Robust feedback model predictive control of norm-bounded uncertain systems

This thesis is concerned with the Robust Model Predictive Control (RMPC) of linear discrete-time systems subject to norm-bounded model-uncertainty, additive disturbances and hard constraints on the input and state. The aim is to design tractable, feedback RMPC algorithms that are based on linear matrix inequality (LMI) optimizations. The notion of feedback is very important in the RMPC control parameterization since it enables effective disturbance/uncertainty rejection and robust constraint satisfaction. However, treating the state-feedback gain as an optimization variable leads to non-convexity and nonlinearity in the RMPC scheme for norm-bounded uncertain systems. To address this problem, we propose three distinct state-feedback RMPC algorithms which are all based on (convex) LMI optimizations. In the first scheme, the aforementioned non-convexity is avoided by adopting a sequential approach based on the principles of Dynamic Programming. In particular, the feedback RMPC controller minimizes an upper-bound on the cost-to-go at each prediction step and incorporates the state/input constraints in a non-conservative manner. In the second RMPC algorithm, new results, based on slack variables, are proposed which help to obtain convexity at the expense of only minor conservatism. In the third and final approach, convexity is achieved by re-parameterizing, online, the norm-bounded uncertainty as a polytopic (additive) disturbance. All three RMPC schemes drive the uncertain-system state to a terminal invariant set which helps to establish Lyapunov stability and recursive feasibility. Low-complexity robust control invariant (LC-RCI) sets, when used as target sets, yield computational advantages for the associated RMPC schemes. A convex algorithm for the simultaneous computation of LC-RCI sets and the corresponding controller for norm-bounded uncertain systems is also presented. In this regard, two novel results to separate bilinear terms without conservatism are proposed. The results being general in nature also have application in other control areas. The computed LC-RCI sets are shown to have substantially improved volume as compared to other schemes in the literature. Finally, an output-feedback RMPC algorithm is also derived for norm-bounded uncertain systems. The proposed formulation uses a moving window of the past input/output data to generate (tight) bounds on the current state. These bounds are then used to compute an output-feedback RMPC control law using LMI optimizations. An outputfeedback LC-RCI set is also designed, and serves as the terminal set in the algorithm.