MPC for Sampled-Data Linear Systems: Guaranteeing Constraint Satisfaction in Continuous-Time

Model Predictive Controllers (MPC) designed for sampled-data systems can be shown to violate the constraints in continuous time. A reformulation of the initial problem will guarantee constraint satisfaction throughout the intersample period. Polytopic inclusions of the continuous trajectory are used in this technical note to establish additional constraints leading to a linearly constrained quadratic optimization problem. Continuous time asymptotic stability and continuous-time positive invariance are proven for the reformulated problem.

[1]  Jun Zhao,et al.  Dissipativity Theory for Switched Systems , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[2]  Jos F. Sturm,et al.  A Matlab toolbox for optimization over symmetric cones , 1999 .

[3]  Xi-Ming Sun,et al.  Stability analysis for networked control systems based on average dwell time method , 2010 .

[4]  van Stef Stef Eijndhoven,et al.  Linear quadratic regulator problem with positive controls , 1997, 1997 European Control Conference (ECC).

[5]  Riccardo Scattolini,et al.  Stabilizing model predictive control of nonlinear continuous time systems , 2003, Annu. Rev. Control..

[6]  Alberto Isidori,et al.  Nonlinear Control Systems II , 1999 .

[7]  J. Lofberg,et al.  YALMIP : a toolbox for modeling and optimization in MATLAB , 2004, 2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508).

[8]  Zhong-Ping Jiang,et al.  Necessary and Sufficient Small Gain Conditions for Integral Input-to-State Stable Systems: A Lyapunov Perspective , 2009, IEEE Transactions on Automatic Control.

[9]  Panagiotis Patrinos,et al.  A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings , 2010, Autom..

[10]  E. De Santis,et al.  Controlled safe sets for continuous time linear systems , 2001, 2001 European Control Conference (ECC).

[11]  Zhong-Ping Jiang,et al.  Small-gain theorem for ISS systems and applications , 1994, Math. Control. Signals Syst..

[12]  Fabian R. Wirth,et al.  A Small-Gain Condition for Interconnections of ISS Systems With Mixed ISS Characterizations , 2010, IEEE Transactions on Automatic Control.

[13]  A. Teel A nonlinear small gain theorem for the analysis of control systems with saturation , 1996, IEEE Trans. Autom. Control..

[14]  Nathan van de Wouw,et al.  Stability Analysis of Networked Control Systems Using a Switched Linear Systems Approach , 2009, IEEE Transactions on Automatic Control.

[15]  D. Nesic,et al.  Model predictive sampled-data redesign for nonlinear systems , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[16]  Alberto Bemporad,et al.  An Accelerated Dual Gradient-Projection Algorithm for Embedded Linear Model Predictive Control , 2014, IEEE Transactions on Automatic Control.

[17]  Pantelis Sopasakis,et al.  A global piecewise smooth Newton method for fast large-scale model predictive control , 2011, Autom..

[18]  Daniel Liberzon,et al.  Input/output-to-state stability and state-norm estimators for switched nonlinear systems , 2012, Autom..

[19]  S. Monaco,et al.  On regulation under sampling , 1997, IEEE Trans. Autom. Control..

[20]  Hai Lin,et al.  Stability and Stabilizability of Switched Linear Systems: A Survey of Recent Results , 2009, IEEE Transactions on Automatic Control.

[21]  Jenq-Lang Wu,et al.  Stabilizing controllers design for switched nonlinear systems in strict-feedback form , 2009, Autom..

[22]  Iasson Karafyllis,et al.  Global stability results for systems under sampled-data control , 2007, 2007 European Control Conference (ECC).

[23]  Riccardo Scattolini,et al.  Model predictive control of continuous-time nonlinear systems with piecewise constant control , 2004, IEEE Transactions on Automatic Control.

[24]  D. Liberzon,et al.  A small-gain approach to stability analysis of hybrid systems , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[25]  Nathan van de Wouw,et al.  On polytopic inclusions as a modeling framework for systems with time-varying delays , 2010, Autom..

[26]  A. Michel,et al.  PIECEWISE LYAPUNOV FUNCTIONS FOR SWITCHED SYSTEMS WITH AVERAGE DWELL TIME , 2000 .

[27]  Linda Bushnell,et al.  Asymptotic behavior of nonlinear networked control systems , 2001, IEEE Trans. Autom. Control..

[28]  Nicanor Quijano,et al.  A polynomial approach for stability analysis of switched systems , 2010, Syst. Control. Lett..

[29]  Iasson Karafyllis,et al.  Robust global stabilisability by means of sampled-data control with positive sampling rate , 2007, Int. J. Control.

[30]  Carmen Pérez,et al.  Closed curve solutions and limit cycles in a class of second-order switched nonlinear systems , 2011, Syst. Control. Lett..

[31]  Dragan Nesic,et al.  Input-output stability properties of networked control systems , 2004, IEEE Transactions on Automatic Control.

[32]  Dragan Nesic,et al.  Continuous-time controller redesign for digital implementation: A trajectory based approach , 2008, Autom..

[33]  Daniel Liberzon,et al.  Switching in Systems and Control , 2003, Systems & Control: Foundations & Applications.

[34]  Iasson Karafyllis,et al.  Nonlinear stabilization under sampled and delayed measurements, and with inputs subject to delay and zero-order hold , 2011, IEEE Conference on Decision and Control and European Control Conference.

[35]  A. Morse,et al.  Stability of switched systems with average dwell-time , 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

[36]  Lars Grne,et al.  Nonlinear Model Predictive Control: Theory and Algorithms , 2011 .

[37]  Pierre Riedinger,et al.  On the Convergence of Linear Switched Systems , 2011, IEEE Transactions on Automatic Control.

[38]  Iasson Karafyllis,et al.  Nonlinear Stabilization Under Sampled and Delayed Measurements, and With Inputs Subject to Delay and Zero-Order Hold , 2012, IEEE Transactions on Automatic Control.

[39]  M. Kanat Camlibel,et al.  A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints , 2012, Optim. Methods Softw..

[40]  David J. Hill,et al.  Stability results for nonlinear feedback systems , 1977, Autom..

[41]  Pantelis Sopasakis,et al.  Stochastic Model Predictive Control for Constrained Networked Control Systems with Random Time Delay , 2011 .

[42]  Francesco Borrelli,et al.  Constrained Optimal Control of Linear and Hybrid Systems , 2003, IEEE Transactions on Automatic Control.

[43]  Nathan van de Wouw,et al.  Comparison of overapproximation methods for stability analysis of networked control systems , 2010, HSCC '10.

[44]  Debasish Chatterjee,et al.  Input-to-state stability of switched systems and switching adaptive control , 2007, Autom..

[45]  Graham C. Goodwin,et al.  Control of constrained linear systems using fast sampling rates , 2005, Syst. Control. Lett..

[46]  D. Hill,et al.  A Generalisation of the Small-Gain Theorem for Nonlinear Feedback Systems , 1989 .

[47]  Stephen J. Wright,et al.  Application of Interior-Point Methods to Model Predictive Control , 1998 .

[48]  Hiroshi Ito,et al.  State-Dependent Scaling Problems and Stability of Interconnected iISS and ISS Systems , 2006, IEEE Transactions on Automatic Control.

[49]  David Q. Mayne,et al.  Constrained model predictive control: Stability and optimality , 2000, Autom..

[50]  Zhong-Ping Jiang,et al.  A combined backstepping and small-gain approach to adaptive output feedback control , 1999, Autom..

[51]  A. Morse Supervisory control of families of linear set-point controllers Part I. Exact matching , 1996, IEEE Trans. Autom. Control..

[52]  Alberto Bemporad,et al.  An accelerated dual gradient-projection algorithm for linear model predictive control , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[53]  Mark R. Greenstreet,et al.  Hybrid Systems: Computation and Control , 2002, Lecture Notes in Computer Science.

[54]  Wei Lin,et al.  A remark on partial-state feedback stabilization of cascade systems using small gain theorem , 2003, IEEE Trans. Autom. Control..

[55]  Shuzhi Sam Ge,et al.  Scheduling-and-Control Codesign for a Collection of Networked Control Systems With Uncertain Delays , 2010, IEEE Transactions on Control Systems Technology.