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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO.

4, APRIL 2016 1123

MPC for Tracking Periodic References


Daniel Limon, Mario Pereira, David Muoz de la Pea, Teodoro Alamo, Colin N. Jones, and Melanie N. Zeilinger

AbstractIn this technical note, a new model predictive con- an MPC controller as a trajectory target. In order to guarantee closed-
troller for tracking arbitrary periodic references is presented. loop stability, a terminal constraint that depends on this reference
The proposed controller is based on a single layer that unites signal is added. This constraint may lead to a loss of feasibility if a
dynamic trajectory planning and control. A design procedure to sudden change in the reference takes place [10].
guarantee that the closed loop system converges asymptotically In this technical note, we propose a different strategy based on a
to the optimal admissible periodic trajectory while guaranteeing single layer that unites dynamic trajectory planning and control and is
constraint satisfaction is provided. In addition, the constraints of able to take into account arbitrary references. The proposed scheme
the optimization problem solved by the controller do not depend extends the method presented in [11], [12] for tracking constant set-
on the reference, allowing for sudden changes in the reference points to periodic references and is based on augmenting the decision
without loosing feasibility. The properties of the proposed con- variables with a set of auxiliary variables that describe a future,
troller are demonstrated with a simulation example of a ball and periodic and admissible trajectory. The cost function penalizes both
plate system. the tracking error of the predicted trajectory to the planned reachable
one, and the deviation of the planned reachable trajectory to the target
Index TermsPeriodic references, predictive control, stability, periodic reference. A design procedure to guarantee that the closed
tracking. loop system converges asymptotically to the optimal reachable peri-
I. I NTRODUCTION odic trajectory while guaranteeing constraint satisfaction and recursive
feasibility is provided. In addition, the constraints of the optimization
Model predictive control (MPC) is one of the most important control problem solved by the controller do not depend on the reference, al-
techniques used in industry to operate multivariable constrained sys- lowing for sudden changes in the reference without loosing feasibility.
tems. The problem of designing stabilizing MPC schemes to regulate The properties of the proposed controller are demonstrated with a
a system to a certain equilibrium point, typically the origin, has been simulation example of a ball and plate system.
widely studied, see, e.g., [1], [2]. Notation: Bold letters are used to denote a sequence of T values of
In this technical note, we focus on the problem of tracking periodic a trajectory, i.e. z = {z(0), . . . , z(T 1)}. z() denotes the sequence
references, which appear naturally in important control problems such z() = {z(0; ), . . . , z(T 1; )}. If the cardinality of a sequence
as repetitive control [3], periodic systems [4], [5] or economic oper- is not T , then the sequence is denoted as zN () where N is the
ation of complex systems [6]. In [7] a class of output feedback MPC cardinality. I[a,b] denotes the set of integer numbers contained in the
for nonlinear discrete-time systems is proposed to solve the problem of interval [a, b], that is I[a,b] = {a, a + 1, . . . , b}.
tracking exogenous signals (and asymptotically rejecting disturbances)
generated by systems with known dynamics. In [8] a predictive
controller for the offset-free tracking of reference signals generated II. P ROBLEM F ORMULATION
by arbitrary dynamics is proposed. This controller ensures that the Consider a discrete time linear system described by the following
tracking error tends to zero, but recursive feasibility and stability of state-space model:
the closed-loop system is not ensured in case of changing references.
In [9] it is shown that the reference look-ahead action of the MPC plays x(k + 1) = Ax(k) + Bu(k)
an important role in the periodic reference tracking problem. y(k) = Cx(k) + Du(k) (1)
One relevant issue in tracking is that the reference trajectory may
not be reachable by the constrained system. In order to deal with where x(k) Rn , u(k) Rm and y(k) Rp are the state, input and
this problem, a hierarchical architecture is often adopted: a trajectory output of the system at time step k.
planner decides the optimal reachable trajectory, which is provided to Assumption 1: It is assumed that the pair (A, B) is controllable and
(C, A) is observable.
From this assumption, it can be proved that there exists an integer
Manuscript received January 14, 2015; revised June 20, 2015; accepted
July 16, 2015. Date of publication July 29, 2015; date of current version nc n such that the following matrices:
March 25, 2016. This work was supported by the MINECO-Spain and FEDER
[Anc 1 B, . . . , AB, B]
under Project DPI2013-48243-C2-2-R, by the University of Seville under Con-  
C T , (CA)T , . . . , (CAnc 1 )
tracts 2014/425 and 2014/758, and by the European Research Council under T
the European Unions Seventh Framework Programme (FP/2007-2013)/ERC
Grant Agreement n. 307608. Recommended by Associate Editor M. Alamir.
D. Limon, M. Pereira, D. Muoz de la Pea, and T. Alamo are with the are full row rank.
Departamento de Ingeniera de Sistemas y Automtica, Escuela Superior de The controller must ensure that the closed-loop system satisfies
Ingenieros, Universidad de Sevilla, 41004 Sevilla, Spain (e-mail: dlm@us.es; the hard constraints (x(k), u(k)) Z where set Z is a convex and
mpereiram@us.es; dmunoz@us.es; talamo@us.es).
C. N. Jones is with the Automatic Control Laboratory, EPFL, 1015 compact polyhedron that contains the origin.
Lausanne, Switzerland (e-mail: colin.jones@epfl.ch). The control objective is to steer the output y as close as possible to
M. N. Zeilinger is with the Department of Electrical Engineering and an exogenous periodic reference r with period T . Since no assump-
Computer Sciences, University of California, Berkeley, CA 94720 USA tions on the provided reference signal are made, there may not exist a
(e-mail: mzeilinger@berkeley.edu).
Color versions of one or more of the figures in this paper are available online
control law capable of steering the system to this reference signal. This
at http://ieeexplore.ieee.org. can be a consequence of the limits imposed by the constraints and/or
Digital Object Identifier 10.1109/TAC.2015.2461811 by the dynamics. In this case the reference is said to be unreachable.

0018-9286 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
1124 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 4, APRIL 2016

If the reference is unreachable, then the controller cannot steer the where
output signal to the given reference. In this case, the control goal is to
steer the output to a reachable periodic trajectory that optimizes a cer- 
N 1

Vt (x; xr , ur , uN ) = x(i) xr (i)2Q +u(i) ur (i)2R


tain criterion, which is referred to as the optimal reachable trajectory.
i=0
In this technical note, the optimal reachable trajectory is chosen such

T 1
that the sum of the weighted squared error in a period T is minimized. Vp (r; xr , ur ) = y r (i) r(i)2S
This trajectory is defined by the following optimization problem: i=0

min Vp (r; xr , ur ) with N T . The term Vt (x; xr , ur , uN ) penalizes the tracking error
y ,x ,ur
r r

s.t. xr (j + 1) = Axr (j) + Bur (j) of the open-loop predicted trajectory with respect to the planned reach-
y r (j) = Cxr (j) + Dur (j) able reference along the prediction horizon N . The term Vp (r; xr , ur )
(xr (j), ur (j)) Z c penalizes the error between the planned reachable trajectory and the
xr (T ) = xr (0) (2) reference to be tracked predicted for one period T .
In order to compute the MPC for tracking periodic references, the
where the set Z is a closed polyhedron contained in the relative
c
following optimization problem PN (x, r) is solved at each sampling
interior of Z 1 and time:

T 1

Vp (r; xr , ur ) = y r (j) r(j)2S . min VN (x, r; xr , ur , uN ) (4a)


xr ,ur ,uN
j=0 s.t. x(0) = x (4b)
x(i + 1) = Ax(i) + Bu(i) i I[0,N 1] (4c)
The solution to this optimization problem defines the initial state and
y(i) = Cx(i) + Du(i) i I[0,N 1] (4d)
sequence of inputs of the optimal reachable trajectory (x , u ). If the
(x(i), u(i)) Z i I[0,N 1] (4e)
signal r is known and periodic with period T , then the solution of the
xr (0) = xr (4f)
optimization problem (2) does not depend on the time instant in which
xr (i + 1) = Axr (i) + Bur (i) i I[0,T 1] (4g)
the periodic reference is evaluated. The optimal reachable trajectory
y r (i) = Cxr (i) + Dur (i) i I[0,T 1] (4h)
(y , x , u ) is obtained from the periodic extension of the solution
(xr (i), ur (i)) Z c i I[0,T 1] (4i)
of (2).
xr (0) = Axr (T 1) + Bur (T 1) (4j)
Note that if the reference r is unreachable, there exists an error
x(N ) = xr (N ). (4k)
between the optimal reachable trajectory and the reference to be
tracked. We denote this cumulative error as The optimal solution of this optimization problem is denoted
Vp (r)
= Vp (r; x , u ).
(3) (xr , ur , uN ). The variables xN (x, r), yN
(x, r) denote the optimal
predicted trajectories of the states and outputs of the system and
Assumption 2: The optimization problem (2) is strictly convex. xr (x, r), yr (x, r) denote the optimal planned reachable trajecto-
Assumption 2 implies that the solution of the optimization problem ries of the states and outputs of the system. The control law is
is unique. Strict convexity can be checked easily since this is a given by the first input of the optimal reachable predicted trajectory,
quadratic programming problem. N (x(k), r(k)) = uN (0; k).
The control objective is to design a state feedback tracking control Constraints (4b)(4d) define the predicted trajectories of the system
law u(k) = (x(k), r(k)) such that given a periodic reference r(k), starting from the current state. Constraints (4f)(4h) define the planned
the closed-loop system satisfies the constraints, is stable and converges reachable reference starting from the free initial state xr . Constraints
to the optimal reachable trajectory. At each time step k, the periodic (4e) and (4i) include the state and input constraints for both the
reference signal r(k) used to define the controller is different because predicted states and the planned reachable reference. In addition, two
the initial time of the sequence changes. With a slight abuse of terminal constraints are included to guarantee closed-loop convergence
notation, we define r as the target periodic reference, and r(k) the to the optimal reachable trajectory. Constraint (4j) is added to enforce
reference fed to the controller which takes into account the time shift. that the reachable trajectory is periodic, while constraint (4k) guar-
Standard tracking schemes are usually based on a hierarchical archi- antees that the terminal state of the predicted trajectory of the plant
tecture in which a trajectory planner computes the optimal reachable reaches the planned reachable trajectory at the end of the prediction
trajectory which is then used by an MPC as a target reference. This horizon.
implies that the MPC controller depends on this optimal trajectory and It is important to point out that the set of constraints of this optimiza-
that two different optimization problems have to be solved. tion problem does not depend on the reference signal r. The domain of
attraction XN is defined as the set of states that can admissibly reach
III. P ROPOSED C ONTROLLER any reachable periodic trajectory in N steps, and in general is large if
The proposed controller combines the trajectory planner and the MPC compared with the set of states that can admissibly reach a particular
for tracking in a single optimization problem in which the decision vari- reachable periodic trajectory. The controller can be used to track any
ables are a planned reachable trajectory defined by its initial state xr target reference, including high frequency signals.
and the corresponding sequence of inputs ur as well as the sequence
of future control inputs uN . The optimization problem minimizes the IV. S TABILITY A NALYSIS
cost function VN (x, r; xr , ur , uN ), where the parameters (x, r) stand
for the current state and expected reference signal, respectively In this section, we study the closed-loop properties of the proposed
control law. In particular we prove that the output converges asymp-
VN (x, r; xr , ur , uN ) = Vt (x; xr , ur , uN ) + Vp (r; xr , ur ) totically to the optimal reachable trajectory and that the controller
maintains feasibility even in the presence of sudden changes in the
1 The reason for considering a tighter constraint set Z c is to avoid the possible target reference. To this end, we make use of the following Lyapunov
loss of controllability when the constraints are active [13]. theorem, see [1].
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 4, APRIL 2016 1125

Theorem 1: Consider an autonomous system z(k + 1) = f (z(k)) From the strict convexity of optimization problem (2), there exists a
where z(k) Rn . Let be a positive invariant set and be a 1 > 0 such that
compact set, both including the origin as an interior point. If there
exists a function W : Rn R+ and suitable K -class functions 1 , Vp (r(k), xr (k), ur (k)) Vp (r) 1 (xr (k) x (k))2
2 , 3 such that and therefore, since Q is positive definite
(i)W (z(k)) 1 (z(k)) , z(k) W (x(k) x (k)) min (Q) (x(k) xr (k))2
(ii)W (z(k)) 2 (z(k)) , z(k) + 1 (xr (k) x (k))2
(iii)W (z(k + 1)) W (z(k)) 3 (z(k)) , z(k) 
1 (x(k) xr (k))2

then W () is called a Lyapunov function in and the origin is + (xr (k) x (k))2
1
asymptotically stable for all initial states in . (x(k) x (k))2
In the following theorem, we will use this result to prove the 2
existence of a Lyapunov function and then derive the asymptotic with 1 = min{min (Q), 1 } > 0.
stability of the optimal trajectory. Condition (ii): Since the optimal reachable trajectory is contained
Theorem 2: Assume that system (1) satisfies Assumptions 1 and 2, in the relative interior of the set of constraints Z, there exists a
the weighting matrices Q and R are positive definite and the prediction sufficiently small neighborhood such that for all (x(k) x (k))
horizon is such that N nc . Then system (1) controlled by the , the dead-beat control law (providing that x(k + N ) = x (k + N ))
proposed control law is recursively feasible and the optimal reachable
trajectory x given by (x , u ) is asymptotically stable with region of u(k) = K (x(k) x (k)) + u (k)
attraction XN , i.e., the closed loop system is stable and x(k) converges provides a feasible solution for (xr (k), ur (k)) = (x (k), u (k)),
asymptotically to x (k) for all x(0) XN . resulting in an admissible predicted trajectory. Notice that the dead-
Proof: Asymptotic stability will be proved by demonstrating that beat control law exists since N nc and the system is controllable as
for the system that models the error between the state of the reachable stated in Assumption 1.
optimal trajectory and the closed loop trajectory of the system, z(k) = Therefore, taking into account the optimality of the solution, for
x(k) x (k), the function all x(k) such that (x(k) x (k)) , there exist a constant cw > 0
W (z(k)) = W (x(k) x (k)) = VN (x(k), r(k)) Vp (r) such that

N 1
satisfies the conditions of Theorem 1 in the region XN and provides a
W (x(k)x (k)) x(i; k)x (i; k)2Q +u(i; k)u (i; k)2R
Lyapunov function. This function is defined as the difference between i=0
the optimal cost of the MPC problem at time k, VN (x(k), r(k)), and
the cost value of the optimal reachable trajectory defined in (3). To which is less or equal to
simplify the notation, we have dropped the dependence of function 
N 1

W () on the target reference r. In addition, we will not use the error cw (x(i; k) x (i; k), u(i; k) u (i; k))2 .
z(k) in the following derivations, but its definition, x(k) x (k). i=0
In what follows, y(i; k), x(i; k) are the output and state predicted Then taking into account the linearity of the system controlled with the
at time i applying u(k) from the initial state x(k); y r (i; k), xr (i; k) dead-beat control law, there exists a constant wc > 0 such that
are the output and state of the planned reachable reference at time i
applying ur (k) from the initial state xr (k); y (i; k), x (i; k) are the 
N 1

(x(i; k)x (i; k), u(i; k)u (i; k))2 wc x(k)x (k)2 .
output and state of the optimal reachable reference i applying u (k)
from the initial state x (k). i=0

First, we will prove that the region XN is a positive invariant set for Then we have that
the system in closed-loop with the proposed controller, and hence, also
W (x(k) x (k)) cw wc x(k) x (k)2
for x(k) x (k). Consider the shifted sequences
usN (k) = {uN (1; k1), . . . , uN (N 1; k1), ur for all (x(k) x (k)) .
N (N ; k1)}
xrs (k) =xr (1; k 1) Condition (iii): From standard arguments [1] and periodicity of
urs (k) = {ur (1; k1), . . . , ur (T 1; k1), ur (0; k1)} . r, yr (k), ur (k), the following inequalities follow:

Taking into account that the optimal solution at time k 1 is feasible VN (x(k), r(k)) VN (x(k 1), r(k 1))
by definition, it is easy to prove that the shifted sequences are also VN (x(k), r(k); xrs (k), urs (k), usN (k))
feasible at time k. Note that the constraints of problem (4) do not VN (x(k 1), r(k 1))
depend on the reference, so this is true even in the presence of arbitrary x (0; k 1) xr (k 1)2Q
changes of r. |uN (0; k 1) ur (0; k 1)2R
Next, we will prove that the proposed Lyapunov function satisfies + Vp (r(k); xrs (k), urs (k))
the conditions of Theorem 1. Vp (r(k 1); xr (k 1), ur (k 1))
Condition (i): From the definition of W (), we have that |x (0; k 1) xr (k 1)2Q

N 1 uN (0; k 1) ur (0; k 1)2R .
W (x(k) x (k)) = (x (i; k) xr (i; k))2Q
i=0
From Lemma 1, we have that there exist xr(k), ur(k), uN (k) such that

+ (u (i; k) u r
(i; k))2R
VN (x(k), r(k); xr (k), ur (k), uN (k)) VN (x(k1), r(k1))
+ Vp (r(k), xr (k), u (k)) Vp (r)
r

x(k) xr (k)2Q is lees or equal to x(k 1) x (k 1)2 for all x(k 1) XN


+ Vp (r(k), xr (k), ur (k)) Vp (r). and some > 0. 
1126 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 4, APRIL 2016

Lemma 1: If Problem PN (x(k 1); r(k 1)) is feasible, then Since x(k) xrs (k) k  and since the solution
there exists a positive constant > 0 such that (uaN (k), xrs , urs (k)) is a feasible solution of PN (x(k), r(k)),
the solution (uaN (k), x
r , u
r (k)) is also feasible by convexity.
VN (x(k), r(k)) VN (x(k 1); r(k 1)) For the given k and , since
x(k 1) x (k 1)2
x(k) xrs (k) k = (1 ) xrs (k) x (k)
for all x(k 1) XN .
Proof: Consider that for x(k) and the shifted reference we derive from Lemma 2 that
(xrs (k), urs (k)) the sequences introduced in Lemma 2 are defined.
By feasibility, we have that VN (x(k), r(k)) VN (x(k), r(k))(1)2 xr (k1)x (k1)2 .

(xrs (i; k), urs (i; k)) Z c Since K is the optimal unconstrained control law, we have that

and then there exists an  > 0 such that if x(k) xrs (k)  then VN (x(k), r(k)) VN (x(k), r(k); xrs (k), urs (k), usN (k))
(uaN (k), xrs (k), urs (k)) is a feasible solution of PN (x(k), r(k)).
Take the constant k = xr (k1)x (k1)2 and let k (0, 1) and then we have that
be a positive constant satisfying the conditions in Lemma 2. Take a
(k , 1) such that (1 )xrs (k) x (k)  and define k = VN (x(k), r(k)) VN (x(k 1), r(k 1))
(1 )xrs (k) x (k). Then the following two cases are studied. VN (x(k), r(k)) (1 )2 xr (k 1) x (k 1)2
Case 1: x(k) xrs (k) k : By the definition of x(k) and since VN (x(k 1), r(k 1))
x (k) = xr (1; k 1), we obtain
rs
VN (x(k), r(k); xrs (k), urs (k), usN (k))
k x(k) xr (1; k 1) VN (x(k 1), r(k 1))
= A (x(k 1) xr (k 1))
+ B (u (0; k 1) ur (0; k 1)) (1 )2 xr (k 1) x (k 1)2
(x(k 1) xr (k 1)) x(k 1) xr (k 1)2Q
+ (u (0; k 1) ur (0; k 1))
u (0; k 1) ur (0; k 1)2R
where = max{A, B, 1}. (1 )2 xr (k 1) x (k 1)2
Consider the case that (u (0; k1)ur (0; k1)) (k /2),
then from the last inequality, we have that min (Q) (x(k 1) xr (k 1))2
k (1 )2 xr (k 1) x (k 1)2
(x(k 1) xr (k 1))
2 (x(k 1) x (k 1))2
and then
with = (1/2) min{min (Q), (1 )2 }. 
(x(k 1) xr (k 1))2Q + (u (0; k 1) ur (0; k 1))2R Lemma 2: Let x(k) be a given state and let (xr (k), ur (k)) be
min (Q) 2 such that the associated trajectory is admissible. Let (xaN (k), uaN (k))
min (Q) x(k 1) xr (k 1)2 .
42 be a sequence of states and control inputs derived from the
control law a (x(i), xr (k), ur (k)) = K(x(i) xr (i; k)) + ur (i; k)
On the other hand, if we consider the case that
such that xa (N ; k) = xr (N ; k). Let VN (x(k), r(k)) be the cost asso-
k ciated to this solution, that is
(u (0; k 1) ur (0; k 1))
2
VN (x(k), r(k)) = VN (x(k), r(k); uaN (k), xr (k), ur (k)) .
then
(x(k1)xr (k1))2Q +(u (0;k1)ur (0;k1))2R xr (k), u
Let ( r (k)) be defined as
(u (0; k 1) ur (0; k 1))2R
r (k)) = (xr (k), ur (k)) + (1 ) (x (k), u (k))
xr (k), u
(
min (R) 2
min (R) (u (0; k1)ur (0; k 1))2 .
42 and let u aN (k) be a sequence of control inputs derived from the dead-
beat control law a (x(i), x r (k)) = K(x(i) x
r (k), u r (i; k)) +
Let := max{min (Q) 2 /42 , min (R) 2 /42 } and choose
r (i; k). Let VN (x(k), r(k)) be the cost associated to this solution,
u
that is
=  .
max x x  |x XN , (x , u) Z c
2

VN (x(k), r(k)) = VN (x(k), r(k); u


aN (k), x
r (k), u
r (k)) .
Notice that constant is positive and bounded since set Z is
assumed to be compact. Then, for any positive constant > 0, there exists a constant
Then (0, 1) such that
(x(k 1) xr (k 1))2Q + (u (0; k 1) ur (0; k 1))2R x(k) xr (k) (1 ) xr (k) x (k)
 
= max x x 2 , x XN , (x , u) Z c
(x(k 1) x (k 1))2 . implies that VN (x(k), r(k)) VN (x(k), r(k)) (1 )2 .
Proof: We denote Acl = A + BK. From the definition of the
Case 2: x(k) xrs (k) k : Consider the sequences defined dead-beat control law, we obtain
in Lemma 2 at x(k), for the feasible shifted reference trajectory
(xrs (k), urs (k)) and taking the optimal unconstrained control law ua (i; k) = KAicl (x(k) xr (k)) + ur (i; k) (5a)
gain as the stabilizing control law gain K. xa (i; k) = Aicl (x(k) xr (k)) + xr (i; k) (5b)
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 4, APRIL 2016 1127

aN (k)
and similarly, for u xaN (k). Taking into account (5), we can show
that

N 1


xa (i; k) x
r (i; k)2Q + 
ua (i; k) u
r (i; k)2R
i=0

N 1

xa (i; k) xr (i; k)2Q ua (i; k) ur (i; k)2R
i=0
= x(k) xr (k)2H x(k) xr (k)2H
= x(k) xr (k) + (1 ) (xr (k) x (k))2H
x(k) xr (k)2H
= (1 )2 xr (k) x (k)2H
+ 2(1 ) (x(k) xr (k))T H (xr (k) x (k)))
(1 )2 xr (k) x (k)2H
+ 2(1 )H x(k) xr (k) xr (k) x (k)
(1 )2 H xr (k) x (k)2
+ 2(1 )H x(k) xr (k) xr (k) x (k) Fig. 1. Trajectories of z1 , z2 for the closed loop system (dash-dotted blue),
(1 )2 H xr (k) x (k)2 the trajectory planner (solid magenta) and the target reference (dashed red)
(scenario 2).
+ 2(1 )2 H xr (k) x (k)2
= 3(1 )2 H xr (k) x (k)2
where H is defined as

N 1
T
H= Aicl (Q + K T RK)Aicl
i=0

which is positive definite. The constant H = max (H). Convexity of


Vp () provides that
ur (k)) Vp (r(k),xr (k), ur (k)) + (1 )Vp .
xr (k),
Vp (r(k),
Using these results, it can then be seen that for any > 0
VN (x(k), r(k)) VN (x(k), r(k)) + (1 )2
(1 )2 + 3(1 )2 H xr (k) x (k)2
 
(1 ) Vp (r(k), xr (k), ur (k)) Vp .
Since Vp (r(k); xr (k), ur (k)) > Vp by optimality of the optimal
reachable reference, for any > 0 there exists a (0, 1), such that Fig. 2. Trajectories of z1 for the closed loop system (dash-dotted blue),
the trajectory planner (solid magenta) and the target reference (dashed red)
VN (x(k), r(k)) VN (x(k), r(k)) + (1 )2 0. (scenario 2).

In the simulation a short prediction horizon N = 5 is chosen
V. E XAMPLE
to demonstrate that the proposed controller has a large domain of
In this section, we apply the proposed controller to a linear approx- attraction that has a low dependence on the prediction horizon N . The
imation of a ball and plate system. The system consists of a plate number of decision variables is nu (N + T ) + nx = 74. In addition,
pivoted at its center such that the slope of the plate can be manipulated in order to prove that recursive feasibility is not lost even in the
in two perpendicular directions. A servo system consisting of motors is presence of a sudden change in the target reference, the reference
used for tilting the plate and control the two angles of rotation 1 , 2 . switches between two geometric figures. First the ball must draw a
An appropriate sensor for measurement of the ball position z1 , z2 is rectangle of size 6 4 cm that is centered in (4, 5) cm with a speed
assumed to be available, for example an intelligent vision system. The of 11.43 cm/s. At time 2.8 seconds the reference changes in order to
basic control task is to control the position of a ball freely rolling on a draw a circumference with center (4, 4) cm and a radius of 1 cm.
plate. This system is a dynamic system with two inputs and two outputs. The target speed of the second trajectory is 2.3 cm/s. The period length
To carry out the simulations, a discrete time linear system is of both references is the same, that is T = 28. The initial state of this
obtained taking as equilibrium point the origin for all the states and scenario is the ball in equilibrium at (z1 , z2 ) = (5, 5) cm.
inputs and a sampling time T m = 0.05 seconds, see details in [14], The simulation shows that when the reference changes suddenly, the
[15]. This system satisfies Assumption (1). The inputs of the ball and trajectory of the ball converges to the new trajectory of the planner
plate system are the accelerations applied in each rotation axis and they satisfying the constraints and without losing feasibility even when
are denoted as U = [u1 , u2 ]t = [1 , 2 ]t . The state x R8 is defined the prediction horizon is much lower than the period length. Fig. 1
as follows: shows the trajectories of z1 , z2 for the closed loop system (dash-dotted
blue), the trajectory planner (solid magenta) and the target reference
xT = [z1 , z1 , 1 , 1 , z2 , z2 , 2 , 2 ]T .
(dashed red) in the z1 , z2 plane. Figs. 2 and 3 show the trajectory
The system must satisfy |zi | 6 cm, |i | (/2) rad and |i | of the ball on each axis. In these figures, it can be seen that the
110 rad/s2 . trajectory of the closed-loop system converges to the optimal reachable
1128 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 61, NO. 4, APRIL 2016

that the cost of the proposed controller converges to the cost of the
trajectory planners in a non-increasing manner, demonstrating that the
difference between both values increases suddenly when the reference
changes, but that then it converges again to the new optimal trajectory
planner cost. It is important to remark, that when the target reference
changes, all the state variables are far away from the optimal reachable
reference, and that they take more than five time steps to reach it,
however, the MPC maintains feasibility as proved in Theorem 2.

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