Prediction model Control optimization Receding horizon update Disturbance estimator - feedback IMC representation of MPC
Control Engineering
15-1
Cascade
loops
Control Hierarchy
V&V
sim
Path
optimiz
Control Engineering
15-2
MPC Setup
MV: u Plant DV: v Plant structure: CV - controlled variables y
plant outputs, output errors
CV: y
MV - manipulated variables u
control inputs
DV - disturbance variables - v
disturbances and setpoints
EE392m - Spring 2005 Gorinevsky Control Engineering 15-3
y ( t ) = S U ( k ) u ( t k ) + S D ( k ) v ( t k ) + d
k =1 k =1
= 1 z 1
h U = sU ;
Ignores anything that happened more than n steps in the past This is attributed to a constant disturbance d
Control Engineering
15-5
Control Engineering
15-6
CV
Control Engineering
MV, DV
15-7
Prediction Model
u ( t ) U (t ) = M u(t n + 1) n - memory depth u(t + 1) U (t ) = M u ( t + N )
FSR model Discuss later
N prediction horizon
EE392m - Spring 2005 Gorinevsky Control Engineering
y (t + 1) Y (t ) = M y (t + N )
15-8
u ( t ) U (t ) = M u(t n + 1)
Past disturbances
Prediction Model
y (t ) = ( sU * u )(t ) + ( s D * v )(t ) + d
Future MV Toeplitz matrix CV Prediction Hankel matrix Past MV Hankel matrix Past DV Unmeasured disturbance
Y = U + U (t ) + D V (t ) + Dd
L 0 L 0 O M L 0 S D ( 2) S D (1) D S (3) S D ( 2) D = M M D 0 S ( n + 1)
Hankel matrix
Control Engineering
S U (1) 0 U S ( 2) S U (1) = M M U U S ( N ) S ( N 1)
Toeplitz matrix
EE392m - Spring 2005 Gorinevsky
L S D (n + 1) L 0 O M L 0
1 D = M 1
Q y L 0 Ru L 0 Y Q = M O M , R = M O M 0 L Qy 0 L Ru
Caveat: the problem might be ill-conditioned, then there is a need for regularization (an additional quadratic term in J)
EE392m - Spring 2005 Gorinevsky Control Engineering 15-11
Optimization Constraints
MV constraints
umax u(t ) umax
Ymin Y Ymax
u(t + k ) = 0 for k p
Control Engineering 15-12
QP Solution
QP Problem:
Aq b Aeq q = beq 1 T J = q Qq + f T q min 2
U q= Y
Control Update
System dynamics as an equality constraint in optimization Y = U + Y * ( t )
Forced response Free response
Y * = D x (t ) + d (t )
Control Engineering
15-15
u ( t ) v ( t ) U ( t ) V (t ) = x (t ) = U (t ) = M M V (t ) u (t n + 1) v (t n + 1) Disturbance estimator d (t + 1) = d (t ) + k I ( y m (t ) y (t ) )
Unmeasured disturbance Actually observed CV CV Prediction based on the current state x(t). Computed at the previous step
MPC as IMC
MPC with disturbance estimator is a special case of IMC disturbance reference Optimizer Plant Prediction model
d (t + 1) = d (t ) + k I y (t )
IMC
output y
Integrator
zeros
poles
15-17
Optimization detail
Setpoint Zone Trajectory Funnel
Soft constraints (quadratic penalties) and hard constraints for MV, CV Regularization
penalties singular value thresholding
EE392m - Spring 2005 Gorinevsky Control Engineering 15-18
Soft Constraints
Consider a QP Problem 1 T J = x Qx + f T x min 2 Ax b subject to: As x bs soft constraint, might be infeasible Slack variable formulation: w = 0 yields the original problem
Large penalty for constraint violation
subject to: Ax b As x bs w 0w
slack
15-19
Control Engineering
15-20
Technical detail
Tuning of MPC feedback control performance is an issue.
Works in practice, without formal analysis Theory requires
Large (infinite) prediction horizon or Terminal constraint
15-21