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Predictive control Anthony Rossiter Department of Automatic Control and Systems Engineering University of Sheffield www.shef.ac.uk/acse © University of Sheffield 2009 This work is licensed under a  Creative Commons Attribution 2.0 License .
MPC ,[object Object],[object Object],[object Object]
Organisation ,[object Object],[object Object],[object Object],[object Object],[object Object]
Review main components of MPC ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Having reviewed these components, we can talk about algorithm design and tuning. The key to effective implementation is real understanding of how MPC works!
Prediction ,[object Object],[object Object],[object Object],[object Object],[object Object]
Illustration Road CAR Horizon
Receding horizon ,[object Object],[object Object],[object Object],[object Object]
Illustration of initial prediction
Illustration
Illustration
What do we learn ,[object Object],[object Object],Previous optimum was not optimum! WHAT WAS IT THEN? Optimisation of prediction is meaningless unless it can be implemented. MPC based on optimisation – make sure this well posed !
Modelling ,[object Object],[object Object],[object Object],[object Object],[object Object]
Performance index ,[object Object],[object Object],[object Object],[object Object],[object Object]
Constraint handling ,[object Object],[object Object],[object Object],[object Object]
Multivariable ,[object Object],[object Object]
Summary – well posed MPC ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Who will manage this controller? Their needs are … ? AND
Organisation ,[object Object],[object Object],[object Object],I have designed this talk to help you become a designer, not just a user of existing products. HOWEVER, do ask whatever you most want to know.
Overview ,[object Object],[object Object],[object Object],[object Object],[object Object]
Numerical and algebraic details ,[object Object],[object Object],[object Object],[object Object],[object Object]
Prediction with state space models. ,[object Object],[object Object],[object Object],[object Object]
Philosophy of prediction ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Remark ,[object Object],[object Object],Change in control Distance from expected steady-state
Prediction with transfer function and state space models. ,[object Object],[object Object],[object Object],[object Object]
Philosophy of prediction ,[object Object],[object Object],[object Object]
Prediction continued ,[object Object],[object Object],[object Object],[object Object]
Prediction illustrations in lecture ,[object Object],[object Object],[object Object]
GPC control law ,[object Object],[object Object]
GPC control law ,[object Object],[object Object]
Gradient operations ,[object Object],[object Object]
Optimising J ,[object Object]
Control law ,[object Object],[object Object]
Control law ,[object Object]
Control law in z-transforms ,[object Object]
Closed-loop poles ,[object Object],[object Object],[object Object]
Closed-loop poles ,[object Object],[object Object]
MIMO case ,[object Object],[object Object]
Tuning to get good poles ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
GPC may not always be good
Problems with GPC ,[object Object],[object Object],[object Object],[object Object],[object Object],We leave aside issues about whether the tuning parameters are intuitive for technical engineers. PFC proposes tuning by time constants.
Optimised predictions with different nu (1,2,   )
Optimised predictions one sample later Optimum at t Optimum at t+1
ny=50,nu=1,Wu=0.1 Input not close to optimum!
ny=50,nu=2,Wu=0.1 Input not close to closed-loop!
ny=5,nu=1,Wu=1 Input not close to optimum!
Summary ,[object Object],[object Object],[object Object],[object Object],In many large and slow processes, the DMC assumption is close to desired behaviour and consequently it works well. I would recommend a careful check of potential mismatch before using an algorithm.
PFC approaches Ideal path (not actual)
The T-filter ,[object Object],[object Object],[object Object],[object Object]
CARIMA model and prediction ,[object Object],[object Object],[object Object],[object Object]
CARIMA model and prediction (b) ,[object Object],[object Object],[object Object]
Change filtered to unfiltered ,[object Object],[object Object]
Optimising J with a T-filter ,[object Object]
Control law ,[object Object]
Control law in z-transforms ,[object Object]
Closed-loop poles – T-filter ,[object Object],[object Object]
Robustness ,[object Object],[object Object],[object Object],[object Object]
Robustness measures ,[object Object],[object Object],[object Object],[object Object],[object Object]
Parameter uncertainty ,[object Object]
Sensitivity to disturbances ,[object Object]
Sensitivity to noise ,[object Object],[object Object]
Impact of the T-filter on sensitivity ,[object Object],[object Object],[object Object]
Other ways of changing sensitivity ,[object Object],[object Object],[object Object]
Youla parameterisations ,[object Object],[object Object],[object Object]
Selecting Q ,[object Object],[object Object]
Robustness and T-filter ,[object Object],[object Object],[object Object]
Constraints ,[object Object],[object Object],[object Object]
Typical constraints ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Input constraints and predictions ,[object Object]
Input constraints with increments ,[object Object],[object Object]
Combining input rate and input constraints ,[object Object],[object Object]
Extension to the MIMO case ,[object Object],[object Object]
Output or state constraints ,[object Object]
Summary of constraints ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Combining with the cost function ,[object Object],[object Object],[object Object]
Interpreting a QP ,[object Object],[object Object],[object Object]
Stability ,[object Object],[object Object],[object Object],[object Object],[object Object]
Early work ,[object Object],[object Object]
Accepted solutions ,[object Object],[object Object],[object Object]
The tail ,[object Object],[object Object],[object Object],[object Object]
Large horizons ,[object Object],[object Object],[object Object]
Summary ,[object Object],[object Object],[object Object],[object Object]
With infinite horizons, J is Lyapunov ,[object Object],[object Object],[object Object]
With infinite horizons, J is Lyapunov (b) ,[object Object],[object Object],[object Object]
Proof applies during constraint handling ,[object Object],[object Object],[object Object]
Proof applies with a finite input horizon ,[object Object],[object Object]
Are infinite horizons impractical ,[object Object],[object Object]
Different ways of implementing infinite horizons ,[object Object],[object Object],[object Object],[object Object]
Dual mode paradigm (or closed-loop prediction) Terminal region in which  the control law u=-Kx satisfies constraints. Initial state trajectory nc moves maximum Terminal  State In at most nc samples, predicted state moves into  the  terminal region while satisfying constraints.
Open and closed-loop prediction Model Future inputs Future outputs OPEN LOOP  PREDICTION Model M K Future outputs r Decision variables CLOSED LOOP  PREDICTION
Stability and dual mode paradigm ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Mode 2 choices ,[object Object],[object Object]
Feasible regions for n c =1,2,3 nc=3 nc=2 nc=1
Terminal region variation with  different feedback gains
What about DMC? ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Closed-loop prediction ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],NOTE: Differs from DMC which assumes default  behaviour is  open-loop dynamics. PFC partially meets this aim (uses open-loop predictions  but matches to a desired dynamic).
Closed-loop MPC algorithm ,[object Object],[object Object],[object Object],Nominal behaviour Ideally c =0
Constraint handling ,[object Object],[object Object]
MPC algorithm with constraint handling ,[object Object],[object Object],More detail of these computations are in the handout.
Why does this paradigm give stability ,[object Object],[object Object],[object Object],No dead ends!
Summary OMPC ,[object Object],[object Object],[object Object],[object Object]
Parametric solutions ,[object Object],[object Object],[object Object],[object Object],[object Object]
Illustration of regions Each region has a different control law
Illustration of regions (b)
Parametric solvers ,[object Object],[object Object],[object Object],[object Object],[object Object]
Conclusion ,[object Object],[object Object],[object Object],[object Object],[object Object],MPC is very flexible. Don’t assume you have to go with an off the bench algorithm. If you are unsure about anything today, please come and talk to me.
Today’s laboratory ,[object Object],[object Object],[object Object],[object Object],[object Object]
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

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