Strategies in robust and stochastic model predictive control

Thesis

The presence of uncertainty in model predictive control (MPC) has been accounted for using two types of approaches: robust MPC (RMPC) and stochastic MPC (SMPC). Ideal RMPC and SMPC formulations consider closed-loop optimal control problems whose exact solution, via dynamic programming, is intractable for most systems. Much effort then has been devoted to find good compromises between the degree of optimality and computational tractability. This thesis expands on this effort and presents robust and stochastic MPC strategies with reduced online computational requirements where the conservativeness incurred is made as small as conveniently possible.

Two RMPC strategies are proposed for linear systems under additive uncertainty. They are based on a recently proposed approach which uses a triangular prediction structure and a non-linear control policy. One strategy considers a transference of part of the computation of the control policy to an offline stage. The other strategy considers a modification of the prediction structure so that it has a striped structure and the disturbance compensation extends throughout an infinite horizon. An RMPC strategy for linear systems with additive and multiplicative uncertainty is also presented. It considers polytopic dynamics that are designed so as to maximize the volume of an invariant ellipsoid, and are used in a dual-mode prediction scheme where constraint satisfaction is ensured by an approach based on a variation of Farkas' Lemma.

Finally, two SMPC strategies for linear systems with additive uncertainty are presented, which use an affine-in-the-disturbances control policy with a striped structure. One strategy considers an offline sequential design of the gains of the control policy, while these are variables in the online optimization in the other.

Control theoretic properties, such as recursive feasibility and stability, are studied for all the proposed strategies. Numerical comparisons show that the proposed algorithms can provide a convenient compromise in terms of computational demands and control authority.

Authors: Munoz Carpintero, DA

• Publication date: 2014
• DOI: 10.5287/ora-no1vo5dj5
• Type of award: DPhil
• Level of award: Doctoral
• Awarding institution: University of Oxford
• Language: English
• Keywords: control policies; stochastic control; robust control; optimization-based control; model predictive control
• Subjects: Engineering & allied sciences; Control engineering