Robust MPC via min-max differential inequalities

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• 作者：Mario E. Villanueva^a ; ^{mario.villanueva10@ic.ac.uk}Author Vitae ; Rien Quirynen^b ; ^c ; ^{rien.quirynen@esat.kuleuven.be}Author Vitae ; Moritz Diehl^b ; ^{moritz.diehl@imtek.uni-freiburg.de}Author Vitae ; Benoî ; t Chachuat^a ; ^{b.chachuat@ic.ac.uk}Author Vitae ; Boris Houska^d ; ^{borish@shanghaitech.edu.cn}Author Vitae
• 关键词：Model predictive control ; Robust control ; Tube-based control ; Robust forward invariant tube ; Differential inequalities
• 刊名：Automatica
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：77
• 期：Complete
• 页码：311-321
• 全文大小：1012 K
• 卷排序：77

文摘

This paper is concerned with tube-based model predictive control (MPC) for both linear and nonlinear, input-affine continuous-time dynamic systems that are affected by time-varying disturbances. We derive a min–max differential inequality describing the support function of positive robust forward invariant tubes, which can be used to construct a variety of tube-based model predictive controllers. These constructions are conservative, but computationally tractable and their complexity scales linearly with the length of the prediction horizon. In contrast to many existing tube-based MPC implementations, the proposed framework does not involve discretizing the control policy and, therefore, the conservatism of the predicted tube depends solely on the accuracy of the set parameterization. The proposed approach is then used to construct a robust MPC scheme based on tubes with ellipsoidal cross-sections. This ellipsoidal MPC scheme is based on solving an optimal control problem under linear matrix inequality constraints. We illustrate these results with the numerical case study of a spring–mass–damper system.