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Real-time MPC with stability and robustness guarantees

Author(s):

M.N. Zeilinger, C.N. Jones, D. M. Raimondo, M. Morari
Conference/Journal:

Belgian-French-German Conference on Optimization, BFG
Abstract:

Recent results suggest that online Model Predictive Control (MPC) may be adapted to be suitable for fast sampled systems. By exploiting the structure and sparsity inherent in MPC problems the computational complexity can be significantly reduced making online computation an alternative to the fast computation times provided by explicit MPC approaches. The application of MPC to high-speed systems imposes a hard real-time constraint on the solution of the MPC problem and generally makes the computation of the optimal control action infeasible in the given time. Most available methods for fast online MPC do not provide guarantees on feasibility or stability of the suboptimal control action in such a real-time setting or, if they do, the conditions can not be practically tested. This work provides a real-time scheme based on robust MPC design with the following properties: guaranteed stability and invariance for any time constraint additional computation time improves performance robustness to additive disturbances fast online computation using a new custom interior-point solver that ensures only stabilizing step directions

Year:

2009
Type of Publication:

(06)Talk
Supervisor:



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