Linear offset-free model predictive control: A minimum-variance unbiased filter based approach

The problem of linear offset-free model predictive control (MPC) with a minimum-variance unbiased (MVU) filter is addressed in this paper. Apart from traditional Kalman filter based approaches, a MVU filter is used in the design of a MPC system. In this framework, the disturbance is allowed to have arbitrary statistics. The MVU filter has the advantage of quick transient estimation behavior, and zero offset output estimation can be obtained for every sample time. We show that the choice of the disturbance model will not affect the estimated output as long as the rank condition is satisfied.

[1]  James B. Rawlings,et al.  Model predictive control with linear models , 1993 .

[2]  James B. Rawlings,et al.  A new autocovariance least-squares method for estimating noise covariances , 2006, Autom..

[3]  Fernando V. Lima,et al.  Nonlinear stochastic modeling to improve state estimation in process monitoring and control , 2011 .

[4]  B. Tapley,et al.  Adaptive sequential estimation with unknown noise statistics , 1976 .

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

[6]  Manfred Morari,et al.  Nonlinear offset-free model predictive control , 2012, Autom..

[7]  Raman K. Mehra,et al.  Approaches to adaptive filtering , 1970 .

[8]  Manfred Morari,et al.  Offset-free reference tracking with model predictive control , 2010, Autom..

[9]  B. Wayne Bequette,et al.  Non‐Linear Model Predictive Control: A Personal Retrospective , 2007 .

[10]  James B. Rawlings,et al.  Achieving state estimation equivalence for misassigned disturbances in offset‐free model predictive control , 2009 .

[11]  Kenneth R. Muske,et al.  Disturbance model design for linear model predictive control , 2002, Proceedings of the 2002 American Control Conference (IEEE Cat. No.CH37301).

[12]  Gabriele Pannocchia,et al.  Disturbance models for offset‐free model‐predictive control , 2003 .

[13]  Kenneth R. Muske,et al.  Disturbance modeling for offset-free linear model predictive control , 2002 .

[14]  Sigurd Skogestad,et al.  Limitations of dynamic matrix control , 1995 .

[15]  R. Mehra On the identification of variances and adaptive Kalman filtering , 1970 .

[16]  Bart De Moor,et al.  Unbiased minimum-variance input and state estimation for linear discrete-time systems , 2007, Autom..

[17]  Zuhua Xu,et al.  A multi-iteration pseudo-linear regression method and an adaptive disturbance model for MPC , 2010 .

[18]  S. Joe Qin,et al.  A survey of industrial model predictive control technology , 2003 .

[19]  James B. Rawlings,et al.  Estimation of the disturbance structure from data using semidefinite programming and optimal weighting , 2009, Autom..

[20]  Manfred Morari,et al.  Linear offset-free Model Predictive Control , 2009, Autom..

[21]  Alberto Bemporad,et al.  Combined Design of Disturbance Model and Observer for Offset-Free Model Predictive Control , 2007, IEEE Transactions on Automatic Control.

[22]  Bart De Moor,et al.  Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough , 2007, Autom..