad and Filippi, 2003; Grieder et al., 2004). Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
One approach in theP αlomo.
literature ξffhas
ιcιεηt P rεdιctιvε
looked at usingCoηtrol
orthogonalAlgs. F ιnαl
spaces to Vspeed
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
up search times and sub-divides the parametric space into small enough regions Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
to quantify P αlomo. ξffasιcιεηt
the sub-optimality smallPenough,
rεdιctιvε Coηtrol
either from Algs. F ιnαl V εrsιoη.
a performance per-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
spective or in terms of feasibility (Johansen, 2003). Another alternative is toAlgs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
look at making thePregions
αlomo. larger
ξff ιcιεηt P rεdιctιvε
(Bemporad andCoηtrol
Filippi,Algs.
2003)Fby ιnαl V εrsιoη.
allowing
Gυιllεrmo V αlεηcια
some relaxation of Pthe
αlomo. ξff ιcιεηt
optimality, P rεdιctιvε
while ensuringCoηtrol Algs.However,
feasibility. F ιnαl Vcriti-
εrsιoη.
Gυιllεrmo
cally for the motivation here, none of the works above are able to give εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V any
Gυιllεrmo V αlεηcια
strict bounds on the P αlomo.
resultingξffcomplexity
ιcιεηt P rεdιctιvε Coηtrolwhich
of the solution Algs. thus
F ιnαl
may V εrsιoη.
still
Gυιllεrmo
be worseVthan
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
desired.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A less
Gυιllεrmo exploredPavenue
V αlεηcια αlomo.isξff toιcιεηt
base the parametric
P rεdιctιvε solution
Coηtrol Algs.on points
F ιnαl rather
V εrsιoη.
than regions
Gυιllεrmo (Canale
V αlεηcια and Milanese,
P αlomo. ξff ιcιεηt2005; CanaleCoηtrol
P rεdιctιvε et al., 2008;
Algs. Canale
F ιnαl V etεrsιoη.
al.,
2009). In simple terms one predefines the optimum strategy
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. for a number of
possible initial
Gυιllεrmo V αlεηcια conditions
P αlomo. andξffthen
ιcιεηton-line select Coηtrol
P rεdιctιvε from these the Fone
Algs. ιnαlwhich is
V εrsιoη.
closest to the actual initial condition. However, once again
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.the main failing of
this approach
Gυιllεrmo is that
V αlεηcια it is hard
P αlomo. ξfftoιcιεηt
get bounds on the
P rεdιctιvε complexity
Coηtrol Algs.ofFtheιnαlsolution
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vsome
because the focus of the work is on ensuring that the suboptimality meets εrsιoη.
guaranteed
Gυιllεrmo requirement
V αlεηcια P αlomo. whichξffthus canPbe
ιcιεηt conservative.
rεdιctιvε Coηtrol The examples
Algs. F ιnαlinVthose
εrsιoη.
4 6
papers use numbers such as 10 − 10 vertices. An even less
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. explored avenue
is the potential
Gυιllεrmo V αlεηcια to Puse interpolation
αlomo. ξff ιcιεηt(Rossiter
P rεdιctιvεandCoηtrol
Grieder, 2005a)
Algs. to give
F ιnαl a
V εrsιoη.
convex blend
Gυιllεrmo from P
V αlεηcια nearby
αlomo. points, thusPreducing
ξff ιcιεηt rεdιctιvεthe number
Coηtrol of points/regions
Algs. F ιnαl V εrsιoη.
required while ensuring feasibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
HereVthe
αlεηcια P αlomo.
intention ξff ιcιεηt
is to take P rεdιctιvε
a different Coηtrol
viewpoint fromAlgs.
thoseFwhich
ιnαl Veither
εrsιoη.
Gυιllεrmo
start fromV αlεηcια P αlomo.
the explicit optimalξff ιcιεηt P rεdιctιvε
and define Coηtrol
efficient searchesAlgs. F ιnαl
or look forVways
εrsιoη.
Gυιllεrmo
of trading complexity with performance. Instead, this chapter proposesεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V to
Gυιllεrmo
predefineVthe
αlεηcια P αlomo.
complexity ξff ιcιεηt
of the P rεdιctιvε
solution and thenCoηtrol Algs. one
ask whether F ιnαl V εrsιoη.
is able to
Gυιllεrmo V αlεηcια
get sufficient P αlomo.and
performance ξffguarantees
ιcιεηt P rεdιctιvε CoηtrolThe
of feasibility. Algs. F ιnαl Vtaken
argument εrsιoη.
Gυιllεrmo
is that any result which is based on sub-division until the difference fromεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V the
Gυιllεrmo
optimal isV αlεηcια P αlomo.
small will, ξff ιcιεηt
in general, lead toP rεdιctιvε Coηtrol
a large number of Algs. F ιnαl
regions. V εrsιoη.
In general,
Gυιllεrmo V αlεηcια
convergence P αlomo.guarantee
and feasibility ξff ιcιεηtwith
P rεdιctιvε Coηtrol
a pre-defined Algs. F ιnαl
complexity V εrsιoη.
are wanted
Gυιllεrmo
and thenVoneαlεηcια P αlomo.
is required to askξffwhat
ιcιεηt P rεdιctιvε
level Coηtrolcan
of performance Algs. F ιnαl Vfrom
be obtained εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 147
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
that, accepting P αlomo.
that it will be ξffsuboptimal
ιcιεηt P rεdιctιvε Coηtrol Algs.
in comparison F ιnαl
to a more V εrsιoη.
complex
Gυιllεrmo
solution. V The
αlεηcια P αlomo.
advantage of ξff ιcιεηt P rεdιctιvε
predefining Coηtrol isAlgs.
the complexity F ιnαl V εrsιoη.
the possibility, a
Gυιllεrmo
priori, ofVgiving
αlεηcια P αlomo.
strict limitsξffonιcιεηt
data Pstorage
rεdιctιvε andCoηtrol
sampleAlgs.time F ιnαl V εrsιoη.
requirements
Gυιllεrmo
and thusV being
αlεηcια P αlomo.
much cheaper ξff and
ιcιεηtsimpler
P rεdιctιvε Coηtrol Algs.
to implement F ιnαl Vwhich
on systems εrsιoη.
Gυιllεrmo V αlεηcια
have available only Plow
αlomo. ξff ιcιεηt Ppower
computational rεdιctιvε Coηtrol
but may still Algs.
requireF fast
ιnαlsample
V εrsιoη.
Gυιllεrmo
times. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Hence, the keyPcontribution
αlomo. ξff ιcιεηt of thisP chapter
rεdιctιvεis Coηtrol
a proposed Algs. F ιnαl Vwhich
approach εrsιoη.
Gυιllεrmo V αlεηcια Pofαlomo.
reduces complexity ξff ιcιεηt solution
the parametric P rεdιctιvε Coηtrol
to about theAlgs. F ιnαlpossible
minimum V εrsιoη.
Gυιllεrmo
and doesVnotαlεηcια P αlomo.
give large growth ξffinιcιεηt P rεdιctιvε
complexity withCoηtrol
the stateAlgs. F ιnαl V
dimension. εrsιoη.
More-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
over, the on-line coding requirements are trivial as compared to the on-line Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
implementation of P
a αlomo.
quadratic ξff program.
ιcιεηt P rεdιctιvε
In line withCoηtrol
someAlgs. F ιnαl
concepts V εrsιoη.
adopted
Gυιllεrmo
by earlierVauthors
αlεηcια(Grieder
P αlomo.etξff al.,ιcιεηt
2004;PJohansen
rεdιctιvε and Coηtrol Algs. F ιnαl
Grancharova, V εrsιoη.
2003) this
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
chapter intends to make use of regular shapes as this enables very efficient Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
search methods andP simple
αlomo.polytope
ξff ιcιεηtdefinitions
P rεdιctιvεwith Coηtrol Algs. complexity.
predefined F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.2 Modelling, predictive control and multi-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo parametric
V αlεηcια P αlomo.solutions ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This section P αlomo.
introduces ξff ιcιεηt P rεdιctιvε
the assumptions used in the Coηtrol
chapter Algs.andFbackground
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
information, P αlomo.
but omitting ξffknown
well ιcιεηt P rεdιctιvε
algebra thatCoηtrol
does not Algs.
add Ftoιnαl V εrsιoη.
concepts.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.2.1 VModel
Gυιllεrmo αlεηcια Pand αlomo. constraints
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This chapter
Gυιllεrmo assumes
V αlεηcια a standard
P αlomo. state-space
ξff ιcιεηt model
P rεdιctιvε of the Algs.
Coηtrol form F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k+1 = Axk + Buk
Gυιllεrmo V αlεηcια P αlomo. ξffyιcιεηt k = Cxk
P rεdιctιvε Coηtrol Algs. F ιnαl V(8.1) εrsιoη.
Gυιllεrmo V αlεηcια
n
P αlomo.
l
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
with xk ∈V R
Gυιllεrmo , yk ∈PRαlomo.
αlεηcια and uξff Rm which
k ∈ιcιεηt are theCoηtrol
P rεdιctιvε state vector,
Algs. the measured
F ιnαl V εrsιoη.
output and the plant input respectively. It is assumed that
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. these are subject
to constraints
Gυιllεrmo at every
V αlεηcια P αlomo.sample ξffinstant,
ιcιεηt Pfor example:
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια AuPuαlomo.
k ≤ bu ; ξff ιcιεηtA∆u ∆uP rεdιctιvε
k ≤ b∆u ;CoηtrolAy yk Algs.
≤ by F ιnαl V(8.2) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In the context of predictive control, it is common to take the following quadratic
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
performance index as the objective to be minimised at each sample
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X∞
Gυιllεrmo V αlεηcια P αlomo. ξffT ιcιεηt P rεdιctιvε
T Coηtrol Algs. F ιnαl V εrsιoη.
J = x Qx k+i + u
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
k+i k+i−1 Ru k+i−1 Algs. F ιnαl V(8.3) εrsιoη.
i=1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
as, underVsome
Gυιllεrmo αlεηcιαmild conditions,
P αlomo. this allows
ξff ιcιεηt a staightforward
P rεdιctιvε Coηtrol Algs. stability
F ιnαlguaran-
V εrsιoη.
tee in the nominal case. In the unconstrained case, the feedback
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. minimising
performance
Gυιllεrmo index PJαlomo.
V αlεηcια is givenξffasιcιεηt
uk =P −Kx k , however
rεdιctιvε Coηtrolit Algs.
is noted hereV that
F ιnαl εrsιoη.
this chapter omits the fine details associated to integral action
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and offset free
tracking Vtoαlεηcια
Gυιllεrmo simplifyPthe αlomo.presentation
ξff ιcιεηt(see Section Coηtrol
P rεdιctιvε 2.9 for details).
Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 148
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.2.2 VOptimal
Gυιllεrmo αlεηcια P αlomo.MPCξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In this chapter
Gυιllεrmo the P
V αlεηcια default
αlomo. MPC algorithm
ξff ιcιεηt is takenCoηtrol
P rεdιctιvε as Optimal Algs.MPC F ιnαl(OMPC)
V εrsιoη.
(Scokaert and Rawlings, 1998; Rossiter et al., 1998),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.that is one whereby the
‘optimal’Vfeedback
Gυιllεrmo αlεηcια P Kαlomo.
is assumed in the
ξff ιcιεηt terminal mode
P rεdιctιvε Coηtrol and thereF are
Algs. ιnαldegrees
V εrsιoη.
of freedom
Gυιllεrmo in the first
V αlεηcια nc steps;
P αlomo. nc is P
ξff ιcιεηt taken to beCoηtrol
rεdιctιvε large here Algs.andFin ιnαlfactV εrsιoη.
it is
known from
Gυιllεrmo work in
V αlεηcια multi-parametric
P αlomo. ξff ιcιεηt Psolutions
rεdιctιvεthat oftenAlgs.
Coηtrol a relatively
F ιnαl Vsmall
εrsιoη.
finite value
Gυιllεrmo is enough
V αlεηcια to capture
P αlomo. the maximal
ξff ιcιεηt P rεdιctιvε controlled
Coηtrol admissible
Algs. F set. ιnαlHence,
V εrsιoη.
with the Vcontrol
Gυιllεrmo αlεηcια trajectory
P αlomo.given as: P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt
Gυιllεrmo V αlεηcια½P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−K(x − xss ) +Pcrεdιctιvε k+i ; i∈ {0, ..., nAlgs.
c − 1}F ιnαl V εrsιoη.
Gυιllεrmo uss = P αlomo.k+iξff ιcιεηt
uk+iV−αlεηcια Coηtrol (8.4)
−K(x k+i − x ss ); i ∈ {n
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. c , n c + 1, . . .}
Gυιllεrmo V αlεηcια
For prediction classP αlomo.
(8.4), input ξff ιcιεηt
and P rεdιctιvε
state Coηtrol
constraints Algs.
(8.2) over F ιnαl V εrsιoη.
an infinite
Gυιllεrmo V αlεηcια
horizon can P αlomo.
be presented in theξff ιcιεηt
form P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.Mx ξffkιcιεηt
+ N→ cPkrεdιctιvε
− ≤ col(1);Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. £
ξff ιcιεηt
T P. .rεdιctιvε
T
¤T
Coηtrol Algs. F ιnαl V(8.5) εrsιoη.

→c k = c k . c k+n c −1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
for suitable N, M withP αlomo.
a finite ξffnumber
ιcιεηt Pof rεdιctιvε Coηtrol
rows (Gilbert and Algs.
Tan,F1991).
ιnαl V Twoεrsιoη.
Gυιllεrmo V αlεηcια
standard sets are: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MAS isV{x αlεηcια
k ∈ R P|Mx
n αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k ≤ col(1)} and is the region in the state-space for
Gυιllεrmo V αlεηcια P αlomo.
which the unconstrained ξfffeedback
ιcιεηt P rεdιctιvε
uk = −Kx Coηtrol
k satisfies Algs. F ιnαl V εrsιoη.
constraints.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
n nc m
MCAS Visαlεηcια
Gυιllεrmo {xk ∈ RP |∃ ck ∈R
αlomo.

− s.t. Mx
ξff ιcιεηt P rεdιctιvε → ≤ col(1)}
k + N c kCoηtrol
− andFisιnαl
Algs. the region
V εrsιoη.
in x whereby it is possible to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε find a c
→k
− such that the future trajectories
Coηtrol Algs. F ιnαl V εrsιoη.
satisfy constraints.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The MCAS
Gυιllεrmo gets larger
V αlεηcια as ncξff
P αlomo. increases, but usually
ιcιεηt P rεdιctιvε up to Algs.
Coηtrol a finiteF ιnαllimit Vifεrsιoη.
the
state constraints give a closed region. It is not the purpose
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of this chapter to
consider Vnuances
Gυιllεrmo αlεηcιαinPthatαlomo.discussion
ξff ιcιεηt topic.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The VOMPC
αlεηcια lawP αlomo.
is derived ξffbyιcιεηt P rεdιctιvε
minimising Coηtrol
J w.r.t. Algs. F ιnαl V εrsιoη.
the parameterisation of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
(8.4) and subject to constraints. This is known to be equivalent to minimising Algs. F ιnαl V εrsιoη.
Gυιllεrmo
over ck+iV, iαlεηcια Pcαlomo.
= 0, ..., n − 1 theξff ιcιεηt P rεdιctιvε
performance index Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −
→c ∗kξff=ιcιεηt
arg min P →
−c Tk W−
rεdιctιvε →c Coηtrol
k Algs. F ιnαl V εrsιoη.
ck
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(8.6)


εrsιoη.
s.t. Mxk + N→ −c k ≤ col(1)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
for a suitable W, (W P αlomo.
> 0). ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition 8.1 (Optimal control sequences) For initial states xk = vj ,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
define the corresponding optimal control sequences as − →ck =→ −c j . By definition,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the recursive use of the this sequence of c values in (8.4) will give input/state
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P k+i rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
trajectories that satisfy constraints and converge to the origin.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V An
Gυιllεrmo efficient
αlεηcια suboptimal
P αlomo. multi-parametric
ξffιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 149
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.2.3 VMulti-parametric
Gυιllεrmo αlεηcια P αlomo. ξffιcιεηt solutions
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The solution
Gυιllεrmo of problem
V αlεηcια P αlomo. (8.6)ξffιcιεηt
has a multi-parametric
P rεdιctιvε Coηtrol solution
Algs. (Bemporad et
F ιnαl V εrsιoη.
al., 2002b) of the form (for details see Chapter 7):
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo xk V∈αlεηcια
Rr ⇒ P αlomo. −
→c k = −ξffιcιεηt
K̂r xk + tPr ;rεdιctιvε
Rr = {x k : Mr x
Coηtrol k ≤ drF}ιnαl V(8.7)
Algs. εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
for suitable
Gυιllεrmo Rr , K̂P
V αlεηcια r , αlomo.
tr , Mrξffιcιεηt
, dr where the interiors
P rεdιctιvε Coηtrolof the polytopes
Algs. F ιnαl R r do
V εrsιoη.
not overlap and the union gives the MCAS. The main
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. weakness of multi-
parameteric
Gυιllεrmo solutions
V αlεηcια is thatξffιcιεηt
P αlomo. the number of regions
P rεdιctιvε r canAlgs.
Coηtrol grow Fvery
ιnαlquickly
V εrsιoη.
both with state dimension and indeed
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε n c (although to a finite limit with
Coηtrol Algs. F ιnαl V εrsιoη. nc ).
This chapter
Gυιllεrmo seeks Palternative
V αlεηcια but suboptimal
αlomo. ξffιcιεηt P rεdιctιvε parametric
Coηtrol Algs.solutions which
F ιnαl re-
V εrsιoη.
quire far Vfewer
Gυιllεrmo αlεηcιαregions.
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3 Facet
Gυιllεrmo V αlεηcια P or vertex
αlomo. ξffιcιεηtrepresentations
P rεdιctιvε Coηtrol Algs. of F ιnαlpoly-
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
topes and multi-parametric solutions
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The mainV assumption
Gυιllεrmo αlεηcια P αlomo. of thisξffιcιεηt
chapter P isrεdιctιvε
that an efficient
Coηtrolmulti-parametric
Algs. F ιnαl V εrsιoη.re-
alisation requires an assumption of regular polytopes, such
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. as n-dimensional
cubes, asVopposed
Gυιllεrmo αlεηcια to the more
P αlomo. generalPshapes
ξffιcιεηt rεdιctιvεpossible
Coηtrol for Algs.
R. This is because
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlselected
such an assumption carries several simple benefits (depending on the V εrsιoη.
regular polytope):
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. TheV number
Gυιllεrmo αlεηcια of facets may
P αlomo. be is P
ξffιcιεηt small.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. The number of vertices may be small and equispaced to some extent.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. TheV shape,
αlεηcιαfacets
P αlomo. ξffιcιεηtare
and vertices P rεdιctιvε
regular and Coηtrol
hence Algs.
easy to F ιnαl
handle V εrsιoη.
and
Gυιllεrmo V αlεηcια
define. P αlomo.
This allows ξffιcιεηt
for very P rεdιctιvε
efficient Coηtrol Algs. F ιnαl V εrsιoη.
search algorithms.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In fact, the P αlomo.
assumption ξffιcιεηt
in this P rεdιctιvε
chapter is slightlyCoηtrol Algs.
different fromF ιnαl
a cube,V εrsιoη.
al-
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt
though the proposed algorithm is seeded by a cube. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.1 VFacet-based
Gυιllεrmo αlεηcια P αlomo. parametric solutions
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A major Vconcern
Gυιllεrmo αlεηcιαisPrelated
αlomo.toξffιcιεηt
the efficiency of search
P rεdιctιvε Coηtrolalgorithms. It is V
Algs. F ιnαl recog-
εrsιoη.
nised (Borrelli
Gυιllεrmo V αlεηcιαet al., 2001; Rossiter
P αlomo. ξffιcιεηtand Grieder,Coηtrol
P rεdιctιvε 2005a) that
Algs.one can Vdefine
F ιnαl εrsιoη.
very efficient algorithms for finding an active facet (Definition
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 8.2) and thus an
MPC algorithm
Gυιllεrmo V αlεηcια which utilisesξffιcιεηt
P αlomo. this mechanism
P rεdιctιvε(there is an explicit
Coηtrol Algs. Flinkιnαl between
V εrsιoη.
the activeV αlεηcια
Gυιllεrmo facet andP the αlomo.control law) has
ξffιcιεηt the potential
P rεdιctιvε Coηtrol to Algs.
be very efficient;
F ιnαl it
V εrsιoη.
has also Vbeen
Gυιllεrmo shown
αlεηcια that efficient
P αlomo. ξffιcιεηt mp-QP parameterisations,
P rεdιctιvε Coηtrol Algs.can use Vactive
F ιnαl εrsιoη.
facet computations
Gυιllεrmo V αlεηcια Ptoαlomo. infer the set membership
ξffιcιεηt P rεdιctιvεcomputations
Coηtrol Algs.in F(8.7).ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 150
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Definition V αlεηcια
8.2 (Active P αlomo. ξff ιcιεηt
facet) ConsiderP rεdιctιvε
a closedCoηtrol
polytope,Algs.containing
F ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια
origin, given as Mx P αlomo.
k ≤ ξff
col(1).ιcιεηtThen P rεdιctιvε
for any Coηtrol
state x k ,Algs.
the F ιnαl
active V εrsιoη.
facet j
Gυιllεrmo
is definedV asαlεηcια
the one P αlomo.
for which: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt max P eTjrεdιctιvε
Mxk Coηtrol Algs. F ιnαl V(8.8) εrsιoη.
j
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
where ej Visαlεηcια
the j-thPstandard
αlomo. ξff ιcιεηt
basis P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vector.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Thus,V αlεηcια
the search P αlomo.
algorithm ξff ιcιεηt
efficiencyP rεdιctιvε
dependsCoηtrol
only onAlgs. F ιnαl Vofεrsιoη.
the number in-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
equalities in (8.8). However, this is where the goal of a highly efficient Coηtrol Algs. F ιnαl search
V εrsιoη.
Gυιllεrmo
algorithmV mayαlεηcιαbreak P αlomo.
down becauseξff ιcιεηt thereP rεdιctιvε
may be manyCoηtrol Algs. optimal
different F ιnαl Vsolu-
εrsιoη.
Gυιllεrmo V αlεηcια to
tions contributing P αlomo.
a singleξff ιcιεηt
facet; P rεdιctιvε
moreover, Coηtrol
there maybeAlgs. F ιnαl
too many V εrsιoη.
inequal-
Gυιllεrmo
ities. Thus this chapter considers to what extent a suboptimal solution Vwhich
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
enforces aV single
αlεηcια P αlomo.
solution ξff ιcιεηt
on each facet P rεdιctιvε
and/or keepsCoηtrol
the number Algs.ofFfacets
ιnαl Vsmall
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
is amenable to guarantees of feasibility and convergence. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.2 VFacet
Gυιllεrmo αlεηcιαversus P αlomo.vertex ξff ιcιεηtrepresentations
P rεdιctιvε Coηtrol Algs. of polytopes
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A key issue
Gυιllεrmo for thePuser
V αlεηcια αlomo. is toξffask
ιcιεηtwhich representation
P rεdιctιvε Coηtrolis Algs.
more F efficient, one
ιnαl V εrsιoη.
based on Vthe
Gυιllεrmo vertices
αlεηcια or one based
P αlomo. on facets.
ξff ιcιεηt For anCoηtrol
P rεdιctιvε arbitrary region
Algs. such Vasεrsιoη.
F ιnαl the
MCAS one cannot give a simple answer to this but the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. following observations
are significant:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• OneV αlεηcια
Gυιllεrmo can define an arbitrary
P αlomo. ξff ιcιεηt region very efficiently
P rεdιctιvε Coηtrol Algs.with relatively few
F ιnαl V εrsιoη.
Gυιllεrmovertices,
V αlεηcια however this may
P αlomo. nevertheless
ξff ιcιεηt P rεdιctιvε haveCoηtrol
a suprisingly
Algs. large
F ιnαlnumber
V εrsιoη.
Gυιllεrmoof facets.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• Equally,
Gυιllεrmo V αlεηcιαone can define ξff
P αlomo. an ιcιεηt
arbitrary region with
P rεdιctιvε relatively
Coηtrol Algs.few facetsV only
F ιnαl εrsιoη.
to find that there are relatively many more vertices.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
• It is difficult P toαlomo.
form aξff ιcιεηt P rεdιctιvε
systematic link betweenCoηtrol
the Algs.
number F ιnαl V εrsιoη.
of vertices
GυιllεrmoandV facets
αlεηcια P αlomo.
except for a ξff
fewιcιεηt
casesPsuch rεdιctιvε
as theCoηtrol Algs. Fcube.
n-dimensional ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• ForVaαlεηcια
general P αlomo. ξff ιcιεηt
n-dimensional P rεdιctιvε
polytope, Coηtrol
it is possible thatAlgs.
someF ιnαl
facetsV have
εrsιoη.
Gυιllεrmofar Vmore
αlεηcιαthanP n αlomo.
vertices ξffand
ιcιεηt P rεdιctιvε
equally Coηtrol contribute
some vertices Algs. F ιnαl to Vmany
εrsιoη.
GυιllεrmomoreV αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
than n facets.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
In summary,V αlεηcια
if onePwantsαlomo.efficient
ξff ιcιεηt or Pconsistent
rεdιctιvε relationships
Coηtrol Algs.between F ιnαl Vfacets
εrsιoη.
Gυιllεrmo V αlεηcια
and vertices then one P αlomo.
is steeredξff ιcιεηt
towards P rεdιctιvε
using regularCoηtrol Algs. F ιnαl V εrsιoη.
polytopes.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.3 VConvexity
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Let us assume
Gυιllεrmo V αlεηcια thatPsome αlomo. global optimum
ξff ιcιεηt and feasible
P rεdιctιvε control/state
Coηtrol Algs. F ιnαl sequences
V εrsιoη.
c =
Gυιllεrmo

→ i {c , c , . . .},
V αlεηcια P αlomo.
k k+1

−x i = {x , x , . . .}, Mv
ξff ιcιεηt P rεdιctιvε Coηtrol
k k+1 i + N c
− i ≤ d, are known
→ Algs. F ιnαl V εrsιoη. for
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 151
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
a set of initial pointsP αlomo.
xk = vξff i , ιcιεηt
i = 1, P2,rεdιctιvε Coηtrol
. . . , m. Then, oneAlgs.
can useF ιnαl V εrsιoη.
convexity
Gυιllεrmo
arguments V αlεηcια
to show Pthat αlomo. ξff ιcιεηt sequence
the following P rεdιctιvεc Coηtrolis also Algs.
feasible.F ιnαl V εrsιoη.
→k

Gυιllεrmo V αlεηcια P αlomo. Pm ξff ιcιεηtP rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια xk P=αlomo.
Pi=1 λiξff
vi ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια c =
P
m
αlomo. λ ξffc ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
→k Pi=1
− m
i
→i
− ⇒ MxkCoηtrol + N− ≤ d F ιnαl V(8.9)
c kAlgs.
Gυιllεrmo V αlεηcια x k P
= αlomo. λ i x iιcιεηt
ξff P rεdιctιvε → εrsιoη.

→ Pm −
i=1 → P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P
λi ≥ 0,αlomo. ξff ιcιεηt
i=1 λi = 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Moreover,
Gυιllεrmo by the definition
V αlεηcια P αlomo.ofξff(8.4),ιcιεηtthe use of −
P rεdιctιvε c kCoηtrol
→ will giveAlgs.
rise to convergent
F ιnαl V εrsιoη.
state trajectories.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Lemma V8.1 αlεηcια P αlomo.
Assuming ξff ιcιεηt
n states, thenP rεdιctιvε Coηtrolindependent
given n lineary Algs. F ιnαlvertices
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
vi , i = 1, . . . , n and the corresponding optimal control sequences → Coηtrol Algs. F ιnαl V εrsιoη.
c i , a feasible
Gυιllεrmo V αlεηcια −
convergent sequenceP forαlomo. ξff ιcιεηt
the initial P rεdιctιvε
state xk is given Coηtrol
from: Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt  P  rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt λ1 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
h i  λ2 P
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
c1 → ... →
cP2 αlomo. cξff  rεdιctιvε£ Coηtrol Algs. ¤−1F ιnαl V εrsιoη.
c k =V αlεηcια
Gυιllεrmo

→ −
→ − − n
ιcιεηt ; Λ = Coηtrol
 .. Prεdιctιvε v1 . . . Algs.
vn Fxιnαl k V(8.10)
εrsιoη.
 . 
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt λn P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt | {z P}rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Λ
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
if λi ≥ 0,V ∀i. αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Proof: This is obvious from (8.9). u
t
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Definition
Gυιllεrmo 8.3 (Simplex)
V αlεηcια P αlomo. ξff Defineιcιεηta simplex
P rεdιctιvε as the convex
Coηtrol hull Fofιnαl
Algs. n +V1 εrsιoη.
lin-
early independent
Gυιllεrmo V αlεηcιαvertices:
P αlomo.one ξffvertex
ιcιεηtisPthe origin Coηtrol
rεdιctιvε and the remaining
Algs. F ιnαl n vertices
V εrsιoη.
define a facet not intersecting with the origin.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Corollary
Gυιllεrmo 8.1 TheP αlomo.
V αlεηcια computation of λiPin
ξff ιcιεηt (8.10) will
rεdιctιvε be such
Coηtrol thatFλιnαl
Algs. i ≥ 0V if xk
εrsιoη.
is inside the simplex made from these vertices. This
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.is obvious from trivial
vector algebra.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Theorem V αlεηcια
8.1 If xPk αlomo. ξff aιcιεηt
lies inside P rεdιctιvε
simplex defined by Coηtrol Algs.then
n vertices, F ιnαl V εrsιoη.
a feasible
Gυιllεrmo
convergent V αlεηcια
trajectory P αlomo. ξff ιcιεηt P rεdιctιvε
can be determined from (8.10) Coηtrol
using Algs. F ιnαl V εrsιoη.
those vertices.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Proof: This V αlεηcια
followsP αlomo.
directly ξfffrom ιcιεηt
the P rεdιctιvε
Lemma andCoηtrol
Corollary Algs. F ιnαl V εrsιoη.
above. u
t
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoThe Vkey insightP offered
αlεηcια αlomo. in ξffthis section
ιcιεηt is that Coηtrol
P rεdιctιvε convexityAlgs.arguments
F ιnαl can be
V εrsιoη.
used veryV easily
Gυιllεrmo αlεηcια to Pform
αlomo. convergent
ξff ιcιεηtand feasible trajectories
P rεdιctιvε Coηtrol Algs. for Fan arbitrary
ιnαl V εrsιoη.
state x k if one has knowledge of feasible and convergent
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl− trajectories →c ,−xi
Viεrsιoη.

for a large
Gυιllεrmo enough number
V αlεηcια P αlomo.ofξff possible
ιcιεηt P initial
rεdιctιvεpoints vi (here
Coηtrol denoted
Algs. F ιnαl vertices)
V εrsιoη.
spanning the space and, if x lies inside the polytope defined
Gυιllεrmo V αlεηcια P αlomo.k ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. by those vertices.
Nevertheless
Gυιllεrmo it is necessary
V αlεηcια P αlomo. to ξff select
ιcιεηt the right n Coηtrol
P rεdιctιvε vertices, Algs.
not onlyF ιnαlto ensure
V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 152
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
λi ≥ 0 butV αlεηcια P αlomo.it ξff
also in general willιcιεηt P rεdιctιvε
be non-trivial toCoηtrol
identify Algs.
the best F ιnαl V εrsιoη.
n vertices
Gυιllεrmo V αlεηcιαmPÀ
from m possible, αlomo.
n. Forξff ιcιεηt Pthe
instance, rεdιctιvε Coηtrol
active facet Algs. Fmay
technique ιnαlsuggest
V εrsιoη.
Gυιllεrmo V αlεηcια
a facet which P αlomo.
has many more ξffthan
ιcιεηtn Pvertices
rεdιctιvεin Coηtrol
which case Algs. F ιnαl
several V εrsιoη.
different
Gυιllεrmo V αlεηcια
combinations P αlomo.from
of n vertices ξff ιcιεηt P rεdιctιvε
these may Coηtrol in
give a simplex Algs.
which F ιnαl
xk lies V εrsιoη.
and
Gυιllεrmo
satisfyingV the
αlεηcια P αlomo.onξff
requirement λiιcιεηt
. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.3.4 VBuilding
Gυιllεrmo αlεηcια P αlomo. a regular
ξff ιcιεηt polytope
P rεdιctιvε for
CoηtrolwhichAlgs.eachF ιnαl facet
V εrsιoη.
Gυιllεrmo Vhas αlεηcιαonly n vertices
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
If a facetVhas
Gυιllεrmo only P
αlεηcια n αlomo.
vertices,ξffthen onePcan
ιcιεηt use convexity
rεdιctιvε Coηtrol arguments
Algs. F ιnαl to Vargue
εrsιoη.
that, for any
Gυιllεrmo V αlεηcιαx k for which that facet is active, there is a unique linear
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. combina-
tion of the
Gυιllεrmo vertices Pasαlomo.
V αlεηcια in (8.9)ξffwhich
ιcιεηtwill give a feasible
P rεdιctιvε Coηtrol convergent
Algs. F ιnαltrajectory.
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vfacet
However, it is non-trivial in general to construct polytopes for which each εrsιoη.
has exactly
Gυιllεrmo n vertices
V αlεηcια and forξffwhich
P αlomo. ιcιεηtthere is no overlap
P rεdιctιvε Coηtrol of Algs.
the associated
F ιnαl V sim-
εrsιoη.
plices. This
Gυιllεrmo sectionPoutlines
V αlεηcια αlomo. one such set
ξff ιcιεηt of polytopes
P rεdιctιvε which
Coηtrol are easy
Algs. F ιnαlto Vdefine
εrsιoη.
and low complexity.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
DefinitionV αlεηcια
8.4 (CubeP αlomo.
withξffextended
ιcιεηt P rεdιctιvε
centers)Coηtrol
DefineAlgs. F ιnαl as
a polytope V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
convex hull of vertices tj given as all possible unique combinations of w1,j Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and w2,i :V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£ ¤
Gυιllεrmo V αlεηcια Pwαlomo. ξff ιcιεηt P rεdιctιvεT ;Coηtrol Algs. F ιnαl V
1,j = ±1 ±1 . . . ±1
εrsιoη.
(8.11)

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
w2,i = ± ei µ, i = 1, . . . , n; µ = n (8.12)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The readerV αlεηcια
will note P αlomo.
that thisξffdefines
ιcιεηt the
P rεdιctιvε
corners Coηtrol
of an nDAlgs. cube Fandιnαl theV εrsιoη.
cen-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
tre of the facets of this cube stretched to the same modulus (ei being the ith F ιnαl V εrsιoη.
Gυιllεrmo
standard Vbasis
αlεηcια P αlomo.
vector). The ξff
total ιcιεηt P rεdιctιvε
number Coηtrol
of vertices of thisAlgs. F ιnαlis Vgiven
polytope εrsιoη.
Gυιllεrmo V αlεηcια
as 2n + 2n. P αlomo.
The number ξff ιcιεηt
of facets, P rεdιctιvε
however, Coηtrol
may grow veryAlgs.
quicklyF ιnαl
with n, V εrsιoη.
i.e.
Gυιllεrmo
the total Vnumber
αlεηcιαofPfacets
αlomo. willξffbeιcιεηt
n2 . P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
n
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 8.1 demonstrates what this shape might look like in the 3D case and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the reader can clearly see that each facet has 3 vertices, but vertices contribute
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to 4 or 6 facets each.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.3.5 VLocating
αlεηcια P αlomo. ξff ιcιεηt
the active P rεdιctιvε Coηtrol
facet/vertices onAlgs.
proposedF ιnαl Vsim-εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ple shape
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Having defined thePshape
αlomo.in ξff ιcιεηt P rεdιctιvε
Definition 8.4, it is Coηtrol
wanted to Algs.
know F ιnαl
how Veasily
εrsιoη.
Gυιllεrmo
one can identify the active facet for an arbitrary initial point xk , that is to εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V find
Gυιllεrmo
which areV the
αlεηcια
nearestP αlomo. ξff ιcιεηt
n vertices P rεdιctιvε
such that Coηtrol
xk lies inside theAlgs.
simplex F ιnαl
formed V εrsιoη.
by
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
those vertices and the origin, thus satisfying (8.9). This section shows that for F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
vertices defined P αlomo.
as in ξff ιcιεηt
Definition P rεdιctιvε
8.4, these verticesCoηtrol Algs. with
can be found F ιnαl V εrsιoη.
a trivial
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V An
Gυιllεrmo efficient
αlεηcια suboptimal
P αlomo. multi-parametric
ξffιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 153
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 1.5αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V 0.5αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V−0.5αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
−1 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V−1.5αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F1ιnαl V εrsιoη.
0
Gυιllεrmo V αlεηcια
1.5 1 P αlomo.
0.5 ξffιcιεηt
0 −0.5
P rεdιctιvε Coηtrol −1 Algs. F ιnαl V εrsιoη.
−1 −1.5
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
FigureV αlεηcια P αlomo.
8.1: Three ξffιcιεηt
dimensional cubeP rεdιctιvε
with extended Coηtrol
centresAlgs. F ιnαl
to the facets.V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
search, simpler
Gυιllεrmo V αlεηcια even than that
P αlomo. used in
ξffιcιεηt DefinitionCoηtrol
P rεdιctιvε 8.2. The ideaFisιnαl
Algs. simply to
V εrsιoη.
find the nearest
Gυιllεrmo V αlεηcια n vertices
P αlomo.toξffιcιεηt
a point;Pthese will always
rεdιctιvε Coηtrolform Algs.a simplex,
F ιnαl V with
εrsιoη.
the origin,
Gυιllεrmo enclosingP αlomo.
V αlεηcια the point. Further
ξffιcιεηt note thatCoηtrol
P rεdιctιvε n − 2 vertices
Algs. Fcan ιnαlbeVgiven
εrsιoη.
by inspection due to the regular definitions of the vertices.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo.
8.1 (Active ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
vertices)
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε £ Coηtrol Algs. ¤T F ιnαl V εrsιoη.
Assume nD space and an initial point x = x1 . . . xn .
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε £ Coηtrol Algs. ¤ F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs.are
1. Sort x in order of magnitude so that p = p1 . . . p n the indices
F ιnαl V εrsιoη.
of the
Gυιllεrmo largest Ptoαlomo.
V αlεηcια the smallest.
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2. TheV αlεηcια P αlomo.
active vertices ξffιcιεηt
include the P rεdιctιvε
standard Coηtrol
basis vectors Algs. F ιnαl V εrsιoη.
corresponding to
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs.
p1 , . . . , pn−2 , with the choice being vi = µepi sgn(xpi ), i = 1, ..., n − 2. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
3. TheV remaining
αlεηcια P two αlomo. ξffιcιεηt
vertices vn−1 ,P vrεdιctιvε
£P n are taken Coηtrol
from¤the Algs. F ιnαl
selection of Veither
εrsιoη.
n−1
Gυιllεrmo
(z1 ,Vzαlεηcια
2 ) or (z P,
1 3αlomo.
z ) whereξffιcιεηt
z 1,2 = P rεdιctιvε
e
i=1 pi Coηtrol
sgn(x pi ) ± Algs.
e pn F ιnαl
sgn(x pi ),V εrsιoη.
z3 =
Gυιllεrmo
µepVn−1αlεηcια P αlomo.
. The reader willξffιcιεηt
note that P rεdιctιvε Coηtrol
z1,2 correspond to Algs.
some Fvjιnαl V εrsιoη.
in (8.11).
Gυιllεrmo
TheV choice
αlεηcιαis Ptaken
αlomo. ξffιcιεηt
based P rεdιctιvε
on whether z2 or zCoηtrol
3 is Algs.
nearer to F
x.ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Given
Gυιllεrmo the active
V αlεηcια vertices,
P αlomo. define P
ξffιcιεηt the corresponding
rεdιctιvε Coηtrolinput Algs.trajectory
F ιnαl Vusing
εrsιoη.
equation (8.10).
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV8.1
Gυιllεrmo NotePthat
αlεηcια αlomo.only ξffιcιεηt
a fixed number of control
P rεdιctιvε Coηtrol laws, given
Algs. by 2nV+εrsιoη.
F ιnαl 2n,
needs to V
Gυιllεrmo beαlεηcια
stored. P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. ξff ιcιεηtmulti-parametric
P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 154
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Theorem V αlεηcια P αlomo.
8.2 Algorithm 8.1ξffalways
ιcιεηt defines
P rεdιctιvε Coηtrol
vertices whichAlgs. F ιnαl
in turn V εrsιoη.
define a
Gυιllεrmo
simplex with V αlεηcια P αlomo.
xk inside ξff ιcιεηtConsequently,
the simplex. P rεdιctιvε Coηtrol Algs.can
the vertices F ιnαl V εrsιoη.
be used to
Gυιllεrmo V αlεηcια
find a feasible P αlomo.
convergent ξff ιcιεηt
trajectory P rεdιctιvε
using (8.10). Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Proof: V αlεηcια
First, it isPobvious
αlomo. ξff that ιcιεηt
the Pfollowing
rεdιctιvεvertices
CoηtrolwouldAlgs. be
F ιnαl V εrsιoη.
a possible
Gυιllεrmo
(probablyV suboptimal)
αlεηcια P αlomo. choiceξff forιcιεηt
forming P rεdιctιvε
the simplex:Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. vi = µe sgn(xpP
ξffpi ιcιεηt ), i = 1, . . . , n
i rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(8.13)
Gυιllεrmo
It is also Vclear
αlεηcια P αlomo.
that other ξff ιcιεηt
standard basisPvectors
rεdιctιvε willCoηtrol Algs. F ιnαl
be inappropriate V εrsιoη.
as having
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
the wrong direction entirely so that the associated λi would not be positive. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Next, it Visαlεηcια
clear thatP αlomo.
only one ξff ιcιεηt
other Pvertex
rεdιctιvε lies Coηtrol
inside the Algs. F ιnαldefined
simplex V εrsιoη.
Gυιllεrmo P
by (8.13)Vand αlεηcια
that P isαlomo.n ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=1 epi sgn(xpi ) and a smaller, thus more optimal, sim-
Gυιllεrmo V αlεηcια P αlomo.
plex can be defined by including ξff ιcιεηt thisPpoint
rεdιctιvεat theCoηtrol
expenseAlgs.
of F ιnαl
one of Vthose
εrsιoη.
Gυιllεrmo
given in V(8.13),
αlεηcια theP αlomo.
one withξffthe ιcιεηt P rεdιctιvε
smallest Coηtrol Algs.
contribution. F ιnαl
Finally, it is Vnoted
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
that some vertices of the type w1,j outside of the simplex (8.13), but adjoiningCoηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
this could V αlεηcια
also allow P αlomo.
a smaller ξff simplex
ιcιεηt P and rεdιctιvε
the mostCoηtrol
likelyAlgs. F ιnαl
vertex V εrsιoη.
to swap is
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
the standard basis vector giving the next smallest contribution; step 3 of Algo-Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
rithm 8.1Vdetermines
αlεηcια P αlomo.which vertex ξff ιcιεηt gives P rεdιctιvε
the smallest Coηtrol
simplex Algs. F ιnαl
on the basisV that
εrsιoη.
Gυιllεrmo
this givesV bestαlεηcια P αlomo.
feasibility ξff ιcιεηt
although P rεdιctιvε
in fact Coηtrol Algs.
both alternatives wouldF ιnαl V εrsιoη.
be feasible
Gυιllεrmo
in general! V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
u
t
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Illustration
Gυιllεrmo of algorithm
V αlεηcια P αlomo. to find active
ξff ιcιεηt vertices
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt £ P rεdιctιvε ¤T Coηtrol£Algs. F ιnαl ¤VTεrsιoη.
ConsiderVthe
Gυιllεrmo initialP points
αlεηcια αlomo.zξff 1 = ιcιεηt 0.2 P 0.3 1
rεdιctιvε , z2 = Algs.
Coηtrol 0.5 0.8
F ιnαl 1 V εrsιoη.
. It
is shown Vthat
Gυιllεrmo the algorithm
αlεηcια P αlomo. gives ξff ιcιεηt different choicesCoηtrol
P rεdιctιvε for the Algs.
last active
F ιnαl vertices;
V εrsιoη.
the first n − 1 are the same.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. £ F ιnαl V¤εrsιoη.
T
1. The largest component
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt of z 1 is theP rεdιctιvε Coηtrol 3Algs. 0F ιnαl
3rd, so include µe = 0 µV εrsιoη.as
Gυιllεrmo t1 . VAs the next
αlεηcια highest ξff
P αlomo. component is the 2nd,
ιcιεηt P rεdιctιvε and the
Coηtrol 3rd component
Algs. F ιnαl V εrsιoη. is
positive, include
Gυιllεrmo V αlεηcια P£αlomo. t = e +e
3ξff ιcιεηt+e . Finally, the last vertex t is chosen from
2
¤2 T 1 P rεdιctιvε Coηtrol Algs. 3 F ιnαl V εrsιoη.
e + e
Gυιllεrmo3 V αlεηcια
2 − e −1 1 1
1 P αlomo. ξff ιcιεηt P2rεdιctιvε Coηtrol Algs. this
= , µe , whichever is closer; in F ιnαlcaseV tεrsιoη.
3 =
£ ¤T £ ¤T
Gυιllεrmo−1 V αlεηcια
1 1 P. αlomo. Equation ξff ιcιεηt
(8.10)PP rεdιctιvε
then givesCoηtrol
Λ = Algs. F ιnαl0.05
0.4 0.25 V εrsιoη.
Gυιllεrmo whichV αlεηcια P αlomo.
are clearly ξff ιcιεηt
all positive andP rεdιctιvε
λi < 1. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F£ιnαl V εrsιoη. ¤T
2. In the
Gυιllεrmo case of zP2αlomo.
V αlεηcια , clearlyξff oneιcιεηt
should include t1Coηtrol
P rεdιctιvε = µe3 and t2 =F ιnαl
Algs. 1 1V εrsιoη.
1
£ ¤T £ ¤T
Gυιllεrmo andV then
αlεηcια onePfrom
αlomo.−1 ξff ιcιεηt
1 1 P rεdιctιvε
, 0 µ Coηtrol 0 . InAlgs. F ιnαl
this case theV tεrsιoη.
3 =
Gυιllεrmo £ V αlεηcια ¤T P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol£Algs. F ιnαl V εrsιoη. ¤T
0 µ 0 is closest to z2 . So, P (8.10) gives Λ = 0.29 0.5 0.17
Gυιllεrmo whichV αlεηcια P αlomo.
are clearly ξff ιcιεηt
all positive andP rεdιctιvε
λi < 1. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Comments
Gυιllεrmo on algorithm
V αlεηcια P αlomo. for finding
ξff ιcιεηt active vertices
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The reader
Gυιllεrmo will note
V αlεηcια that Algorithm
P αlomo. ξff ιcιεηt P8.1 identifies
rεdιctιvε the active
Coηtrol Algs. vertices
F ιnαl V (andεrsιoη.
implicitly facet with only n vertices) without at any
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. point needing to define the
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution. 155
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pfor
facet representation αlomo. ξff ιcιεηt
the implied P rεdιctιvε
shape. Coηtrol
This is key Algs. the
later when F ιnαl V εrsιoη.
shape will
Gυιllεrmo
be distortedV αlεηcια P αlomo.
and hence ξff ιcιεηt
the vertex P rεdιctιvεmaking
combinations CoηtrolupAlgs. F ιnαlcannot
the facets V εrsιoη.
Gυιllεrmo V αlεηcια
be determined P αlomo.
simply; as willξff
beιcιεηt
seen, Pthese
rεdιctιvε
do notCoηtrol
need toAlgs. F ιnαland
be known V εrsιoη.
the
Gυιllεrmo
chapter usesV αlεηcια
only theP αlomo.
verticesξffthroughout.
ιcιεηt P rεdιctιvε
Also, theCoηtrol
facet Algs. F ιnαl V may
representation εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
grow combinatorially ξff ιcιεηtwhereas
in complexity P rεdιctιvεthe Coηtrol Algs. F ιnαl V does
vertex representation εrsιoη.
Gυιllεrmo
not. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
It is Vnoted
αlεηcια
thatPequation
αlomo. ξff ιcιεηt
(8.10) P rεdιctιvε
requires Coηtrol
a matrix Algs. However,
inversion. F ιnαl V εrsιoη.
the
Gυιllεrmo
matrix toV αlεηcια P αlomo.
be inverted ξff ιcιεηt
comprises P rεdιctιvε
columns which Coηtrol Algs.
are mostly F ιnαl
scaled V εrsιoη.
standard
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol £ ¤T V εrsιoη.
Algs. F ιnαl
basis vectors and one or two columns of the form ±1 ±1 . . . . Conse-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
quently the inversion is trivial in general and one could easily generate highly
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
efficient code for this. Having identified Λ, the predicted control is computed
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
from (8.10) and thus the overall algorithm is highly efficient.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.3.6 VSummaryαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This sectionV αlεηcια P αlomo.
has outlined theξff
keyιcιεηt P rεdιctιvε
background Coηtrol Algs.
information requiredF ιnαl V εrsιoη.
to develop
Gυιllεrmo V αlεηcια P αlomo.
an efficient parametric solution. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Definition of P
a αlomo. ξff ιcιεηtpolytope
low complexity P rεdιctιvεfor Coηtrol
which allAlgs.
facetsFhave
ιnαl Vn εrsιoη.
ver-
Gυιllεrmo V
tices. αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. A link
Gυιllεrmo between
V αlεηcια optimalξfftrajectories
P αlomo. at n predefined
ιcιεηt P rεdιctιvε initialF ιnαl
Coηtrol Algs. values and
V εrsιoη.
possible feasible trajectories at other points inside the corresponding
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. nD
Gυιllεrmosimplex.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. A fixed number of vertices 2n +2n, with the associated control laws needs
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to be stored.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4. A highly P αlomo.
efficient ξff ιcιεηt
algorithm P rεdιctιvεthe
for identifying Coηtrol
activeAlgs. F ιnαl
vertices V εrsιoη.
for an ar-
Gυιllεrmo V αlεηcια
bitrary initialPpoint.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
It remains V αlεηcια
to modify P αlomo. ξff ιcιεηt
this polytope P rεdιctιvε
to more general Coηtrol
shapesAlgs. F ιnαlregions,
or feasible V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
but as will be shown none of the efficiency benefits or key attributes are F ιnαl V εrsιoη.
lost
Gυιllεrmo
in doing so.V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.4 A V αlεηcια P αlomo. ξff ιcιεηt
suboptimal P rεdιctιvε Coηtrol
parametric MPC Algs. F ιnαl V εrsιoη.
algorithm
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo first develops
V αlεηcια P αlomo.the ξffvertex
ιcιεηt based polytopes
P rεdιctιvε Coηtrolto encompass
Algs. F ιnαl a region
V εrsιoη.
close to the
Gυιllεrmo MCASPand
V αlεηcια αlomo.therefore applicable
ξff ιcιεηt to OMPC.
P rεdιctιvε CoηtrolThen
Algs.itFproposes an
ιnαl V εrsιoη.
efficient suboptimal
Gυιllεrmo V αlεηcια Pparametric predictive
αlomo. ξff ιcιεηt control Coηtrol
P rεdιctιvε law. Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V An
Gυιllεrmo efficient
αlεηcια suboptimal
P αlomo. multi-parametric
ξffιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 156
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Feasible regions
Gυιllεrmo V αlεηcια 2 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 1.5 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.


1
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια 0.5 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

Gυιllεrmo V αlεηcια 0
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια −0.5
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια −1 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.


−1.5
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια −2 P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−2 −1.5 −1 −0.5 0 0.5 1 1.5
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε
x Coηtrol Algs. 2F ιnαl V εrsιoη.
1
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 8.2:
Gυιllεrmo Controller
V αlεηcια partition
P αlomo. obtained
ξffιcιεηt with mp-QP
P rεdιctιvε and PAlgs.
Coηtrol (in thick line)V for
F ιnαl a
εrsιoη.
two state
Gυιllεrmo V αlεηcια example.
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.4.1 VDefinition
αlεηcια P αlomo. of the ξffιcιεηt P rεdιctιvε
vertices of the Coηtrol Algs. Fregion
feasible ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The firstVobjective
αlεηcια Pisαlomo. ξffιcιεηt
find vertices P rεdιctιvε Coηtrol
corresponding to the Algs.polytope F ιnαl V εrsιoη.
of Defini-
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
tion 8.4 which lie on the boundary of the MCAS as these are the points furthest Algs. F ιnαl V εrsιoη.
Gυιllεrmo
from theVorigin,
αlεηcια in Pthose
αlomo. ξffιcιεηtfor
directions, P rεdιctιvε Coηtrol control
which a feasible Algs. Ftrajectory
ιnαl V εrsιoη.
is
Gυιllεrmo
known. V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 8.2 (Vertices
V αlεηcια P αlomo.in the MCAS)
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Given the vertices tj produced in PDefinition
V αlεηcια P αlomo. ξffιcιεηt rεdιctιvε Coηtrol
8.4, find Algs.
pointsFin ιnαl
theVsame
εrsιoη.
Gυιllεrmo
direction Vwhich
αlεηcια lie onP αlomo.
the MCAS ξffιcιεηt P rεdιctιvεthe
by performing Coηtrol
following Algs. F ιnαl V εrsιoη.
optimisations.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια Pγmax αlomo.
j, c j
γj ξffιcιεηt
s.t. MtjPγrεdιctιvε
j +Ncj ≤
→ Coηtrol
− col(1) Algs. F ιnαl V(8.14) εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and hence
Gυιllεrmo define vertex
V αlεηcια P αlomo. Vj = γj tj and
ξffιcιεηt corresponding
P rεdιctιvε Coηtrol optimal
Algs. sequence c j.
F ιnαl V εrsιoη.


Capital V is used to distinguish between MCAS vertices
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. and lower case t for
the regular
Gυιllεrmo shape. Define
V αlεηcια P αlomo. the ξffιcιεηt
convex hull P = hull{V
P rεdιctιvε 1 , V2 ,Algs.
Coηtrol . . .}. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vvertices
Gυιllεrmo αlεηcια VjPwill
αlomo. describe a polytope
ξffιcιεηt P which
P rεdιctιvε is close
Coηtrol to theF MCAS,
Algs. but
ιnαl V εrsιoη.
clearly smaller in general due to the predefined assumptions
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. on the directions
of the vertices
Gυιllεrmo V αlεηcιαand Prestrictions
αlomo. ξffιcιεηt to the Pcomplexity. The argument
rεdιctιvε Coηtrol Algs. Fthatιnαl will be
V εrsιoη.
made is V
Gυιllεrmo that the small
αlεηcια P αlomo. loss ξffιcιεηt
in the volume of P Coηtrol
P rεdιctιvε as compared Algs. toF ιnαl
the MCAS
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαlvertices
is countered by the huge gains in the simplicity of definition as the V εrsιoη.
have regular directions as given in Definition 8.4 and are
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. small in number. An
example V
Gυιllεrmo is αlεηcια
given in P Figure
αlomo. 8.2.ξffιcιεηt
It is clear that thereCoηtrol
P rεdιctιvε is a huge gainFasιnαl
Algs. compared
V εrsιoη.
to the MAS and the feasible region for P is quite close
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. to the MCAS given the
simplicityV of
Gυιllεrmo the assumed
αlεηcια P αlomo. shape.
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V An
Gυιllεrmo efficient
αlεηcια suboptimal
P αlomo. multi-parametric
ξffιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 157
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
RemarkV8.2 αlεηcια P αlomo.
As noted ξffιcιεηt
earlier, P rεdιctιvε
the controller Coηtrol
partition Algs. Fwith
obtained ιnαlmp-QP
V εrsιoη.
Gυιllεrmo
R may have V αlεηcια
a very P αlomo. ξffιcιεηt
large number of Pfacets
rεdιctιvε
and Coηtrol
it is notAlgs. F ιnαl
obvious, V εrsιoη.
a priori,
Gυιllεrmo V αlεηcια
which vertices will P αlomo.
make ξffιcιεηt
up those P rεdιctιvε
facets (it is notCoηtrol
necessarilyAlgs. theFsame
ιnαl Vasεrsιoη.
for
Gυιllεrmo
the shapeVin αlεηcια
FigureP8.1).
αlomo.In ξffιcιεηt
this chapter, P rεdιctιvε Coηtrol
no attempt Algs.toFcompute
is made ιnαl V εrsιoη.
the
Gυιllεrmo V αlεηcια Pas
facet representation αlomo.
this isξffιcιεηt
not needed. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4.2 VLocating
Gυιllεrmo αlεηcια P αlomo. the active
ξffιcιεηtvertices
P rεdιctιvεfromCoηtrolpolytope
Algs. F ιnαl P V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The advantage
Gυιllεrmo V αlεηcια of building
P αlomo.P ξffιcιεηt
from a regular polytope
P rεdιctιvε is that
Coηtrol Algs.theFdirections of
ιnαl V εrsιoη.
the vertices
Gυιllεrmo are the Psame
V αlεηcια and ξffιcιεηt
αlomo. thereforePlocating
rεdιctιvε the simplexAlgs.
Coηtrol in which a current
F ιnαl V εrsιoη.
point lies can be based on the same logic as Algorithm 8.1.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Algorithm
Gυιllεrmo 8.3 (Extended
V αlεηcια active vertices)
P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε £ ¤T
Assume nD space and an initial point x = Coηtrol
x1 . . . Algs.
xn .F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1. Define P αlomo. ξffιcιεηt
a correspondence ti ≡ VPi ,rεdιctιvε
in that theyCoηtrol
differAlgs.only Fbyιnαl V εrsιoη.
a positive
Gυιllεrmo V αlεηcια
scaling factor γ. P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε £ Coηtrol Algs. ¤ F ιnαl V εrsιoη.
2. Sort
Gυιllεrmo x in order
V αlεηcια of magnitude
P αlomo. ξffιcιεηt so Pthat p = pCoηtrol
rεdιctιvε 1 ... p Algs.
n are the indices
F ιnαl V εrsιoη.
of the
Gυιllεrmo largest Ptoαlomo.
V αlεηcια the smallest.
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. The active vertices include the standard basis vectors corresponding to
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
p , . . . , pn−2 , with the initial choice being vi = µepi sgn(xpi ), i = 1, ..., n −
Gυιllεrmo1 V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. The final choice is the corresponding V .
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvεi Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
4. TheV remaining
αlεηcια P two αlomo. ξffιcιεηt
vertices vn−1 ,PvPrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
n are taken from the selection of either
Gυιllεrmo n−1
(z1 ,Vzαlεηcια P αlomo. ξffιcιεηt P rεdιctιvε
2 ) or (z1 , z3 ) where z1,2 = [
Coηtrol Algs. F ιnαl V εrsιoη.
i=1 epi sgn(xpi )] ± epn sgn(xpi ), z3 =
Gυιllεrmo
µepn−1 . Scale z2 , z3 to the corresponding Vj Coηtrol
V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε term andAlgs. F ιnαlisVtaken
the choice εrsιoη.
Gυιllεrmo
basedV αlεηcια
on whether P αlomo.
z2 or ξffιcιεηt
z3 is nearer P rεdιctιvε
to x. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4.3 VProposed
Gυιllεrmo αlεηcια P αlomo. suboptimal controlCoηtrol
ξffιcιεηt P rεdιctιvε law Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section
Gυιllεrmo definesPthe
V αlεηcια proposed
αlomo. ξffιcιεηtMPC algorithmCoηtrol
P rεdιctιvε assuming thatFthe
Algs. ιnαlonly in-
V εrsιoη.
formationV available
Gυιllεrmo αlεηcια Ptoαlomo. the user is:
ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV vertices
Gυιllεrmo αlεηcια V on the ξffιcιεηt
P jαlomo. boundaryP rεdιctιvε
of the MCAS corresponding
Coηtrol Algs. F ιnαl to P.
V εrsιoη.
Gυιllεrmo V αlεηcια P
• The optimal sequences −αlomo. ξffιcιεηt P rεdιctιvε Coηtrol
c j corresponding to each vertex. Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• TheV constraint
αlεηcια P αlomo. ξffιcιεηt
inequalities (8.2).P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• TheV tail
Gυιllεrmo αlεηcιαof thePoptimum sequence
αlomo. ξffιcιεηt £ Ptaken at the
rεdιctιvε previous
Coηtrol sample;
Algs. F ιnαltypically
V ¤εrsιoη.
theVtail
Gυιllεrmo is taken
αlεηcια as −
P αlomo.→c =
ξffιcιεηt
tail,k c P c
rεdιctιvε
k|k−1 .
Coηtrol
k+1|k−1 . . c
Algs. F ιnαl
k+nc −2|k−1 0 .
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vproposed
Gυιllεrmo αlεηcια MPC P αlomo.algorithm
ξffιcιεηt is as follows. Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 158
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Algorithm V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.4 (submpOMPC)
Gυιllεrmo
At each sampleP perform
V αlεηcια αlomo. ξff theιcιεηt
steps:P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1. ifV αlεηcια
The currentP αlomo.
stateξff ιcιεηt P rεdιctιvε
x satisfies Mxk ≤ col(1) Coηtrol Algs. F ιnαl V εrsιoη.
then
Gυιllεrmo V use
αlεηcια P αlomo.
uk = −Kxk ; ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V update
αlεηcιαthe P αlomo.
sampling ξffinstant
ιcιεηt Pand rεdιctιvε
go to StepCoηtrol
1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo else
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Continue
αlεηcια Pto αlomo.
Step 2;ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo end
V αlεηcια
if P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. Using
Gυιllεrmo the current
V αlεηcια state ξff
P αlomo. xk ,ιcιεηt
find the active vertices
P rεdιctιvε Coηtrolusing
Algs.Algorithm
F ιnαl V 8.3.
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. Find the feasible control sequence → −c k using the active vertex set, equa-
Gυιllεrmo V αlεηcια1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tion (8.10) .
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4. Define P αlomo.
the optimum ξff ιcιεηt
sequence as P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. cξff∗k ιcιεηt P rεdιctιvε cCoηtrol Algs. F ιnαl V εrsιoη.
→ = (1 − β)−
− →c k + β− → tail,k (8.15)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
5. Perform P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the optimisation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P β ∗
αlomo. ξff min
ιcιεηt JPcrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
= arg (8.16)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P β
n rεdιctιvε Coηtrol Algs. o F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff
= arg min ιcιεηt P rεdιctιvε
(1 − β)− Coηtrol
c k + β− Algs.
c tail,k F ιnαl V εrsιoη.
(8.17)
→ →
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
β

Gυιllεrmo V αlεηcια P αlomo. s.t.ξffMx ιcιεηt


k +P c ∗k ≤ col(1)
Nrεdιctιvε


Coηtrol Algs. F ιnαl V εrsιoη.
(8.18)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

GυιllεrmoandV use the optimum
αlεηcια P αlomo.βξfftoιcιεηt compute c ∗k . Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P ∗rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
6. Implement
Gυιllεrmo V αlεηcιαthe first element
P αlomo. ξff ιcιεηt of −c in (8.4),Coηtrol
P krεdιctιvε
→ update Algs.
the sample
F ιnαlinstant
V εrsιoη.
and return to Step 1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Theorem
Gυιllεrmo 8.3 In the
V αlεηcια nominal
P αlomo. ξffcase,
ιcιεηtAlgorithm
P rεdιctιvε 8.4Coηtrol
has a guarantee
Algs. F ιnαl of conver-
V εrsιoη.
gence andV αlεηcια
Gυιllεrmo recursivePfeasibility.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Proof: Convergence relies onξfftheιcιεηt P rεdιctιvε
standard argument Coηtrol Algs. F2.6)
(see Section ιnαl V εrsιoη.
that the
Gυιllεrmo V αlεηcια
inclusion of − P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
c tail,k allows an upper bound on the cost Jc and moreover Jc,k ≤ Algs. F ιnαl V εrsιoη.

Gυιllεrmo
Jc,k−1 − −V αlεηcια
T
c k−1 W− P αlomo.
c k−1 ξff ιcιεηt
and therefore JcPisrεdιctιvε
Lyapunov; Coηtrol
once JAlgs. F ιnαl V εrsιoη.
c = 0 the system is
Gυιllεrmo →
V αlεηcια → P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
inside the MAS and unconstrained control applies. Recursive feasibility also
Gυιllεrmo V αlεηcια P αlomo.
follows automatically from − cξff ιcιεηtbeingP rεdιctιvε
feasible by Coηtrol Algs. F ιnαl V εrsιoη.
definition. u
t
tail,k
Gυιllεrmo V αlεηcια P αlomo.→ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ironically,
Gυιllεrmo V αlεηcιαthereP is no guarantee
αlomo. ξff ιcιεηt that the set P Coηtrol
P rεdιctιvε is invariant
Algs. andFthus
ιnαl trajec-
V εrsιoη.
tories which begin in P may go outside P
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε CoηtrolP and thus the optimal
Algs. → −c produced
F ιnαl V εrsιoη.
k
by Step V
Gυιllεrmo 3 αlεηcια
of AlgorithmP αlomo.8.4 ξff
may be infeasible
ιcιεηt P rεdιctιvε (because
Coηtrol Algs.i λ i >F 1).
ιnαlIn this
V εrsιoη.
Gυιllεrmo P
1
Note,Vstrictly
αlεηcια thisPisαlomo. ξff ιcιεηt
guaranteed feasible Piffrεdιctιvε
λi ≤ 1. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 159
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
case one Vmay αlεηcια
rely P αlomo.
more ξff ιcιεηtonP rεdιctιvε
extensively Coηtrol
the tail until Algs. trajectory
the state F ιnαl V εrsιoη.
re-

Gυιllεrmo
enters P.V αlεηcια
However,P insisting
αlomo. ξff onιcιεηt P rεdιctιvε
invariance of →c Coηtrol
as Algs.
opposed toF ιnαl
c V
at εrsιoη.
each
−k −
→k
Gυιllεrmo V αlεηcια
sample instant P αlomo.
would requireξff ιcιεηt
either moreP rεdιctιvε
complexCoηtrol Algs. Fand/or
set definitions ιnαl Vmore
εrsιoη.
Gυιllεrmo
demanding V αlεηcια P αlomo.
optimisations andξffthus
ιcιεηt P rεdιctιvε
defeats Coηtrol
the object Algs.
of this F ιnαl V εrsιoη.
chapter.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Nevertheless, should this be desired, one could easily determine, off-line,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a separate region P ⊂ P such that x ∈ P2 ⇒ xk+i ∈ P, ∀i > 0, thus
Gυιllεrmo V αlεηcια P2αlomo. ξff ιcιεηt Pk rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
preserving the feasibility of both − c tail,k and c k .
→ P rεdιctιvε −
→ Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
RemarkV8.3
Gυιllεrmo ThisPchapter
αlεηcια αlomo. has not looked
ξff ιcιεηt at robustness
P rεdιctιvε Coηtrolissues
Algs.but is expected
F ιnαl V εrsιoη.
that a basic extension would be straightforward using robust determinations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. of
the MCAS
Gυιllεrmo (Pluymers
V αlεηcια et al., ξff
P αlomo. 2005b).
ιcιεηt It is also worth
P rεdιctιvε repeating
Coηtrol Algs. that
F ιnαltheVfocus
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vcome
here is simplicity and in general algorithms with strong robustness results εrsιoη.
at a price of increased complexity.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.5 Numerical
Gυιllεrmo V αlεηcια P αlomo.examples
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This sectionV αlεηcια P αlomo. ξffseveral
will demonstrate ιcιεηt P rεdιctιvε
aspects Coηtrol
of the Algs.algorithm,
proposed F ιnαl V εrsιoη.
but
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
primarily the two main attributes: (i) the complexity is always low relativeAlgs. F ιnαl V εrsιoη.
Gυιllεrmo
to the normsV αlεηcια P αlomo.
in the ξff ιcιεηt
literature for a P rεdιctιvε
given state Coηtrol
dimension Algs.
andF (ii)
ιnαldespite
V εrsιoη.
Gυιllεrmo V αlεηcια
the restriction P αlomo.
to so ξff ιcιεηt
few points, P rεdιctιvε Coηtrol
the performance Algs. F suboptimal
is only slightly ιnαl V εrsιoη.
Gυιllεrmo
and moreover recursive feasibility and convergence are achieved forιnαl
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F all V εrsιoη.
initial
Gυιllεrmo
points inV P. αlεηcια P αlomo.
To this ξff ιcιεηt
end, this section P rεdιctιvε
will give Coηtrol Algs. F one
four examples, ιnαl with
V εrsιoη.
2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
states (slightly under damped mass-spring-damper), two with 3 states (one a Algs. F ιnαl V εrsιoη.
Gυιllεrmo
simplifiedV two-input-two-output
αlεηcια P αlomo. ξff ιcιεηt modelPofrεdιctιvε
electricalCoηtrol Algs. F ιnαland
power generation) V εrsιoη.
one
Gυιllεrmo V αlεηcια
with 4 states, they Pareαlomo. ξff ιcιεηt
summarised in PTable
rεdιctιvε
8.1. Coηtrol Algs.nF
In each case, c ιnαl
= 5 V
is εrsιoη.
used
Gυιllεrmo
as much Vbeyond
αlεηcια P αlomo.
this ξff ιcιεηt
offered little P rεdιctιvε
benefit by way ofCoηtrol Algs. F ιnαl V εrsιoη.
feasibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figures 8.3-8.6 show the efficacy of the proposed approach as compared
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
to a standard OMPC algorithm in terms of performance and feasibility for two
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
different choices of control weighting R. Several initial conditions are chosen
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
randomly with a Monte-Carlo method.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
• The top plots show the normalised size (distance to boundary of P from
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the origin) of the feasible region for a large number of different directions,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
as compared to the MCAS. For completeness the figure includes the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
corresponding distance for the MAS, that is when n = 0. The directions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrolc Algs. F ιnαl V εrsιoη.
are ordered by normalised magnitude of P.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
• TheV αlεηcια P αlomo.
lower plots show theξff ιcιεηt P rεdιctιvε
normalised CoηtrolofAlgs.
performance F ιnαl V
Algorithm 8.4εrsιoη.
as
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
compared to OMPC, again for a large number of random initial points Algs. F ιnαl V εrsιoη.
Gυιllεrmoon Vtheαlεηcια P αlomo.
boundary of P; ξff
theιcιεηt
same Ppoints
rεdιctιvε Coηtrol
as for Algs.
the upper F ιnαl V εrsιoη.
figures.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. 160
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

¸
±y

2.4
12

12
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

3
1
¸ ·
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Constraints
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

±∆u

2.5
2.5
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

10

10

2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

·
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

0.08
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
±u

0.4

1
2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

¸ ·
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

1.799 13.216 0
0

¤
¤

5 7.5 5 1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. 5 7.5 5 F ιnαl V εrsιoη.
¤

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

0
1 0
System matrices in the form xk+1 = Axk + Buk ; yk = Cxk
C

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£

0.823
Table 8.1: Systems and constraints for the numerical examples.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
£

£
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
·

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

0.147 
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.054 −0.075

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0

 0 


 0 

 0 
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
¸

0.2

0.5
B

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
0

2
0.8647
·

 0.005

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

−0.1 

0.3 

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

0.2

 0.1665 0.1353 0.0058 

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.4000 −0.1050 −0.1080

0.0405

0.1353

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
0

0.900 −0.105 −0.108

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
¸

0.8

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
0
−0.2 −1
0

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
1
1

0.8

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0

0
0.9146
·

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
0

 0.6

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
 0
0


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Example 1

Example 2

Example 3

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Example 4

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 161
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R=10 ξff ιcιεηt P rεdιctιvε Coηtrol R=0.1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε 1 Coηtrol Algs. F ιnαl V εrsιoη.
Distance to MCAS

Distance to MCAS
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8
Gυιllεrmo V αlεηcια
0.8 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
MAS
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.6 Coηtrol Algs. F ιnαl V εrsιoη.
Polyhedral P
Gυιllεrmo V αlεηcια
0.6
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.4
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε
100 200 300 400 500
0.2
0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Gυιllεrmo V αlεηcια P of
Index αlomo. ξff ιcιεηt P rεdιctιvε
initial conditions Index Coηtrol Algs. F ιnαl V εrsιoη.
of initial conditions
Gυιllεrmo V αlεηcια
1.15
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R=10 R=0.1

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1.3 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ratio of cost

Ratio of cost
1.1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.2

Gυιllεrmo V αlεηcια
1.05 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε 1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
P αlomo. ξff
100 200 300 400 500
ιcιεηt
Index of initial conditions
P rεdιctιvε
0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Index of initial conditions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure
V αlεηcια 8.3:PExample
αlomo. ξff ∈ R2 .PCost
1, xιcιεηt and feasibility
rεdιctιvε Coηtrol comparisons.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R=10 ξff ιcιεηt P rεdιctιvε Coηtrol R=0.1 Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
Distance to MCAS

Distance to MCAS

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.8 Coηtrol MASAlgs. F ιnαl V εrsιoη.
0.9
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.P F ιnαl V εrsιoη.
Polyhedral
0.6
Gυιllεrmo V αlεηcια
0.8 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.7 P αlomo. ξff ιcιεηt P rεdιctιvε
0.4 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.6 0.2
Gυιllεrmo V αlεηcια
0 P αlomo.
100 200 300ξff400 ιcιεηt
500 P rεdιctιvε
0 100 Coηtrol
200 300 Algs. 400 500F ιnαl V εrsιoη.
Index of initial conditions Index of initial conditions
Gυιllεrmo V αlεηcια P αlomo.
R=10
ξff ιcιεηt P rεdιctιvε Coηtrol
R=0.1
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1.01 P αlomo. ξff ιcιεηt P rεdιctιvε
1.06 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1.008
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ratio of cost

Ratio of cost

Gυιllεrmo V1.006
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1.04 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1.004
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V1.002
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 1.02 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε
100 200 300 400 500
1
0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Gυιllεrmo V αlεηcια P of
Index αlomo. ξff ιcιεηt P rεdιctιvε
initial conditions Index Coηtrol Algs. F ιnαl V εrsιoη.
of initial conditions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure
V αlεηcια 8.4:PExample
αlomo. ξff 2, xιcιεηt
∈ R3 .PCost
rεdιctιvε Coηtrol comparisons.
and feasibility Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 162
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R=10 ξff ιcιεηt P rεdιctιvε Coηtrol R=0.1 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε 1 Coηtrol Algs. F ιnαl V εrsιoη.
Distance to MCAS

Distance to MCAS
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.8 0.8
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol MASAlgs. F ιnαl V εrsιoη.
Polyhedral P
Gυιllεrmo V αlεηcια
0.6 P αlomo. ξff ιcιεηt P rεdιctιvε
0.6
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.4 P αlomo. ξff ιcιεηt P rεdιctιvε
0.4 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.2 Coηtrol Algs. F ιnαl V εrsιoη.
0.2
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε
100 200 300 400 500 0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Gυιllεrmo V αlεηcια P of
Index αlomo. ξff ιcιεηt P rεdιctιvε
initial conditions Index Coηtrol Algs. F ιnαl V εrsιoη.
of initial conditions
Gυιllεrmo V αlεηcια
1.04
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
R=10 R=0.1
3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ratio of cost

Ratio of cost
1.03 2.5
Gυιllεrmo V αlεηcια
1.02 P αlomo. ξff ιcιεηt P rεdιctιvε 2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.01
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
1.5
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε 1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0
P αlomo. ξff
100 200 300 400 500
ιcιεηt
Index of initial conditions
P rεdιctιvε
0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Index of initial conditions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure
V αlεηcια 8.5:PExample
αlomo. ξff ∈ R3 .PCost
3, xιcιεηt and feasibility
rεdιctιvε Coηtrol comparisons.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. R=10 ξff ιcιεηt P rεdιctιvε Coηtrol R=0.1 Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια
1 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1
Distance to MCAS

Distance to MCAS

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε 0.8 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.95
P αlomo. ξff ιcιεηt P rεdιctιvε
0.6
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.9 0.4
Gυιllεrmo V αlεηcια P αlomo. MAS ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Polyhedral P
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
0.2 Coηtrol Algs. F ιnαl V εrsιoη.
0.85
Gυιllεrmo V αlεηcια
0 P αlomo.
100 200 300ξff400 ιcιεηt
500 P rεdιctιvε
0 100 Coηtrol
200 300 Algs. 400 500F ιnαl V εrsιoη.
Index of initial conditions Index of initial conditions
Gυιllεrmo V αlεηcια P αlomo.
R=10
ξff ιcιεηt P rεdιctιvε Coηtrol
R=0.1
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1.03 P αlomo. ξff ιcιεηt P rεdιctιvε
1.15 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Ratio of cost

Ratio of cost

Gυιllεrmo V αlεηcια
1.02 P αlomo. ξff ιcιεηt P rεdιctιvε
1.1 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1.05
Gυιllεrmo V αlεηcια
1.01 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 1
Gυιllεrmo V αlεηcια
0
P αlomo. ξff ιcιεηt P rεdιctιvε
100 200 300 400 500 0
Coηtrol Algs. F ιnαl V εrsιoη.
100 200 300 400 500
Gυιllεrmo V αlεηcια P of
Index αlomo. ξff ιcιεηt P rεdιctιvε
initial conditions Index Coηtrol Algs. F ιnαl V εrsιoη.
of initial conditions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoFigure
V αlεηcια 8.6:PExample
αlomo. ξff 4, xιcιεηt
∈ R4 .PCost
rεdιctιvε Coηtrol comparisons.
and feasibility Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη.163
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 8.2: Comparison of number of vertices for Algorithm 8.4 with number of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
regions for mp-QP solution to OMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.Regions ξff ιcιεηt(mp-QP)
P rεdιctιvε Coηtrol
Vertices Algs. F ιnαl V εrsιoη.
(Alg. 8.4)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.R=10 ξff ιcιεηtR=0.1
P rεdιctιvεR=10 R=0.1
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Example 1 ξff
67 ιcιεηt P rεdιctιvε
63 8 Coηtrol 8Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Example 2 ξff
77 ιcιεηt P77rεdιctιvε14Coηtrol14 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Example 3 ξff ιcιεηt 285
297 P rεdιctιvε14Coηtrol14 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Example 4 ξff
727 ιcιεηt P rεdιctιvε
251 24 Coηtrol Algs. F ιnαl V εrsιoη.
24
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
These
Gυιllεrmo figures demonstrate
V αlεηcια two clear
P αlomo. ξff ιcιεηt conclusions.
P rεdιctιvε First,
Coηtrol Algs.despite theV very
F ιnαl εrsιoη.
restrictedVshape
Gυιllεrmo αlεηcιαof P, there can
P αlomo. ξff be significant
ιcιεηt feasibility
P rεdιctιvε improvements
Coηtrol Algs. F ιnαlasVcom-εrsιoη.
pared to Vthe
Gυιllεrmo MAS, P
αlεηcια although
αlomo. unsurprisingly it is smaller
ξff ιcιεηt P rεdιctιvε than
Coηtrol the MCAS
Algs. F ιnαl Vwhich
εrsιoη.
may haveV aαlεηcια
Gυιllεrmo very complex
P αlomo.shape. Second,
ξff ιcιεηt the performance
P rεdιctιvε Coηtrol Algs.degradation
F ιnαl Vfrom
εrsιoη.
using a suboptimal strategy is often quite small (here only the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 3rd example
has serious
Gυιllεrmo performance
V αlεηcια P αlomo.degradation
ξff ιcιεηt for R = 0.1)Coηtrol
P rεdιctιvε and, unsurprisingly
Algs. F ιnαl V again,
εrsιoη.
the loss in
Gυιllεrmo performance
V αlεηcια was dependent
P αlomo. ξff ιcιεηt Pon the initial
rεdιctιvε condition.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
The Table 8.2 focuses on the complexity of the solution Coηtrol Algs. as F ιnαl V εrsιoη.
compared to
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
a standard parametric approach of (Bemporad et al., 2002b). Specifically,Algs. F ιnαl V εrsιoη.
Gυιllεrmo
the tableV compares
αlεηcια Ptheαlomo. ξff ιcιεηt
number P rεdιctιvε
for regions for aCoηtrol
standard Algs.
mp-QP F ιnαl
withV εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
number of vertices for Algorithm 8.4; this is a fair statement of data storage F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
requirements. P αlomo.
However, ξff ιcιεηt
it should P rεdιctιvε
be noted further,Coηtrol Algs.
that the F ιnαl
search V εrsιoη.
efficiency
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
for the proposed algorithm is far better, even if the number of regions/vertices F ιnαl V εrsιoη.
Gυιllεrmo
were the Vsame.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
It isVclear
Gυιllεrmo thatP the
αlεηcια proposed
αlomo. algorithm
ξff ιcιεηt allows
P rεdιctιvε substantial
Coηtrol Algs. reductions in
F ιnαl V εrsιoη.
complexity.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.6 Experimental
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηtimplementation
P rεdιctιvε Coηtrol Algs. of the algo-
F ιnαl V εrsιoη.
Gυιllεrmo rithm
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This section shows the experimental implementation of the submpOMPC al-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
gorithm. Section 8.6.1 presents the integration of the program into the PLC,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
while Section 8.6.2 shows the experimental results of implementing the control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
law.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
8.6.1 VPLC αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
implementation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The structure P αlomo.
of the program ξffisιcιεηt
shown P rεdιctιvε
in FigureCoηtrol
8.7, andAlgs. F ιnαl V εrsιoη.
the description of
Gυιllεrmo V αlεηcια P αlomo.
the routines is presented next: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη.164
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure
Gυιllεrmo 8.7: Structure
V αlεηcια P αlomo. of ξff
theιcιεηt
submpOMPC algorithm
P rεdιctιvε Coηtrol in the
Algs.target PLC.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
MPC MAINV αlεηcια
(LadderP Logic
αlomo.Diagram).
ξff ιcιεηt PThisrεdιctιvε
is theCoηtrol Algs. F whose
main routine ιnαl V pur-
εrsιoη.
Gυιllεrmo V αlεηcια
pose P αlomo.
is to control ξff ιcιεηtexecution,
the program P rεdιctιvεcalling
Coηtrol Algs. F
routines asιnαl
and Vwhen
εrsιoη.
Gυιllεrmo V αlεηcια
they P αlomo.
are needed. ξff ιcιεηt this
Specifically, P rεdιctιvε
routine Coηtrol Algs.
first calls F ιnαl Vifεrsιoη.
Observer; xk
Gυιllεrmo V αlεηcια P αlomo.
satisfies Mxk ≤ col(1), sets −ξff ιcιεηt ∗P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
c k = col(0), − c tail,k+1 = col(0) and calls
→ →
Gυιllεrmo V αlεηcια Output;
Controller P αlomo.else, ξff ιcιεηt P rεdιctιvε
sequentially callsCoηtrol Algs. F Vertex
the routines: ιnαl V εrsιoη.
Id,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
Optimisation and Controller Output. P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Observer
Gυιllεrmo (Structured
V αlεηcια text).ξffThis
P αlomo. ιcιεηtsubroutine
P rεdιctιvεis used to reconstruct
Coηtrol Algs. F ιnαl theVstate
εrsιoη.
vector
Gυιllεrmo using aP αlomo.
V αlεηcια Kalmanξff filter,
ιcιεηt seePSection
rεdιctιvε 2.9.1.
CoηtrolInvokes
Algs.the subroutine
F ιnαl V εrsιoη.
Matrix
Gυιllεrmo Multiply
V αlεηcια to complete
P αlomo. ξff ιcιεηtthe operations.
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Vertex Id (Structured text). This subroutine gets from Data Vertex the op-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
timal solution → −c ∗k associated with the active vertices using Algorithm 8.3
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and Lema 8.1.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Data Vertex P αlomo.text).
(Structured ξff ιcιεηt
ThisP isrεdιctιvε Coηtrol
not properly Algs. F ιnαl
a program V εrsιoη.
routine, is
Gυιllεrmo V αlεηcια
a data bank.P αlomo.
Containsξffthe ιcιεηt P rεdιctιvε
information Coηtrol
about the Algs. F ιnαl
vertices V εrsιoη.
Vj of the
Gυιllεrmo V αlεηcια
polytope P andP αlomo.
associatedξff ιcιεηt
optimal P rεdιctιvε
solutionsCoηtrol
c j . Algs. F ιnαl V εrsιoη.


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Optimisation
Gυιllεrmo V αlεηcια (Structured
P αlomo. ξff text).
ιcιεηtThis subroutine
P rεdιctιvε is used
Coηtrol to calculate
Algs. the
F ιnαl V εrsιoη.
∗ ∗
optimum
Gυιllεrmo V αlεηcια

→ckP from
αlomo.equation (8.15)P finding
ξff ιcιεηt rεdιctιvε β Coηtrol
in the optimisation
Algs. F ιnαl problem
V εrsιoη.
Gυιllεrmo V αlεηcια
(8.16). BeforePending,
αlomo. this ξff ιcιεηt
routine P rεdιctιvε
stores → Coηtrol
c tail,k+1 . Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Controller
Gυιllεrmo Output
V αlεηcια (Structured
P αlomo. text).
ξff ιcιεηt This subroutine
P rεdιctιvε sends Ftoιnαl
Coηtrol Algs. the Vplant
εrsιoη.

theVnext
Gυιllεrmo calculated
αlεηcια P αlomo. input
ξff u k = −Kx
ιcιεηt k + ck . Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη. 165
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VFigure
αlεηcια8.8:
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
submpOMPC memory usage on the target PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.6.2 VExperimental
Gυιllεrmo αlεηcια P αlomo. ξff testιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As in earlier
Gυιllεrmo chapters,
V αlεηcια the speed
P αlomo. ξff process
ιcιεηt Ppresented
rεdιctιvε in SectionAlgs.
Coηtrol 4.5.2 F
is ιnαl
used Vasεrsιoη.
the
test rig, with constraints −3.5V ≤ u ≤ 3.5V , −0.05 ≤ ∆u ≤ 0.05V
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. . To obtain
a closed polytope,
Gυιllεrmo V αlεηcια the outputξffis ιcιεηt
P αlomo. bounded to −1100
P rεdιctιvε RPM ≤
Coηtrol y≤F
Algs. 1100
ιnαlRPM.
V εrsιoη.
Gυιllεrmo
As in the previous chapter, the state vector needs to be augmented inVorder
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo £ ¤T
to allow Vtracking
αlεηcια ofP αlomo. ξff ιcιεηtreference:
a time-varying P rεdιctιvεξkCoηtrol
= xAlgs. F ιnαl V εrsιoη.
k dk uk−1 rk
Gυιllεrmo
where xkVare αlεηcια P αlomo.
the model ξff of
states ιcιεηt
the Pcontrolled
rεdιctιvε plant,
Coηtrol dkAlgs.
is theFdisturbance
ιnαl V εrsιoη.
Gυιllεrmo
estimate,V uαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k−1 is the previous control input and rk is the reference signal.
Gυιllεrmo
Therefore,V αlεηcια P αlomo.
the dynamics ξff ιcιεηt P in
are formulated rεdιctιvε
∆u-form;Coηtrol
and theAlgs. F ιnαl
system V εrsιoη.
input can
Gυιllεrmo
be obtained as uk = uk−1 + ∆uk . The augmented vector ξk replaces xkVinεrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl all
Gυιllεrmo V αlεηcια P αlomo. ξff
the algebra presented in this chapter. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Vprogram,
Gυιllεrmo αlεηcια P inαlomo.
this case, uses 15%
ξff ιcιεηt of the available
P rεdιctιvε Coηtrol storage
Algs. Fof ιnαltheVPLC
εrsιoη.
including required memory for I/O, running cache and other necessary
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. subrou-
r
tines as itV can
Gυιllεrmo be seen
αlεηcια from the
P αlomo. ξffproperties of the controller
ιcιεηt P rεdιctιvε with the
Coηtrol Algs. RSLogix
F ιnαl V εrsιoη.
programming
Gυιllεrmo tool in
V αlεηcια Figure 8.8.
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figures
Gυιllεrmo 8.9 andP8.10
V αlεηcια αlomo.showsξffthe conventional
ιcιεηt P rεdιctιvεmpOMPC
Coηtrol Algs.partition
F ιnαlandVpoly-
εrsιoη.
tope P for
Gυιllεrmo this problem
V αlεηcια P αlomo.in theξffcase when
ιcιεηt dk = 0, uCoηtrol
P rεdιctιvε k−1 = 0. In
Algs. this
F case
ιnαl subm-
V εrsιoη.
pOMPC Vonly
Gυιllεrmo needsPto
αlεηcια store information
αlomo. about 42Coηtrol
ξff ιcιεηt P rεdιctιvε vertices Algs.
and the associated
F ιnαl V εrsιoη.
control laws
Gυιllεrmo opposed
V αlεηcια to 97/83
P αlomo. ξffregions
ιcιεηt Pfrom the mpOMPC/mpLOMPC.
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figures P αlomo.
8.11 and 8.12 showξff ιcιεηt P rεdιctιvε
the execution Coηtrol
time of theAlgs. F ιnαland
algorithm V εrsιoη.
the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
experimental closed-loop response respectively. Two setpoint step changes Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
are demanded; thePresults
αlomo.show ξff ιcιεηt
that P rεdιctιvε
the proposedCoηtrol Algs.is Ftracking
controller ιnαl V εrsιoη.
the
Gυιllεrmo
setpoint V αlεηcια PTo
accurately. αlomo. ξff ιcιεηt
complete P rεdιctιvεofCoηtrol
the assessment Algs. F ιnαl
the implemented V εrsιoη.
program,
Gυιllεrmo V αlεηcια
the diagnostics toolPfrom
αlomo. the ξff ιcιεηt Pdisplays
hardware rεdιctιvε Coηtrol
that Algs.
the time for Fscanning
ιnαl V εrsιoη.
the
Gυιllεrmo
program Veachαlεηcια P αlomo.
sample time whichξff ιcιεηt P rεdιctιvε
in the worst caseCoηtrol
is 9.85 Algs.
ms. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution. 166
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 8.9: Polytope P (grey) and mpOMPC controller (white) MCAS for the
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
speed process (d = 0, uk−1 = 0).
Gυιllεrmo V αlεηcια P αlomo. kξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
Feasible regions Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Cut on r=0
1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x2

0
Gυιllεrmo V αlεηcια
−0.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−1
Gυιllεrmo V αlεηcια −5 P −4
αlomo.−3 ξff −2ιcιεηt
−1 P rεdιctιvε
0 1 Coηtrol
2 3 Algs.4 F5 ιnαl V εrsιoη.
x1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Cut on x = 0 Cut on x = 0
Gυιllεrmo V αlεηcια 4
P αlomo. ξff 1
ιcιεηt P rεdιctιvε
4
Coηtrol2 Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2 2
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
r (volts)

r (volts)

Gυιllεrmo V αlεηcια 0 P αlomo. ξff ιcιεηt P rεdιctιvε 0 Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
−2
P αlomo. ξff ιcιεηt P rεdιctιvε
−2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−4 −4
Gυιllεrmo V αlεηcια −1 P−0.5
αlomo.0 ξff 0.5 ιcιεηt1P rεdιctιvε
−10 −5Coηtrol
0 Algs.
5 F
10 ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.x2 ξff ιcιεηt P rεdιctιvε Coηtrol x1
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 8.10: Cuts on the Polytope P (in think line) and mpOMPC controller
Gυιllεrmo V αlεηcια P αlomo.
partition for theξff ιcιεηt
speed P rεdιctιvε
process (dk = 0,Coηtrol
uk−1 = Algs.
0). F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution. 167
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Figure 8.11:
Gυιllεrmo V αlεηcια Execution time and
P αlomo. sampling
ξff ιcιεηt jittering ofCoηtrol
P rεdιctιvε the submpOMPC algorithm.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Speed process
Gυιllεrmo V 1000
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
950 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Output ( RPM )

900

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
850

800
Gυιllεrmo V αlεηcια
750
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
700
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
650 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0 5 10 15 20 25 30 35
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
4
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
3.5 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Input (V)

Gυιllεrmo V αlεηcια
2.5
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
1.5
0
P αlomo.
5
ξff ιcιεηt15 P rεdιctιvε
10 20
Coηtrol
25
Algs.
30
F ιnαl
35
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
0.06 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0.04
Input rate (V)

Gυιllεrmo V αlεηcια
0.02
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0
Gυιllεrmo V −0.02
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.04
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V −0.06
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
−0.08
Gυιllεrmo V αlεηcια0 P αlomo.
5 ξff ιcιεηt15 Time
10 P rεdιctιvε
(sec)
20 Coηtrol
25 Algs.
30 F ιnαl
35 V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Figure P αlomo. ξfftest
8.12: Experimental ιcιεηt P rεdιctιvε
for the Coηtrol
speed process Algs.
using F ιnαl V εrsιoη.
submpOMPC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 8.V αlεηcια
Gυιllεrmo An efficient suboptimal
P αlomo. multi-parametric
ξff ιcιεηt P rεdιctιvε solution.
Coηtrol Algs. F ιnαl V εrsιoη.168
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
8.7 Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This chapter has made three main contributions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
First,
Gυιllεrmo it has evolved
V αlεηcια workξff
P αlomo. onιcιεηt
efficient multi-parametric
P rεdιctιvε solutions
Coηtrol Algs. to predic-
F ιnαl V εrsιoη.
tive control by removing the requirement for a specified bound
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. on suboptimal-
ity and instead
Gυιllεrmo V αlεηcια replaced
P αlomo.thatξffassumption with a Coηtrol
ιcιεηt P rεdιctιvε specifiedAlgs.
boundF onιnαlsolution
V εrsιoη.
complexity.
Gυιllεrmo This isPdone
V αlεηcια αlomo.without loss of
ξff ιcιεηt recursive Coηtrol
P rεdιctιvε feasibility and F
Algs. stability and
ιnαl V εrsιoη.
is a key advance when considering application to systems with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. low processor
capabilityV αlεηcια
Gυιllεrmo or highlyPcomplex
αlomo. ξff optimal
ιcιεηt multi-parametric
P rεdιctιvε Coηtrol solutions.
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Secondly, it hasP proposed
αlomo. ξffa ιcιεηt P rεdιctιvε
novel choice Coηtrol
of regions Algs.
which F ιnαl
allows V εrsιoη.
for highly
Gυιllεrmo V αlεηcια
efficient search P αlomo.
algorithms in ξff ιcιεηt P rεdιctιvε
conjunction Coηtrol
with a simple Algs. Fwhich
definition ιnαl allows
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
more shape flexibility than nD cubes. Specifically, the choice of regions allows F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
one to define P αlomo.
the feasible ξff ιcιεηt
region in termsP rεdιctιvε Coηtrol
of facets with Algs.n Fvertices
at most ιnαl V thus
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
allowing simple convexity statements and thus simple computations; critically, F ιnαl V εrsιoη.
Gυιllεrmo
the facetsV do
αlεηcια P αlomo.
not need to be ξff ιcιεηt P rεdιctιvε
enumerated explicitlyCoηtrol
off-lineAlgs.
and areF ιnαl V εrsιoη.
computed
Gυιllεrmo V αlεηcια
implicitly, P αlomo.
with a trivial ξff ιcιεηt
iteration, P rεdιctιvε
as required; henceCoηtrol Algs.
the data F ιnαlrequire-
storage V εrsιoη.
Gυιllεrmo V αlεηcια
ments are minimal. P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Third,
Gυιllεrmo once again
V αlεηcια it has ξff
P αlomo. been demonstrated
ιcιεηt P rεdιctιvεthat this Algs.
Coηtrol simpleFbutιnαlefficient
V εrsιoη.
algorithm can be effectively coded in a standard PLC unit.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V Thus, it is a viable
εrsιoη.
alternative for replacing standard controllers with poor performance.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
While
Gυιllεrmo it wouldPbeαlomo.
V αlεηcια impossible to give
ξff ιcιεηt a generic statement
P rεdιctιvε that F
Coηtrol Algs. the
ιnαlproposed
V εrsιoη.
approachValways
Gυιllεrmo αlεηcιαgives at most
P αlomo. ξff aιcιεηt
givenPdegree
rεdιctιvεof suboptimality
Coηtrol Algs. or percentage
F ιnαl V εrsιoη.
loss in feasibility,
Gυιllεrmo V αlεηcια the numerical
P αlomo. examples
ξff ιcιεηt show Coηtrol
P rεdιctιvε that these comparisons
Algs. are
F ιnαl V εrsιoη.
easy to determine
Gυιllεrmo V αlεηcια by simulation
P αlomo. and inP many
ξff ιcιεηt cases
rεdιctιvε the gain
Coηtrol in simplicity
Algs. and
F ιnαl V εrsιoη.
efficiencyVfar
Gυιllεrmo outweighs
αlεηcια any performance
P αlomo. loss.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

III
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Conclusions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 9
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Conclusions and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
future perspectives
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
This finalV chapter
αlεηcια is
P αlomo. ξff as
organised ιcιεηt P rεdιctιvε
follows: SectionCoηtrol Algs.aFsummary
9.1 presents ιnαl V εrsιoη.
of
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V
the original contributions of the work exposed in this thesis; this is followed εrsιoη.
Gυιllεrmo V αlεηcια
by the final generalPconclusions
αlomo. ξff ιcιεηt P rεdιctιvε
in Section 9.2; andCoηtrol
finishesAlgs. F ιnαl
with the V εrsιoη.
proposed
Gυιllεrmo V αlεηcια
future work P αlomo.
in Section 9.3. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
9.1 Original contributions
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The mainV original
Gυιllεrmo αlεηcια contributions of the Ppresent
P αlomo. ξff ιcιεηt work
rεdιctιvε can beAlgs.
Coηtrol summarised
F ιnαl Vinεrsιoη.
the
following points:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
F AnVauto-tuned/auto-modelled
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηtMPC controller
P rεdιctιvε based Algs.
Coηtrol on relatively
F ιnαl Vcrude
εrsιoη.
but pragmatic information was developed. Despite the lack of modelling
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
information,
Gυιllεrmo V αlεηcια the implementation
P αlomo. ξff ιcιεηt Pdemonstrates betterAlgs.
rεdιctιvε Coηtrol performance
F ιnαl V than
εrsιoη.
a commercial
Gυιllεrmo V αlεηcια PPID controller
αlomo. thatPrelies
ξff ιcιεηt in more
rεdιctιvε modelling
Coηtrol Algs. information.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
F A systematic
Gυιllεrmo V αlεηcια P way of redesigning
αlomo. ξff ιcιεηt the default feed-forward
P rεdιctιvε Coηtrol Algs. compensator of
F ιnαl V εrsιoη.
theVMPC
Gυιllεrmo when
αlεηcια the setpoint
P αlomo. trajectory
ξff ιcιεηt is known
P rεdιctιvε a priori
Coηtrol Algs.was developed.
F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vmini-
The optimised feed-forward compensator contributes to keep at εrsιoη.
mum
Gυιllεrmo the on-line
V αlεηcια computational
P αlomo. ξff ιcιεηt Pburden thatCoηtrol
rεdιctιvε arises from
Algs.the constraint
F ιnαl V εrsιoη.
handling,
Gυιllεrmo V αlεηcιαleaving the on-line
P αlomo. optimiser
ξff ιcιεηt free to
P rεdιctιvε deal only
Coηtrol with
Algs. uncertain-
F ιnαl V εrsιoη.
ties and disturbances.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
F A novel parametrisation for the input sequences in optimal predictive
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
control was proposed. An improvement of the feasible region of the con-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
troller is achieved when Laguerre functions are used in combination with
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
OMPC without losing performance and retaining fundamental proper-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ties of the OMPC algorithm such as stability and recursive feasibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

170
Chapter 9.V αlεηcια
Gυιllεrmo Conclusions and future
P αlomo. perspectives.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 171
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Table 9.1: Comparison of memory usage and execution time for the algorithms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tested in the studied PLC.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V Algorithm
αlεηcια P αlomo. ξffMemory ιcιεηt P rεdιctιvε
usage Max. Coηtrolexecution
Algs. F ιnαl timeV εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PID V αlεηcια P αlomo. ξff ιcιεηt1 P%rεdιctιvε Coηtrol 0.04
Gυιllεrmo Algs.msF ιnαl V εrsιoη.
Autotuned
Gυιllεrmo V αlεηcιαMPC P αlomo. ξff ιcιεηt 17P%rεdιctιvε Coηtrol11.63Algs.ms F ιnαl V εrsιoη.
Optimised Feed-forward 13 % 9.53 ms
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
mpLOMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 19P%rεdιctιvε Coηtrol 9.98Algs.msF ιnαl V εrsιoη.
submpOMPC
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 15P%rεdιctιvε Coηtrol 9.85Algs.msF ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
F It was shownPthat,
αlomo. ξff ιcιεηt
when P rεdιctιvε
Laguerre functionsCoηtrol Algs.
are used to F ιnαl V εrsιoη.
parameterise
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the input sequences in OMPC, there is not only an improvement Algs. F ιnαl Vofεrsιoη.
the
Gυιllεrmo V αlεηcια
volume of thePfeasible
αlomo. region,
ξff ιcιεηtbutP also
rεdιctιvε
there Coηtrol Algs. F
is a reduction ofιnαl
numberV εrsιoη.
of
Gυιllεrmo V αlεηcια
regions (and P αlomo. ξff
therefore ιcιεηt P rεdιctιvε
computational Coηtrol
complexity andAlgs.
memoryF ιnαl V εrsιoη.
storage)
Gυιllεrmo V αlεηcια
using P αlomo. ξff
multi-parametric QP. ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
F Further
Gυιllεrmo reductions
V αlεηcια P αlomo.in ξff
computational complexity
ιcιεηt P rεdιctιvε Coηtroland memory
Algs. F ιnαlstorage
V εrsιoη.
were
Gυιllεrmo achievedP with
V αlεηcια αlomo. theξffdevelopment of a suboptimal
ιcιεηt P rεdιctιvε Coηtrol Algs.multi-parametric
F ιnαl V εrsιoη.
solution to the optimisation problem which predefines
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl the complexity
V εrsιoη.
instead
Gυιllεrmo of thePallowable
V αlεηcια αlomo. ξff suboptimality and isCoηtrol
ιcιεηt P rεdιctιvε based inAlgs.
vertex representa-
F ιnαl V εrsιoη.
tionV rather
Gυιllεrmo αlεηcιαthan the most
P αlomo. common
ξff ιcιεηt facet representation.
P rεdιctιvε Coηtrol Algs.The controller
F ιnαl V εrsιoη.
performs
Gυιllεrmo V αlεηcιαtrivial computations
P αlomo. ξff ιcιεηton-line yielding
P rεdιctιvε a veryAlgs.
Coηtrol efficient search
F ιnαl al-
V εrsιoη.
gorithm.
Gυιllεrmo V αlεηcιαMoreover,
P αlomo.theξff
controller
ιcιεηt P guarantees stabilityAlgs.
rεdιctιvε Coηtrol and recursive fea-
F ιnαl V εrsιoη.
sibility.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
F TheV αlεηcια
Gυιllεrmo algorithms were tested
P αlomo. experimentally
ξff ιcιεηt on bench-scale
P rεdιctιvε Coηtrol laboratory
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl Vcom-
equipment using standard industrial programming language and a εrsιoη.
mercial
Gυιllεrmo PLC,Pshowing
V αlεηcια αlomo. that the developments
ξff ιcιεηt presented
P rεdιctιvε Coηtrol in the
Algs. thesis
F ιnαl are
V εrsιoη.
an Vaffordable
Gυιllεrmo αlεηcια Palternative
αlomo. ξfftoιcιεηtconventional
P rεdιctιvεcontrollers.
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
9.2 Final
Gυιllεrmo V αlεηcιαconclusions
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The objective of thePthesis
αlomo. wasξfftoιcιεηt P rεdιctιvε
develop Coηtrol Algs.
realistic predictive controlF ιnαl V εrsιoη.
algorithms
Gυιllεrmo
with high performance in order to be embedded in standard industrial Vhard-
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo
ware. The V αlεηcια
algorithms P αlomo. ξff ιcιεηt
were required to P rεdιctιvε
handle Coηtrol be
constraints, Algs.
easyFtoιnαl
code,V εrsιoη.
fast
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
in computation times and low in terms of storage requirements. The objective F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
was successfully P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
achieved.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
In order
Gυιllεrmo to make
V αlεηcια a finalξffcomparison
P αlomo. of the algorithms
ιcιεηt P rεdιctιvε Coηtrol Algs.presented
F ιnαl in the
V εrsιoη.
thesis, Table 9.2 summarises the memory usage and execution
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.times of the
controllers
Gυιllεrmo embedded
V αlεηcια into the
P αlomo. ξff studied
ιcιεηt P PLC. TheCoηtrol
rεdιctιvε table shows
Algs. that
F ιnαltheV εrsιoη.
PID
Chapter 9.V αlεηcια
Gυιllεrmo Conclusions and future
P αlomo. perspectives.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 172
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
controllerV isαlεηcια
clearly Ptheαlomo.
fastestξffand
ιcιεηt
the Pmost
rεdιctιvε
simpleCoηtrol Algs.
algorithm, F ιnαl aV seri-
however, εrsιoη.
Gυιllεrmo V αlεηcια
ous weakness is that P αlomo. ξff ιcιεηt
this simplicity hasP rεdιctιvε CoηtrolinAlgs.
a severe impact F ιnαl Vwhen
performance εrsιoη.
1
Gυιllεrmo V αlεηcια
dealing with P αlomo.
constraints. ξff ιcιεηt
In the case ofP rεdιctιvε
the MPC CoηtrolalgorithmsAlgs., the
F ιnαl V εrsιoη.
execution
Gυιllεrmo
times areVaround
αlεηcια10ms P αlomo.
using noξff more
ιcιεηtthan
P rεdιctιvε
19% of theCoηtrol Algs.memory,
available F ιnαl Vshow-
εrsιoη.
Gυιllεrmo
ing that V αlεηcια constraint
advanced P αlomo. ξff ιcιεηt Pstrategies
handling rεdιctιvε can Coηtrol Algs. F ιnαl
be effectively coded V εrsιoη.
in a
Gυιllεrmo
standardVunit.
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
In general 2 P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
, the algorithms developed in this thesis have higher per-
Gυιllεrmo
formanceVcompared
αlεηcια Pwith αlomo. theξff ιcιεηt P rεdιctιvε
conventional Coηtrol Algs.theF ιnαl
PID. Furthermore, V εrsιoη.
complexity
Gυιllεrmo
reductions V αlεηcια
achievedP αlomo. ξff ιcιεηt
are significant P rεdιctιvε
compared Coηtrol
with other Algs.
MPC Fstrategies
ιnαl V εrsιoη.
in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
the literature without losing performance or with negligible performance loss. Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Moreover, V αlεηcια
throughout P αlomo. ξff ιcιεηt
the thesis, it hasPbeen
rεdιctιvε Coηtrol Algs.
demonstrated how the F ιnαl V εrsιoη.
algorithms
Gυιllεrmo V αlεηcια
can be coded P αlomo.
in a PLC; ξff ιcιεηt
so, the P rεdιctιvε
predictive control Coηtrol
algorithmsAlgs. F ιnαl Vare
presented εrsιoη.
in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
a form such that it may be used to quickly control systems that have proved Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
to be difficult for PIDP αlomo.
in the ξff ιcιεηt
past, thusPadding
rεdιctιvε Coηtrol
another Algs.and
reliable F ιnαl V εrsιoη.
affordable
Gυιllεrmo V αlεηcια P αlomo.
tool to the practitioner’s toolbox. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
As isV to
Gυιllεrmo be expressed,
αlεηcια P αlomo.the ξffapproaches presented
ιcιεηt P rεdιctιvε have Algs.
Coηtrol limitations:
F ιnαl (i) the
V εrsιoη.
auto-tuned algorithm was only developed for open-loop
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.stable SISO plants;
(ii) the optimisation
Gυιllεrmo V αlεηcια P αlomo. of the ξfffeed-forward compensator
ιcιεηt P rεdιctιvε Coηtrol is Algs.
done for a specific
F ιnαl V εrsιoη.
trajectory and has to be redesigned every time this trajectory
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. changes, also
this technique
Gυιllεrmo V αlεηcιαis sensitive
P αlomo. to ξff
parameter
ιcιεηt Puncertainty;
rεdιctιvε Coηtrol (iii) the tuning
Algs. for multi-
F ιnαl V εrsιoη.
parametric approaches can be tedious since it cannot be
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. done on-line; (iv)
the suboptimal multi-parametric algorithm may decrease its
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. performance with
certain shapes
Gυιllεrmo V αlεηcια of the MCAS,ξff
P αlomo. e.g. withP non-symmetric
ιcιεηt rεdιctιvε Coηtrol constraints.
Algs. F ιnαl ForVthese
εrsιoη.
reasons, V
Gυιllεrmo neither
αlεηcια theP algorithms presented
αlomo. ξff ιcιεηt here norCoηtrol
P rεdιctιvε any other,
Algs.areF ιnαl
superior to
V εrsιoη.
other forms of control in all the cases; it is the practitioner
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. who has to choose
the mostVappropriate
Gυιllεrmo αlεηcια P αlomo. controlξff scheme
ιcιεηtat the hand Coηtrol
P rεdιctιvε for a particular
Algs. Fproblem.
ιnαl V εrsιoη.
Gυιllεrmo
As aV final
αlεηcια P αlomo.
remark, ξff ιcιεηt
the thesis hasPraised
rεdιctιvε
an Coηtrol
important Algs. F ιnαl
issue: MPC V εrsιoη.
can
Gυιllεrmo V αlεηcια PPID
clearly outperform αlomo. ξff ιcιεηt
in many P rεdιctιvε
low cost Coηtrol
scenarios; but inAlgs.
spite F
ofιnαl
that,V they
εrsιoη.
Gυιllεrmo
are not asVused
αlεηcια P αlomo.
in practice ξff ιcιεηt
as one wouldPexpect.
rεdιctιvε Coηtrol
Existing MPCAlgs. F ιnαlare
products V εrsιoη.
not
Gυιllεrmo V αlεηcια
suitable for P αlomo.orξff
all applications ιcιεηt
they P rεdιctιvε
do not Coηtrol
capture all Algs. possible
the benefits F ιnαl Vwhen
εrsιoη.
Gυιllεrmo
they are Vapplied.
αlεηcιαAnd P αlomo.
a highξfflevel
ιcιεηt
of P rεdιctιvεisCoηtrol
expertise requiredAlgs. F ιnαl V εrsιoη.
to implement and
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
maintain a MPC controller is an impediment to more widespread utilization. F ιnαl V εrsιoη.
Gυιllεrmo
PFC hasVachieved
αlεηcια aPfoothold
αlomo. ξff in ιcιεηt P rεdιctιvε but
this marketplace Coηtrol
moreAlgs. F ιnαl VMPC
conventional εrsιoη.
Gυιllεrmo
strategiesV have
αlεηcια
not,Pdespite
αlomo.offering
ξff ιcιεηt P rεdιctιvε
potentially Coηtrol
better Algs. F ιnαl
performance. V εrsιoη.
There is a
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
need to keep proposing and promoting efficient and reliable algorithms to fill F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
this market.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
1 V αlεηcια
All algorithms useP3αlomo.
d.o.f. toξff ιcιεηt
solve P rεdιctιvε optimisation
its corresponding Coηtrol Algs. F ιnαl V εrsιoη.
problem.
2
Gυιllεrmo V αlεηcια
For the P αlomo. the
specific conclusions ξff reader
ιcιεηtisPreferred
rεdιctιvε Coηtrol
to the Algs. Fchapter
corresponding ιnαl Vofεrsιoη.
this
thesis.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 9.V αlεηcια
Gυιllεrmo Conclusions and future
P αlomo. perspectives.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 173
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
9.3 Recommendations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε for future Coηtrolwork Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The work presented in this thesis provide the following insights for future
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
research:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1. It would be interesting to extend the auto-tuning rules presented in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Chapter 4 to open-loop unstable systems and to systems with more chal-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
lenging behaviour such as nonminimum phase and large dead times where
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
PID control will be inevitable unsatisfactory.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
2. In order to makeP αlomo. ξff ιcιεηttoPthe
a comparison rεdιctιvε Coηtrol
approaches Algs. in
presented F ιnαl V εrsιoη.
Chapter 5,
Gυιllεrmo V αlεηcια P αlomo.
is recommended to extendξff ιcιεηt
the OMPCP rεdιctιvε Coηtrol
formulation Algs. Finιnαl
to include the V εrsιoη.
initial
Gυιllεrmo V αlεηcια
design P αlomo.
the advance ξff ιcιεηtofPthe
knowledge rεdιctιvε Coηtrol
setpoint. This Algs. F ιnαl
will avoid theV need
εrsιoη.
Gυιllεrmo
of aV second
αlεηcιαdesign
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
stage.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
3. With
Gυιllεrmo regard to
V αlεηcια the enlargement
P αlomo. ξff ιcιεηt of the feasible
P rεdιctιvε region Algs.
Coηtrol of Chapter
F ιnαl6,Vthere
εrsιoη.
are several avenues that could be pursued next, for instance:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (i) would
mixing
Gυιllεrmo the OMPC-b
V αlεηcια P αlomo.and LOMPC
ξff ιcιεηt conceptsCoηtrol
P rεdιctιvε give even Algs.further
F ιnαlfeasibil-
V εrsιoη.
ity Vbenefits?;
Gυιllεrmo αlεηcια P(ii) are there
αlomo. benefits
ξff ιcιεηt from adding
P rεdιctιvε Coηtrol gainAlgs.
scheduling
F ιnαl to use
V εrsιoη.
OMPC
Gυιllεrmo near the
V αlεηcια origin and
P αlomo. switchPfurther
ξff ιcιεηt rεdιctιvεout? (iii) are
Coηtrol thereFalternatives
Algs. ιnαl V εrsιoη.
to Laguerre
Gυιllεrmo V αlεηcιαfunctions
P αlomo. worth investigating?.
ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4. Although
Gυιllεrmo during
V αlεηcια the last
P αlomo. ξfffew years
ιcιεηt the area ofCoηtrol
P rεdιctιvε multi-parametric
Algs. F ιnαl solutions
V εrsιoη.
has been developing fast, improvements can still be made.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. For instance,
in Chapter
Gυιllεrmo V αlεηcια 7 itP is suggested
αlomo. to combine
ξff ιcιεηt mpLOMPC
P rεdιctιvε Coηtrol with work
Algs. done Vabout
F ιnαl εrsιoη.
efficient search trees in order to improve the on-line
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. search algorithm
(point
Gυιllεrmo location
V αlεηcια problem).
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
5. For the suboptimal multi-parametric Coηtrol
solutions Algs. inF ιnαl
presented ChapterV εrsιoη.
8,
Gυιllεrmo V αlεηcια
future work aimsP αlomo. ξff ιcιεηtthe
to investigate P rεdιctιvε
potential ofCoηtrol
using thisAlgs. F ιnαl V
approach εrsιoη.
recur-
Gυιllεrmo V αlεηcια
sively, that isPto αlomo.
deriveξff ιcιεηtadditional
smaller P rεdιctιvεpolytopes
Coηtrol Algs. near theF ιnαl V εrsιoη.
boundary
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
as is done typically here using a nD cube assumption. Thus, a bigger Algs. F ιnαl V εrsιoη.
Gυιllεrmo
area V αlεηcια
of the MCASP αlomo. can ξff
be ιcιεηt
covered.P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
6. This V αlεηcια
thesis did P αlomo. ξff ιcιεηt
not analyse issuesP rεdιctιvε Coηtrol
of robustness Algs.
for any F ιnαl
of the V εrsιoη.
proposed
Gυιllεrmo V αlεηcιαwhile
controllers, P αlomo. ξff ιcιεηt
in practice, the P rεdιctιvε of
robustness Coηtrol Algs.may
a controller F ιnαl V εrsιoη.
be crucial
Gυιllεrmo V αlεηcια
in order to bePconsidered
αlomo. ξff for ιcιεηt P rεdιctιvε
a particular Coηtrol
control Algs. FMechanisms
problem. ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαrobustness
to improve P αlomo. without
ξff ιcιεηtincreasing
P rεdιctιvε theCoηtrol Algs. F ιnαl
computational burden V εrsιoη.
are
Gυιllεrmo V αlεηcια P αlomo.
worthy of further study. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
7. Above
Gυιllεrmo all, it isP strongly
V αlεηcια αlomo. ξff recommended to testCoηtrol
ιcιεηt P rεdιctιvε all the future
Algs. developments
F ιnαl V εrsιoη.
in industrial standard hardware and perhaps,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. encourage theF commercial
ιnαl V εrsιoη.
developers to include more appropriate software
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl packages for thisV pur-
εrsιoη.
pose.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
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controller ξff ιcιεηtfunctions
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multi-parametric V εrsιoη.
solutions.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
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ξff ιcιεηt Optimal control
Coηtroland linear
Algs. program-
F ιnαl V εrsιoη.
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Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Zhu, Y., VZ.αlεηcια
Gυιllεrmo Xu, J. Zhao,
P αlomo. K. Han, J. Qian
ξff ιcιεηt and W. Li
P rεdιctιvε (2008).Algs.
Coηtrol Development and
F ιnαl V εrsιoη.
application
Gυιllεrmo V αlεηcια of P
anαlomo.
integrated MPCPtechnology.
ξff ιcιεηt In: Proceedings
rεdιctιvε Coηtrol of theV 17th
Algs. F ιnαl εrsιoη.
IFAC Wolrd Congress. Seoul, Korea.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

IV
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix A
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Kalman filtering
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This appendix P αlomo.
presents ξff ιcιεηtfilter
the Kalman P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
derivation.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
A.1 VFilter αlεηcια Pderivation
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ConsiderVthe
Gυιllεrmo following
αlεηcια stochastic
P αlomo. state-space
ξff ιcιεηt model:
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. xk = Axξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(A.1) εrsιoη.
k−1 + Buk−1 + Gωx,k−1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
yk = Cxk + ωy,k (A.2)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ThisVmodel
Gυιllεrmo αlεηcια assumes
P αlomo.Gaussian
ξff ιcιεηtwhite noise sequences
P rεdιctιvε CoηtrolωAlgs.
x,k and ωy,k , Vwhich
F ιnαl εrsιoη.
have the following properties:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt ½ P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T Q, i = k
Gυιllεrmo
1. ωx,kV ∼
αlεηcια P αlomo.
N (0, Q), E[ωx,k ωξff
x,iιcιεηt
] = P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0, i 6= k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
½
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P R,rεdιctιvε
i=k Coηtrol Algs. F ιnαl V εrsιoη.
T
2. ωy,kV ∼
Gυιllεrmo N (0, R),
αlεηcια E[ωy,k ωξff
P αlomo. y,i ]ιcιεηt
= P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
0, i 6= k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T
3. E[ωVy,k
Gυιllεrmo ωx,j
αlεηcια] = P0 αlomo.
∀ k, j ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where E[·]
Gυιllεrmo denotesPexpected
V αlεηcια αlomo. ξffvalue.
ιcιεηt PColoured
rεdιctιvεnoise can Algs.
Coηtrol be represented by
F ιnαl V εrsιoη.
augmenting
Gυιllεrmo the state.
V αlεηcια Defineξff
P αlomo. the estimation
ιcιεηt error:Coηtrol Algs. F ιnαl V εrsιoη.
P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ex,k = xk − x̃k (A.3)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T
Gυιllεrmo V αlεηcια P αlomo. ξffE[e x,k ex,k
ιcιεηt ] = Πk Coηtrol Algs. F ιnαl V(A.4)
P rεdιctιvε εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
where x̃kV is
Gυιllεrmo the state
αlεηcια estimate.
P αlomo. Defining
ξff ιcιεηt (·)−
P rεdιctιvεk ,Coηtrol
(·)k|k−1Algs.
, the aF ιnαl
prioriV εrsιoη.
best
predictedVestimate
Gυιllεrmo αlεηcια of xk at time
P αlomo. k −1 (given
ξff ιcιεηt measurements
P rεdιctιvε up to yFk−1
Coηtrol Algs. assumes
ιnαl V εrsιoη.
zero noise):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x̃−
k = Ax̃k−1 + Buk−1 , ỹk = Cx̃k

(A.5)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

186
Appendix VA.αlεηcια
Gυιllεrmo KalmanPfiltering.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 187
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The prediction canPbe αlomo.
comparedξff ιcιεηt
with P rεdιctιvε
the Coηtrol Algs.
next measurement F ιnαl
to give an Verror:
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff eιcιεηt y,k = Pykrεdιctιvε
− ỹk Coηtrol Algs. F ιnαl V(A.6) εrsιoη.
Gυιllεrmo
The priorV estimate
αlεηcια Pcan αlomo. ξff ιcιεηtupon
be improved P rεdιctιvε Coηtrol Algs.y Fto
using measurement ιnαl
giveV an
εrsιoη.
a
k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
posteriori estimate x̃ by adding a proportion L = Lk of the output error to Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
the a priori estimate: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξffx̃ιcιεηt − rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k = x̃kP+ Ley,k (A.7)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This strategy
Gυιllεrmo of derivation
V αlεηcια P αlomo.isξff to ιcιεηt
minimise the errorCoηtrol
P rεdιctιvε covariance
Algs.ΠkFby choosing
ιnαl V εrsιoη.
an stochastically optimal L. Substitute (A.5), (A.6) into (A.7):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x̃k = x̃− k + L(yk − Cx̃k )

(A.8)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. = (I −ξff LC)(Ax̃
ιcιεηt k−1 + Buk−1Coηtrol
P rεdιctιvε ) + Lyk Algs. F ιnαl V(A.9) εrsιoη.
Gυιllεrmo
This equation defines the Luenberger observer, where the observer poles,εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V i.e.
Gυιllεrmo V αlεηcια
the eigenvalues P−
of (I αlomo.
LC)Aξff can ιcιεηt P rεdιctιvε
be chosen usingCoηtrol
L to giveAlgs. F ιnαlperfor-
dead-beat V εrsιoη.
Gυιllεrmo V αlεηcια
mance, which P αlomo.
is perhaps bestξffgiven
ιcιεηt P rεdιctιvε Coηtrol
a deterministic but notAlgs. F ιnαlmodel.
stochastic V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
Now substitute (A.1), (A.2) into (A.9):ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
x̃k = (IV− αlεηcια
LC)(Ax̃ P αlomo.
k−1 + Bu ξffk−1
ιcιεηt P rεdιctιvε
) − L[C(Ax k−1 + Coηtrol
Buk−1 Algs.
+ Gωk−1 F ιnαl
) + ωVy,k
εrsιoη.
]
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl (A.10) V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and thenV(A.1),
Gυιllεrmo αlεηcια (A.10) into (A.3):
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ex,k = VAx αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k−1 + Gωk−1 − (I − LC)Ax̃k−1 − L[C(Axk−1 + Gωk−1 ) + ωy,k ]
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Using (A.3):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαex,k = (I − LC)(Ae
P αlomo. ξff ιcιεηtx,k−1 + Gωk−1
P rεdιctιvε ) − Lωy,k
Coηtrol Algs. F ιnαl (A.11)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This expression (A.11) now can be substituted into (A.4):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Πk =E[eV eTx,k ]
x,kαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. T i
h
=E [(I
Gυιllεrmo − LC)(Ae
V αlεηcια x,k−1 +ξff
P αlomo. Gω k−1 ) −
ιcιεηt P Lω y,k ] [(I −
rεdιctιvε LC)(Ae
Coηtrol Algs.
x,k−1 F+ιnαl
Gωk−1 ) − Lωy,k ]
V εrsιoη.
Gυιllεrmo
=E[(IV− αlεηcια
LC)(Ae P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
x,k−1 + Gωk−1 )(Aex,k−1 + Gωk−1 ) (I − LC) ]
T Algs. F T ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P Trεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
− E[(I − LC)(Aex,k−1 + Gωk−1 )ωy,k LT ]
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T T
− [Lω
Gυιllεrmo y,k (I − LC)(Ae
V αlεηcια P αlomo.x,k−1 + Gωk−1
ξff ιcιεηt P rεdιctιvε y,k ωy,k LAlgs.
)] + E[LωCoηtrol ] F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P T
αlomo. ξff T
ιcιεηt P rεdιctιvε T
Coηtrol Algs. T F ιnαl VT εrsιoη.
=(I − LC)AΠk−1 A (I − LC) + (I − LC)GQG (I − LC) + LRL
Gυιllεrmo
=(I −VLC)(AΠ
αlεηcια P αlomo. T ξff ιcιεηt
T P rεdιctιvε
T Coηtrol
T Algs. F ιnαl V εrsιoη.
k−1 A + GQG )(I − LC) + LRL
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Defining the a priori error covariance:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια PΠαlomo. − ξff ιcιεηt
k = AΠk−1 A + GQG
T P rεdιctιvε
T Coηtrol Algs. F ιnαl (A.12) V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt− P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Πk = (I − LC)Πk (I − LC)T + LRLT
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix VA.αlεηcια
Gυιllεrmo KalmanPfiltering.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. 188
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
For simplicity, make P αlomo. ξff ιcιεηt
the temporary P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
substitution:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T = CΠ− CT + R (A.13)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
k

Gυιllεrmo
giving: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.− ξff ιcιεηt − P rεdιctιvε
− T T CoηtrolT Algs. F ιnαl V εrsιoη.
Π k = Π − LCΠ
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
k k − Π + LTL Algs. F ιnαl (A.14)
k C L Coηtrol V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
Completing the matrix square, it is possible to express (A.14) in this form: F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −
ξff ιcιεηt P rεdιctιvεT Coηtrol TAlgs. F ιnαl V εrsιoη.
Π =
Gυιllεrmo V αlεηcια P αlomo. ξff
k Π k + (Lιcιεηt
− V)T(L − V) Coηtrol
P rεdιctιvε − VTV Algs. F ιnαl (A.15)
V εrsιoη.
− T T T
Gυιllεrmo V αlεηcια P αlomo.= Πk +ξff LTV
ιcιεηt−PVTLrεdιctιvε + LTL
Coηtrol Algs. F ιnαl (A.16)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Comparing (A.14) and (A.16), they are equal provided that:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
TVT = CΠ
Gυιllεrmo −
V αlεηcια
k VTP= Π−
αlomo. T
k C ξff ιcιεηt
(T isPsimetric Π−
rεdιctιvεasCoηtrolk andAlgs.
R areFsymmetric)
ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl (A.17) V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Also not from (A.15) that the magnitude of the covariance Π is minimum
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.k F ιnαl V εrsιoη.
when L = V , giving from (A.17):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T −1
Gυιllεrmo V αlεηcια P αlomo. Lk =ξff Π−ιcιεηt
kC T
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.=ξff Π−ιcιεηt
CT (CΠ P rεdιctιvε
− T Coηtrol
−1 Algs. F ιnαl (A.18)
V εrsιoη.
k C + R)
Gυιllεrmo V αlεηcια P αlomo. ξff kιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and fromV(A.16):
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo.
T ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Πk = Π− k LTL
Gυιllεrmo V αlεηcια −
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
− T −1 T
= Π
Gυιllεrmo V αlεηcια − LT(Π
k P αlomo. k ξff T
C ) P (T
ιcιεηt terms Coηtrol
rεdιctιvε cancel asAlgs.
simetric)
F ιnαl V εrsιoη.

= (I −PLC)Π
Gυιllεrmo V αlεηcια αlomo. k ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl (A.19)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
FromV αlεηcια
Gυιllεrmo (A.5, A.8, A.12, A.13,
P αlomo. A.18,PA.19),
ξff ιcιεηt rεdιctιvε the Coηtrol
Kalman Algs.
filter equations are
F ιnαl V εrsιoη.
therefore:V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Gυιllεrmo V αlεηcια P αlomo. 1. Π− ξff ιcιεηt P rεdιctιvε
T Coηtrol
T Algs. F ιnαl (A.20)
V εrsιoη.
k = AΠk−1 A + GQG
Gυιllεrmo V αlεηcια P αlomo.− ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2. x̃ = Ax̃k−1 + Buk−1 (A.21)
Gυιllεrmo V αlεηcια P αlomo.k ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
− T − T −1
Gυιllεrmo V αlεηcια P αlomo. 3. Lk ξff = Πιcιεηt
k C (CΠ k C + R)
P rεdιctιvε Coηtrol Algs. F ιnαl (A.22)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff −
ιcιεηt P rεdιctιvε − Coηtrol Algs. F ιnαl V εrsιoη.
4. x̃k = x̃k + Lk (yk − Cx̃k ) (A.23)
Gυιllεrmo V αlεηcια P αlomo. 5. Πk ξff ιcιεηt
= (I − LkPC)Πrεdιctιvε
− Coηtrol Algs. F ιnαl (A.24)
V εrsιoη.
k
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
NoteVthat
αlεηcια
(A.21)P αlomo. ξff ιcιεηt P rεdιctιvε
can be substituted into (A.23) Coηtrol Algs. F ιnαl
and simplified V εrsιoη.
for the cur-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
rent estimation equation; (A.23) can alternatively be substituted into (A.21) F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
for a predicted P αlomo.
estimate ξff ιcιεηt
equation, and P(A.20)
rεdιctιvεcan Coηtrol Algs.
substituted F ιnαl
into (A.20)V εrsιoη.
and
Gυιllεrmo V αlεηcια
(A.24), giving: P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
1 → 5. Π
Gυιllεrmo = (I − P
V kαlεηcια Lkαlomo.
C)(AΠξff AT + GQG
k−1ιcιεηt
T
P rεdιctιvε) Coηtrol Algs. F ιnαl (A.25)V εrsιoη.
T T T − T −1
Gυιllεrmo
1 → 3. LVkαlεηcια
= (AΠk−1 P αlomo.
A + GQG ξff ιcιεηt
)C P(CΠ
rεdιctιvε
kC + Coηtrol
R) Algs. F ιnαl (A.26)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol
2 → 4. x̃k = (I − Lk C)(Ax̃k−1 + Buk−1 ) + Lk yk (Kalman estimator) (A.27)Algs. F ιnαl V εrsιoη.
Gυιllεrmo V−αlεηcια P αlomo. −ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
4 → 2. x̃ = (A − Lk C)x̃ + ALk y + Buk (Kalman predictor) (A.28)
Gυιllεrmo Vk+1αlεηcια P αlomo. kξff ιcιεηt Pk rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix VA.αlεηcια
Gυιllεrmo KalmanPfiltering.
αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.189
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
A.2 VThe
Gυιllεrmo αlεηcιαsteady-state
P αlomo. ξff ιcιεηt P Kalman filter
rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The Kalman filter covariance and gain equations (A.20, A.22, A.24) will set-
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
tle at steady-state values, corresponding to the covariance for the optimum
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
combination of prior estimates and current measurements. This effectively
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
corresponds to a sufficient number of past measurements to average out noise
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
effects as much as possible, but still be limited by the uncertainty added in
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
the current time-step from ωx,k and ωy,k . For simplicity, the initial transients
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
in the covariances and gains can be ignored, and the steady-state values can
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
be used directly. Such an approximation results in a lack of optimality, which
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is acceptable in a number of situations.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Let V
Gυιllεrmo Πk−1 = ΠkPand
αlεηcια Π−
αlomo.k =ξffΠιcιεηt
∞ . Then substitute
P rεdιctιvε (A.22)Algs.
Coηtrol in (A.20)
F ιnαland the
V εrsιoη.
result in V(A.24):
Gυιllεrmo αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcιαTP αlomo. ξff T
ιcιεηt PT rεdιctιvε CoηtrolT
Algs. FTιnαl V εrsιoη.
−1
Π
Gυιllεrmo = AΠ
∞ V αlεηcια
∞ A − AΠ
P αlomo. C (CΠ
∞ ξff ιcιεηt C + R) CΠ
∞ P rεdιctιvε Coηtrol
∞ A + GQGF ιnαl (A.29)
Algs. V εrsιoη.
T T −1
Gυιllεrmo
L∞ = V αlεηcια
Π∞ C (CΠ P αlomo.
∞ C +ξff R)ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl (A.30)
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs.
x̃k = (I − L∞ C)(Ax̃k−1 + Buk−1 ) + L∞ yk (Kalman estimator) (A.31)F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
x̃− −
k+1 = (A − L∞ C)x̃k + AL∞ yk + Buk (Kalman predictor) (A.32)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Note that V αlεηcια P αlomo. Kalman
the steady-state ξff ιcιεηtpredictor
P rεdιctιvε Coηtrol
finds Algs. Fx̃ιnαl Vwhich
an estimate εrsιoη.
k+1
Gυιllεrmo
minimisesV αlεηcια P αlomo.
the covariance of Πξff ιcιεηt P rεdιctιvε
T Coηtrol Algs. F ιnαl V εrsιoη.
k+1 = E[cx,k+1 cx,k+1 ] given information yk only
Gυιllεrmo V
up to time k.αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix B
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Dual-mode and closed-loop


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
paradigm cost derivations
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
This appendix P αlomo.
presents ξff ιcιεηt Pand
the dual-mode rεdιctιvε Coηtrol
closed-loop Algs. Fcost
paradigm ιnαlderiva-
V εrsιoη.
Gυιllεrmo
tions. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
B.1 VOpen-loop
αlεηcια P αlomo.dual-modeξff ιcιεηt P rεdιctιvε Coηtrol
cost Algs. F ιnαl V εrsιoη.
derivation
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
The costVbeyond
Gυιllεrmo αlεηcια the constraint
P αlomo. horizon
ξff ιcιεηt (mode 2Coηtrol
P rεdιctιvε cost, JAlgs.
2 ) is calculated as
F ιnαl V εrsιoη.
follows: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo

Gυιllεrmo V αlεηcιαX P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
J2 = wTk+nu +i|k Qwk+nu +i|k + vTk+nu +i|k Rvk+nu +i|k (B.1)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Prediction
Gυιllεrmo equations
V αlεηcια for J2 are
P αlomo. ξff as follows:
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.


Gυιllεrmo
 wk+nV αlεηcια
u +i+1|k =αlomo.
P Awk+nuξff + Bvk+n
+i ιcιεηt P rεdιctιvε
u +i Coηtrol Algs. F ιnαl V εrsιoη.

v
Gυιllεrmok+n V uαlεηcια
+i|k = −Kw
P αlomo.k+n ξffu +i|k
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(B.2)

Gυιllεrmo
 Φ V αlεηcια =
P A −
αlomo. BK ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

Gυιllεrmo wk+nV αlεηcια
u +i+1|k =αlomo.
P Φwk+nuξff+i ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo ∞
X ¡ h
V αlεηcια P αlomo.
¢T ¡ i ξff ιcιεηt
¢ ¡P rεdιctιvε Coηtrol ¢T Algs.
¡ F ιnαl V εrsιoη. ¢i
i i i
J =
Gυιllεrmo
2 Φ
V αlεηcιαw Q Φ
k+nuP αlomo. ξffw k+nιcιεηt
u + −KΦ
P rεdιctιvε w Coηtrol
k+n u +i|k R −KΦ
Algs. F ιnαlw k+nVu +i|k
εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0
X ∞ h i Coηtrol Algs. F ιnαl V εrsιoη.
GυιllεrmoT V αlεηcια ¡ Pi ¢αlomo.
T ξff ¢T P rεdιctιvε
¡ ιcιεηt
= wk+nu Φ QΦi + Φi KT RKΦi wk+nu (B.3)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια|i=0 P αlomo. {z ξff ιcιεηt P rεdιctιvε } Coηtrol Algs. F ιnαl V εrsιoη.
Σ
Gυιllεrmo V∞ αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X h¡ ¢T ¡ ¢ i
Gυιllεrmo
If Σ = V αlεηcια Φi PQΦ αlomo.
i
+ Φ ξff
i ιcιεηt
T
KT RKΦ P rεdιctιvε
i
thenCoηtrol Algs. F ιnαl V(B.4) εrsιoη.
Gυιllεrmo Vi=0 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
ΦT ΣΦ V=αlεηcια
Σ−Q− P αlomo.
KT RK ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(B.5) εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
This is aV Lyapunov
Gυιllεrmo αlεηcια P αlomo.equation, which Pisrεdιctιvε
ξff ιcιεηt generallyCoηtrol
easy toAlgs.solveF(e.g.
ιnαl Vusing
εrsιoη.
r
dlyap.m in Matlab ).
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

190
Appendix VB.αlεηcια
Gυιllεrmo Dual-mode and closed-loop
P αlomo. ξff ιcιεηt paradigm
P rεdιctιvε costCoηtrol
derivations. 191
Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
B.2 VClosed-loop
Gυιllεrmo αlεηcια P αlomo. ξff cost
ιcιεηt derivation
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Credit for the approach to this proof is given to Pannocchia and Kerrigan
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
(2003). Assume the following discrete state-space model:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. w ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(B.6) εrsιoη.
k+1 = Awk + Bvk
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
The costVtoαlεηcια
be optimalP αlomo. ξff ιcιεηt
minimised P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
is (2.20):
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X∞
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
2 Coηtrol
2 Algs. F ιnαl V εrsιoη.
J k = kw
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε k+i k Q + kv k+i k
Coηtrol
R Algs. F ιnαl V(B.7) εrsιoη.
i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
The ‘predicted’ P αlomo.
control ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
law is:
Gυιllεrmo V αlεηcια P ½ αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. −Kwξff + ck+iP, rεdιctιvε
k+iιcιεηt ∀ i ∈ {0,Coηtrol
1, . . . nc Algs.
− 1} F ιnαl V εrsιoη.
vk+i = (B.8)
Gυιllεrmo V αlεηcια P αlomo. −Kwξff ,
k+iιcιεηt ∀ i ∈ {ncCoηtrol
P rεdιctιvε , nc + 1, Algs.
. . .} F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Assume that
Gυιllεrmo V αlεηcιαK is the unconstrained
P αlomo. ξff ιcιεηt optimal
P rεdιctιvε state feedback
Coηtrol Algs.for F
J ιnαl
and Vdefine
εrsιoη.
Φ = A − BK. Consequently, substituting (B.8) into (B.6),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. can be considered
closed-loop
Gυιllεrmo state predictions:
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ½ ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Φwk+i + Bck+i , ∀ i ∈ {0, 1, . . . nc − 1}
w
Gυιllεrmo V αlεηcια =
k+i+1P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V(B.9) εrsιoη.
Φwk+i , ∀ i ∈ {nc , nc + 1, . . .}
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Substituting P αlomo.
definitions (B.8,ξffB.9)
ιcιεηtinto
P rεdιctιvε
(B.7), and CoηtrolusingAlgs. F ιnαlofV εrsιoη.
the result Sec-
Gυιllεrmo V αlεηcια P αlomo. ξff
tion B.1 (with nc chosen as nu ) yields: ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P nX −1 h
cαlomo. ξff ιcιεηt P rεdιctιvε Coηtrol i Algs. F ιnαl V εrsιoη.
2 2 2
Jk = kw
Gυιllεrmo Vk+n c kΣ + P αlomo.
αlεηcια kwk+iξffkQ + k−Kw
ιcιεηt k+i + cCoηtrol
P rεdιctιvε k+i kR Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0

= kΦw
Gυιllεrmo k+nc −1 +
V αlεηcια P Bc
αlomo. k2Σιcιεηt
ξff
k+nc −1 + kwk+nP rεdιctιvε
2
c −1 kQ + Coηtrol
k−Kwk+n c −1 +Fcιnαl
Algs.
2
V kεrsιoη.
k+nc −1 R
Gυιllεrmo VnX cαlεηcια
−2 h P αlomo. ξff ιcιεηt P rεdιctιvε i Coηtrol Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo+V αlεηcια kwk+iP kαlomo.
Q + k−Kw ξff ιcιεηt
k+i + P k2R
rεdιctιvε
ck+i Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo Vi=0 αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2 2
Gυιllεrmo
= kwVk+nαlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
c −1 kΦT ΣΦ+KT RK+Q + kck+nc −1 kBT ΣB+R
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια ¡ ¢
P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
+ 2wTk+nc −1 ΦT ΣB − KT R ck+nc −1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nXc −2 h i
Gυιllεrmo V αlεηcια P αlomo. 2 ξff ιcιεηt P rεdιctιvε 2 Coηtrol Algs. F ιnαl V εrsιoη.
+ kw kQ + k−Kwk+i + ck+i kR
Gυιllεrmo V αlεηcιαk+i P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
i=0
Gυιllεrmo V αlεηcια2 P αlomo. ξff2ιcιεηt P rεdιctιvε ¡
Coηtrol Algs. F ιnαl¢ V εrsιoη.
= kwk+nc −1 kΣ + kck+nc −1 kBT ΣB+R + 2wTk+nc −1 ΦT ΣB − KT R ck+nc −1
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nc −2 h i Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo VX αlεηcια P αlomo. 2 ξff ιcιεηt P rεdιctιvε 2
+
Gυιllεrmo V αlεηcιαk+ikw k
P αlomo.
Q + k−Kw k+i
ξff ιcιεηt + c
P k+i k
rεdιctιvε
R Coηtrol Algs. F ιnαl V εrsιoη.
i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix VB.αlεηcια
Gυιllεrmo Dual-mode and closed-loop
P αlomo. ξff ιcιεηt paradigm
P rεdιctιvε costCoηtrol
derivations.
Algs. F ιnαl V εrsιoη. 192
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Notice that:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
ΦT ΣB − KT R =(A − BK)T ΣB − KT R
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. =ATξff ΣB − KTPB
ιcιεηt
T
ΣB − K
rεdιctιvε
T
R
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. Tξff ιcιεηt TP
=A ΣB − A ΣB(B ΣB + R) Rrεdιctιvε T Coηtrol −1 Algs. F ιnαl V εrsιoη.

Gυιllεrmo V αlεηcια P αlomo. ξffTιcιεηt PT rεdιctιvε −1 Coηtrol Algs. F ιnαl V εrsιoη.


− A ΣB(B ΣB + R) BT ΣB
Gυιllεrmo V αlεηcια P αlomo. Tξff ιcιεηt £ P rεdιctιvε
T
Coηtrol
−1
Algs.T
F ιnαl
¤ V εrsιoη.
=A ΣB I − (B ΣB + R)
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. (R + B ΣB)
Gυιllεrmo V αlεηcια P αlomo. =0 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Then,
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nXc −2 h i
Gυιllεrmo V αlεηcια 2 P αlomo. ξff 2 ιcιεηt P rεdιctιvε Coηtrol 2 Algs. F ιnαl V εrsιoη. 2
J k = kw k+n
Gυιllεrmo V αlεηcια
c −1 k + kc
Σ P αlomo.k+n c −1 kξff
B ιcιεηt
T + kw
ΣB+R P rεdιctιvε Coηtrol k+i k Q + k−Kw k+i + c k+i
Algs. F ιnαl V εrsιoη. k R
i=0
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
2
Gυιllεrmo
ThereforeV the
αlεηcια P αlomo. ξff
cost associated ιcιεηt
with P rεdιctιvε
time-step k + nCoηtrol
c = kck+n Algs.
c −1 kBF T ιnαl .V Sim-
ΣB+R εrsιoη.
Gυιllεrmo
ilarly: V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Jk = kck+nc −1 k2BT ΣB+R + kΦwk+nc −2 + Bck+nc −2 k2Σ + kwk+nc −1 k2Q
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
nc −3 h i
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 2 PX rεdιctιvε Coηtrol 2 Algs. F ιnαl V2εrsιoη.
+ k−Kw k+n −1
Gυιllεrmo V αlεηcια Pc αlomo. ξff + c k+n −1 k
c ιcιεηt
R + kw k+i
P rεdιctιvε Coηtrolk Q + k−Kw k+i + c k+i k
Algs. F ιnαl VRεrsιoη.
i=0
Gυιllεrmo V αlεηcια 2
P αlomo. ξff ιcιεηt2 P rεdιctιvε Coηtrol 2Algs. F ιnαl V εrsιoη.
= kc
Gυιllεrmo V αlεηcια P
k+n c −1 k B T
αlomo.
ΣB+R + kcξffk+n c −2 kBP
ιcιεηt T
rεdιctιvε
ΣB+R + kwCoηtrol
k+nc −2 kΦ Algs. F ιnαl V εrsιoη.
T ΣΦ+KT RK+Q

Gυιllεrmo VX nc −3
αlεηcιαh P αlomo. ξff ιcιεηt P rεdιctιvε i Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo+V αlεηcια kwk+i k2Q + k−Kw
P αlomo. k+i +Pcrεdιctιvε
ξff ιcιεηt k+i kR
2
Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V i=0
αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
which eventually
Gυιllεrmo V αlεηcιαleads to: ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
P αlomo.
Gυιllεrmo V αlεηcια P αlomo.nX cξff
−1 ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt 2P rεdιctιvε Coηtrol 2 Algs. F ιnαl (B.10) V εrsιoη.
Jk = kc k+i kBT ΣB+R + kwk kΣ
Gυιllεrmo V αlεηcια P αlomo. i=0 ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
B.3 VNo
Gυιllεrmo αlεηcια penalisation
P αlomo. ξff ιcιεηtof the current
P rεdιctιvε Coηtrol Algs. stateF ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Note thatV αlεηcια
if the currentP αlomo.stateξffisιcιεηt P rεdιctιvε
not penalised, Coηtrol
because Algs.
it is not Fa ιnαl
functionV εrsιoη.
of
Gυιllεrmo V αlεηcιαck+i
control decisions P αlomo.
, the cost ξffisιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
instead:
Gυιllεrmo V αlεηcια P αlomo. ξff ∞ ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
X
Gυιllεrmo V αlεηcια P αlomo. Jk = ξff ιcιεηtkwk+i+1 P rεdιctιvε
k2Q + kvk+i Coηtrol
k2R Algs. F ιnαl (B.11) V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff i=0 ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Utilising the substitution ΣQ = Σ + Q, this results in the following equations:
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
T
Lyapunov
Gυιllεrmo equation:
V αlεηcια P αlomo. ΦT ξff
ΣΦιcιεηt
=Σ− PΦ T
QΦ − K
rεdιctιvε RK Algs. F ιnαl V εrsιoη.
Coηtrol
T −1 T
Gυιllεrmo
OptimalVfeedback
αlεηcια Pgain: αlomo. K ξff
= (BιcιεηtΣQP Brεdιctιvε
+ R) BCoηtrol ΣQ A Algs. F ιnαl V εrsιoη.
T T T
Gυιllεrmo V αlεηcια
Riccati equation: P αlomo. ξff ιcιεηt P rεdιctιvε
ΣQ = Q + A ΣQ A − A ΣQ B(B Coηtrol Algs.
ΣQ B F+ R)−1
ιnαl BT ΣQ A
V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
and the same result of (B.10) is obtained.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Appendix C
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.

About the author


Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
Guillermo V αlεηcια P αlomo. was
Valencia-Palomo ξff ιcιεηt
born P onrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
December 10th, 1980 in Merida, Mex-rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
V αlεηcια P αlomo. ξff ιcιεηt P
Gυιllεrmo
ico. He Vobtained
αlεηcια Ptheαlomo.
degreesξff ιcιεηt
of BEng P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
(Hons) in V αlεηcια P αlomo.
Electronics from ξff
theιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Merida
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
Institute of Technology (Mexico) in 2003 P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
and MSc.V αlεηcια
(Hons) in P αlomo.
Automatic ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Control
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt
from the National Center of Research and P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια
Technological P αlomo. (Mexico)
Development ξff ιcιεηt Pinrεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo
2006. V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
He joinedV the
Gυιllεrmo Department
αlεηcια P αlomo.ofξff Automatic
ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
Control and Systems Engineering
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt at the
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
University of Sheffield in 2007 to pursue
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
a PhD degree.
Gυιllεrmo V αlεηcιαHisPresearch
αlomo. ξff interest
ιcιεηt are
P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
on the field
Gυιllεrmo of predictive
V αlεηcια P αlomo.control (feasibility,
ξff ιcιεηt stability
P rεdιctιvε and performance),
Coηtrol Algs. F ιnαl Vopti-
εrsιoη.
misation (multi-parametric approaches and computational geometry),
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη. systems
modelling,
Gυιllεrmo process P
V αlεηcια control
αlomo.and ξffreal-time control. Coηtrol Algs. F ιnαl V εrsιoη.
ιcιεηt P rεdιctιvε
Throughout
Gυιllεrmo his education,
V αlεηcια P αlomo.heξff has won P12rεdιctιvε
ιcιεηt prices inCoηtrol
differentAlgs.
local Fand national
ιnαl V εrsιoη.
competitions
Gυιllεrmo within
V αlεηcια Mexico ξff
P αlomo. and 2 prices
ιcιεηt in international
P rεdιctιvε competitions.
Coηtrol Algs. He
F ιnαl V εrsιoη.
has granted
Gυιllεrmo 4 full Pscholarships
V αlεηcια duringP his
αlomo. ξff ιcιεηt higherCoηtrol
rεdιctιvε education studies
Algs. F ιnαland the
V εrsιoη.
awards of:
Gυιllεrmo HighestPgrade
V αlεηcια αlomo. point average
ξff ιcιεηt of the class
P rεdιctιvε 1999-2003
Coηtrol Algs. ofF ιnαl
Electronics
V εrsιoη.
Engineering
Gυιllεrmo from the
V αlεηcια MeridaξffInstitute
P αlomo. ιcιεηt P of Technology
rεdιctιvε Coηtrolin 2003,
Algs.Excellent aca-
F ιnαl V εrsιoη.
demic achievement
Gυιllεrmo V αlεηcια Pfrom
αlomo.the ξff
(Mexican) National Association
ιcιεηt P rεdιctιvε Coηtrol Algs. of Faculties and
F ιnαl V εrsιoη.
Engineering
Gυιllεrmo SchoolsP αlomo.
V αlεηcια in 2004, ξffHighest
ιcιεηt grade point average
P rεdιctιvε Coηtrol of the class
Algs. F ιnαl2004-06
V εrsιoη.
of the Masters
Gυιllεrmo of Science
V αlεηcια P αlomo. in ξff
Automatic Control from
ιcιεηt P rεdιctιvε Coηtrolthe Algs.
National Center
F ιnαl of
V εrsιoη.
ResearchVand
Gυιllεrmo Technological
αlεηcια P αlomo. Development in 2006.Coηtrol Algs. F ιnαl V εrsιoη.
ξff ιcιεηt P rεdιctιvε
Gυιllεrmo V αlεηcια P αlomo.
He is author/coauthor ξff ιcιεηt
of 1 book P rεdιctιvε
chapter, 4 journalCoηtrol
papers, Algs. F ιnαlreports,
3 technical V εrsιoη.
Gυιllεrmo
11 papers in international conferences and 3 papers in local conferencesV(only
V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl εrsιoη.
Gυιllεrmo V αlεηcια
strict peer P αlomo. ξffare
review publications ιcιεηt P rεdιctιvε
considered Coηtrol
here). He isAlgs.
activeFreviewer
ιnαl V εrsιoη.
for
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε
different indexed journals and high-standard conferences. Coηtrol Algs. F ιnαl V εrsιoη.
Gυιllεrmo V αlεηcια P αlomo. ξff ιcιεηt P rεdιctιvε Coηtrol Algs. F ιnαl V εrsιoη.
He can be
Gυιllεrmo contacted
V αlεηcια at his permanent
P αlomo. ξff ιcιεηt Pe-mail address:
rεdιctιvε Coηtrolchinovp@gmail.com.
Algs. F ιnαl V εrsιoη.

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