Robustly asymptotically stable finite-horizon MPC

  • Authors:
  • S. Kanev;M. Verhaegen

  • Affiliations:
  • DCSC, TU-Delft, Mekelweg 2, 2628 CD Delft, The Netherlands;DCSC, TU-Delft, Mekelweg 2, 2628 CD Delft, The Netherlands

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2006

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Abstract

This paper presents a robustly stable finite-horizon model predictive control (MPC) scheme for linear uncertain systems, in which the uncertainty is not restricted to some specific uncertainty class (polytopic, affine, LFT, etc.). The only requirement is that the state-space matrices remain bounded over the uncertainty set. Suitable constraints are added to the MPC cost function to impose robust asymptotic stability and to deal with input/output constraints. The resulting optimization problem is solved at each time instant in a probabilistic framework using an iterative randomized ellipsoid algorithm (REA). The method is compared in simulation to the existing approach of Kothare, Balakrishnan and Morari [(1996). Robust constrained model predictive control using linear matrix inequalities. Automatica, 32(10), 1361-1379].