Output Feedback Model Predictive Control for Linear Systems with Input Constraints

A static output feedback model predictive control algorithm is proposed for an uncertain linear continuous system. An explicit expression for the static output feedback control law is developed in light of the projection lemma. An infinite time domain optimization problem is transformed into a linear programming problem. The solvability of the optimization problem and the stability are proved to underpin the proposed approach. The effectiveness of the proposed method is validated by using case studies.

Robust Output Feedback MPC for Linear Systems via Interpolation Technique

Frequency Domain Tuning Method for Unconstrained Linear Output Feedback Model Predictive Control

In this paper we develop a priori stabilization conditions for infinity norm based hybrid MPC in the terminal cost and constraint set fashion. Closed-loop stability is achieved using infinity norm inequalities that guarantee that the value function corresponding to the MPC cost is a Lyapunov function of the controlled system. We show that Lyapunov asymptotic stability can be achieved even though the MPC value function may be discontinuous. One of the advantages of this hybrid MPC scheme is that the terminal constraint set can be directly obtained as a sublevel set of the calculated terminal cost, which is also a local piecewise linear Lyapunov function. This yields a new method to obtain positively invariant sets for PWA systems.

Recent research shows that non-convex AC OPF problem can be recast as a convex Semidefinite (SD) problem or Second Order Cone Programming (SOCP) problem. This paper presents a stochastic SOCP OPF (SSOCP-OPF) model for power systems connected to the wind farms. This is performed by reformulating the original non-convex OPF problem using more practical parameters of the power system. Finally, we obtain a convex optimization problem through some well-known approximations and an exact relaxation incorporating the stochastic nature of wind power. One of the advantage of convex SOCP problems, which are a general form of linear problems, is that they can be efficiently solved through Interior Point Methods (IPMs). The proposed OPF model takes advantage of both DC-OPF models (solution efficiency) and full AC-OPF models (solution accuracy). As an application of SSOCP-OPF model, we study the impact of wind power uncertainty on the transmission loss in the power systems. To evaluate the proposed stochastic model modified IEEE 30-bus test system is used. The optimization problem is coded in GAMS platform and solved using its embedded interior point optimizer MOSEK.

It is known that stability of a model predictive control system is ensured if the terminal conditions of the optimal control problem solved online satisfy certain criteria. The usual requirement is that the terminal cost function is a control Lyapunov function defined on the terminal constraint set. Conventionally the terminal cost function is chosen, when the system being controlled is linear, to be the value function for the infinite horizon unconstrained optimal control problem and the terminal constraint set is chosen to be the output admissible set for the closed-loop system using the optimal unconstrained controller u=-Kx. The purpose of the paper is to relax these terminal conditions thereby facilitating online solution of the optimal control problem. Using some earlier results, we present alternative conditions that employ, as the terminal cost, the infinite horizon cost resulting from a nonlinear controller u=-sat(Kx) and, as the terminal constraint set, the set in which this controller is optimal for the infinite horizon constrained optimal control problem. It is shown that this solution provides a considerably larger terminal constraint set.

This article addresses the problem of robust output feedback model predictive control for discrete-time, constrained, linear parameter-varying systems subject to (bounded) state and measurement disturbances. The vector of scheduling parameters is assumed to be an unmeasurable signal taking values in a given compact set. The proposed controller incorporates an interval observer, that uses the available measurement to update the set-membership estimation of the states, and an interval predictor, used in the prediction step of the model predictive control (MPC) algorithm. The resulting MPC scheme offers guarantees on recursive feasibility, constraint satisfaction, and input-to-state stability in the terminal set. Furthermore, this novel algorithm shows low computation complexity and ease of implementation (similar to conventional MPC schemes).

A new robust model predictive control (MPC) approach is proposed for constrained linear systems in this paper. It adopts a contractive state set as terminal set in MPC problem and employs a novel function of the state with respect to this terminal set as the stage cost of the objective function. When the controlled systems are subject to linear constraints, explicit MPC law can be obtained as a piecewise affine linear state feedback control law via multi-parameter linear programming method. The presented MPC, along with linear variable-structure control law associated with the terminal set, is essentially a dual mode control scheme to stabilize the constrained uncertain linear system. Compared to the existing MPC methods, the proposed approach have both better real-time applicability and more general robust stability guarantee.

The Sharpe ratio is a measure based on the theory of mean variance, it is the measure of the performance of a portfolio when the risk can be measured through the standard deviation. This paper suggests a Sharpe-ratio portfolio solution using a second order cone programming (SOCP). We use the penalty-regularized method to represent the nonlinear portfolio problem. We present a computationally tractable way to determining the Sharpe-ratio portfolio. A Markov chain structure is employed to represent the underlying asset price process. In order to determine the optimal portfolio in Markov chains, a new hybrid optimization programming method for SOCP is proposed. The suggested method’s efficiency and efficacy are demonstrated using a numerical example.

Recently, magnetic telemanipulation devices have shown a great deal of promise in such areas as semi-conductor manufacturing, wind tunnels, drug delivery, and many more. However, these devices are generally associated with problems caused by payload variation and uncertainties in the parameters of the system which in turn, have limited the development and application of magnetic telemanipulation technology to its full capacity. This paper addresses and deals with these issues by implementation of a precise position control method for a magnetic telemanipulation system with high level of uncertainties in its parameters. The levitation system used in this study is primarily designed for performing remote pick and place operations. The levitated object is a 28 gr microrobot capable of grasping and releasing payloads as heavy as 8 gr. To cope with the uncertainties in the modeling and payload variation, a model reference adaptive feedback linearization (MRAFL) controller is designed and its performance compared with an ordinary feedback linearization (FL) controller. Through experimental results it is shown that the MRAFL controller enables the microrobot to grasp and transport a payload as heavy as 30% of its own weight without a considerable effect on its positioning accuracy. In the presence of the payload, the MRAFL controller resulted in a RMS positioning error of 8 μm} compared with 27.9 μm} of the FL controller. The approach presented in this work is versatile as it leads to the modeling and control of a highly nonlinear system through a modular approach that can be applied to a variety of magnetic levitation and telemanipulation systems.

Model Predictive Control of glucose concentration in subjects with type 1 diabetes: an in silico trial

Joint Beamforming and power allocation schemes are considered for cognitive radio (CR) multiple input single output (MISO) system in this paper. We considered the robust downlink beamforming and power allocation problem with per-antenna power constraints which is more realistic in practice, instead of sum-power constraint, under the imperfect channel state information (CSI). Since the given optimization problem is a non-convex problem which is difficult to handle, we transformed it into second order cone program (SOCP) problem, which can be solved efficiently. Simulation shows that the proposed scheme indeed has a better performance in CR system.

This paper introduces a quasi‐linear parameter‐varying model predictive control (qLPV MPC) framework for robust trajectory tracking of fully actuated unmanned underwater vehicles (UUVs), explicitly considering external disturbances and input constraints. To address the challenges of nonlinear dynamics, actuator limitations, and external disturbances, the UUV system is formulated as a qLPV model to balance the computational efficiency and the control accuracy. Then, a qLPV MPC method is designed for UUVs by incorporating an auxiliary feedback control law and a terminal constraint set, which ensures iterative feasibility and asymptotic stability. The input‐to‐state stability (ISS) is mathematically proven through Lyapunov‐based analysis, so that the proposed framework could stabilize bounded tracking errors despite system disturbances. Finally, an iterative solution method based on sequential quadratic programming (SQP) is introduced to obtain efficient solutions of the optimal control sequence while reducing the computational complexity. Simulation studies are conducted to validate the effectiveness of the proposed controller. The results show that the proposed method exhibits smaller tracking errors and faster convergence speeds compared to traditional robust nonlinear model predictive control (NMPC).

Linear control of nonlinear processes: recent developments and future directions

Purpose – This paper aims to find an objects representation scheme with high precision and to compute the objects’ separation distance effectively in final analysis. Proximity queries have been used widely in robot trajectory planning, automatic assembly planning, virtual surgery and many other applications. The core of proximity query is the precise computation of (minimum) separation distance in narrow phase, and specific object representation scheme corresponds to different methods of separation distance computation. Design/methodology/approach – In this paper, a second-order cone programming (SOCP)-based (minimum) separation distance computation algorithm was proposed. It treats convex superquadrics, descriptive primitives of complex object as the study objects. The separation distance between two convex superquadrics was written as a general nonlinear programming (NLP) problem with superquadric constraints and then transformed into an SOCP problem with the method of conic formulation of superquadric constraints. Finally, a primal-dual interior point method embedded in MOSEK was used for solving the SOCP problem. Findings – The proposed algorithm achieved exact separation distance computation between convex superquadrics, with a relative error of 10-6. It is particularly suitable for proximity queries in narrow phase of static collision detection algorithms. Further, the proposed algorithm achieved continuous collision detection between rectilinear translation superquadrics. Originality/value – The proposed algorithm in narrow phase of static collision detection algorithms makes objects’ separation distance effectively computed. Proximity queries are easy and more accurate to perform in this way.