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 performance bounds of nonlinear MPC with stabilizing horizon and time-varying terminal cost. A scheme is proposed that uses the decay of the optimal finite-horizon cost and convolutes a history stack to predict the bounds on the IH performance. Based on online information on the decay rate, the performance bound estimate is improved while the terminal cost is adapted using methods from adaptive dynamic programming. The adaptation of the terminal cost leads to performance improvement over a time-invariant scheme with the same horizon length. The approach is demonstrated in a case study.
We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide a sufficiently long prediction horizon to ensure asymptotic stability and a desired performance bound w.r.t. the infinite-horizon optimal controller. Compared to existing results, the provided analysis is applicable to positive semi-definite (detectable) cost functions, provides tight bounds using a linear programming analysis, and allows for a seamless inte…
Ensuring nominal asymptotic stability of the Non-linear Model Predictive Control (NMPC) controller is not trivial. Stabilizing ingredients such as terminal penalty term and terminal region are crucial in establishing the asymptotic stability. Approaches available in the literature provide limited degrees of freedom for the characterization of the terminal region for the discrete time Quasi Infinite Horizon NMPC (QIH-NMPC) formulation. Current work presents alternate approaches namely arbitrary controller based approach and LQR based approach, which provide large degrees of freedom for enlargin…
We compare the performance of proportional-integral-derivative (PID) control, linear model predictive control (LMPC), and nonlinear model predictive control (NMPC) for a physical setup of the quadruple tank system (QTS). We estimate the parameters in a continuous-discrete time stochastic nonlinear model for the QTS using a prediction-error-method based on the measured process data and a maximum likelihood (ML) criterion. In the NMPC algorithm, we use this identified continuous-discrete time stochastic nonlinear model. The LMPC algorithm is based on a linearization of this nonlinear model. We t…
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…
We propose a reference-free learning model predictive controller for periodic repetitive tasks. We consider a problem in which dynamics, constraints and stage cost are periodically time-varying. The controller uses the closed-loop data to construct a time-varying terminal set and a time-varying terminal cost. We show that the proposed strategy in closed-loop with linear and nonlinear systems guarantees recursive constraints satisfaction, non-increasing open-loop cost, and that the open-loop and closed-loop cost are the same at convergence. Simulations are presented for different repetitive tas…
We study predictive control in a setting where the dynamics are time-varying and linear, and the costs are time-varying and well-conditioned. At each time step, the controller receives the exact predictions of costs, dynamics, and disturbances for the future $k$ time steps. We show that when the prediction window $k$ is sufficiently large, predictive control is input-to-state stable and achieves a dynamic regret of $O(λ^k T)$, where $λ< 1$ is a positive constant. This is the first dynamic regret bound on the predictive control of linear time-varying systems. Under more assumptions on the termi…
We propose a localized protection scheme based on modal analysis in multi-terminal modular multilevel converter (MMC) based high voltage DC (HVDC) systems. The paper addresses the issues of localized protection scheme based DC fault identification, such as differentiating between external and internal faults, classification of type of fault contingency i.e., pole to pole (\textit{PTP}) or pole to ground (\textit{PTG}) for high impedance faults (HIFs) in the system. The scheme works on equivalent network of multi-terminal MMC-HVDC system for a DC fault, using phase-modal transformation to analy…
Addressing Terminal Constraints in Data-Driven Demand Response Scheduling
Sargent Centre for Process Systems Engineering, Imperial College London, London, SW7 2AZ, UK（过程系统工程中心，伦敦帝国理工学院，伦敦，SW7 2AZ，英国）；Department of Computer Science, University of Alberta, Edmonton, AB, Canada（计算机科学系，阿尔伯塔大学，埃德蒙顿，AB，加拿大）；Department of Computing, Imperial College London, London, SW7 2AZ, UK（计算系，伦敦帝国理工学院，伦敦，SW7 2AZ，英国）
Human drivers have limited and time-varying cognitive resources when making decisions in real-world traffic scenarios, which often leads to unique and stochastic behaviors that can not be explained by perfect rationality assumption, a widely accepted premise in modeling driving behaviors that presume drivers rationally make decisions to maximize their own rewards under all circumstances. To explicitly address this disadvantage, this study presents a novel driver behavior model that aims to capture the resource rationality and stochasticity of the human driver's behaviors in realistic longitudi…
As 5G and Internet-of-Things (IoT) are deeply integrated into vertical industries such as autonomous driving and industrial robotics, timely status update is crucial for remote monitoring and control. In this regard, Age of Information (AoI) has been proposed to measure the freshness of status updates. However, it is just a metric changing linearly with time and irrelevant of context-awareness. We propose a context-based metric, named as Urgency of Information (UoI), to measure the nonlinear time-varying importance and the non-uniform context-dependence of the status information. This paper fi…
University of California at Berkeley（加州大学伯克利分校）；California Institute of Technology（加州理工学院）
We present a decentralized minimum-time trajectory optimization scheme based on learning model predictive control for multi-agent systems with nonlinear decoupled dynamics and coupled state constraints. By performing the same task iteratively, data from previous task executions is used to construct and improve local time-varying safe sets and an approximate value function. These are used in a decoupled MPC problem as terminal sets and terminal cost functions. Our framework results in a decentralized controller, which requires no communication between agents over each iteration of task executio…
This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is decoupled as the sum of a process noise with known bounds, and a time varying offset that we wish to identify. The time varying offset uncertainty is assumed unknown point-wise in time. Its domain, called the Feasible Parameter Set, and its maximum rate of change are known to the control designer. As new data becomes available, we refine the Feasible Parameter S…
We present an efficient algorithm to compute the induced norms of finite-horizon Linear Time-Varying (LTV) systems. The formulation includes both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties. Existing computational approaches include the power iteration and bisection of a Riccati Differential Equation (RDE). The power iteration has low computation time per iteration but overall convergence can be slow. In contrast, the RDE condition provides guaranteed bounds on the induced gain but single RDE integration can be slow. The complementary features of these two algorithms are comb…
In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes. This is reminiscent of so-called Jump-Markov systems in control theory and allows the network topology to change over time. We argue that the common back-pressure control policy is inadequate to control such network dynamics and propose a novel control policy inspired by the paradigms of model-predictive control. Specifically, by defining a suitable but arbitr…
We present a robust synthesis algorithm for uncertain linear time-varying (LTV) systems on finite horizons. The uncertain system is described as an interconnection of a known LTV system and a perturbation. The input-output behavior of the perturbation is specified by time-domain Integral Quadratic Constraints (IQCs). The objective is to synthesize a controller to minimize the worst-case performance. This leads to a non-convex optimization. The proposed approach alternates between an LTV synthesis step and an IQC analysis step. Both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties …
Time-delay Control Using a New Nonlinear Adaptive Law for Cable-Driven Robots
Nanjing University of Aeronautics and Astronautics（南京航空航天大学）；Donghai Laboratory（东海实验室）；China Academy of Machinery Beijing Research Institute of Mechanical and Electrical Technology Co., Ltd.（中国机械工业北京机电技术研究院有限公司）
A plug-and-play model predictive control (PnP MPC) scheme is proposed for varying-topology networks to track piecewise constant references. The proposed scheme allows subsystems to occasionally join and leave the network while preserving asymptotic stability and recursive feasibility and comprises two main phases. In the redesign phase, passivity-based control is used to ensure that asymptotic stability of the network is preserved. In the transition phase, reconfigurable terminal ingredients are used to ensure that the distributed MPC problem is initially feasible after the PnP operation. The …
We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system matrices and the additive uncertainty are assumed to be known. We formulate a novel optimization-based constraint tightening strategy around a predicted nominal trajectory which utilizes these bounds. With an appropriately designed terminal cost function and constraint set, we prove robust satisfaction of the imposed constraints by the resulting MPC in closed-lo…
