Robust output feedback model predictive control using off-line linear matrix inequalities

Abstract A fundamental question about model predictive control (MPC) is its robustness to model uncertainty. In this paper, we present a robust constrained output feedback MPC algorithm that can stabilize plants with both polytopic uncertainty and norm-bound uncertainty. The design procedure involves off-line design of a robust constrained state feedback MPC law and a state estimator using linear matrix inequalities (LMIs). Since we employ an off-line approach for the controller design which gives a sequence of explicit control laws, we are able to analyze the robust stabilizability of the combined control laws and estimator, and by adjusting the design parameters, guarantee robust stability of the closed-loop system in the presence of constraints. The algorithm is illustrated with two examples.

[1]  R. Braatz,et al.  A tutorial on linear and bilinear matrix inequalities , 2000 .

[2]  Alex Zheng Robust stability analysis of constrained model predictive control , 1999 .

[3]  Manfred Morari,et al.  State-space interpretation of model predictive control , 1994, Autom..

[4]  M. Morari,et al.  Stability of model predictive control with mixed constraints , 1995, IEEE Trans. Autom. Control..

[5]  James A. Primbs,et al.  A framework for robustness analysis of constrained finite receding horizon control , 2000, IEEE Trans. Autom. Control..

[6]  Yaman Arkun,et al.  Quasi-Min-Max MPC algorithms for LPV systems , 2000, Autom..

[7]  Alberto Bemporad,et al.  Robust model predictive control: A survey , 1998, Robustness in Identification and Control.

[8]  Manfred Morari,et al.  Robust control of linear time‐varying systems with constraints , 2000 .

[9]  Sophie Tarbouriech,et al.  Output feedback robust stabilization of uncertain linear systems with saturating controls , 1997, Proceedings of the 36th IEEE Conference on Decision and Control.

[10]  Athanasios Sideris,et al.  H∞ optimization with time-domain constraints , 1994, IEEE Trans. Autom. Control..

[11]  Manfred Morari,et al.  Multiplier theory for stability analysis of anti-windup control systems , 1999, Autom..

[12]  Thomas E. Marlin,et al.  Process Control: Designing Processes and Control Systems for Dynamic Performance , 1995 .

[13]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[14]  Mayuresh V. Kothare,et al.  An e!cient o"-line formulation of robust model predictive control using linear matrix inequalities (cid:1) , 2003 .

[15]  J. Doyle,et al.  Essentials of Robust Control , 1997 .

[16]  Jay H. Lee,et al.  Model predictive control: past, present and future , 1999 .

[17]  Manfred Morari,et al.  Robust constrained model predictive control using linear matrix inequalities , 1994, Proceedings of 1994 American Control Conference - ACC '94.

[18]  T. Badgwell Robust model predictive control of stable linear systems , 1997 .

[19]  Sophie Tarbouriech,et al.  Output feedback robust stabilization of uncertain linear systems with saturating controls: an LMI approach , 1999, IEEE Trans. Autom. Control..

[20]  P. Khargonekar,et al.  State-space solutions to standard H2 and H∞ control problems , 1988, 1988 American Control Conference.

[21]  John C. Doyle,et al.  Guaranteed margins for LQG regulators , 1978 .