Stabilizing predictive control with persistence of excitation for constrained linear systems

A new adaptive predictive controller for constrained linear systems is presented. The main feature of the proposed controller is the partition of the input in two components. The first part is used to persistently excite the system, in order to guarantee accurate and convergent parameter estimates in a deterministic framework. An MPC-inspired receding horizon optimization problem is developed to achieve the required excitation in a manner that is optimal for the plant. The remaining control action is employed by a conventional tube MPC controller to regulate the plant in the presence of parametric uncertainty and the excitation generated for estimation purposes. Constraint satisfaction, robust exponential stability, and convergence of the estimates are guaranteed under design conditions mildly more demanding than that of standard MPC implementations.

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

[2]  E. Gilbert,et al.  Theory and computation of disturbance invariant sets for discrete-time linear systems , 1998 .

[3]  Martin Guay,et al.  Adaptive Model Predictive Control for Constrained Nonlinear Systems , 2008 .

[4]  Graham C. Goodwin,et al.  Adaptive filtering prediction and control , 1984 .

[5]  E. Bai,et al.  Persistency of excitation, sufficient richness and parameter convergence in discrete time adaptive control☆ , 1985 .

[6]  Michael Nikolaou,et al.  Constrained MPCI: A weak persistent excitation approach , 1997 .

[7]  David Q. Mayne,et al.  Model predictive control: Recent developments and future promise , 2014, Autom..

[8]  David Q. Mayne,et al.  Invariant approximations of the minimal robust positively Invariant set , 2005, IEEE Transactions on Automatic Control.

[9]  Toshiharu Sugie,et al.  Adaptive model predictive control for a class of constrained linear systems based on the comparison model , 2007, Autom..

[10]  Stefano Di Cairano,et al.  Further results and properties of indirect adaptive model predictive control for linear systems with polytopic uncertainty , 2016, 2016 American Control Conference (ACC).

[11]  Michael Nikolaou,et al.  Simultaneous Constrained Model Predictive Control and Identification of DARX Processes , 1998, Autom..

[12]  David Q. Mayne,et al.  Robust output feedback model predictive control of constrained linear systems , 2006, Autom..

[13]  Luigi Chisci,et al.  Systems with persistent disturbances: predictive control with restricted constraints , 2001, Autom..

[14]  Paul A. Trodden A One-Step Approach to Computing a Polytopic Robust Positively Invariant Set , 2016, IEEE Transactions on Automatic Control.

[15]  Lorenzo Fagiano,et al.  Adaptive receding horizon control for constrained MIMO systems , 2014, Autom..

[16]  James B. Rawlings,et al.  Postface to “ Model Predictive Control : Theory and Design ” , 2012 .

[17]  Kun Deng,et al.  Adaptive model predictive control of uncertain constrained systems , 2014, 2014 American Control Conference.

[18]  Paul A. Trodden,et al.  Persistently exciting tube MPC , 2015, 2016 American Control Conference (ACC).

[19]  S. Shankar Sastry,et al.  Provably safe and robust learning-based model predictive control , 2011, Autom..

[20]  John B. Moore,et al.  Persistence of Excitation in Linear Systems , 1985, 1985 American Control Conference.

[21]  Stefano Di Cairano,et al.  Robust dual control MPC with guaranteed constraint satisfaction , 2014, 53rd IEEE Conference on Decision and Control.

[22]  David Q. Mayne,et al.  Robust model predictive control of constrained linear systems with bounded disturbances , 2005, Autom..

[23]  Alejandro H. González,et al.  Model predictive control suitable for closed-loop re-identification , 2013, 2013 American Control Conference.

[24]  Lennart Ljung,et al.  System Identification: Theory for the User , 1987 .

[25]  F. Blanchini Ultimate boundedness control for uncertain discrete-time systems via set-induced Lyapunov functions , 1994, IEEE Trans. Autom. Control..

[26]  H. Genceli,et al.  New approach to constrained predictive control with simultaneous model identification , 1996 .

[27]  Robert R. Bitmead,et al.  Persistently exciting model predictive control , 2014 .