Approximate explicit NMPC with guaranteed stability ensured by a simple auxiliary controller

We investigate two methods for the calculation of suboptimal explicit solutions to nonlinear MPC problems and show that these two methods can be combined for guaranteed stability and good performance. The first method calculates an explicit piecewise constant (PWC) control law and a corresponding positively invariant set that is represented by a hyperrectangular partition in the state space. The explicit PWC law provides a suboptimal solution to the nonlinear MPC problem, but asymptotical stability of the closed-loop system can be guaranteed. A second explicit controller is constructed by solving the nonlinear MPC problem for a representative set of initial conditions and interpolating these pointwise solutions nonlinearly. Note that the PWC law provides feasible initial solutions to the nonlinear MPC problem and therefore can be used to speed up the construction of the second controller significantly. The PWC control law and the explicit nonlinear control law can be combined for guaranteed asymptotical stability (by virtue of the PWC control law) and good performance (from the nonlinear control law). We claim the hybrid controller is an interesting alternative, because its domain of attraction is typically larger than that of the nonlinear controller alone.

[1]  Tor Arne Johansen,et al.  Approximate explicit receding horizon control of constrained nonlinear systems , 2004, Autom..

[2]  Alberto Bemporad,et al.  The explicit linear quadratic regulator for constrained systems , 2003, Autom..

[3]  J.A. De Dona,et al.  Finitely parameterised implementation of receding horizon control for constrained linear systems , 2002, Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301).

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

[5]  Austin Blaquière,et al.  Nonlinear System Analysis , 1966 .

[6]  Alberto Bemporad,et al.  Model predictive control based on linear programming - the explicit solution , 2002, IEEE Transactions on Automatic Control.

[7]  R. B. Kearfott Rigorous Global Search: Continuous Problems , 1996 .

[8]  H. ChenT,et al.  A Quasi-Infinite Horizon Nonlinear Model Predictive Control Scheme with Guaranteed Stability * , 1998 .

[9]  Eduardo F. Camacho,et al.  On the computation of invariant sets for constrained nonlinear systems: An interval arithmetic approach , 2003, 2003 European Control Conference (ECC).

[10]  M. Morari,et al.  A robust explicit nonlinear MPC controller with input-to-state stability guarantees , 2011 .

[11]  M. Morari,et al.  Fast explicit nonlinear model predictive control via multiresolution function approximation with guaranteed stability , 2010 .

[12]  Martin Mönnigmann,et al.  Explicit feasible initialization for nonlinear MPC with guaranteed stability , 2011, IEEE Conference on Decision and Control and European Control Conference.