arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1908.07247math.OCcs.SYeess.SY
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嵌入式MPC的有界变量非线性最小二乘算法

An efficient bounded-variable nonlinear least-squares algorithm for embedded MPC

Nilay Saraf, Alberto Bemporad

摘要:

本文提出了一种新的方法来解决线性和非线性模型预测控制(MPC)的问题,需要小的内存占用和吞吐量,特别适合当模型和/或控制器参数在运行时发生变化。典型地,MPC需要两个阶段:1)基于给定的MPC参数(预测模型、调整权重、预测范围和约束)构造最优化问题,这导致二次或非线性规划问题,然后2)调用优化算法来解决所产生的问题。在所提出的方法中,系统地消除了问题构造步骤,因为在优化算法中,问题矩阵是用MPC参数的抽象函数表示的。我们提出了一个统一的算法框架,基于活动集方法与有界变量,可以应付线性,非线性和自适应MPC变量的基础上广泛的一类预测模型和平方和费用函数。理论和数值结果表明,潜在的,适用性和效率的实际实时嵌入式MPC的框架。

英文摘要:

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at runtime. Typically MPC requires two phases: 1) construct an optimization problem based on the given MPC parameters (prediction model, tuning weights, prediction horizon, and constraints), which results in a quadratic or nonlinear programming problem, and then 2) call an optimization algorithm to solve the resulting problem. In the proposed approach the problem construction step is systematically eliminated, as in the optimization algorithm problem matrices are expressed in terms of abstract functions of the MPC parameters. We present a unifying algorithmic framework based on active-set methods with bounded variables that can cope with linear, nonlinear, and adaptive MPC variants based on a broad class of prediction models and a sum-of-squares cost function. The theoretical and numerical results demonstrate the potential, applicability, and efficiency of the proposed framework for practical real-time embedded MPC.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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