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Jaroslav Peka
May, 2010
e-mail: Jaroslav.Pekar@Honeywell.com
Agenda
Instrumentation layer
The main goal is to ensure the optimal operation of the plant under the
given conditions which are driven namely by actual technological and
economical conditions and by resource restrictions.
Basic requirements on advanced control layer
Multivariable control
Various constraints handling
Optimal silution
MPC is a candidate
Planning layer
Top supervisory layer
Entry points for the plant technologists and managers
Based on economic-related information and provides complex overview
of the plant performance
Main tools are namely databases, visualization tools and specialized
computation routines
Specification of goals for the advanced control layer, i.e. set-point,
constraints, optimality conditions, resource availability, etc.
Agenda
10
11
MPC Controller
process output
proces s output
60
60
setpoint
process output
40
am plitude [-]
am plitude [-]
40
20
0
-20
setpoint
process output
20
0
-20
20
40
60
80
100
20
40
20
40
am plitude [-]
am plitude [-]
time [s]
process input
0
-2
-4
60
tim e [s]
proc ess input
80
100
80
100
2
0
-2
-4
-6
0
20
40
60
time [s]
80
100
-6
60
tim e [s]
12
Optimization problem
The last step is translation of the MPC control problem to a numerical
optimization problem. Usually this is relatively easy part.
13
Impulse response
y (t ) = hi u (t i )
i =1
y (t + k | t ) = hi u (t + k i | t )
i =1
14
Step response
y (t ) = y0 + g i u (t i )
i =1
y (t + k | t ) = g i u (t + k i | t )
i =1
15
16
17
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Cost function
The cost function is used to formulate goals for the MPC
controller. It has usually additive form where the individual terms
express various control requirements. The terms are multiplied by
factors defining the relative importance of the control goals. Basic
cost function has the form
2
2
2
2
or
2
2
2
2
19
Cost function
Different norms in the cost function
20
Cost function
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Constraints
A real differentiator for the MPC controllers is the fact that they
can handle the system constraints in a straightforward manner.
All processes have some constraints, e.g. actuator position and
rate of change constraints or constraints for the system output or
any internal state
HARD CONSTRAINTS
physical limitations of real process, e.g. actuator extreme positions
and this type of constraints must not be violated
SOFT CONSTRAINTS
these can be violated though at some penalty, for example a loss of
product quality.
22
Constraints
The soft constraints are used whenever there are some
disturbances acting directly on the constrained variable, typically
all the system states and outputs. They are very important for all
practical implementations because the soft constraints ensure the
feasibility of the MPC optimization problem. The soft constraints
can be formulated by introducing a slack optimization variable or
vector. Assume, for example, an upper limit for the system
output, then
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Optimization problem
The basic MPC control problem can be formulated as an
optimization problem
subject to
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Optimization problem
The MPC problem for a linear system with the linear constraints
can be transformed to a mathematical programming problem of
the form
25
26
much better
Note that MPC is sometime called directly as receding horizon control
27
Offset-free tracking
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Offset-free tracking
There are several possibilities but we will mention only the two
most important from the practical point of view:
The first option is to introduce the integral term acting on the tracking
error into the cost function. This approach copies strategy from the
standard PID control and requires implementation of an anti-windup
mechanism which may be impractical.
The second approach is based on assumption that there are virtual
disturbance variables acting on the system. These virtual
disturbances covers the real disturbances, but also model
inaccuracy. This approach has been utilized successfully by many
industrial MPC applications. The disturbances can be estimated by
using the augmented system state observer, These techniques are
known as Unknown Input Observer.
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Offset-free tracking
30
Offset-free tracking
31
32
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with solution
34
System defined by
Cost function
Control law
35
36
Stability
37
Stability
where
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Stability
Stability constraints
Terminal equality constraints
Terminal cost function
Terminal constraint set
39
Stability
MPC formulation
Constraints
Stability constraints
40
Stability
41
Stability - proof
Lyapunov function
42
Stability - proof
From definition
Then
It holds that
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Stability - proof
Finally
and therefore
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Stability - proof
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Nonlinear MPC
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Nonlinear MPC
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Nonlinear MPC
Optimization problem
48
Lyapunov function
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50
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