This chapter compares different formulations for Economic nonlinear Model Predictive Control (EMPC) which are all based on an established dissipativity assumption on the underlying Optimal Control Problem (OCP). This includes schemes with and without stabilizing terminal constraints, respectively, or with stabilizing terminal costs. We recall that a recently proposed approach based on gradient correcting terminal penalties implies a terminal constraint on the adjoints of the OCP. We analyze the feasibility implications of these dual/adjoint terminal constraints and we compare our findings to approaches with and without primal terminal constraints. Moreover, we suggest a conceptual framework for approximation of the minimal stabilizing horizon length. Finally, we illustrate our findings considering a chemical reactor as an example.
We present a model predictive control (MPC) scheme to control linear time-invariant systems using only measured input-output data and no model knowledge. The scheme includes a terminal cost and a terminal set constraint on an extended state containing past input-output values. We provide an explicit design procedure for the corresponding terminal ingredients that only uses measured input-output data. Further, we prove that the MPC scheme based on these terminal ingredients exponentially stabilizes the desired setpoint in closed loop. Finally, we illustrate the advantages over existing data-dri…
Model predictive control (MPC) for linear dynamical systems requires solving an optimal control structured quadratic program (QP) at each sampling instant. This paper proposes a primal active-set strategy (PRESAS) for the efficient solution of such block-sparse QPs, based on a preconditioned iterative solver to compute the search direction in each iteration. Rank-one factorization updates of the preconditioner result in a per-iteration computational complexity of $\mathcal{O}(N m^2)$, where $m$ denotes the number of state and control variables and $N$ the number of control intervals. Three dif…
We consider an input-constrained differential-drive robot with actuator dynamics. For this system, we establish asymptotic stability of the origin on arbitrary compact, convex sets using Model Predictive Control (MPC) without stabilizing terminal conditions despite the presence of state constraints and actuator dynamics. We note that the problem without those two additional ingredients was essentially solved beforehand, despite the fact that the linearization is not stabilizable. We propose an approach successfully solving the task at hand by combining the theory of barriers to characterize th…
In this paper, we propose a novel framework for approximating the explicit MPC policy for linear parameter-varying systems using supervised learning. Our learning scheme guarantees feasibility and near-optimality of the approximated MPC policy with high probability. Furthermore, in contrast to most existing approaches that only learn the MPC policy, we also learn the "dual policy", which enables us to keep a check on the approximated MPC's optimality online during the control process. If the check deems the control input from the approximated MPC policy safe and near-optimal, then it is applie…
This paper presents a complementary approach to establish stability of finite receding horizon control with a terminal cost. First a new augmented stage cost is defined by rotating the terminal cost. Then a one-step optimisation problem is defined based on this augmented stage cost. It is shown that a slightly modified Model Predictive Control (MPC) algorithm is stable if the value function of the augmented one-step cost (OSVF) is a control Lyapunov function. The proposed stability condition is completely complementary to the existing terminal cost based MPC stability conditions in the sense t…
In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state for consecutive time instants. Using this turnpike property and suitable controllability conditions, we provide closed-loop performance bounds. Furthermore, stability is proved by combining the rotated value function with an input-to-state (ISS) Lyapunov function of an extended state related to the transient average constraints. The results are illustrated w…
In this paper, we provide a stability and performance analysis of model predictive control (MPC) schemes based on finite-tail costs. We study the MPC formulation originally proposed by Magni et al. (2001) wherein the standard terminal penalty is replaced by a finite-horizon cost of some stabilizing control law. In order to analyse the closed loop, we leverage the more recent technical machinery developed for MPC without terminal ingredients. For a specified set of initial conditions, we obtain sufficient conditions for stability and a performance bound in dependence of the prediction horizon a…
Various efforts have been devoted to developing stabilizing distributed Model Predictive Control (MPC) schemes for tracking piecewise constant references. In these schemes, terminal sets are usually computed offline and used in the MPC online phase to guarantee recursive feasibility and asymptotic stability. Maximal invariant terminal sets do not necessarily respect the distributed structure of the network, hindering the distributed implementation of the controller. On the other hand, ellipsoidal terminal sets respect the distributed structure, but may lead to conservative schemes. In this pap…
Rollout approaches are an effective tool to address the problem of co-designing the transmission schedule and the corresponding input values, when the controller is connected to the plant via a resource-constrained communication network. These approaches typically employ an MPC, activated at multiples of the period length of a base transmission schedule. Using multi-step invariant terminal regions and a prediction horizon longer than the base period, stability can be ensured. This strategy, however, suffers from intrinsic shortcomings, such as a high computational complexity and low robustness…
Model predictive control (MPC) schemes are commonly designed with fixed, i.e., time-invariant, horizon length and cost functions. If no stabilizing terminal ingredients are used, stability can be guaranteed via a sufficiently long horizon. A suboptimality index can be derived that gives bounds on the performance of the MPC law over an infinite-horizon (IH). While for time-invariant schemes such index can be computed offline, less attention has been paid to time-varying strategies with adapting cost function which can be found, e.g., in learning-based optimal control. This work addresses the pe…
In this paper, we propose a data-driven economic model predictive control (EMPC) scheme with generalized terminal constraint to control an unknown linear time-invariant system. Our scheme is based on the Fundamental Lemma to predict future system trajectories using a persistently exciting input-output trajectory. The control objective is to minimize an economic cost objective. By employing a generalized terminal constraint with artificial equilibrium, the scheme does not require prior knowledge of the optimal equilibrium. We prove that the asymptotic average performance of the closed-loop syst…
Many popular approaches in the field of robust model predictive control (MPC) are based on nominal predictions. This paper presents a novel formulation of this class of controller with proven input-to-state stability and robust constraint satisfaction. Its advantages are: (i) the design of its main ingredients are tractable for medium to large-sized systems, (ii) the terminal set does not need to be robust with respect to all the possible system uncertainties, but only for a reduced set that can be made arbitrarily small, thus facilitating its design and implementation, (iii) under certain con…
In this paper, model predictive control (MPC) strategies are proposed for dead-beat control of linear systems with and without state and control constraints. In unconstrained MPC, deadbeat performance can be guaranteed by setting the control horizon to the system dimension, and adding an terminal equality constraint. It is proved that the unconstrained deadbeat MPC is equivalent to linear deadbeat control. The proposed constrained deadbeat MPC is designed by setting the control horizon equal to the system dimension and penalizing only the terminal cost. The recursive feasibility and deadbeat p…
In this paper, we present a quasi infinite horizon nonlinear model predictive control (MPC) scheme for tracking of generic reference trajectories. This scheme is applicable to nonlinear systems, which are locally incrementally stabilizable. For such systems, we provide a reference generic offline procedure to compute an incrementally stabilizing feedback with a continuously parameterized quadratic quasi infinite horizon terminal cost. As a result we get a nonlinear reference tracking MPC scheme with a valid terminal cost for general reachable reference trajectories without increasing the onlin…
In this paper, a novel distributed model predictive control (MPC) scheme with asymmetric adaptive terminal sets is developed for the regulation of large-scale systems with a distributed structure. Similar to typical MPC schemes, a structured Lyapunov matrix and a distributed terminal controller, respecting the distributed structure of the system, are computed offline. However, in this scheme, a distributed positively invariant terminal set is computed online and updated at each time instant taking into consideration the current state of the system. In particular, we consider ellipsoidal termin…
Maximal Controlled Invariant-MPC: Enhancing Feasibility and Reducing Conservatism through Terminal CBF Constraint in Safety-Critical Control
Graduate Student, Daniel Guggenheim School of Aerospace Engineering（丹尼尔·古吉恩航空航天工程学院研究生）；Assistant Professor, Director, Aerospace Robotics Lab, Daniel Guggenheim School of Aerospace Engineering（丹尼尔·古吉恩航空航天工程学院助理教授、主任、航空航天机器人实验室）
In this paper, a novel tube-based economic Model Predictive Control (MPC) scheme for uncertain systems that uses neither terminal costs nor terminal constraints is investigated. We show that the results from the undisturbed case can be extended to systems with bounded disturbances by using similar turnpike arguments and a properly modified stage cost. We prove robust guarantees on the closed-loop performance, convergence, and stability under suitable dissipativity and controllability conditions and discuss them in a numerical example.
This paper presents a stability analysis tool for model predictive control (MPC) where control action is generated by optimising a cost function over a finite horizon. Stability analysis of MPC with a limited horizon but without terminal weight is a well known challenging problem. We define a new value function based on an auxiliary one-step optimisation related to stage cost, namely optimal one-step value function (OSVF). It is shown that a finite horizon MPC can be made to be asymptotically stable if OSVF is a (local) control Lyapunov function (CLF). More specifically, by exploiting the CLF …
Improving greenhouse fruit-production control by integrating reinforcement learning into short-horizon model predictive control
Wageningen University & Research（瓦赫宁根大学与研究）；Delft Center for Systems and Control (DCSC), Delft University of Technology（代尔夫特理工大学系统与控制中心）；Wageningen Research（瓦赫宁根研究）
University of Pennsylvania（宾夕法尼亚大学）；University of California San Diego（加利福尼亚大学圣迭戈分校）
This work presents an explicit-implicit procedure to compute a model predictive control (MPC) law with guarantees on recursive feasibility and asymptotic stability. The approach combines an offline-trained fully-connected neural network with an online primal active set solver. The neural network provides a control input initialization while the primal active set method ensures recursive feasibility and asymptotic stability. The neural network is trained with a primal-dual loss function, aiming to generate control sequences that are primal feasible and meet a desired level of suboptimality. Sin…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive control (MPC) based explicit dual control approach which enables active uncertainty learning. A novel algorithm for the design of robustly invariant online terminal sets and terminal controllers is presented. Set membership identification is used to update the parameter uncertainty online. A predicted worst-case cost is used in the MPC optimization problem to mo…
In this paper, we provide non-averaged and transient performance guarantees for recently developed, tube-based robust economic model predictive control (MPC) schemes. In particular, we consider both tube-based MPC schemes with and without terminal conditions. We show that the closed-loop performance obtained by applying such MPC schemes is approximately optimal when evaluated both on finite and infinite time horizons. These performance bounds are similar to those derived previously for nominal economic MPC. The theoretical results are discussed in a numerical example.
Stability under model predictive control (MPC) schemes is frequently ensured by terminal ingredients. Employing a (control) Lyapunov function as the terminal cost constitutes a common choice. Learning-based methods may be used to construct the terminal cost by relating it to, for instance, an infinite-horizon optimal control problem in which the optimal cost is a Lyapunov function. Value iteration, an approximate dynamic programming (ADP) approach, refers to one particular cost approximation technique. In this work, we merge the results of terminally unconstrained predictive control and approx…
