Advances in Water Resources 75 (2015) 1–13

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Advances in Water Resources

journal homepage: www.elsevier.com/locate/advwatres

Operational flood control of a low-lying delta system using

large time step Model Predictive Control
Xin Tian a,⇑, Peter-Jules van Overloop a, Rudy R. Negenborn b, Nick van de Giesen a
a
Department of Water Management, Delft University of Technology, Stevinweg 1, Delft 2628CN, The Netherlands
b
Department of Maritime and Transport Technology, Delft University of Technology, Mekelweg 2, Delft 2628CD, The Netherlands

a r t i c l e i n f o a b s t r a c t

Article history: The safety of low-lying deltas is threatened not only by riverine flooding but by storm-induced coastal
Received 8 April 2014 flooding as well. For the purpose of flood control, these deltas are mostly protected in a man-made envi-
Received in revised form 24 October 2014 ronment, where dikes, dams and other adjustable infrastructures, such as gates, barriers and pumps are
Accepted 27 October 2014
widely constructed. Instead of always reinforcing and heightening these structures, it is worth consider-
Available online 3 November 2014
ing making the most of the existing infrastructure to reduce the damage and manage the delta in an oper-
ational and overall way. In this study, an advanced real-time control approach, Model Predictive Control,
Keywords:
is proposed to operate these structures in the Dutch delta system (the Rhine–Meuse delta). The applica-
Model Predictive Control
Large time step setting
tion covers non-linearity in the dynamic behavior of the water system and the structures. To deal with
Flood defense the non-linearity, a linearization scheme is applied which directly uses the gate height instead of the
Dutch water system structure flow as the control variable. Given the fact that MPC needs to compute control actions in
Delta system real-time, we address issues regarding computational time. A new large time step scheme is proposed
in order to save computation time, in which different control variables can have different control time
steps. Simulation experiments demonstrate that Model Predictive Control with the large time step setting
is able to control a delta system better and much more efficiently than the conventional operational
schemes.
Ó 2014 Elsevier Ltd. All rights reserved.

1. Introduction
Nearly half a billion people live in deltaic areas [1], owing to
abundant economic and natural resources. However, deltas are
also exposed to an environment with an increasing risk of flooding
[2]. On the one hand, climatic extremes become more frequent and
intense in the future [3,4], which potentially increases the precip-
itation intensity in the deltaic catchment. On the other hand, both
the accelerated sea-level rise induced by global warming [5–8] and
the deltaic subsidence due to human activities [1,2] pose a direct
threat to the safety of deltas. The situation of those low-lying ones
is even worse, such as the Dutch delta, the Mississippi River delta,
the Mekong delta, etc. [9]. In fact, over 10 million people per year
experience coastal flooding due to storm surges alone [1,10].
Therefore, preventing a delta from riverine flooding and coastal
flooding is crucial and imperative, which is main concern in this
study. Instead of always reinforcing and heightening dikes and
levees, it may be smarter to utilize the existing infrastructure to
reduce the damage by flooding as much as possible [3]. This study
⇑ Corresponding author.
applies this idea to the Dutch delta system using state of the art
control methodologies.
The Dutch delta (Rhine–Meuse delta) is a low-lying area, situated
in the downstream catchment of the Rivers Rhine, Meuse and
Scheldt. Over a quarter of the land lies below mean sea level
(MSL). Dikes and other water-retaining structures have been con-
structed almost everywhere for riverine and coastal flooding protec-
tion. In fact, the history of the Netherlands shows a continuous
struggle between man and nature. The disastrous flooding in 1953,
primarily caused by a storm surge at the North Sea, resulted in
1800 deaths and enormous economic losses [11]. After this notori-
ous event, the Delta Project was initiated in 1958 to close the south-
western part of the Netherlands. Later a series of dams, barriers,
large gates and pumps were installed inland and along the coastline,
in order to protect and manage the system in this typical man-made
environment [12]. Based on a statistical analysis of historical data,
dikes alongside rivers and coastlines are designed with a certain
height to withstand the potential high water level. For instance, dike
rings alongside the Rhine River have a safety standard of 1/1250 per
year while the Rotterdam area, hosting one of the largest ports in the
world, has to meet a safety standard of up to 1/10,000 per year [13].
Concretely this means that this probabilistic safety is achieved by

http://dx.doi.org/10.1016/j.advwatres.2014.10.010
0309-1708/Ó 2014 Elsevier Ltd. All rights reserved.
2 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13
basing the height of the dikes on the water level peak of which the
probability of occurrence is once per 10,000 years.
Even though the area is protected through this enormous man-
made effort, the Dutch water system is still potentially facing the
threat of extremely high river discharges or high sea levels, espe-
cially when climate change is considered. This threat, though of
low probability, could cause water being congested in the estuary,
potentially bringing about dike overtopping and collapsing. In this
research, we propose an alternative to the continuous need to
increase dike heights to maintain the safety standard. Instead of
this costly measure, we study the potential of the use of the avail-
able storage capacity in the country by manipulating the adjust-
able infrastructure (barriers, gates, pumps) to protect the delta
by means of real-time control.
Over the past decades, several real-time control techniques
have been used in the field of water resources management [14–
16], such as feedback control (primarily Proportional Integral con-
trol) [15,17–19], feedforward control [17,20–22], and more
recently Model Predictive Control (MPC) [16,23–26]. In general,
feedback controllers, which correct the deviation between the out-
put and target value, show a delay in their actuation. Feedforward
controllers have the ability to compute the required adjustment of
the structure using a model of the system to anticipate on pre-
dicted external influences, referred to as disturbances. This tech-
nique works quite well as long as the required control efforts do
not exceed the physical maximum capacities [16]. Finally, MPC is
a state-of-the-art control technique that shows the best perfor-
mance for the kind of problems that include minimizing water
level deviations, involving predicted disturbances and fulfilling
multi-objective management [27,28], which is often the case in
water resources management. Besides that, constraints, delays
and uncertainties can be explicitly taken into account in MPC
[29,30]. As a result, MPC has the potential to perform better than
the other two types of methods and has now become a popular
control scheme [16,23].
MPC also goes with some other names, such as receding-horizon
control, dynamic matrix control, etc. [31]. It has shown its convinc-
ing performance in a wide range of fields [30,32–34]. MPC is a
model based control scheme, which uses an internal model to pre-
dict future states of the system and then solves an optimization
problem using an objective function under constraints on control
actions and system outputs over a prediction. As shown in Fig. 1,
the prediction step Np represents the time step at which the system
outputs are calculated (referred to as an open loop), N1 represents
the length of the prediction horizon, i.e. the number of time steps
over which predictions are made. The control step Nc represents
the time period over which the control actions are implemented.
By solving the optimization problem in an open loop, a sequence
of control actions are obtained and implemented by the actuators
to the system. Then the prediction data are updated and the control
problem is reformulated over the next prediction horizon. This
Fig. 1. Illustration of parameters in control loops (the open loop is shown in blue, in which a sequence of control actions are obtained and implemented; the closed loop is
shown in green, in which the prediction data are updated). (For interpretation of the references to colour in this figure legend, the reader is referred to the web version of this
article.)
moving procedure is repeated over the complete simulation hori-
zon NT (referred to as a closed loop).
A critical issue that has to be considered in MPC is the compu-
tational time [35], especially for a large-scale system, such as the
Dutch delta. It is an optimization that runs in real-time and in gen-
eral the optimization (solved by the interior-point method) has a
polynomial growth of the time that it takes to compute solutions
with the increase of the number of variables in the optimization
problem [31,36,37]. One way to keep the computational complex-
ity of the optimization low is to linearize the model of the system
[16,38–40]. Using the linearized De Saint-Venant equations, which
describe the open channel flow around a given equilibrium regime,
is a classical approach in the hydro-system control community
[41,42]. Several numerical approaches for linearizing the De
Saint-Venant equations have been studied in the literature [43],
e.g. finite-difference method [35,41,43,44], finite-element method
[43,45]. In practical, Xu [39] has proposed a staggered conservative
Preissmann implicit scheme in combination with an upwind
approximation, which is a good fit for the purpose of real-time con-
trol. Furthermore, when considering gates, the structure flow is
commonly used as the control action variable instead of the gate
height again in order to avoid non-linearity in the system [16].
However, constraints on the structure flow can only be approxi-
mately estimated in this case, based on solutions of previous time
steps. In this paper, a new scheme for controlling gates using the
gate height as the control action variable is proposed. Pairs of com-
patible linear equations are used in the proposed MPC to link the
water level with the gate position. Thereby, constraints can be
set on the gate, using its actual limitation in a straightforward
manner.
This article implements the proposed MPC controller for the
large-scale Dutch delta system as case study. When building up
the internal model of the system over the prediction horizon, thou-
sands of states need to be considered, including water levels, dis-
charges and structures flows. The longer the prediction horizon
is, the more states are involved in the optimization problem. Even-
tually, it will turn out to be impossible to compute solutions in
real-time for such a large-scale system with a long prediction hori-
zon, e.g. a prediction horizon of 10 days. Moreover, being located in
the delta, the Dutch water system keeps facing the threat from the
sea side. To keep sea water out, most estuarine gates need to be
closed when the tidal level is higher than the inland river level
and opened when the tide level is below the river water level. Con-
sidering the periodicity of the tide, these estuarine gates can be
kept open or closed for hours given the head difference between
the inland water level and tidal level. Therefore, these gates can
actually be controlled less frequently compared to the hourly con-
trolled gates located more inland. Regarding these different spe-
cific characteristics in the delta area, we propose a new large
time step (LTS) scheme over the prediction horizon of MPC, which
combines control variables of different control time steps. In doing
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13 3

so, we can still obtain feasible solutions over long prediction hori- Table 1
zons, while significantly reducing unnecessary computations. The main structures in the Dutch delta system.

This paper is organized as follows: In Section 2, a model of the Number Structure Type Width/max capacity
Dutch water system with its existing hydraulic structures is 1 Haringvliet Gate 960.5 m
described. In Section 3, MPC is proposed to solve a flood protection 2 Lorentz Gate 120 m
problem, including setting up the objective function, the large time 3 Stevin Gate 180 m
step scheme and linearization of the system dynamics. Section 4 4 Krabbersgat Gate 36 m
5 Houtrib Gate 108 m
provides two case studies of protection against potential riverine 6 Schellingwoude Gate 9.8 m
flood and coastal flood by applying the proposed MPC. A detailed 7 IJmuiden Pump 260 m3/s
discussion of model performance and computational time follows 8 IJmuiden Gate 36.8 m
in Section 5. The conclusions, applications of this methodology 9 Volkerak Gate 120 m
10 Maeslant Barrier 360 m
on other low-lying deltas, and directions for future research are
11 Driel Gate 108 m
given in Section 6.

2. Model of the Dutch delta system

considered to be moving in a synchronized way. One of the eleven
structures in the Dutch water system is a barrier in the New Water-
In this paper, the main rivers, canals and lakes in the Dutch
way, the Maeslant Barrier, which needs to be closed to protect the
delta system are considered. A general way to describe the hydro-
Rotterdam area when the sea level is extremely high. The last main
dynamic behavior in an open channel is using the De Saint-Venant
structure of the eleven is a large pumping station at IJmuiden,
equations [26,44,46]:the mass balance equation:
whose capacity is 260 m3/s.
@Q @Af In this paper, the Dutch delta system is chosen as a study area,
þ ¼ ql ð1Þ
@x @t which consists of rivers, canals and lakes. To simulate its hydrody-
namics, a 1-dimensional high-resolution hydraulic model ‘Sobek’
the momentum balance equation:
(version 2.11) [47] is used with hundreds of representative nodes
!
@Q @ Q2 @h g  Q  jQj for all the main water bodies in the Netherlands (see Fig. 2). The
þ þ g  Af þ ¼0 ð2Þ yellow diamonds in the figure are the lateral inflows and outflows
@t @x Af @x C 2  Rf  Af
and the red and pink points are the calculation nodes. The calcula-
where Af is the wetted area of the flow (m2), ql is the lateral inflow tion grid size is 500 m and the calculation time step is 10 min. In
(m3/s), g is the gravitational acceleration (m2/s), C is the Chézy fric- this paper, results from Sobek are regarded as the actual hydrody-
tion coefficient (m1/2/s), Rf is hydraulic radius (m). However, for the namics of the real water system on which the Model Predictive
sake of the fact that a linear system model is fundamentally Controller is tested.
required for a real-time control problem [39,42]. The discretized In order to find a solution in real-time, the system model needs
scheme of the De Saint-Venant equations [41,44] is commonly used. to be simplified [35]. The simplification of the model in this study
A staggered conservative scheme is given in [35,39], which is rea- is based on the fact that nearby calculation points have similar
sonably a good fit for the real-time control purpose:the discretized dynamics and can be joined. Simplification has resulted in a down-
mass balance equation: scaled model of 36 nodes and 40 reaches (Fig. 3). This simplified
downscaled model is calibrated using Sobek results and has a max-
dAf Q i1=2  Q iþ1=2 imum water level deviation of less than 0.1 m when being com-
¼ þ ql;i ð3Þ
dt Dx pared to Sobek.
the discretized momentum balance equation:

dv iþ1=2 1 ðQ iþ1=2 þ Q iþ3=2 Þ  v iþ1  ðQ iþ1=2 þ Q i1=2 Þ  v i
þ
dt Af;iþ1=2 2 Dx
  
Q iþ3=2  Q i1=2 hiþ1  hi v iþ1=2 v iþ1=2 
v iþ1=2 þg þg ¼ 0 ð4Þ
2Dx Dx C 2  Rf
where the subscripts i, i + 1/2 and i  1/2 denote the parameters or
variables at staggered grid points i, i + 1/2 and i  1/2 respectively
[23].
For flood control, controllable structures are required. In the
Dutch delta system, eleven main structures are used, whose
parameters are listed in Table 1. Nine of these eleven structures
are undershot gates which follow Eq. (5) when the structure flow
is free flowing or Eq. (6) when the structure is submerged [16]:
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
  
Q ðkÞ ¼ C  W  l  ðhg ðkÞ  hcr Þ  2  g  h1 ðkÞ  hcr  l hg ðkÞ  hcr ð5Þ

  qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
Q ðkÞ ¼ C  W  l  hg ðkÞ  hcr  2  g  ðh1 ðkÞ  h2 ðkÞÞ ð6Þ

where Q is the flow through the gate (m3/s), k is discrete time step
index, C is the calibration coefficient, W is the width of the gate (m),
l is the contraction coefficient, hg is the gate height (m), h1 is the
upstream water level (m), h2 is the downstream water level (m)
and hcr is the crest level (m). Note that in the case of multiple gates
in parallel, the total width is taken together and the gates are Fig. 2. Calculation nodes in the hydrodynamic model of the Dutch water system.
4 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13

The simplified model is used to represent the system dynamics Q up ðkÞ ¼ aup ðhup  hÞ þ bup ð8Þ
in the optimization problem. After solving the optimization prob-
lem, the optimal solutions, with control actions over the prediction Q down ðkÞ ¼ adown ðh  hdown Þ þ bdown ð9Þ
time step Np, are implemented in the Sobek model. Next, the sys-
where
tem dynamics of all nodes and reaches are computed in Sobek
and the optimization is started again with updated states of the DQ s ðkÞ ¼ Q s ðk þ 1Þ  Q s ðkÞ ð10Þ
water system and updated predictions. The general idea of this
procedure is shown in Fig. 4. eðkÞ ¼ hðkÞ  hr ðkÞ ð11Þ
2
and Dt (s) is the time step length, A (m ) is the surface area, e (m) is
3. Controller design for flood protection the deviation between the actual water level h (m) and the
reference water level hr (m), Qs (m3/s) is the flow through the
The advantage of using MPC is that feedback control, feedfor- structure, DQs (m3/s) is the change of structure flow, Qd (m3/s) is
ward control and explicit constraints on system states can be com- the sum of disturbances and other flows not related to structures,
bined [48]. In the general structure of MPC [16,23], an internal such as rainfall runoff and water abstractions, hup and hdown are
model is used to predict the behavior of the system over a finite the upstream and downstream water levels respectively, Qup
prediction horizon (in open loop), taking future disturbances into and Qdown are the upstream and downstream flows respectively
account. Afterwards, an objective function is built up to define and for an overview of the coefficients a and b in Eqs. (8) and (9),
the real-time control goals of the delta. Weighted penalties in this see [10].
objective function are primarily determined by the priority order As flood protection is the main focus of this study, the safety
among all sub-objectives. In the Dutch Delta, for instance, the pen- levels of rivers and canals are set as constraints. So are the physical
alty on the objective of flood protection is weighted relatively hea- limitations of the structures, e.g. a pump cannot discharge more
vier than the penalty on the objective of agricultural water supply, water than its maximum capacity. An objective function is built
which reflects the relative importance of the flood protection over up to formalize the goal of flood management in the delta. Here,
the agricultural water demand in the Netherlands [12]. The opti- the optimization problem is formulated at any k step as a quadratic
mal solution is obtained by optimizing the objective function, equation:
while taking constraints into account.
Np X
X M1 Np X
X L

3.1. Standard MPC and its objective function minJðkÞDQ s ¼ qi e2i ðk þ jÞ þ r l DQ 2s;l ðk þ jÞ
j¼1 i¼1 j¼1 l¼1
Np X
X M1 Np X
X M2
A linear time-variant state-space model is applied in the pro-
posed MPC. In this paper, the state-space equation for each single
þ pi ei ðk þ jÞ þ si Q i ðk þ jÞ
j¼1 i¼1 j¼1 i¼1
canal-reach system, as shown in Fig. 5, can be written as
[16,39,44]: subject to
emin;i 6 ei ðk þ jÞ 6 emax;i ; 8i 2 f1; 2;. .. ;M 1 g; 8j 2 f1;2; .. .; Np g
ðQ ðkÞ þ DQ s ðkÞÞDt
eðk þ 1Þ ¼ eðkÞ þ s Q min;l 6 Q s;l ðk þ jÞ 6 Q max;l ; 8l 2 f1;2;. .. ;Lg; 8j 2 f1; 2; . .. ;Np g ð12Þ
A
 
Q up ðkÞ  Q down ðkÞ þ Q d ðkÞ Dt where Np is the prediction horizon, M1 is the number of nodes, M2 is
þ ð7Þ
A the number of reaches, L is the number of controlled structures,
emin,i and emax,i are the minimum and maximum allowed deviation
between the water level and reference level of the node i. Qmin,l and
Qmax,l are the minimum and maximum allowed flow through the
structure l, and p, r, q and s are so-called penalties which can be
set according to a Maximum Allowed Value Estimate [16]. The esti-
mated maximum allowed values implicitly impose the priorities
among management targets and different protected regions in the
real water system.

3.2. Using the gate position as a control variable

Since a linear internal model is used, Eqs. (5) and (6) need to
be linearized to fit Eq. (7) in the case that structure is a gate.
Previous studies [16,49] focused on using the structure flow as
the control action variable in order to avoid non-linearity in
the structure equations. However, constraints on the structure
flow via the undershot gate can only be approximately estimated
in this case, based on solutions of previous time steps. In order
to avoid this issue, we propose a set of linear equations
(Eqs. (13)–(17)) which are able to control the water level by
the gate position directly. In this case, the gate position can be
constrained by its physical limitation, which is more accurate
and rational.
8  
>
< 1 þ ADt  f  h1 ðk þ 1Þ þ  ADt  f  h2 ðk þ 1Þ ¼ h1 ðkÞ  ADt  c  Dhg ðkÞ þ  ADt  v þ Q d;1
1 1 1 1
 
Fig. 3. The simplified model with structures (red numbers refer to the structures
>
:  ADt  f  h1 ðk þ 1Þ þ 1 þ ADt  f  h2 ðk þ 1Þ ¼ h2 ðkÞ þ ADt  c  Dhg ðkÞ þ ADt  v þ Q d;2
2 2 2 2
listed in Table 1). (For interpretation of the references to colour in this figure legend,
the reader is referred to the web version of this article.) ð13Þ
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13
Fig. 4. Diagram of using a simplified model for the sake of real-time control.
Fig. 5. Schematic diagram of a canal-reach system.
where
Dhg ðkÞ ¼ hg ðk þ 1Þ  hg ðkÞ
 
g  C g  W g  lg  hg ðkÞ  hcr
f ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
2  g  ðh1 ðkÞ  h2 ðkÞÞ
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
c ¼ C g  W g  lg  2  g  ðh1 ðkÞ  h2 ðkÞÞ
 
g  C g  W g  lg  hg ðkÞ  hcr
v ¼ QðkÞ  pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ðh1 ðkÞ  h2 ðkÞÞ
2  g  ðh1 ðkÞ  h2 ðkÞÞ
Details of the linearization can be found in Appendix A.
3.3. Large time step setting in MPC
In real-time control, computational time is a central issue that
needs to be taken into account. In the downscaled model of the
Dutch water system, the number of states over each prediction
horizon of 48 h in the optimization problem Eq. (12) is around
3000 using a prediction time step of 1 h. The number goes up to
15,300 variables when a larger prediction horizon of 10 days is
considered. Note that the computational time increases at a poly-
nomial rate (using the interior-point method to solve the optimiza-
tion) when the number of states increases [31,36,37]. Hence, it
becomes impossible to keep running the optimization in real-time
when these longer prediction horizons need to be considered.
In addition, another issue that has to be thought about for water
management in the Netherlands is the fact that structures between
the rivers and sea need to be either completely open or closed. To
avoid salt water intrusion, gates along the coastline have to be
closed when the tidal level is higher than the inland water level,
with any water exchange shut off totally. When the tidal level is
lower, they need to be opened again. In a complete tidal period,
5
the gate could actually be kept at a certain position for hours. For
instance, a gate is open at a certain level continuously for a few
ð14Þ
hours and until the tidal level is higher than the inland water level
again, the gate is closed completely for the next few hours. In this
case, though the simulation with the proposed MPC controller runs
ð15Þ
hourly, the control action does not need to be implemented every
hour over the prediction horizon. Also frequent changes of the gate
position are unwanted as it may shorten its life span.
ð16Þ Therefore, a large time step (LTS) setting is proposed to handle
these situations that uses longer control time steps and combines
structures with different control steps. There are a number of steps
ð17Þ in the procedure to build up the large time step setting within
MPC, which is shown in Fig. 6:
(a) Denote the prediction time step as Np and the control time
step of structure i (i = 1, 2, . . . , 11) as Nc,i.
(b) Calculate the least common multiple of the set {Np, Nc,1,
. . . , Nc,11}, denoted as x, and calculate the greatest common
divisor of the set {Np, Nc,1, . . . , Nc,11}, denoted as y.
(c) Use x as the common control step and y as the prediction
step for all structures, then run each open loop control sim-
ulation with the prediction step and control step. At this
step, the optimization problem is solved by MPC.
(d) Convert the control actions that use the common control
step into the ones that use their individual control steps.
This conversion is based on the mass balance in each open
loop.
(e) Move to the next prediction step, update prediction inputs
and repeat the above steps until the end of the closed loop.
The significant benefit of this MPC implementation is that com-
putational time of the optimization is reduced exponentially as the
number of state variables shrinks to N1/Nc, which diminishes the
size of the internal model states over the prediction horizon to a
great extent.
6 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13

Fig. 6. The process of using a LTS setting in MPC.

3.4. Hard constraints and soft constraints with a low penalty, is a virtual bounded input without any physical
meaning [27,52]. Hence, ~e is zero whenever e is inside its boundary
Constraints are the limitations on the optimization solutions. and becomes the deviation between e and its relative maximum
They can originate from physical restrictions or operational value allowed when the violation occurs. Soft constraints are intro-
requirements. In the water system, it can be the capacity of a duced here in order to avoid non-feasibility issues for the optimiza-
pump, maximum water level allowed in a canal, etc. Two types tion solution. On the other hand, if the violation in reality does
of constraints, hard constraints and soft constraints [30,48,50,51], happen, we also attempt to find a way to lower it because of the
are considered in this paper. large penalty on ~e.
Hard constraints are those limitations which rigidly restrict the
solution. For instance, water pumped from the North Sea Canal to 3.5. MPC problem formulation
the North Sea has to be limited to 260 m3/s (the capacity of the
IJmuiden pumping station), which is a hard constraint. Soft con- Considering Sections 3.1–3.4, the MPC optimization problem
straints are less rigid and allowed to be violated to some extent. can be written as follows, in which control actions on gates and
For instance, it does not cause a serious problem if the water level pumps are implemented every Nc steps and both hard and soft
in a river rises higher than the safety level for a very short period. constraints are considered:
This means the safety level can be violated, which can be treated as
a soft constraint. NX
1 =N c X
M1 NX
1 =Nc X
L1
min JðkÞ ¼ qi e2i ðk þ j  N c Þ þ rp;l1 DQ 2s;l1 ðk þ j  N c Þ
To implement a soft constraint, a coupled virtual state and vir- DQ s ;Dhg;
j¼1 i¼1 j¼1 l1 ¼1
tual input signal need to be used in the internal model [52], as ! Np X
L2
X NX M1
1 =Nc X X M2
2
shown in Eq. (18): þ r g;l2 Dhg;l2 ðk þ j  Nc Þ þ pi ei ðk þ j  N c Þ þ si Q i ðk þ jÞ
l2 ¼1 j¼1 i¼1 j¼1 i¼1
2 3 2 32 3 2 3
eðk þ 1Þ 1 0 Dt=A eðkÞ Dt=A 0
 NX M1
1 =Nc X NX M2
1 =Nc X

6 ~ 7 6 76 7 6 7 DQ s ðkÞ þ ~i ~e2i ðk þ j  N c Þ þ
q ~ 2i ðk þ j  N c Þ
~r i u
4 eðk þ 1Þ 5 ¼ 4 1 0 Dt=A 54 ~eðkÞ 5 þ 4 Dt=A 1 5 j¼1 i¼1 j¼1 i¼1
~ ðkÞ
u
Q s ðk þ 1Þ 0 0 1 Q s ðkÞ 1 0 subject to
2 3
Dt=A DQ s;l1 ðk þ j  Nc Þ ¼ Q s;l1 ðk þ ðj þ 1Þ  N c Þ  Q s;l1 ðk þ j  Nc Þ; 8l1 2 f1; 2; . . .; L1 g;
6 7 8j 2 f1; 2;. . . ;N p =Nc g
þ 4 Dt=A 5½Q d ðkÞ ð18Þ
Dhg;l2 ðk þ j  N c Þ ¼ hg;l2 ðk þ ðj þ 1Þ  N c Þ  hg;l2 ðk þ j  Nc Þ; 8l2 2 f1; 2; . . .; L2 g;
0
8j 2 f1; 2;. . . ;N p =Nc g
emin;i 6 u~ i ðk þ j  Nc Þ 6 emax;i ; 8i 2 f1;2; .. . ; M1 g; 8j 2 f1;2; .. . ; Np =N c g
where ~e and u
~ are coupled. In particular, ~e, weighted with a high
penalty in the objective function, is either zero or a value corre- Q min;l1 6 Q s;l1 ðk þ j  N c Þ 6 Q max;l1 ; 8l1 2 f1; 2;. . . ;L1 g; 8j 2 f1; 2;. . . ;N p =Nc g
sponding with the excess of the maximum allowed value, while u ~, hmin;l2 6 hg;l2 ðk þ j  Nc Þ 6 hmax;l2 ; 8l2 2 f1; 2; . . .; L2 g; 8j 2 f1; 2; . . .; N p =N c g ð19Þ
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13 7

where L1 is the number of controlled pumps (1 in our case), L2 is the
number of controlled gates, hmin,l and hmax,l are the minimum and
maximum positions of the gate l, q ~ and ~r are the penalties on ~e
~.
and u
4. Simulation experiments
In this section, two simulation experiments, potential riverine
flooding due to a high river discharge and potential coastal flood-
ing due to a storm at sea, are performed to evaluate the perfor-
mance of the proposed MPC controller. Table 2 presents all the
parameters used in these two scenarios, most of which are derived
from the actual water system, according to the capacity of struc-
tures and the maximum/minimum water level allowed in the riv-
ers [16]. Note that penalties in Eq. (19) are set as 0 if they are not in
Table 2. In order to demonstrate the performance and computa-
tional time of MPC with the large time step setting, 15 simulations
using the control steps as 1, 2, 3, 4, 6 h and the prediction horizon
as 48, 144, 240 h respectively have been run and compared.
First of all, owing to their large storage areas of about 2  109 m2
in total, Lakes IJssel and Marker function as a large buffer in this
extreme condition (Fig. 8a). Before the discharge peak arrives, the
gate and pump at IJmuiden have already anticipated. This is the
result of the prediction included in MPC (Fig. 9a). When the dis-
charge of the Rhine is more than 10,000 m3/s, the IJmuiden pump
has pumped more water out than usual to create more storage
room in the North Sea Canal, where it goes from 0.4 m to
0.6 m at time step 700 (Fig. 8a), by adjusting the set-point in
MPC. Later, with more available space, the Krabbersgat, Houtrib
and Schellingwoude Gates are all open in order to let water flow
from Lake IJssel to Lake Marker (Fig. 9b) and from Lake Marker
to the North Sea Canal (Fig. 9c). The remaining water stored in Lake
IJssel flows to the Wadden Sea through the Lorentz Gate and the
Stevin Gate (Fig. 9d) when the water level in the Wadden Sea is
lower than the one of Lake IJssel. The water levels in the two lakes
reach their peaks, 0.22 m and 0.05 m at time step 900 and are still
within the safety range (Fig. 8a). After the peak, water flows into
the Wadden Sea gradually, which makes the water levels of the
lakes return to their set-points eventually.

4.1. Riverine flooding

The inflow into the national water system is mainly from the
Rivers Rhine and Meuse. The first scenario uses a combination of
high discharges from the Rivers Rhine and Meuse, 16,000 and
3500 m3/s respectively (Fig. 7a), and regular tidal levels (1.2 to
+1.6 mMSL) at sea (Fig. 7b). Note that these high discharges are
the design discharges, which are associated with a safety level of
1/1250 per year [53]. As shown in Fig. 7a, the period when the
Rhine river discharge is above 8000 m3/s lasts for a month and
the discharge peak occurs around time step 750. The performance
of MPC that controls the national water system, using the eleven
main structures in an operational way, is presented in Sections
4.1.1 And 4.1.2.
4.1.1. Riverine flood control in the north
In the north of the country, the lakes and the North Sea Canal
play a central role in the river flood protection, with seven main
structures working together to evacuate water out of the system.
4.1.2. Riverine flood control in the south
In the south, three main structures are used to protect Rotter-
dam (Node 24), Dordrecht (Node 22) and other downstream areas.
These three structures are much larger than those in the north, so
that more water exchange is allowed between the inland rivers
and the sea. The Maeslant Barrier is open all the time during the
whole simulation (Fig. 10a), which allows a large amount of water
in and out at Hook of Holland. Because Hook of Holland is the
entrance of the Rotterdam Harbor, it is not supposed to close until
the level at Rotterdam becomes extremely high (higher than
+3.87 mMSL). The Haringvliet Gate (multiple gates in parallel) is
960.5 m wide. Thus outflow to the North Sea (Fig. 10b) through this
gate can be as high as 18,000 m3/s based on the water level devia-
tion between rivers and the North Sea. Moreover, extra water flows
into Zeeland (Node 34) through the gate at Volkerak (Fig. 10c).
With the help of all these structures, the increase of water level
impacted by the peak flow can be well controlled below 1.5 m in
Dordrecht (Fig. 8b) and below 0.2 m in Rotterdam (Fig. 8c), both
of which are far below safety risk levels.

4.2. Coastal flooding

Table 2
Simulation parameters. The second scenario uses a combination of regular discharges
Parameters Value
from the Rivers Rhine and Meuse (Fig. 11a) and high sea levels
raised by the storm at North Sea (Fig. 11b), amounting to about
Storage area of Lake IJssel A1 1.2  109 (m2)
+5.5 mMSL (comparable to the disaster of 1953). Different from
Storage area of Lake Marker A2 7.4  108 (m2)
Storage area of North Sea Canal A3 3.1  107 (m2) the river flood, the potential coastal flood is usually short-term.
Length of time step Dt 1 (h) The storm in Scenario 2 lasts for 4 days, from about the time step
Control time step Nc 6 (h) 700–800. Because most structures included in the system are gates
Prediction time step Np 1 (h)
and barriers, they have to be closed to keep sea water out when the
Reference water level of lakes hr 0.4 or 0.6 (m)
Simulation horizon NT 2160 (h) tidal level is high. That being so, large amounts of water can be
Prediction horizon N1 48 (h) accumulated in the estuarine zones. Obviously this is a dangerous
Quadratic penalty on DQ via the Haringvliet Gate r1 1/5000 situation for a low-land country. Thus we need to divert the water
Quadratic penalty on DQ via the Lorentz Gate r2 1/8000 out ahead of and during the peak, towards other areas, and take
Quadratic penalty on DQ via the Stevin Gate r3 1/2000
advantage of the functionalities of MPC to coordinate the control
Quadratic penalty on DQ via the Krabbersgat Gate r4 1/2000
Quadratic penalty on DQ via the Houtrib Gate r5 1/3000 actions. In Sections 4.2.1 and 4.2.2, it is demonstrated that the sys-
Quadratic penalty on DQ via the Schellingwoude Gate r6 1/200 tem can be well controlled when a severe storm occurs at sea.
Quadratic penalty on DQ via the IJmuiden Gate r7 1/1000
Quadratic penalty on DQ via the IJmuiden Pump r8 1/260
4.2.1. Coastal flood control in the north
Quadratic penalty on DQ via the Volkerak Gate r9 1/10,000
Quadratic penalty on the gate position at Driel r11 1/21
Utilizing the storage in the lakes and the North Sea Canal, is
Quadratic penalty on the set-points rsp 1/20 beneficial for the water system during the potential coastal flood.
Quadratic penalty on soft constraints rsf 1 The pumping station between the inland and the sea at IJmuiden
Linear penalty on Q via the IJmuiden Pump s8 1/260 starts to pump water out ahead of the peak (Fig. 12a). When the
Linear penalty on Q via the Volkerak Gate s9 1/100
water level deviation between the canal and the sea is higher than
Linear penalty on the Node 26 (HollandschDiep) p26 1/100
2.7 m, the pump has to stop working because of its physical
8 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13

2.0
16000 (a) Rhine (b) North Sea
Meuse 1.5

Tidal level (mMSL)

Discharge(m3/s) 12000 1.0

0.5
8000
0.0

-0.5
4000

-1.0

0 -1.5
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour)

Fig. 7. Boundary conditions in Scenario 1: (a) the inflows from the Rivers Rhine and Meuse, (b) the tidal level of the North Sea.

0.4
(a) IJssel 1.5 (b) Dordrecht
1.2 (c) Rotterdam
Marker
0.2 North Sea Canal 1.2 0.8
Water level (m)

Water level (m)

Water level (m)

0.0 0.9
0.4

0.6
-0.2 0.0
0.3
-0.4 -0.4
0.0
-0.6 -0.8
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour) Simulation step (hour)

Fig. 8. Water levels of important locations in Scenario 1: (a) Lake IJssel (Node 18 in Fig. 3), Lake Marker (Node 31) and the North Sea Canal (Node 32), (b) Dordrecht (Node 22),
(c) Rotterdam (Node 24).

(a) 800 (b)

250 IJmuiden gate Krabbersgat+Houtrib
IJmuiden pump

200
600
Discharge (m 3/s)
Discharge (m 3/s)

150
400

100

200
50

0 0
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour)

(c) (d) Lorentz+Stevin

200 Schellingwoude 4000

160
3000
Discharge (m 3/s)
Discharge (m3/s)

120

2000
80

1000
40

0 0
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour)

Fig. 9. Structure flows in the north in Scenario 1: (a) the gate and pump at IJmuiden, (b) the Krabbersgat and Houtrib Gates, (c) the Schellingwoude Gate, (d) the Lorentz and
Stevin Gates.
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13 9

16000 (a) Maeslantkering 18000 (b) Haringvliet 1200 (c) Volkerak

12000
15000
8000
Discharge (m /s)

Discharge (m /s)
Discharge (m /s)
900
3

12000

3
4000
0
9000 600
-4000
6000
-8000
300
-12000 3000
-16000
0 0
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour) Simulation step (hour)

Fig. 10. Structures flows in the south in Scenario 1: (a) the Maeslant Barrier, (b) the Haringvliet Gate, (c) the Volkerak Gate.

4000 6
(b) North Sea
(a) Rhine

Tidal level (mMSL)

Meuse 5
Discharge (m3/s)

3000
4

3
2000
2

1
1000
0

-1
0
0 300 600 900 1200 1500 1800 2100 0 300 600 900 1200 1500 1800 2100
Simulation step (hour) Simulation step (hour)

Fig. 11. Boundary conditions in Scenario 2: (a) the inflow from the Rivers Rhine and Meuse, (b) the tidal level of the North Sea.

2500 Lorentz
(a) IJmuiden gate (b)
120 IJmuiden pump Stevin
2000
Discharge (m3/s)

Discharge (m 3/s)

90
1500

60
1000

30 500

0 0
650 670 690 710 730 750 770 790 810 830 850 500 700 900 1100 1300
Simulation step (hour) Simulation step (hour)

Fig. 12. Flows via structures in the north in Scenario 2: (a) the gate and pump at IJmuiden, (b) the Lorentz Gate and Stevin Gate.

limitation. Compared to the pump, the structure gravity flow through allowed to flow from the Rotterdam area to Zeeland through the
the IJmuiden gate is more limited, becoming zero during the entire Volkerak gate, which amounts to 2500 m3/s during the storm. As
period of the storm. Similarly, the Lorentz and Stevin gates are a result, the water level in Rotterdam (Fig. 13b) is mostly well con-
completely closed from time step 680–780 (Fig. 12b), which means trolled below 3.87 m (the safety level). Because soft constraints are
all the water flowing towards the sea is blocked and stored in the used in MPC, a minor violation is allowed in extreme conditions. As
lakes. However, pumping water out ahead of the peak helps to a matter of fact, it happens only twice in this scenario. Both of
bring the water level of Lake IJssel down about 0.02 m (Fig. 13a). them last less than 1 h with a largest deviation of only 0.14 m. Note
Thus, together with the river flows not being extremely high, this that these are not fatal overtopping of the dikes in reality. More-
coastal flood does not cause too many problems in the north. over, the gate at Driel is closed during time steps 500–900 to divert
more water to Lake IJssel (Fig. 14c).
4.2.2. Coastal flood control in the south
Due to the lack of large storage areas, accumulated water in the 5. Discussion
south is more troublesome. The Maeslant Barrier is closed between
time steps 730–755 in order to keep sea water inflow out (Fig. 14a), 5.1. Riverine flood management in the Dutch delta
which means one of the main outlets cannot work properly during
the storm. The Haringvliet gate can be open only for 1 or 2 h in In the Netherlands, a river flood is often generated from high
each tidal period (Fig. 14b), diverting rather limited amounts of precipitation in upstream countries along the Rivers Rhine and
water to the sea. As a last resort, considering that the Rotterdam Meuse. For that situation, the structures in the Dutch delta can play
area is economically more important than Zeeland, water is an important role for the flood protection, given that they are
10 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13

5
(a) (b) Violation Rotterdam
-0.28 IJssel
Marker 4
North Sea Canal

Water level (m)

-0.32
Water level (m) 3

-0.36 2

1
-0.40

0
-0.44
-1
500 700 900 1100 1300 650 700 750 800 850
Simulation step (hour) Simulation step (hour)

Fig. 13. Water levels of important locations in Scenario 2: (a) Lake IJssel, Lake Marker and the North Sea Canal, (b) Rotterdam.

(a) Maeslantkering 35000 (b) Haringvliet

20000 5.5 (c) Driel
Volkerak

Gate position (m)

30000
Discharge (m 3/s)
Discharge (m 3/s)

10000
25000 5.0
0 20000

15000 4.5
-10000
10000
-20000
5000 4.0

-30000 0
680 700 720 740 760 780 800 650 690 730 770 810 850 650 690 730 770 810 850
Simulation step (hour) Simulation step (hour) Simulation step (hour)

Fig. 14. Structure settings in Scenario 2: (a) flows via the Maeslant Barrier, (b) flow via the Haringvliet Gate and Volkerak Gate, (c) the position of the gate at Driel.

controlled properly and in a coordinated manner. In extreme Wadden Sea gradually. In Scenario 1, even though this most seri-
conditions, as shown in Table 3, the Haringvliet Gate (Structure 10), ous event lasts for weeks, both the south and the north do not
the Maeslant Barrier (Structure 1) and the Volkerak Gate (Structure experience a great impact from the potential river flood.
9) discharge up to 68.5% of the total amount of water from the river
to the sea in the south. In the period when the discharge of the 5.2. Coastal flood management in the Netherlands
River Rhine is higher than 8000 m3/s from time steps 450–1050,
the Haringvliet gate becomes the most important outlet of all, A coastal flood mainly originates from a storm at sea. Though it
which discharges almost 40% of the total amount. Compared to usually lasts for only a few days, the southern area can be more
the ones in the south, the structures in the north have very limited vulnerable than in a river flood. The flows through the large gates
capacities. However, the lakes are important buffers. It shows that in the south are no longer available once the sea level rises too high
about 4.5  1011 (m3) of water is stored in the lakes over the entire during the storm, so that all the water is accumulated in rivers and
simulation. This amount is quite safe for the lakes, but rather risky canals. Without lakes or enough room to store water, dike overtop-
if it would be fed to the rivers in the south. Based on the level devi- ping could take place when the high sea level period lasts too long
ation between the sea and lake, water is able to flow into the or too much water comes from the upstream rivers. What can

Table 3
The volume of water in and out of the Dutch water system in Scenario 1.

Location/ Peak Flux from step 1–2160 Percentage in inflow flux Flux from step 450–1050 Percentage in inflow flux
structure discharge (90 days) (103 m3) from step 1–2160 (25 days) (103 m3) from step 450–1050
(m3/s)
Discharge of Lobith 16000 10,000 82% 6400 82%
Rhine
Discharge of Maas 3500 2200 18% 1400 18%
Meuse
1 Haringvliet 18000 3400 28% 3100 40%
2 Lorentz 1800 950 8% 380 4.9%
3 Stevin 2800 1400 11.5% 530 6.8%
7 IJmuiden 220 7 0.06% 2.3 0.03%
gate
8 IJmuiden 260 180 1.5% 77 1%
pump
9 Volkerak 1200 160 1.4% 30 0.4%
10 Maeslant 16000 4800 39.4% 2400 30.77%
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13 11

avoid this dangerous situation is closing of the gate at Driel, which
is constructed to direct more water to Lake IJssel, given that the
River IJssel has enough capacity to handle this extra discharge.
What might help more is to build gates in the Reaches 14, 28, 29
and 30 (Fig. 3). Thereby, the Rotterdam area can be protected from
coastal flooding using the Maeslant Barrier and, by controlling
these new gates, from river water being accumulated in the eco-
nomically important Rotterdam area [54].
5.3. Model performances and computational time reduction
The extent to which MPC can outperform feedback control and
feedforward control in the field of water management has been
studied in the literature (see [16,52] for example). For controlling
the Dutch water system, which is a large-scale and complicated
system, using MPC is necessary as we need to consider predictions,
constraints, multi-objective goals and so forth. Also, MPC allows for
an important shift from focusing on controlling local problems one
by one to managing the entire system overall.
One of the cores of MPC is the optimization. In this research, the
commercial optimization solver CPLEX [55] was chosen for solving
the optimization problem on a Windows-7 platform with a
2.83 GHz IntelÒ Core™2 Quad processor and a 8-GB memory. In
real-time control mode, the computational time of running the
optimization is a critical issue that has to be considered for a
large-scale system such as the Dutch delta. As described in Sections
2 and 3, the states in MPC include water levels, structure flows and
soft constraints. Thus, hundreds of variables are optimized in each
open loop horizon, even though we only use 48 h as the prediction
with the larger control time step. This is mainly because the num-
ber of state variables in the objective function (19) deceases by
(Nc  1)/Nc and the literature indicates that the computational
complexity is cubic (O(N 31 (M1 + M2 + L)3)) to the size of the optimi-
zation problem [36,37] (even down to O(N1(M1 + M2 + L)3) if the
special structure is exploited [31]). Our simulation results show
that the computational time grows cubically with the increase of
the ratio between the prediction horizon and the control time step
(Fig. 16):

T c ¼ 2:37 þ 103 123N1 =Nc þ ðN1 =Nc Þ2 þ 0:013ðN1 =Nc Þ3 ð20Þ
Note this trend is strongly linear when N1/Nc is lower than 80.
Thus, the longer the prediction is, the more computational time
the large time step scheme is able to save. Nonetheless, the perfor-
mance of the model with the large time step setting still has to be
considered. The value of the objective function J Nc of the objective
function (Eq. (19)) with the LTS scheme is calculated and compared
to the cost J0 which uses 1 h as its control time step. The linear
regression Eq. (21), with R2 equal to 0.985, shows the ratio
between J Nc and J0 is linear to the ratio between Nc and Np (Fig. 17):
J Nc =J 0 ¼ 0:901  ðNc =Np Þ þ 0:16 ð21Þ
Therefore, by applying the large time step scheme, the simula-
tion gains the computational time and loses performance. Thus, we
point out that we do need to sacrifice the accuracy to a certain
150

horizon. N1=48
N1=144
Groups of simulations with prediction horizons (N1) of 48, 144
N1=240
and 240 h respectively and control steps (Np) as 1, 2, 3, 4 and 6 h
Computational time - Tc (s)

respectively were run, in order to compare the performance and 100

the computational time. The simulation of each scenario was run Tc=2.37+10-3(123N1/Nc+(N1/Nc)2+0.013(N1/Nc)3)
for a complete simulation horizon (NT) of 2160 h. Moreover, the (R2=0.998)
simulations with different prediction horizons and control time
steps (Nc) were run 100 times each for statistically ruling out com-
50
puter core related issues. The average computational time of the
100-time simulations show the significant advantages of using
the long time step setting when a longer prediction horizon is
involved (see Fig. 15). For instance, it took about 141 seconds to
run the simulation with an hourly control time step over one pre- 0
0 50 100 150 200 250
diction horizon (240 h) and 84.9 h over the whole simulation hori-
Prediction horizon / control time step - N 1 / Nc
zon (2160 h). A great improvement is that over 80% of the
computational time (Tc) can be saved when running the simulation Fig. 16. Regression of the computational time.

150 N1=48 7
Ratio of the objective function values - JN / J0

N1=144 N1=48
Computational time Tc (s)

N1=144
N1=240 6
N1=240
5
100

3
50 JN /J0=0.901*(NC/NP)+0.16
C
2
(R2=0.985 )
1

0 0
1 2 3 4 5 6 1 2 3 4 5 6
Control step - N C (hour) Control time step / prediction time step - Nc / Np

Fig. 15. Computational time of simulations using different control step (Nc) and Fig. 17. Ratio of the objective functions and its regression to the ratio between the
prediction horizon (N1). control time step and prediction time step.
12 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13

extent in order to improve the computational efficiency. Finding would like to thank Anna Sadowska (Delft University of Technol-
the balance of these two issues depends on the actual objective ogy), José María Maestre Torreblanca (University of Seville) and
and time requirement of a real-time control problem. three anonymous reviewers for their helpful suggestions, and
Claire Taylor for the language editing.

6. Conclusions and future research

Appendix A. The state-space equation with linearization of the
In this paper, flood protection using real-time control in the undershot gate flow
Dutch delta system was researched. Based on the existing struc-
tures, an advanced method, Model Predictive Control, was proposed This appendix describes the linearization of the undershot gate
for manipulating the entire system operationally. To save computa- flow. Only the submerged flow (Eq. (6)) will be dealt with. The free
tional time and lower the number of states, the hydrodynamic equa- flow undershot gate can be treated very similarly. The equation for
tions were linearized and a large time step setting was applied. Two the submerged gate is
scenarios of extreme flooding showed that Lakes were of great qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
importance in the flood protection. Thanks to the large structures Q ¼ C  W  l  ðhg  hcr Þ  2  g  ðh1  h2 Þ ðA:1Þ
in the south, large river flows did not have a significant impact on
the Dutch water system. During potential coastal flooding, all water The first-order Taylor series expansion on state x(k + 1) around
was held up in the rivers, which might potentially result in dikes x(k) is applied on (A.1). Then we get the estimated structure flow:
overtopping. With a four-day storm and regular river discharge, :
Qðk þ 1Þ¼f  ðh1 ðk þ 1Þ  h2 ðk þ 1ÞÞ þ c  Dhg ðkÞ þ v ðA:2Þ
the system could still endure accumulated water.
The same idea and methodology are also applicable to other where
delta systems in which water-retaining structures exist. In a simi-  
lar fashion, a specific hydrodynamic model, an objective function, g  C  W  l  hg ðkÞ  hcr
f ¼ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ðA:3Þ
constraints and setpoints need to be defined. Then the MPC meth- 2  g  ðh1 ðkÞ  h2 ðkÞÞ
odology and the large time step strategy can be accepted to deal
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
with water challenges in a delta and making optimal use of the
c ¼CW l 2  g  ðh1 ðkÞ  h2 ðkÞÞ ðA:4Þ
existing infrastructure.
The large time step setting proposed in this paper shows a great  
improvement in reducing the computational time. Using this tech- g  C  W  l  hg ðkÞ  hcr
v ¼ Q ðkÞ  pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi ðh1 ðkÞ  h2 ðkÞÞ ðA:5Þ
nique, it becomes possible to control a large-scale system in real- 2  g  ðh1 ðkÞ  h2 ðkÞÞ
time with long predictions and extend it to other more demanding
where f, c and r are coefficients of step k, which can be obtained
schemes of MPC such as Multiple Model Predictive Control [52] or
from the previous simulation results. For the upstream canal, the
more adaptive methods, e.g. Tree-based Model Predictive Control
structure flow is the outflow which is negative in Eq. (7):
[29] which can handle the uncertainty issue in a longer prediction
horizon. Dt  
The proposed MPC was applied in a centralized way, by using a h1 ðk þ 1Þ ¼ h1 ðkÞ   f  ðh1 ðk þ 1Þ  h2 ðk þ 1ÞÞ þ c  Dhg ðkÞ þ v þ Q d;1
A1
single objective function to accomplish all the control goals. How- ðA:6Þ
ever, in reality, to manage a large scale system, regional water
management organizations usually cooperate with each other, or:
based on national and local policies. In the Netherlands for exam-    
Dt Dt Dt
ple, 27 water boards (the Dutch water administrative organiza- 1 þ  f  h1 ðk þ 1Þ þ   f  h2 ðk þ 1Þ ¼ h1 ðkÞ   c  Dhg ðkÞ
tions), administer their own domains and communicate with A1 A1 A1
 
their neighbors when necessary. So, the entire system is controlled Dt
þ   v þ Q d;1 ðA:7Þ
in a distributed way in reality. Each agent, i.e. each water board, A1
has its own objectives such as flood protection, navigation, water
And for the downstream canal, the structure flow is just the
supply, etc., while they still have to function within the larger
inflow which is positive in Eq. (7):
water system of the Netherlands. Distributed Model Predictive
Control [24,29] may be used to tackle such a problem. In the dis- Dt  
h2 ðk þ 1Þ ¼ h2 ðkÞ þ  f  ðh1 ðk þ 1Þ  h2 ðk þ 1ÞÞ þ c  Dhg ðkÞ þ v þ Q d;2
tributed setup, each smaller water sub-system is controlled by a A2
local agent instead of a centralized one and coupled with its neigh- ðA:8Þ
bor subsystem when water needs to be exchanged. Theoretically,
or:
the advantage is that the large-scale system would be distributed  
into pieces of subsystems so that the large-scale optimization Dt Dt Dt
  f  h1 ðk þ 1Þ þ 1 þ  f  h2 ðk þ 1Þ ¼ h2 ðkÞ þ  c  Dhg ðkÞ
problem would be down-scaled and updated by the communica- A2 A2 A2
 
tion of adjacent agents, for instance, using Game Theory [29,56]. Dt
A case has already been studied for the Lake IJssel area [49]. In þ  v þ Q d;2 ðA:9Þ
A2
future research, it will be interesting to see how Distributed MPC
is able to improve national management using the models and The matrix following from (A.8) and (A.9):
optimization techniques developed in the present study.



h1 ðk þ 1Þ h1 ðkÞ Q d;1
E ¼ þ Bu  Dhg ðkÞ þ ðA:10Þ
h2 ðk þ 1Þ h2 ðkÞ Q d;2
Acknowledgements
where
This research is supported by the China Scholarship Council
" #
under Grant 2011614097 and the VENI project ‘‘Intelligent multi- 1 þ AD1t  f  AD1t  f
agent control for flexible coordination of transport hubs’’ (Project E¼ ðA:11Þ
 AD2t  f 1 þ AD2t  f
11210) of the Dutch Technology Foundation STW. The authors also
 X. Tian et al. / Advances in Water Resources 75 (2015) 1–13
" #
 AD1t  c 0 [25] S
Bu ¼ Dt
0 A2
c
Or:
 water level control for cascaded river power plants. In: Int. Conf. hydropower,
h1 ðk þ 1Þ h1 ðkÞ
¼ E1  þ E1  Bu  Dhg ðkÞ þ E1 
h2 ðk þ 1Þ h2 ðkÞ
1
ðdetðEÞ > 0; ) E existsÞ
This is the state-space equation in which the water level is con-
trolled directly by the submerged undershot gate.
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