On the performance of economic model predictive control with self-tuning terminal cost

Abstract In this paper, we analyze the closed-loop performance of a recently introduced economic model predictive control (MPC) scheme with self-tuning terminal cost. To this end, we propose to use a generalized terminal region constraint instead of a generalized terminal equality constraint within the repeatedly solved optimization problem, which allows us to obtain improved closed-loop asymptotic average performance bounds. In particular, these bounds can be obtained a priori. We discuss how the necessary parameters for the generalized terminal region setting can be calculated, and we illustrate our findings with two numerical examples.

[1]  Antonio Ferramosca.  Model Predictive Control of Systems with Changing Setpoints , 2011 .

[2]  David Angeli,et al.  Economic model predictive control with self-tuning terminal cost , 2013, Eur. J. Control.

[3]  Vijay Gupta,et al.  Desynchronization of thermally-coupled first-order systems using economic model predictive control , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[4]  Lorenz T. Biegler,et al.  Lyapunov stability of economically oriented NMPC for cyclic processes , 2011 .

[5]  Lorenzo Fagiano,et al.  Generalized terminal state constraint for model predictive control , 2012, Autom..

[6]  Lars Grüne,et al.  Economic receding horizon control without terminal constraints , 2013, Autom..

[7]  David Angeli,et al.  Performance analysis of economic MPC with self-tuning terminal cost , 2014, 2014 American Control Conference.

[8]  David Angeli,et al.  Economic optimization using model predictive control with a terminal cost , 2011, Annu. Rev. Control..

[9]  John Bagterp Jørgensen,et al.  Flexible and cost efficient power consumption using economic MPC a supermarket refrigeration benchmark , 2011, IEEE Conference on Decision and Control and European Control Conference.

[10]  David Angeli,et al.  Convergence in economic model predictive control with average constraints , 2014, Autom..

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

[12]  Antonio Ferramosca,et al.  MPC for tracking with optimal closed-loop performance , 2008, 2008 47th IEEE Conference on Decision and Control.

[13]  Panagiotis D. Christofides,et al.  Economic model predictive control of nonlinear process systems using Lyapunov techniques , 2012 .

[14]  Sebastien Gros,et al.  An economic NMPC formulation for wind turbine control , 2013, 52nd IEEE Conference on Decision and Control.

[15]  Eduardo F. Camacho,et al.  MPC for tracking piecewise constant references for constrained linear systems , 2008, Autom..

[16]  Antonio Ferramosca,et al.  MPC for tracking with optimal closed-loop performance , 2009, Autom..

[17]  Bing Chu,et al.  Using economic Model Predictive Control to design sustainable policies for mitigating climate change , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[18]  David Angeli,et al.  On Average Performance and Stability of Economic Model Predictive Control , 2012, IEEE Transactions on Automatic Control.