MODEL PREDICTIVE CONTROL

DISC COURSE
Ton J.J. van den Boom
Delft Center for Systems and Control
Delft University of Technology
Email: T.J.J.vandenBoom@dcsc.tudelft.nl
Ton C.P.M. Backx
Measurement and Control Systems Group
Faculty of Electrical Engineering
Eindhoven University of Technology
Email: A.C.P.M.Backx@ele.tue.nl

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 1

COURSE SCHEDULE
[10 oct:] Chapters 1, 2, 3
[17 oct:] Chapters 4, 5
[24 oct:] Chapters 6, 7, 8
[31 oct/7 nov:] Chapters 9, 10

EXERCISES

Four homework assignment sets

MATLAB & Open questions
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Model Predictive Control (October 2005)

Notes chapter 1 - slide 2

1. MOTIVATION OF MPC FOR INDUSTRY

Enormous challenge for industry:

World-wide competition
Capacity exceed demand
Tight legislation

Supply driven production

Market driven production

Two tendencies:

Economy of scale
Flexible plants
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Model Predictive Control (October 2005)

Notes chapter 1 - slide 3

PROBLEM STATEMENT:

d(k)
u(k)

- unit
- process

- y(k)

(k)
- disturbance

d(k)
model
??

r(k)

- controller

@
@ +
+
@
process
R?
@
b
model

optimization/
constraint
handling

Model Predictive Controller

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d(k) = disturbances

d(k)
= measured disturbances

(k) = operating constraints

r(k) = setpoints and ranges

u(k) = inputs

y(k) = outputs

Model Predictive Control (October 2005)

Notes chapter 1 - slide 5

HISTORY of MPC

pioneered by Richalet (1979) and Cutler & Ramaker (1979)

succesfull applications were reported
easy theory and concept
academic interest

- Self-tuning control
- Minimum Variance control
- Generalized Predictive Control (GPC)

many applications:
distillation column, hydrocracker, fluidized bed catalytic cracker,
utility boiler, chemical reactor, transonic wind tunnel, robot arm,
servo mechanism, mechatronic servo system, pulp and paper plant

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 6

Reasons acceptance of predictive control

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multivariable systems
handle large time-delays
nonminimum-phase & unstable processes
easy-to-tune method
handle signal constraints
handle structural changes
increased profit !!

Model Predictive Control (October 2005)

Notes chapter 1 - slide 7

Methodology, not a single technique.

Differences in details.
Predictive control:

Model Predictive Control (MPC)

Model Based Predictive Control (MBPC)
Receding Horizon Control (RHC)
Moving Horizon Control (MHC)

Large number of MPC-methods :

IDCOM, DMC, EPSAC, MAC, QDMC,
GPC, PFC, IDCOM-M, UPC, SPC

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 8

BASICS OF PREDICTIVE CONTROL

Five ingredients are recognizable:

Process + disturbance model

Performance index
Constraint handling
Optimization
Receding horizon principle

Theory:

analysis is difficult
Practice:

accurate tuning for stability & robustness

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 9

Basics of predictive control



FUTURE
-

PAST

r(k)
q q q q q q q
q
q
q q
y(k)
q
q
q

q
q q
q
q q

u(k)
Nm

Nc

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Model Predictive Control (October 2005)

N
k+ j -

Notes chapter 1 - slide 10

Process model and Disturbance model

Linear time-invariant discrete-time model:

x(k + 1) = A x(k) + B1 e(k) + B2 w(k) + B3 v(k)

y(k) = C x(k) + D11 e(k) + D12 w(k)
where

v(k)
y(k)
x(k)
e(k)
w(k)

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is the input of the system

is the output of the system
is the state of the system
is zero-mean white noise (unmeasurable disturbances)
denotes of all known signals (measurable disturbances)

Model Predictive Control (October 2005)

Notes chapter 1 - slide 11

GPC performance index:

N

J(u, k) =

j=Nm

Nc

2
 y p (k)(k + j|k) r(k + j|k)  +2 | u(k + j 1) |2
j=1

r(k)
y(k)
u(k)
y p (k)
Nm
N
Nc

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is the reference trajectory

is the process output signal
is the process control increment signal

= P(q)y(k)
is the minimum cost- horizon
is the prediction horizon
is the control horizon
is the weighting on the control signal

Model Predictive Control (October 2005)

Notes chapter 1 - slide 12

LQPC performance index:

J(u, k) =

j=Nm

xT (k + j|k)Qx(k
+ j|k) + uT (k + j 1)Ru(k + j 1)
j=1

x(k)
u(k)
Q
R

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is the state signal vector

is the process control signal
is the state weighting matrix
is the control weighting matrix

Model Predictive Control (October 2005)

Notes chapter 1 - slide 13

Zone-control performance index:

N

J(u, k) =

j=Nm

Nc

2 (k+ j|k) + 2 u2 (k+ j1)

j=1

where

(k) =

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for

| y(k)r(k)

| m

y(k)r(k)

for

y(k)r(k)

y(k)r(k)+

for

y(k)r(k)

is the size of the zone

Model Predictive Control (October 2005)

Notes chapter 1 - slide 14


Tracking error y(k) r(k)

y(k)r(k) >

2
1

0
1

2
3

10

12

14

16

18

20

10
k >

12

14

16

18

20

1.5

(k) >

1
0.5
0
0.5
1
1.5

zone performance signal (k)

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 15

Standard Predictive Control Problem:

Consider the system

x(k + 1) = Ax(k) + B1 e(k) + B2 w(k) + B3 v(k)

y(k) = C1 x(k) + D11 e(k) + D12 w(k)
z(k) = C2 x(k) + D21 e(k) + D22 w(k) + D23 v(k)

The MPC controller minimize the following performance index at time k:

N1

J(v, k) =

zT (k + j|k)( j)z(k + j|k)

j=0

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 16

Performance index
Standard:
N1

J=

zT (k + j|k)( j)z(k + j|k)

j=0

LQPC:

J(u, k) =

j=1

j=1

+ j|k) + uT (k + j 1|k)Ru(k + j 1|k)

xT (k + j|k)Qx(k

N1

xT (k + j + 1|k)Qx(k
+ j + 1|k) +

j=0

uT (k + j|k)Ru(k + j|k)

j=0

z(k) =
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N1

z1 (k)
z2 (k)

Q1/2 x(k + 1)
R1/2 u(k)

Model Predictive Control (October 2005)

=I

Notes chapter 1 - slide 17

Performance index
Standard:
N1

J=

zT (k + j|k)( j)z(k + j|k)

j=0

GPC:
N


2
J(u, k) =  y p (k + j|k) r(k + j|k)  + 2
j=1

N1 

j=0

2
|
|
u(k
+
j

1|k)

j=1

N1
2
 y p (k + j + 1|k) r(k + j + 1|k)  + 2 | u(k + j|k) |2

z(k) =
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j=0

z1 (k)
z2 (k)

y p (k + 1) r(k + 1)
u(k)

Model Predictive Control (October 2005)

=I

Notes chapter 1 - slide 18

Performance index (Minimum cost horizon)

#
"
Choose
0 0

for 0 j < Nm 1

0 I
1 ( j)
0
=
"
#
( j) =

0
2 ( j)

I 0

for Nm 1 j N
0 I
Then

N1

J=

zT (k + j|k)( j)z(k + j|k)

j=0
N1

zT1 (k + j|k)1( j)z1 (k + j|k) + zT2 (k + j|k)2( j)z2 (k + j|k)

j=0

N1

j=Nm 1
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zT1 (k + j|k)z1 (k + j|k) +

N1

zT2 (k + j|k)z2 (k + j|k)

j=0
Model Predictive Control (October 2005)

Notes chapter 1 - slide 19

CONSTRAINTS
Inequality constraints:

umin u(k) umax

ymin y(k) ymax

umin u(k) umax

xmin x(k) xmax

or

(k) (k)

Equality constraints:

(k) = 0
Motivated by control requirements
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Model Predictive Control (October 2005)

Notes chapter 1 - slide 20

Multiple constraints can be combined by stacking

Equality constraints:

1 (k) = 0

..
.

n (k) = 0
Inequality constraints:

1 (k)
1 (k)

..
.

m (k)
m (k)

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(k) =

(k)
=

1 (k)

..
.

m (k)

Model Predictive Control (October 2005)

1 (k)
..
.

n (k)

=0

1 (k)

..
.

m (k)

= (k)

Notes chapter 1 - slide 21

Two-sided inequality constraint

1,min (k)
1,max (k)
1 (k)

can be translated into one-sided inequality constraint

1,max (k)

= (k)

(k)
=
1,min (k)
1 (k)

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1 (k)

Model Predictive Control (October 2005)

Notes chapter 1 - slide 22

Structuring the input signal

To obtain tractable optimization problem.
Decrease the degrees of freedom in

{ u(k) , u(k + 1) , . . . , u(k + N 1) }

Control horizon Nc .
u(k+ j|k) = u(k+Nc 1|k) for j Nc
Blocking.
u(k+ j|k) = u(k+m 1|k) for m j < m+1 , = 1, . . . , nbl
Basis functions.
u(k+ j|k) = M
i=0 Si ( j) i (k)
- Si ( j) are the basis functions
- i (k), i = 1, . . . , M are scalar parameters
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Model Predictive Control (October 2005)

Notes chapter 1 - slide 23

Control horizon

SNc1
SNc2
SNc3
SNc4
SNc5
S2
S1
S0
0

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Model Predictive Control (October 2005)

Nc 1

Notes chapter 1 - slide 24

Blocking

SM
SM1
SM2
SM3
SM4
S2
S1
S0
0

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Model Predictive Control (October 2005)

N1

Notes chapter 1 - slide 25

Example
Model:

Prediction for

2k for 1 k 10, k ZZ
h(k) =
0
otherwise

j0

10

y(k + j|k) =

h(m) u(k + j m)

m=1

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 26

Performance index:
N

J(u, k) =

(k + j|k)

j=1
N

(y(k + j|k) r(k + j))2

j=1
N

10

h(m) u(k + j m) r(k + j))2



j=1 m=1

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Model Predictive Control (October 2005)

Notes chapter 1 - slide 27

Constraints:

u(k + j) = u(k + Nc 1) for j Nc

| u(k + j) | 1.2 for j 0
Optimization:

min J(u, k) =
u

10

j=1 m=1

min

u(k),...,u(k+Nc 1)

2
h(m) u(k + j m) r(k + j)

subject to

u(k + j) = u(k + Nc 1) for j Nc

| u(k + j) | 1.2 for j 0
This is a quadratic programming problem
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Model Predictive Control (October 2005)

Notes chapter 1 - slide 28

Receding horizon principle:

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a time k:

J(k) is minimized
first element u(k) is applied to the system

horizon shifted
optimization restarted

Model Predictive Control (October 2005)

Notes chapter 1 - slide 29

input signal

1.5

1.5

0.5

0.5
u(k) >

y(k),r(k) >

tracking error

0.5

0.5

1
y(k)
r(k)

1.5

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u(k)
bounds
0

5
k >

10

15

1.5

Model Predictive Control (October 2005)

5
k >

10

15

Notes chapter 1 - slide 30