Formulation of min-max model predictive control as a box-constrained robust least squares estimation problem. Issue 2 (2020)

• Record Type: Journal Article
• Authors: Jetto, L.; Orsini, V.
• Is Part Of: IFAC-PapersOnLine. Volume 53:Issue 2(2020)
• Page Start: 7077
• Page End: 7084
• Publication Date: 2020
• Subjects: Model Predictive Control -- Receding Horizon -- Constrained Optimization -- Second Order Cone Programming; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2020.12.460
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: The purpose of this paper is to propose a new approach to the Min-Max Model Predictive Control (MMMPC) of Linear Time-Invariant Discrete-time Polytopic (LTIDP) systems. The purpose is to simplify the treatment of complex issues like stability and feasibility analysis of robust MPC as well as to reduce the complexity of the relative optimization procedure. The new approach is based on a two Degrees Of Freedom (2DOF) control scheme where the output r(k) of the feedforward Input Estimator (IE) is used as input forcing a stable closed-loop system Σf . Σf is the feedback connection of an LTIDP plant Σp with an LTI dynamic controller Σg . The task of Σg is to guarantee the quadratic stability of Σf, as well as the fulfillment of hard constraints on some physical variables of Σf for any input r(k) satisfying an "a priori" determined admissibility condition. The input r (k) is computed by the feedforward IE through the on-line minimization of a worst case finite-horizon quadratic cost functional and is applied to Σf according to the usual receding horizon strategy. Rather than resorting to an "ad hoc" software, the numerical complexity issue is here addressed reducing the number of both decision variables and constraints involved in the on-line constrained optimization procedure. This is obtained modeling r(k) as a B-spline function, which is known to be a universal approximator which also admits a parsimonious parametric representation. This allows us to reformulate the minimization of the worst case cost functional as a box-constrained Robust Least Squares (RLS) estimation problem which can be efficiently solved using Second Order Cone Programming (SOCP).