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Eduardo F. Camacho MPC:An Introductory Survey 1 Paris'2010 Model Predictive Control: an Introductory Survey Eduardo F. Camacho Universidad de Sevilla Paris, 2009 Eduardo F. Camacho MPC:An Introductory Survey 2 Paris'2010 MPC successful in industry. Many and very diverse and successful applications: Refining, petrochemical, polymers, Semiconductor production scheduling, Air traffic control Clinical anesthesia, …. Life Extending of Boiler-Turbine Systems via Model Predictive Methods, Li et al (2004) Many MPC vendors. Eduardo F. Camacho MPC:An Introductory Survey 3 Paris'2010 MPC successful in Academia Many MPC sessions in control conferences and control journals, MPC workshops. 4/8 finalist papers for the CEP best paper award were MPC papers (2/3 finally awarded were MPC papers) Eduardo F. Camacho MPC:An Introductory Survey 4 Paris'2010 Análisis de las distintas técnicas Informe de Takatsu et al. (1998) para la Society of Instrumentation and Control Engineering Principales problemas de control que se encuentran en la industria de procesos Estado de aplicación de la técnicas avanzadas Grado de satisfacción de los usuarios con cada técnica Expectativas Indicativo de las necesidades futuras de la industria en el ámbito del control Eduardo F. Camacho MPC:An Introductory Survey 5 Paris'2010 Principales problemas de control Eduardo F. Camacho MPC:An Introductory Survey 6 Paris'2010 Grado de satisfacción de las distintas técnicas

Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

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Page 1: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 1 Paris'2010

Model Predictive Control: an Introductory Survey

Eduardo F. Camacho Universidad de Sevilla

Paris, 2009

Eduardo F. Camacho MPC:An Introductory Survey 2 Paris'2010

MPC successful in industry.

 Many and very diverse and successful applications:  Refining, petrochemical, polymers,  Semiconductor production scheduling,  Air traffic control  Clinical anesthesia,  ….  Life Extending of Boiler-Turbine Systems via Model

Predictive Methods, Li et al (2004)  Many MPC vendors.

Eduardo F. Camacho MPC:An Introductory Survey 3 Paris'2010

MPC successful in Academia

 Many MPC sessions in control conferences and control journals, MPC workshops.

 4/8 finalist papers for the CEP best paper award were MPC papers (2/3 finally awarded were MPC papers)

Eduardo F. Camacho MPC:An Introductory Survey 4 Paris'2010

Análisis de las distintas técnicas

  Informe de Takatsu et al. (1998) para la Society of Instrumentation and Control Engineering   Principales problemas de control que se encuentran en la industria de procesos   Estado de aplicación de la técnicas avanzadas   Grado de satisfacción de los usuarios con cada técnica   Expectativas   Indicativo de las necesidades futuras de la industria en el ámbito del control

Eduardo F. Camacho MPC:An Introductory Survey 5 Paris'2010

Principales problemas de control

Eduardo F. Camacho MPC:An Introductory Survey 6 Paris'2010

Grado de satisfacción de las distintas técnicas

Page 2: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 7 Paris'2010

Why is MPC so successful ?

  MPC is Most general way of posing the control problem in the time domain:  Optimal control  Stochastic control  Known references  Measurable disturbances  Multivariable  Dead time  Constraints  Uncertainties

Eduardo F. Camacho MPC:An Introductory Survey 8 Paris'2010

Real reason of success: Economics   MPC can be used to optimize operating points (economic

objectives). Optimum usually at the intersection of a set of constraints.

  Obtaining smaller variance and taking constraints into account allow to operate closer to constraints (and optimum).

  Repsol reported 2-6 months payback periods for new MPC applications.

P1 P2

Pmax

Eduardo F. Camacho MPC:An Introductory Survey 9 Paris'2010

Flash

Línea 2

Línea 1 Lavado

Contacto 1

Contacto 3

Contacto 2

ESQUEMA GENERAL CIRCUITO DE GASES

Eduardo F. Camacho MPC:An Introductory Survey 10 Paris'2010

Eduardo F. Camacho MPC:An Introductory Survey 11 Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey 12 Paris'2010

Page 3: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 13 Paris'2010

Benefits

 Yearly saving of more that 1900 MWh  Standard deviation of the mixing chamber

pressure reduced from 0.94 to 0.66 mm water column.

 Operator’s supervisory effort: percentage of time operating in auto mode raised from 27% to 84%.

Eduardo F. Camacho MPC:An Introductory Survey 14 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 15 Paris'2010

Bibliografía

  R. Bitmead, Gevers M. and Werts W. “Adaptive Optimal Control: The Thinking man GPC”, Prentice Hall, 1990

  R. Soeteboek, Predictive Control: A Unified Approach, Prentice Hall, 1991.

  E.F. Camacho and C. Bordons, “Model Predictive Control in the Process Industry”, Springer-Verlag, 1995.

  J. Maciejowski, “Predictive Control with constraints”, Prentice Hall, 2002.

  A. Rossiter, “Model-Based Predictive Control: A Practical Approach”, CRC Press, 2003

  E.F. Camacho and C. Bordons, “Model Predictive Control”, Springer-Verlag, 1999 (Second edition coming soon: 2004)

Eduardo F. Camacho MPC:An Introductory Survey 16 Paris'2010

A little bit of history: the beginning

  Kalman, LQG (1960)   Propoi, “Use of LP methods ...” (1963)

  Richalet et al, Model Predictive Heuristic Control (MPHC) IDCOM (1976, 1978) (150.000 $/year benefits because of increased flowrate in the fractionator application)

  Cutler & Ramaker, DMC (1979,1980)

  Cutler et al QDMC (QP+DMC) (1983)

  Clarke et al GPC (1987)

  First book: Bitmead et al, (1990)

Eduardo F. Camacho MPC:An Introductory Survey 17 Paris'2010

The impulse of the 90s. A renewed interest from Academia (stability)

  Stability was difficult to prove because of the finite horizon and the presence of constraints (non linear controller, no explicit solution, …)

  A breakthrough produced in the field. As pointed out by Morari: ”the recent work has removed this technical and to some extent psychological barrier (people did not even try) and started wide spread efforts to tackle extensions of this basic problem with the new tools”. (Rawlings & Muske, 1993)

  Many contributions to stability and robustness of MPC: Allgower, Campo, Chen, Jaddbabaie, Kothare, Limon, Magni, Mayne, Michalska, Morari, Mosca, de Nicolao, de Olivera, Scattolini, Scokaert…

Eduardo F. Camacho MPC:An Introductory Survey 18 Paris'2010

The new millenium

  Linear MPC is a mature discipline. More than 4500 industrial applications (not counting licensed technology companies app.) Qin and Badgwell’03.

  The number of applications seems to duplicate every 4 years.   Some vendors have NMPC products: Adersa (PFC), Aspen Tech

(Aspen Target), Continental Control (MVC), DOT Products (NOVA-NLC), Pavilon Tech. (Process Perfecter)

  Efforts to developed MPC for more difficult situations:   Multiple and logical objectives (Morari, Floudas)   Hybrid processes (Morari, Bemporad, Borrelli, De Schutter, van den

Boom …)   Nonlinear (Alamir, Alamo, Allgower, Biegler, Bock, Bravo, Chen, De

Nicolao, Findeisen, Jadbadbadie, Limon, Magni, …)

Page 4: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 19 Paris'2010

MPC Objetive

 Compute at each time instant the sequence of future control moves that will make the future predicted controlled variables to best follow the reference over a finite horizon and taking into account the control effort.

 Only the first element of the sequence is used and the computation is done again at the next sampling time.

Eduardo F. Camacho MPC:An Introductory Survey 20 Paris'2010

MPC basic concepts

 Common ideas:  Explicit use of a model to predict output.

 Compute the control moves minimizing an objective fuction.

 Receding horizon strategy. Estrategia deslizante (el horizonte se desplaza hacia el futuro).

 The algorithms mainly differ in the type of model and objective function used.

Eduardo F. Camacho MPC:An Introductory Survey 21 Paris'2010

MPC strategy

  At sampling time t the future control sequence is compute so that the future sequence of predicted output y(t+k/t) along a horizon N follows the future references as best as possible.

  The first control signal is used and the rest disregarded.

 The process is repeated at the next sampling instant t+1

t t+1 t+2 t+N

Acciones de control

Setpoint

Eduardo F. Camacho MPC:An Introductory Survey 22 Paris'2010

t t+1 t+2

t+N t t+1 t+2 …….. t+N

u(t)

Only the first control move is applied

Errors minimized over a finite horizon

Constraints taken into account

Model of process used for predicting

Eduardo F. Camacho MPC:An Introductory Survey 23 Paris'2010

t+2 t+1

t+N

t+N+1

t t+1 t+2 …….. t+N t+N+1

u(t)

Only the first control move is applied again

Eduardo F. Camacho MPC:An Introductory Survey 24 Paris'2010

MPC

PID: u(t)=u(t-1)+g0 e(t) + g1 e(t-1) + g2 e(t-2)

vs. PID

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Eduardo F. Camacho MPC:An Introductory Survey 25 Paris'2010

Estructura básica de MPC

Restricciones Función de coste

Optimizador

Trayectoria de Referencia

Errores Futuros

-

Controles Futuros

Entradas y salidas pasadas Modelo

Salidas Futuras

Eduardo F. Camacho MPC:An Introductory Survey 26 Paris'2010

GPC

  CARIMA model

 Cost function

Eduardo F. Camacho MPC:An Introductory Survey 27 Paris'2010

GPC

 Control moves

 with

Eduardo F. Camacho MPC:An Introductory Survey 28 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 29 Paris'2010

U1

U2

Un

Y2

Yn

Y1

Proceso ...

...

Eduardo F. Camacho MPC:An Introductory Survey 30 Paris'2010

Gd G

(Proc.)

U

Y

+R1 Gc1 -

+R2 Gc2 -

+Rn Gcn -

Page 6: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 31 Paris'2010

Multivariable MPC

 Direct extension  But …

 Dead times, control horizon, ...  Unstable transmission zeros

Eduardo F. Camacho MPC:An Introductory Survey 32 Paris'2010

Multivariable MPC

Eduardo F. Camacho MPC:An Introductory Survey 33 Paris'2010

Multivariable MPC

Eduardo F. Camacho MPC:An Introductory Survey 34 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 35 Paris'2010

Constraints in process control

 All process are constrained  Actuators have a limited range and slew

rate  Safety limits: maximun pressure or

temperature  Tecnological or quality requirements  Enviromental legislation

Eduardo F. Camacho MPC:An Introductory Survey 36 Paris'2010

Real reason of success: Economics   MPC can be used to optimize operating points (economic

objectives). Optimum usually at the intersection of a set of constraints.

  Obtaining smaller variance and taking constraints into account allow to operate closer to constraints (and optimum).

  Repsol reported 2-6 months payback periods for new MPC applications.

P1 P2

Pmax

Page 7: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 37 Paris'2010

Work close to the optimal but not violating it

120

Fine

400 Euros

3 points

Eduardo F. Camacho MPC:An Introductory Survey 38 Paris'2010

MPC: constraints IV

umin<u(t)< umax Umin<U(t)< Umax ymin (t)<y(t)< ymax(t)

Minu J(u,x(t))

s.t.: R u < r +S x(t)

Eduardo F. Camacho MPC:An Introductory Survey 39 Paris'2010

Usual way of dealing with constraints

Señal óptima

J (curvas de nivel)

Señal de control sin saturar

u(t)

u(t+1)

Solución sin restricciones

Señal de control saturada

u(t)

u(t+1)

Señal óptima

Eduardo F. Camacho MPC:An Introductory Survey 40 Paris'2010

MPC strategy

Consider a nonlinear invariant discrete time system: x+=f(x,u), x ∈ Rn, u ∈ Rm

The system is subject to hard constraints x ∈ X, u ∈ U

Let u={u(0),...,u(N-1) } be a sequence of N control inputs applied at x(0)=x,

the predicted state at i is x(i)=Φ(i;x, u)=f(x(i-1), u(i-1) )

Eduardo F. Camacho MPC:An Introductory Survey 41 Paris'2010

MPC strategy

1. Optimization problem PN(x,Ω):

u*= arg minu Σ(i=0,...,N-1) l(x(i),u(i)) + F(x(N))

  Operating constaints . x(i) ∈ X, u(i) ∈ U, i=0,...,N-1

  Terminal constraint (stability): x(N) ∈ Ω

2. Apply the receding horizon control law: KN(x)=u*(0).

Eduardo F. Camacho MPC:An Introductory Survey 42 Paris'2010

Linear MPC

 f(x,u) is an affine function (model)  X,U,Ω are polyhedra (constraints)  l and F are quadratic functions (or 1-norm

or ∞-norm functions)

⇓  QP or LP

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Eduardo F. Camacho MPC:An Introductory Survey 43 Paris'2010

Control predictivo lineal

Eduardo F. Camacho MPC:An Introductory Survey 44 Paris'2010

Otherwise

  If f(x,u) is not an affine function   Or any of X,U,Ω are not polyhedra   Or any of l and F are not quadratic functions

(or 1-norm or ∞-norm functions)

⇓   Non linear MPC (NMPC)   Non linear (non necessarily convex) optimization

problem much more difficult to solve.

Eduardo F. Camacho MPC:An Introductory Survey 45 Paris'2010

MPC and nonlinear processes

  Most processes are non-linear,   Linear approximations works for small perturbations

around the operating point (well in most cases)   There are processes with

  continuous transitions (startups, shutdowns, etc.) and spend a great deal of time away from a steady-state operating region or

  never in steady-state operation (i.e. batch processes, solar plants), where the whole operation is carried out in transient mode.

  severe nonlinearities (even in the vicinity of steady states)   hybrid

Eduardo F. Camacho MPC:An Introductory Survey 46 Paris'2010

NMPC vs. LMPC

  Consider the nonlinear system y(t+1)= 0.9 y(t) + u(t)1/4

with 0<u(t)< 1.

  Linear model: y(t+1)= 0.9 y(t) + u(t)

  Applying a L-MPC and a NL-MPC with N=10, λ=0

0 20 40 60 80 100 120 140 1600

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

0 20 40 60 80 100 120 140 1600

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

Eduardo F. Camacho MPC:An Introductory Survey 47 Paris'2010

NMPC vs. LMPC

 Better predictions should be obtained from more accurate models.

 Better predictive control should be obtain with better predictions.

 Is that so ?

Eduardo F. Camacho MPC:An Introductory Survey 48 Paris'2010

MPC turns out to be a linear controller with a feedback of the prediction of y(t+D)

H C Process

Predictor y(t+D) ^

u(t) y(t)

R

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Eduardo F. Camacho MPC:An Introductory Survey 49 Paris'2010

Falatious congeture

  An optimal predictor plus an optimal controller is going to produce the “best” closed loop behaviour.

  J. Normey showed that Smith predictor (and other DTC structures) produce “better” (more robust) controllers than optimal predictor.

  Optimal state estimator + optimal controller (LQG/LTR)   Optimal identifier + optimal controller does not produce

the optimal adaptive control (identification for control)   A fundamental issue: The best model is the one that

produces the “best” close loop control not necessarily best predictions..

Eduardo F. Camacho MPC:An Introductory Survey 50 Paris'2010

Nonlinear Identification is more difficult

 Lack of a superposition principle   A high number of plant tests required

  tests with many different size steps  Multivariable processes the difference in the number

of tests required is even greater.

 Optimization problem for parameter estimation is more difficult (offline)

Eduardo F. Camacho MPC:An Introductory Survey 51 Paris'2010

Modeling: Empirical Models

  Fixed structure, parameters determined from data   State space x(t+1)=f(x(t),u(t)), y(t)=g(x(t))

  Input-output (NARMAX) y(t+)= Φ(y(t), ..., y(t-ny), u(t),...,u(t-nu),e(t),...,e(t-ne+1))

 Volterra (FIR, bilineal) y(t+1)= y0+Σ {i=0..N}h1(i) u(k-i)+ Σ {i=0..M} Σ {i=0..M} h2(i,j)u(t-i)u(t-j)

 Hammerstein  Wiener  NN

(t) y(t)u(t)

g(.)H(z)

Linear dynamic

!

a) b)

g(.) H(z)

" (t)

Linear dynamic

y(t)u(t)

Nonlinear static Nonlinear static

Eduardo F. Camacho MPC:An Introductory Survey 52 Paris'2010

Neural Networks  Multilayer Perceptron: a nonlinear function with good approximation

properties and “backpropagation”.   Input-output with NN: y(t)= NN(y(t-1), ..., y(t-ny), u(t-1),...,u(t-nu))

 State space with NN x(t+1)=NNf(x(t),u(t)), y(t)=NNg(x(t))

. . . .

. . . .

!"!(k)

V(k). . . .

. . . .

. . . .

(k)"

(k)d

S0 (k)

S5 (k)

S6 (k)

V(k-1)

(k-1).

(k).

#

#

z-1

Eduardo F. Camacho MPC:An Introductory Survey 53 Paris'2010

Local Model Networks

  A set of models to accommodate local operating regimes   The output of each submodel is passed through a

processing function that generates a window of validity. y(t+1)=F(Ψ(t), Φ(t)) = Σ {i=1.M}fi(Ψ(t), Φ(t)), ρi (Φ(t))

  local models are usually linear multiplied by basis functions ρi (Φ(t)) chosen to have a value close to 1 in regimes where is a good approximation and a value close to 0 in other cases.

  Piece Wise Affine (PWA) systems

Eduardo F. Camacho MPC:An Introductory Survey 54 Paris'2010

PWA. (Sontag, 1981)

Nonlinear System:

PWA Approx.

Some hybrid processes can be modeled by PWA system

x(t+1)=f(x(t),u(t))

y(t)=g(x(t))

Page 10: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 55 Paris'2010

Function

Eduardo F. Camacho MPC:An Introductory Survey 56 Paris'2010

PWA Approximation

Eduardo F. Camacho MPC:An Introductory Survey 57 Paris'2010

Approximation error

Eduardo F. Camacho MPC:An Introductory Survey 58 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 59 Paris'2010

MPC: constraints II

 Difference in input and output constraints:  manipulated variables can always be kept in

bound by the controller by clipping the control action or by the actuator.

 Output constraints are mainly due to safety reasons, and must be controlled in advance because output variables are affected by process dynamics.

Eduardo F. Camacho MPC:An Introductory Survey 60 Paris'2010

MPC: constraints III

 Not considering constraints on manipulated variables may result in higher values of the objective function. But this is not the main problem.

 Violating the limits on the controlled variables may be more costly and dangerous as it could cause damage to equipment and losses in production.

 Not considering input contraints may lead to unstability

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Eduardo F. Camacho MPC:An Introductory Survey 61 Paris'2010

Stability

  Optimal controllers with infinite horizon guaranty stability.

  Optimal finite horizon and the presence of constraints make it very difficult to prove stability (non linear controller, no explicit solution)

  A breakthrough has been made in the last few years in this field. As pointed out by Morari , ”the recent work has removed this technical and to some extent psychological barrier (people did not even try) and started wide spread efforts to tackle extensions of thisbasic problem with the new tools”.

Eduardo F. Camacho MPC:An Introductory Survey 62 Paris'2010

Eduardo F. Camacho MPC:An Introductory Survey 63 Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey 64 Paris'2010

Stability and constraints y(t+1)=1.2 y(t)+0.2 u(t-2) with -4 < u(t) < 4, N=5

Eduardo F. Camacho MPC:An Introductory Survey 65 Paris'2010

MPC stability

  Infinite horizon, the objective function can be considered a Lyapunov function, providing nominal stability. Cannot be implemented: an infinite set of decision variables.

  Terminal cost. Bitmead et al’90 (linear uncostrained), Rawling & Muske’93 (linear contrained).

  Terminal state equality constraint. Kwon & Pearson’77 (LQR constraints), Keerthi and Gilbert’88, x(k+N)= xS

xS

x(t)

x(t+1) x(t+2)

x(t+N)

Eduardo F. Camacho MPC:An Introductory Survey 66 Paris'2010

MPC stability: terminal region

  Dual control. Michalska and Mayne (1993) x(N) ∈ Ω

Once the state enters Ω the controller switches to a previously computed stable linear strategy.

 Quasi-infinite horizon. Chen and Allgower (1998). Terminal region and stabilizing control, but only for the computation of the terminal cost. The control action is determined by solving a finite horizon problem without switching to the linear controller even inside the terminal region. The term (|| x(t+N)||P)2 added to the cost function and approximates the infinite- horizon cost to go.

x(t)

x(t+1) x(t+2)

x(t+N) Ω

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Eduardo F. Camacho MPC:An Introductory Survey 67 Paris'2010

MPC and sliding mode control

  Robust controllers   Impose surface S as

terminal constraints

Eduardo F. Camacho MPC:An Introductory Survey 68 Paris'2010

NMPC stability: all ingredients

  Asymptotic stability theorem (Mayne 2001)   The terminal set Ω is a control invariant set.   The terminal cost F(x) is an associated Control

Lyapunov function such that min{u ∈ U} {F(f(x,u))-F(x) + l(x,u) | f(x,u)∈Ω} ≤0 ∀ x∈Ω   Then the closed loop system is asymptotically

stable in XN(Ω )

Eduardo F. Camacho MPC:An Introductory Survey 69 Paris'2010

Removing the terminal constraint maintaining stability

The optimization problem is simplified (especially when the state is not constrained)

  u*= arg minu Σ(i=0,...,N-1) l(x(i),u(i)) + F(x(N)) s.t. x(i) ∈ X, u(i) ∈ U, i=0,...,N-1 and to the terminal constraint: x(N) ∈ Ω

There is a strong interplay between infinite horizon-terminal cost and terminal regions :   A prediction horizon N and a quadratic terminal cost stabilizes the system in a

neighborhood of the origin. (Parisini and Zoppoli’95)

  The unconstrained (no terminal constraints) MPC satisfies the terminal constraint in a neighborhood of the origin. (Jadbabaie et al’01)

  Given a terminal cost F(x) that is a CLF in Ω , define Fs(x)= F(x) if x ∈ Ω and Fs(x)= α if x ∉ Ω where Ω = {x ∈ Rn: F(x) ≤ α}. The MPC with Fs(x) as terminal cost is stabilizing for all initial state in the region where the optimal solution to PN(x,X) reaches the terminal region. (Hu and Linnemann’02)

  Procedure for removing the terminal constraint while maintaining asymptotic stability and computing the domain of attraction. (Limon et al’03). Suboptimality

Eduardo F. Camacho MPC:An Introductory Survey 70 Paris'2010

Robustness Nonlinear uncertain system: x+=f(x,u, θ ), x ∈ Rn, u ∈ Rm θ ∈ Rp

With bounded uncertainties θ∈Θ and subject to hard constraints x ∈ X, u ∈ U

The uncertain evolution sets: X(i)=Γ(i;x, u)= {z ∈ Rn | ∃ θ∈Θ , y ∈ X(i-1), z=f(y, u(i-1), θ)}

and X(0)=x

t t+1 t+2 … t+N

y(t)

u(t)

Eduardo F. Camacho MPC:An Introductory Survey 71 Paris'2010

Robustness (2)   The stability conditions has to be

satisfied for all possible values of the uncertainties.

  The terminal set Ω is a robust control invariant set. (i.e. ∀ x∈Ω, ∀ θ∈Θ ∃ u ∈ U | f(x,u, θ)∈Ω)

  The terminal cost F(x) is an associated Control Lyapunov function such that

min{u ∈ U} {F(f(x,u,θ))-F(x) + l(x,u) | f(x,u,θ)∈Ω} ≤0 ∀ x∈Ω, ∀ θ∈Θ

Eduardo F. Camacho MPC:An Introductory Survey 72 Paris'2010

Computation of regions in robust NMPC

  Invariant regions,   domain of attraction,   uncertain evolution sets   bounding sets (state estimation)   bounding sets (identification) …

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!

%$

%&

!'()"*$+

,'(

#(

!'()"*$!+

Continuous stirred tank reactor (CSTR)

• Relatively easy if regions are polyhedron and linear transformations (f(x,u, θ) ), Kerrigan’00

• NMPC more complex and approximations are normally used.

Page 13: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 73 Paris'2010

Example: continuos stirred tank reactor (CSTR) Zonotopes: (Bravo et al’03)

Sampling period 0.03.

A normalized additive uncertainty is added. It is bounded by w1=(-6.5*10-3, 6.5*10-3) and w2=(-1.2*10-3, 1.2*10-3).

A terminal robust positively invariant set is calculated.

A prediction horizon of N = 11 is used.

Eduardo F. Camacho MPC:An Introductory Survey 74 Paris'2010

Example

Some of these methods are too conservative: Pure interval arithmetic: boxes

Eduardo F. Camacho MPC:An Introductory Survey 75 Paris'2010

State estimation

  The observer error must be small to guarantee stability of the closed-loop and in general little can be said about the necessary degree of smallness.

  No general valid separation principle for nonlinear systems exists.

  Nevertheless observers are applied successfully in many NMPC applications.

  Extended Kalman Filter (EKF),   High gain estimators.

Eduardo F. Camacho MPC:An Introductory Survey 76 Paris'2010

State estimation (2)

  Moving Horizon Estimation (MHE).  Moving window looking backward  A dual problem to MPC: Control moves: known, process state:

unknown, horizon: backwards. (Kwon et al’83), (Zimmer’94), (Mishalska and Mayne’95) ..

  IDCOM (Richalet’76) was developed as the dual to identification !!!

  Set-membership estimation  Compute a set of all states consistent with the measured output

and the given noise parameters.  Ellipsoidal bounding (Schweppe’68), (Kurzhanski and Valyi’96)  Polyhedron bounding (Kuntsevich and Lychak’85)   Interval arithmetics, zonotopes (Kieffer et al’01), (Alamo et al’03)

Eduardo F. Camacho MPC:An Introductory Survey 77 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 78 Paris'2010

MPC and polytopes

 MPC with linear constraints is a MultiParametric-QP o LP (Bemporad y Morari, 2000)

 The solution of an mp_QP o mp_Lp is a PWA function of state.

 Min-max quadratic is PWA (Ramirez y Camacho, 2001).

Page 14: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 79 Paris'2010

Min-Max MPC with bounded global uncertainties

Process: y(t+1)=g(y(t),u(t),...) Model:

z(t+1)=f(y(t),u(t),...,θ ) si ∃ θ∈Θ | z(t+1)=y(t+1)

Eduardo F. Camacho MPC:An Introductory Survey 80 Paris'2010

Properties of J and J*

• The set of j-ahead optimal predictions for j=1,...,N2 can be written as:

where:

• Mθ θ is positive definite.

•  Also, Muu is positive definite for positive values of λ

Eduardo F. Camacho MPC:An Introductory Survey 81 Paris'2010

Properties of J and J*

•  Due to convexity of J and compactness of Θ, the maximum will be reached at one of the vertexes of the polytope Θ . J* can be expressed as a convex function of u (if Muu is positive definite) :

•  Due to its convexity, J* has a unique minimizer, thus the min-max problem has a unique solution.

Eduardo F. Camacho MPC:An Introductory Survey 82 Paris'2010

Piecewise Linearity of the Control Law

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%#

&'(!&)*#

!"#

!$#

!%#

&'(!&)*#

•  This situation can be generalized to N quadratic functions, thus it can be stated that the solution will be attained on either a minimizer of one of them or on an intersection point of two or more of them.

Eduardo F. Camacho MPC:An Introductory Survey 83 Paris'2010

An illustrative example

•  Consider the following first order integrated uncertainties prediction model:

•  Let Nu=2, N2=2, λ=1.0 and -0.1 ≤ θk ≤ 0.1 then the following output predictions can be formulated:

Eduardo F. Camacho MPC:An Introductory Survey 84 Paris'2010

An illustrative example

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!!"$#

!"#

!!"#!!"$#!!"$#!"#!%"#

!%

!!"#

!

!"#

%

%"#

&'&

'!%

!()'

•  The control law has been calculated numerically for (only Δuk shown):

•  The lower region is due to the minimizer of J1.The upper region is due to the minimizer of J4. Between them there is another region due to the intersection of J1 and J4.

Page 15: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 85 Paris'2010

An illustrative example •  Boundary regions can be computed:

•  J4 - J41: •  J41 - J1:

!!"# !!"$# ! !"$# !"#!!"#

!!"$#

!

!"$#

!"#

%&

%&!'

Eduardo F. Camacho MPC:An Introductory Survey 86 Paris'2010

An illustrative example

! " #! #" $! $" %! %" &! &" "!!!'$

!!'#

!

!'#

!'$

!'%

!'&

!'"

()*+,-(

./

•  An explicit form of the control law can be found:

•  The output under the MMMPC control law versus an unconstrained GPC:

Eduardo F. Camacho MPC:An Introductory Survey 87 Paris'2010

Min-max MPC: open-close loop predictions

 Minu(k),u(k+1),.. Max w(k),w(k+1) … J(u,w)

 Minu(k) Max w(k) Minu(k+1) Max w(k+1) … J(u,w)  Minu(k)c(x(k+1)),c(x(k+2)) .. Max w(k) w(k+1) … J(u,w)

 Control laws

Eduardo F. Camacho MPC:An Introductory Survey 88 Paris'2010

Min-max MPC: bucle abierto-bucle cerrado (2)

x(k+1)=x(k)+u(k)+w(k) with   -2 < x(k) < 2   -2 < u(k) < 2   -1 < w(k) < 1   Qith horizon 3 there is no u(1),u(2), u(3) which

keeps -2 < x(k) < 2 dor all w(k)   If u(k)= - x(k) then -2 < x(k) < 2 for all w(k)   Game theory: available information by each

player

Eduardo F. Camacho MPC:An Introductory Survey 89 Paris'2010

NMPC implementation

  Solving a Nonlinear (non QP), possibly nonconvex.

  Real time and no convexity >>> suboptimal solutions  Sequential Quadratic Programming (SQP)  Simultaneous approach (Findeisen and Allgower’02)  Using a sequential approach with successive

linearization around the previous trajectory.  PWA >>>> Mixed Integer Programming Problem.

Eduardo F. Camacho MPC:An Introductory Survey 90 Paris'2010

Hybrid System

Computer

Science

Discrete Events

X={1,2,3,4,5}

U={A,B,C}

1 3

4 5

2 C

A B

B B

C

C C A

Control

Theory

Dynamical

systems

Page 16: Model Predictive Control: an MPC successful in Introductory …chemori/Temp/Predictive/MPC_course1/MPC... · 2010-04-07 · Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey

Eduardo F. Camacho MPC:An Introductory Survey 91 Paris'2010

Hybrid System 1

Computer

Science

Control

Theory

Dynamical Systems - Physical processes in control system e.g. robots, aircraft, ...

Discrete Events

- Collisions - Decision logic - Discrete communication

Eduardo F. Camacho MPC:An Introductory Survey 92 Paris'2010

Hybrid System 2

Computer

Science

Control

Theory

Model: - Differential equations - Algebraic equations - Invariant constraints

Model: Automata, Petri nets, statecharts, etc.

1 3

4 5

2 C

A B

B B

C

C C

A

Eduardo F. Camacho MPC:An Introductory Survey 93 Paris'2010

Hybrid System 3

Computer

Science

Control

Theory

Analytical Tools:

Lyapunov functions, eigenvalue analysis, etc.

Analytical Tools:

Boolean algebra, formal logics, recursion, etc.

Eduardo F. Camacho MPC:An Introductory Survey 94 Paris'2010

Hybrid System 4

Computer

Science

Control

Theory

Software Tools:

MATLAB, MatrixX, VisSim, etc.,

Software Tools:

Statemate, Design CPN, Slam II, SMV, etc.

Eduardo F. Camacho MPC:An Introductory Survey 95 Paris'2010

PWA systems

x

u

x(k+1) = A1 x(k) + B1 u(t) + f1

x(k+1) = A2 x(k) + B2 u(t) + f2

x(k+1) = A3 x(k) + B3 u(t) + f3

Eduardo F. Camacho MPC:An Introductory Survey 96 Paris'2010

PWA approximations

X k y k =C k x k +g k

x k+1 =A k x k +B k u k +f k ?

X k+1 y k+1 =C k+1 x k+1 +g k+1

x k+2 =A k+1 x k+1 +B k+1 u k+1 +f k+1 ?

X k+2 y k+2 =C k+2 x k+2 +g k+2

x k+3 =A k+2 x k+2 +B k+2 u k+2 +f k+2

The resulting optimization problem

U = {u(k), u(k+1), u(k+2), …,u (k+N-1)} real I = {I(k), I(k+1), I(k+2),…, I(k+N-1)} Integer

Mixed Integer-Real

Optimization Problem

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Eduardo F. Camacho MPC:An Introductory Survey 97 Paris'2010

NMPC implementation (2)

  Although there are many clever tricks to alleviate the situation, these algorithms take time. This is a major obstacle. Only slow or small processes.

  Approximations and simplifications  Using short horizons  Precomputation of solution over a grid in the state

space (only small systems)

Eduardo F. Camacho MPC:An Introductory Survey 98 Paris'2010

Outline   A little bit of history   Model Predictive Control concepts   Linear MPC   Multivariable   Constraints   Nonlinear MPC   Stability and robustness   Hybrid systems   Implementation   Some applications   Conclusions

Eduardo F. Camacho MPC:An Introductory Survey 99 Paris'2010 Eduardo F. Camacho MPC:An Introductory Survey 100 Paris'2010

Application of NMPC to a mobile robot: Path tracking in an unstructured environment

  Problem   Future trajectory known (computed by planner)  Unexpected obstacles  Control signals and state are constrained  System model is highly nonlinear   The objective function: position error, the acceleration, robot

angular velocity and the proximity between the robot and the obstacles (detected with an ultrasound proximity system)

 Unexpected obstacles makes the objective function more complex.

(Gómez & Camacho, 1994)

Eduardo F. Camacho MPC:An Introductory Survey 101 Paris'2010

Mobile robot avoiding obstacles

0.0 2.0 4.0 6.0

-1.0

0.0

1.0

2.0

3.0

X (m)b )

Y (

m)

Eduardo F. Camacho MPC:An Introductory Survey 102 Paris'2010

Mobile robot NMPC

-2.0 0.0 2.0 4.0 6.0

-6.0

-4.0

-2.0

0.0

2.0

4.0

Y (

m)

X ( ))

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Eduardo F. Camacho MPC:An Introductory Survey 103 Paris'2010

NMPC at a Solar plant Almeria

Eduardo F. Camacho MPC:An Introductory Survey 104 Paris'2010

NMPC application at the Solar plant in Almeria (PSA)

Eduardo F. Camacho MPC:An Introductory Survey 105 Paris'2010

Distributed collectors

Eduardo F. Camacho MPC:An Introductory Survey 106 Paris'2010

Plant diagram

Eduardo F. Camacho MPC:An Introductory Survey 107 Paris'2010

Nonlinear disturbances prediction: Solar radiation

400

500

600

700

800

900

1000

9 10 11 12 13 14 15 16

direct sola

r ra

dia

tion (

W/m

2)

local time (hours)

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43/5410,:.17<3=-2;

Eduardo F. Camacho MPC:An Introductory Survey 108 Paris'2010

Plant results: a clear day

9.5 10.5 11.5 12.5 13.5 14.5 15.5

local time (hours)

20.0

50.0

80.0

110.0

140.0

170.0

200.0

230.0

tem

pe

ratu

re (

C)

inlet oil temperature

outlet oil temperature

set point temperature

9.5 10.5 11.5 12.5 13.5 14.5 15.5

local time (hours)

800.0

850.0

900.0

950.0

1000.0

direct sola

r ra

dia

tion (

W/m

2)

real direct solar radiation

predicted direct solar radiation

Very fast setpoint tracking, little overshoot

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Eduardo F. Camacho MPC:An Introductory Survey 109 Paris'2010

Plant results: a cloudy day

12.4 12.9 13.4 13.9 14.4 14.9 15.4 15.9

local time (hours)

90.0

110.0

130.0

150.0

170.0

190.0

210.0

tem

pera

ture

(C

)

inlet oil temperature

outlet oil temperature

set point temperature

12.4 12.9 13.4 13.9 14.4 14.9 15.4 15.9

local time (hours)

100.0

200.0

300.0

400.0

500.0

600.0

700.0

800.0

900.0

1000.0

dire

ct so

lar

radia

tion

(W

/m2

)

real direct solar radiation

predicted direct solar radiation

Eduardo F. Camacho MPC:An Introductory Survey 110 Paris'2010

Conclusions

  Well established in industry and academia

  Great expectations for MPC   Many contribution from the research

community but …   Many open issues   Good hunting ground for PhD

students.

Eduardo F. Camacho MPC:An Introductory Survey 111 Paris'2010