Robust Model Predictive Control and Distributed Model Predictive Control: Feasibility and Stability

Date

2014-12-03

Authors

Liu, Xiaotao

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Abstract

An increasing number of applications ranging from multi-vehicle systems, large-scale process control systems, transportation systems to smart grids call for the development of cooperative control theory. Meanwhile, when designing the cooperative controller, the state and control constraints, ubiquitously existing in the physical system, have to be respected. Model predictive control (MPC) is one of a few techniques that can explicitly and systematically handle the state and control constraints. This dissertation studies the robust MPC and distributed MPC strategies, respectively. Specifically, the problems we investigate are: the robust MPC for linear or nonlinear systems, distributed MPC for constrained decoupled systems and distributed MPC for constrained nonlinear systems with coupled system dynamics. In the robust MPC controller design, three sub-problems are considered. Firstly, a computationally efficient multi-stage suboptimal MPC strategy is designed by exploiting the j-step admissible sets, where the j-step admissible set is the set of system states that can be steered to the maximum positively invariant set in j control steps. Secondly, for nonlinear systems with control constraints and external disturbances, a novel robust constrained MPC strategy is designed, where the cost function is in a non-squared form. Sufficient conditions for the recursive feasibility and robust stability are established, respectively. Finally, by exploiting the contracting dynamics of a certain type of nonlinear systems, a less conservative robust constrained MPC method is designed. Compared to robust MPC strategies based on Lipschitz continuity, the strategy employed has the following advantages: 1) it can tolerate larger disturbances; and 2) it is feasible for a larger prediction horizon and enlarges the feasible region accordingly. For the distributed MPC of constrained continuous-time nonlinear decoupled systems, the cooperation among each subsystems is realized by incorporating a coupling term in the cost function. To handle the effect of the disturbances, a robust control strategy is designed based on the two-layer invariant set. Provided that the initial state is feasible and the disturbance is bounded by a certain level, the recursive feasibility of the optimization is guaranteed by appropriately tuning the design parameters. Sufficient conditions are given ensuring that the states of each subsystem converge to the robust positively invariant set. Furthermore, a conceptually less conservative algorithm is proposed by exploiting the controllability set instead of the positively invariant set, which allows the adoption of a shorter prediction horizon and tolerates a larger disturbance level. For the distributed MPC of a large-scale system that consists of several dynamically coupled nonlinear systems with decoupled control constraints and disturbances, the dynamic couplings and the disturbances are accommodated through imposing new robustness constraints in the local optimizations. Relationships among, and design procedures for the parameters involved in the proposed distributed MPC are derived to guarantee the recursive feasibility and the robust stability of the overall system. It is shown that, for a given bound on the disturbances, the recursive feasibility is guaranteed if the sampling interval is properly chosen.

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Keywords

Model Predictive Control, Distributed Model Predictive Control, Optimization, Feasibility, Stability

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