Professional Documents
Culture Documents
I. INTRODUCTION
In practice, nearly every application is subject to various
design and operational constraints. Model predictive control
(MPC) has a long history in industry to deal with system
constraints. Not restricted to lumped systems, distributed
MPC has become an active research area in the last decade
to cope with large, networked systems, which can either be
physically coupled, e.g., distributed parameter systems [1],
or consist of a network of systems with decoupled dynamics,
but coupled via constraints or a common objective, e.g.,
multi-agent systems [2]. Distributed MPC allows information
exchange among a small number of subsystems, as opposed
to a centralized MPC scheme. A review of recent results in
the design of distributed MPC can be found in [3] and [4].
The vast majority of the published literature, either on
control of unconstrained distributed systems or control of
constrained systems using anti-windup or MPC approach,
rely on state-space representation of plant dynamics, and thus
analysis and synthesis conditions are derived in state-space
form e.g., [5]. Only very few address these issues based on
input-output model, e.g., [6] for unconstrained distributed
controller design and [7] for MPC design in lumped systems.
The importance of controller design in input-output form
is related to the fact that the experimentally identified models
are in input-output form. It is then natural to solve for the
controller based on the input-output dynamics and implement
it digitally. MPC design based on state-space formulation
This work was supported by the German Research Foundation (DFG)
through the research fellowship Li 2763/1-1.
Q. Liu, J. Mohammadpour are with the Complex Systems Control
Laboratory, College of Engineering, University of Georgia, Athens, GA
30602, USA {qinliu, javadm}@uga.edu
H. S. Abbas is with the Electrical Engineering Department,
Faculty of Engineering, Assiut University, Assiut 71515, Egypt
hossam.abbas@aun.edu.eg
S. Wollnack, H. Werner are with the Institute of Control Systems, Hamburg University of Technology, 21075 Hamburg, Germany
{simon.wollnack, h.werner}@tuhh.de
(1)
B(qt , qs ) =
(2b)
My
js
is
ik
jk
Fig. 1.
Ws (qt , qs )
Wk (qt , qs )
w(k, s)
e(k, s)
Fig. 2.
K(qt , qs )
u(k, s)
G(qt , qs )
zk (k, s)
y(k, s)
0
(k, s)
A B
0
0
K u (k, s)
B
0 B
K AK 0
Ws z (k, s) :=H(k, s) = 0,
Ws 0 AWs 0 B
B
W 0 AW
0 B
0
w (k, s)
k
k
(4)
with Rn . Note that to ensure the size compatibility
of matrix H in case of different operator orders, the missing polynomial terms are filled with zero coefficients; this
implies that ny = nu = nz = nw [6].
In (4), each signal vector i (k, s) (i = y, u, z, w) can be
partitioned into three parts as
T
iT
iT
(k, s)
(k, s) ,
i (k, s) = tiT (k, s) +
(5)
i
where ti (k, s) denotes the temporal variables, +
(k, s) and
i
(k, s) the positive and negative spatial variables, respectively. Subsystems exchange information through spatial
states. Furthermore, a state-like vector x(k, s) Rnx can
be extracted from (k, s) as
xt (k, s)
xt (k + 1, s)
x(k, s) = x+ (k, s) , x(k, s) = x+ (k, s + 1) ,
x (k, s)
x (k, s 1)
w(k, s 1)
z(k, s 1)
z(k, s) w(k, s)
x+ (k, s + 1)
x+ (k, s)
L
L
x (k, s 1)
Fig. 3.
z(k, s + 1) w(k, s + 1)
L
x (k, s)
(6)
(7)
Although only the input constraints are addressed, the approach presented in this paper can be easily extended to more
general cases accounting for state or combined constraints.
Taking the closed-loop system in Fig. 2 into account, we
propose a cost function at subsystem s as
VNs (x, u, w) =
N
1
X
l(
e(k + i + 1, s), u(k + i, s))
i=0
+ Vf (xt (k + N + 1, s)),
(8)
(9a)
s. t.
H(k, s) = 0,
(9b)
s
u(k + i, s) U , i = 0, 1, . . . , N 1 (9c)
(9d)
xt (k + N + 1, s) Xsf ,
where Xsf is the terminal set containing the origin, whose
significance will become clear soon. Similar to the input
constraint, the global terminal set can be defined as the
Cartesian product of subsystem ones
s
Xf = X1f X2f . . . XN
f .
(10)
Pt > 0.
(11)
< 0.
(12)
0 2 I w(k, s)
jNs s
s=1 k=0
(13b)
with
T
T
U (P ) = T
4 P 4 3 P 3 + 5 S5 ,
M () = diag{0, I, 2I},
and
3 = T
1t
T
1+
T
2
T
4 = T
2t
T
2+
T
1
T
(14)
(16)
K ,B
K ,F,P
A
(18)
(19)
(20)
1n
B. Terminal Set
Stability requires that the overall terminal set Xf (10)
is control invariant [12] for the controlled system under
constraints. In this work, by allowing certain conservatism,
we ensure the control invariance of the subsystem terminal
set Xsf , i.e., the existence of Kfs for all xt (k, s) Xsf ,
such that Kfs (k, s) Us , and xt (k + 1, s) Xsf . A
common choice for Xsf is a suitably small sub-level set of
Vf (xt (k, s)), i.e., Xsf is an ellipsoidal set [12] defined as
Xsf := {xt (k, s)|Vf (xt (k, s)) s },
s > 0.
(21)
The terminal sets Xsf can be computed offline by maximizing s , such that the input constraints are satisfied inside
the terminal region, i.e., Kfs (k, s) Us , xt (k, s) Xsf .
The computation of Xsf is formulated as
max
s
s
(17)
(22a)
s. t.
s
xT
t (k, s)Pt xt (k, s) ,
|Kfs (k, s)| umax .
(22b)
(22c)
(23)
s
s
(24a)
s. t.
s
1 sT
s Kfs (T
Kf u2max ,
1t Pt 1t )
s 2
(24b)
s
with
= ( ) . After the maximal
(or ) has been
computed, the local terminal set Xsf is determined.
Remarks:
Recursive feasibility has been guaranteed due to the
control invariance of the terminal set. Once the terminal
state enters the terminal set, the stabilizing local control
law ensures that the closed-loop state trajectory stays
inside, and drives the state converging either to the
origin (in regulator problem) or a steady state (reference
tracking).
s needs
For reference tracking, the steady-state set X
s
s
X to ensure
to be a subset of the terminal set X
f
s = {
feasibility, i.e., X
xt (k, s)|
xT
t (k, s) <
t (k, s)Pt x
s }, where x
t (k, s) denotes the temporal state vector
in steady state. If this condition is violated, the desired
steady states are unreachable. To cope with it, the
concept of pseudo setpoints has been employed in [16]
to handle infeasible references.
Provided the previous discussions on the offline computation of the local control law, the terminal cost, and the
terminal set, stability and performance conditions inside the
terminal set can be summarized as follows.
Theorem 2 An LTSI system whose subsystem dynamics are
defined by (4) under constraint u(k, s) Us (s = 1, . . . , Ns )
is asymptotically stable and has a quadratic performance
inside the terminal set (21), if there exist a local Lyapunov
function (11) and a local control law (20) satisfying (13) for
all xt (k, s) Xsf .
C. Online Optimization Problem
After the offline computation of a local control law Kfs (),
the terminal cost Vf () and local terminal set s , the optimization problem (9) is online implemented simultaneously
at all subsystems at each time instant. In this section, the
online convex optimization problem (9) is to be characterized
in terms of LMIs.
The minimization of the cost function VNs (x, u, w) equalizes the minimization of a positive scalar , such that
VNs (x, u, w) < . By rewriting (8) in a quadratic form,
with the application of Schur complement, the minimization
problem (9a) can then be formulated as an LMI condition
min ,
,u
1
Q
R1
s.t.
Pt1
T
T
(25)
ep (k, s)
up (k, s)
xt (k + N + 1, s) > 0,
ep (k, s) :=
e(k + 1, s)
..
.
, up (k, s) :=
e(k + N 1, s)
u(k, s)
..
.
u(k + N 1, s)
(27)
(28)
(26)
where
t
x2
where the positive constant denotes the thermal diffusivity.
Let the sampling time and sampling space be chosen as
Tt = 0.01 s and Ts = 0.25 m, respectively, and = 1.
After applying the finite difference method to discretize (29)
both in time and space with Ns = 21, the resulting twodimensional difference equation has the input and output
with = Tt /Ts2 .
The structure of the local controller law is fixed as
i
h
K
K
a
a
AK = 1 aK
(1,0) (1,1) (1,1) ,
h
i
K
K
K
K = bK
b
b
b
B
(0,0) (1,0) (1,1) (1,1) .
y(k, 11)
2
reference
unconstrained
constrained w/o MPC
constrained w/ MPC
1
0
1.5
u(k, 11)
umax
0.5
0
5
10
15
time samples
20
25
Fig. 4.
Comparisons of the closed-loop response (upper) and control
input (lower) at subsystem 11: unconstrained closed-loop system (blue),
and constrained systems without (red) and with (black) distributed MPC.
R EFERENCES
[1] R. R. Negenborn and B. de Schutter, A Distributed Model Predictive
Control Approach for the Control of Irrigation Canals, in Proc. 1st
Int. Conf. on Infrastructure Syst. and Services: Building Networks for
a Brighter Future, 2008.
[2] M. A. Muller, M. Reble, and F. Allgower, Cooperative control
of dynamically decoupled systems via distributed model predictive
control, Int. J. Robust. Nonlinear Control, vol. 22, no. 12, pp. 1376
1397, 2012.
[3] P. D. Christofides, R. Scattolini, Munoz de la Pena, David, and J. Liu,
Distributed Model Predictive Control: A Tutorial Review and Future
Research Directions, Computers & Chemical Engineering, vol. 51,
pp. 2141, 2013.
[4] R. Scattolini, Architectures for Distributed and Hierarchical Model
Predictive Control A Review, Journal of Process Control, vol. 19,
no. 5, pp. 723731, 2009.
[5] Q. Liu and H. Werner, Distributed Anti-Windup Compensation for
Spatially-Interconnected Systems, in Proc. American Control Conf.,
2015, pp. 19471952.
[6] S. Wollnack and H. Werner, Distributed Fixed-Structure Control of
Spatially Interconnected Systems, in Proc. American Control Conf.,
2015, pp. 19531958.
[7] H. S. Abbas, R. Toth, N. Meskin, J. Mohammadpour, and J. Hanema,
An MPC Approach for LPV Systems in Input-Output Form, in Proc.
54th IEEE Conf. Decision Control, 2015, pp. 9196.
[8] D. Henrion, LMI Optimization for Fixed-Order H Controller
Design, in Proc. 42nd IEEE Conf. Decision Contr., 2003, pp. 0191
2216.
[9] S. Wollnack and H. Werner, On the application of Finslers Lemma
to LPV controller synthesis, in Proc. Amer. Control Conf., 2014.
[10] G. Belforte, F. Dabbene, and P. Gay, LPV approximation of distributed parameter systems in environmental modelling, Environmental Modelling & Software, vol. 20, no. 8, pp. 10631070, 2005.
[11] O. A. Akan, Open Channel Hydraulics. Amsterdam: Elsevier, 2006.
[12] J. B. Rawlings and D. Q. Mayne, Model Predictive Control: Theory
and Design. Madison and Wis: Nob Hill Pub., 2009.
[13] K. Derinkuyu and M. C
. Pnar, On the S-procedure and Some
Variants, Math. Meth. Oper. Res., vol. 64, no. 1, pp. 5577, 2006.
[14] F. Wu, Distributed Control for Interconnected Linear ParameterDependent Systems, IEE Proc., Control Theory Appl., vol. 150, no. 5,
pp. 518527, 2003.
[15] C. Corte, Stability and Computations in Cooperative Distributed
Model Predictive Control, Ph.D. dissertation, Eidgenossische Technische Hochschule ETH Zurich, 2014.
[16] D. Simon, J. Lofberg, and T. Glad, Reference Tracking MPC using
Terminal Set Scaling, in Proc. 51st IEEE Conf. Decision Control,
2012, pp. 45434548.