Return to search

Dissipativity, optimality and robustness of model predictive control policies

Research Doctorate - Doctor of Philosophy (PhD) / This thesis addresses the problem of robustness in model predictive control (MPC) of discrete-time systems. In contrast with most previous work on robust MPC, our main focus is on robustness in the face of both imperfect state information and dynamic model uncertainty. For linear discrete-time systems with model uncertainty described by sum quadratic constraints, we propose output-feedback MPC policies that: (i) treat soft constraints using quadratic penalty functions; (ii) respect hard constraints using 'tighter' constraints; and (iii) achieve robust closed-loop stability and non-zero setpoint tracking. Our two main tools are: (1) a new linear matrix inequality condition which parameterizes a class of quadratic MPC cost functions that all lead to robust closed-loop stability; and (2) a new parameterization of soft constraints which has the advantage of leading to optimization problems of prescribable size. The stability test we use for MPC design builds on well-known results from dissipativity theory which we tailor to the case of constrained discrete-time systems. The proposed robust MPC designs are shown to converge to well-known nominal MPC designs as the model uncertainty (description) goes to zero. Furthermore, the present approach to cost function selection is independently motivated by a novel result linking MPC and minimax optimal control theory. Specifically, we show that the considered class of MPC policies are the closed-loop optimal solutions of a particular class of minimax optimal control problems. In addition, for a class of nonlinear discrete-time systems with constraints and bounded disturbance inputs, we propose state-feedback MPC policies that input-to-state stabilize the system. Our two main tools in this last part of the thesis are: (1) a class of N-step affine state-feedback policies; and (2) a result that establishes equivalence between the latter class and an associated class of N-step affine disturbance-feedback policies. Our equivalence result generalizes a recent result in the literature for linear systems to the case when N is chosen to be less than the nonlinear system's 'input-state linear horizon'.

Identiferoai:union.ndltd.org:ADTP/222104
Date January 2008
CreatorsLøvaas, Christian
Source SetsAustraliasian Digital Theses Program
LanguageEnglish
Detected LanguageEnglish
RightsCopyright 2008 Christian Løvaas

Page generated in 0.0014 seconds