Robust MPC via min-max differential inequalities

DOI10.1016/J.AUTOMATICA.2016.11.022zbMATH Open1355.93057arXiv1611.03924OpenAlexW2565017975MaRDI QIDQ510141FDOQ510141

Authors: Mario E. Villanueva, Rien Quirynen, Moritz Diehl, Benoit Chachuat, Boris Houska 

Publication date: 16 February 2017

Published in: Automatica (Search for Journal in Brave)

Abstract: This paper is concerned with tube-based model predictive control (MPC) for both linear and nonlinear, input-affine continuous-time dynamic systems that are affected by time-varying disturbances. We derive a min-max differential inequality describing the support function of positive robust forward invariant tubes, which can be used to construct a variety of tube-based model predictive controllers. These constructions are conservative, but computationally tractable and their complexity scales linearly with the length of the prediction horizon. In contrast to many existing tube-based MPC implementations, the proposed framework does not involve discretizing the control policy and, therefore, the conservatism of the predicted tube depends solely on the accuracy of the set parameterization. The proposed approach is then used to construct a robust MPC scheme based on tubes with ellipsoidal cross-sections. This ellipsoidal MPC scheme is based on solving an optimal control problem under linear matrix inequality constraints. We illustrate these results with the numerical case study of a spring-mass-damper system.

Full work available at URL: https://arxiv.org/abs/1611.03924

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zbMATH Keywords

differential inequalitiesmodel predictive controlrobust controlrobust forward invariant tubetube-based control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Control/observation systems governed by ordinary differential equations (93C15)

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Cited In (24)

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• Ambiguity tube MPC
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