C21 Model Predictive Control Lecture 1

Michaelmas Term 2012

4 lectures

Mark Cannon
mark.cannon@eng.ox.ac.uk

C21 Model Predictive Control

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Overview of MPC
The strategy: 1. Prediction 2. Online optimization 3. Receding horizon implementation

1. Prediction Plant model: Simulate forward in time

Future input sequence:

Future state trajectory:

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Overview of MPC
2. Optimization Predicted cost: Solve numerically: optimal input sequence

3. Implementation Use first element of actual plant input

Repeat steps 1-3 at next sampling instant

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Overview of MPC
prediction horizon

past

predicted

time

time predicted input/state at time using information at time

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Overview of MPC
prediction horizon at time prediction horizon at time

time

time

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Overview of MPC
Optimization repeated online at sampling instants

Receding prediction horizon:

allows for feedback compensates for model mismatch & disturbances

compensates for finite number of d.o.f. in predictions improves closed-loop performance

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Overview of MPC
Control strategy reinvented several times optimal control industrial process control constrained/nonlinear control
Development of commercial MPC algorithms: [from Qin & Badgwell 2003]

1950s-70s 1980s 1990s

An easy way to stabilize a system Kalman, 1960 Kleinman, 1970

Computational optimal control Lee & Markus, 1963 Bitmead, Gevers & Wertz 1990

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Books

J.M. Maciejowski Predictive Control with Constraints Prentice Hall, 2002 Chapters 1, 2, 3, 6, 8, 10

J.B. Rawlings and D.Q. Mayne Model Predictive Control: Theory and Design Nob Hill Publishing, 2009

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Example
Linear plant model

Quadratic cost

e.g. Prediction horizon: Degrees of freedom in predictions: (d.o.f.)

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Example

sample

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Example

sample

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Example

sample

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Motivation
Advantages: Flexible plant model e.g. multivariable linear or nonlinear deterministic, stochastic or fuzzy Input and state constraints accommodated e.g. actuator limitations safety, environmental and economic constraints Approximately optimal closed-loop performance (dependent on horizon, cost and d.o.f.) Disadvantages: Requires online optimization nonlinear/uncertain plants computationally expensive

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Applications: Process control

Steel hot rolling mill

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Applications: Process control

Steel hot rolling mill

Inputs: Outputs: Objective: control residual stresses

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Applications: Chemical process control

MPC is used to control more than 4500 chemical processes (2006)

Breakdown of MPC applications in the chemical industry

[from Nagy, IJRNC 2006]

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Applications: Electro-mechanical systems

Predictive swing-up & balancing controllers

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Applications: Electro-mechanical systems

Wind-turbine blade pitch

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Sustainable Development Policy Assessment

instruments (inputs) World Economy indicators (outputs)

Econometric Model

predicted outputs

Simplified Model

predicted outputs

Optimizer MPC

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Prediction model
Linear plant model predictions depend linearly on

quadratic cost: (where linear constraints: (where are functions of is a function of ) )

online optimization:

convex QP (quadratic program) efficiently & reliably solvable

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Prediction model
Nonlinear plant model nonlinear dependence of predictions on

cost: constraints: online optimization:

nonconvex in general

nonconvex NLP (general nonlinear program)

local minima solvers unreliable: convergence? computational load?

many linear applications but few nonlinear MPC applications

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Prediction model
Discrete-time prediction model Predictions optimized periodically at typically integer multiple of model sample interval
predicted at predicted at

if then

for

integer is possible
( allows for guaranteed stability)

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Prediction model
Continuous-time prediction model 1st-order hold ( piecewise linear in ):
predicted at

higher order hold also possible (

piecewise quadratic, cubic etc)

Continuous-time prediction model can be integrated online (e.g. using Runge-Kutta) useful if no discrete-time model available This course: discrete-time model with

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Constraints
Constraints are present in every control problem Input constraints: (absolute) (rate) typically active during transients e.g. valve saturation, d.c. motor saturation State constraints: (linear) can be active during transients e.g. aircraft stall speed or active in steady state e.g. process industry economic constraints

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Constraints
Classify constraints as either hard or soft: Hard constraints must be satisfied at all times otherwise the problem is infeasible

Soft constraints can be violated to avoid infeasibility strategies for handling soft constraints: remove least critical constraint until optimization is feasible impose hard constraints on the probability of violating each soft constraint This course: only hard constraints considered

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Constraint handling
Suboptimal methods for handling input constraints: Saturate unconstrained control law (constraints usually ignored in controller design) De-tune unconstrained control law increase penalty on in optimal control performance objective

Anti-windup strategies limit state of dynamic controller e.g. integral term of PI or PID

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Constraint handling
Effects of input saturation unconstrained control law: saturated control law: Example: as before :

input saturation

poor performance possible instability (unstable open-loop plant)

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Constraint handling
De-tuning of optimal control law: optimal f/b gain for LQ cost Increase until satisfies constraints throughout operating region

Example:

as before

slow output convergence but stability guaranteed

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Constraint handling
Anti-windup: avoids instability in controller when constraints are active

Many possible approaches, e.g. PI controller:

or so

or exponentially is no longer saturated when

changes sign

poor performance or instability is possible

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Constraint handling
Anti-windup is based on past behaviour of plant alone Need to anticipate future constraint violation MPC optimizes future performance

Example: constrained MPC vs.

as before

saturated LQ feedback (both based on cost )

reduced to 20 with MPC

stability guaranteed

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Summary
Predict performance using plant model linear or nonlinear, discrete or continuous time Optimize future inputs computationally easier than optimizing closed-loop Implement first sample, then repeat optimization provides feedback to reduce effect of uncertainty Handling system constraints: Saturation, anti-windup, de-tuning MPC