Chapter 6

Model Predictive Control

Prof. Shi-Shang Jang

National Tsing-Hua University
Chemical Engineering
Department
Historical Development
 Questions:
– Given a system what are the absolute limitations to
output control?
– How can one make use of a process model and account
for model error?
• Smith Predictor(1955)
• Feedforward Control
• Inferential Control (1975, 1979)
• Dynamic Matrix Control (Shell, 1979)
• Model Algorithmic Control (France, 1979)
• Internal Model Control (Garcia and Morari, 1982)

2
Criteria for Controller Quality
 Regulatory Behavior – Compensation for
(unmeasured disturbances)
 Servo Behavior- Follow set point
changes (fast, smooth, no offset)
 Robustness-Controller should be
effective when there are modeling errors
(both structure and parameters)

3
Criteria for Controller Quality-
Continued
 Constraints- Ability to deal with
constraints on inputs and states (no
windup)
 Remark: 90% of loops can be handled
by PID type controllers.

4
Internal Model Control (IMC)
Structure
d

+ e u + +
ys GI GP y
-

ym - +
Gm

d̂

e=ys-y+ym

5
Analysis of Internal Model
Structure
 From the block diagram:

G p GI  y s  d 
yd
1  GI (G p  Gm )

u
 ys  d GI
1  GI (G p  Gm )

6
Properties of IMC (Principles of
Internal Model Control)
1. (Dual Stability) If the model is perfect,
stability of controller and plant is
sufficient for overall system stability
Proof: If Gp=Gm, then
y=GpGI(ys-d)+d
u=(ys-d) GI
 Use IMC only on stable systems, unstable
systems can be stabilized by feedback control
 Constraints on inputs has no effect on stability

7
Properties of IMC (Principles of
Internal Model Control)- continued
2. (Prefect Control) If model is perfect and
invertible, and GI=Gp-1, then y=ys for any d
 Notes: (1) This is “optimal control”.
(2) Suppose Gp-1 is not realizable, then it is
recommended to factor this transfer function into two
terms: Gp(s)=G+(s)G-(s) where G+(s) is not realizable
contains all time delays and RHP zeros. In this case
the “best” controller possible is: GI(s)=G--1(s), this
controller minimizes sum of the square of the errors
in output.
(3) This suggests the design of F(s) as
GI=Gp-1 F(s) such that GI(s) realizable.

8
Example
N ( s)  Ds
G p ( s)  e
D( s )
D( s) Ds
GI ( s)  G p1 ( s) F ( s)  e F ( s)
N ( s)

Which is realizable if we choose:

e  Ds
F (s) 
s  1 n

Where n=degree of D(s)-degree of N(s)>0,  is chosen

9
Properties of IMC (Principles of
Internal Model Control)- continued

3. Zero Offset
There is no offset if we choose:
GI(0)=1/Gm(0)
Pf: y(0)  1  Gm (0)GI (0)d (0)  G p (0)GI (0) ys (0)

1  GI (0) G p (0)  Gm (0) 
 ys (0)
a. This means the output will attain the set point exactly in
presence of persistent disturbances and set-point changes -
integral feedback
b. Note that this is true even if the model is imperfect.

10
Properties of IMC (Principles of
Internal Model Control)- continued

4. Comparison with Feedback Controller

If we choose G s   Gc
1  Gc Gm
I

Then we get classical output feedback control. Note

that GI(s) in the closed loop transfer function of the
following:
e(s) m(s)
+ Gc(S)
-

Gm(S)

11
Properties of IMC (Principles of
Internal Model Control)- continued

Joining this with the IMC block diagram we get

e(s)+ m(s) d
ys + Gc(S) Gc(S) y(s)
-
-

Gp(S) Gp(S) +
-

which reduced to a classical feedback control:

d
ys(s) + Gc Gp
-

12
Properties of IMC (Principles of
Internal Model Control)- continued
Notes:
(a) G s   Gc
1  Gc Gm
I

may be looked upon as a “poor” approximation to Gm-1(s). For

large Kc, this approximation gets better.
(b) Note the similarity of this structure to Smith Predictor also
approximates the invertible part of Gm-1(s).
(c) This feedback structure implies use of a filter:

Gc s Gm s 
F s  
1  Gc s Gm s 

13
On-Line Tuning of IMC
1. Choose a process model through plant tests
2. Choose a filter F s   e  Ds to make GI(s)
realizable s  1n

3. Decrease  untill system becomes oscillatory. Brosilow

recommends the following time constant: (where u=min.
filter constant; Pu=period of oscillation)

4  
1/ 2
2 2
n 2
 Pu2  Pu2 
   
u

2
4. If /D<1, then IMC will yield better performance than a PID
controller. If 1< /D<2; then IMC and PID are competitive.

14
Computation of Approximate
Inverses
 In practice, it is easier to find an approximate
inverse of the process transfer function in the
time domain (using discrete models).
 Time Domain View:
 Given the past history of inputs to the process and
current estimate of the disturbance, compute the
current and future inputs which will make the output
follow the desired set point.
 Limitation in Practice:
1. The future will be limited to a finite time horizon (3-4
times time-constant of system.
2. Attention must be limited to values of output at discrete
times.

15
Summary of MPC
 MPC consists of three blocks:
• Process model
• A controller (approximate inverse)
• A filter
 Advantages:
• Quality of response depends on controller design
• Robustness depends on filter
• Stability is not an issue
• Implementation is straight forward
• On-line tuning can be provided by the filter time
constant

16
Computation of Approximate
Inverses - Continued
3. Values of ‘all’ future inputs may be limited to a few in the
immediate future.
4. Problem must be solved every so often (at discrete
sampling times) when new estimates of disturbance
become available.
5. We must limit the size and velocity of control input
variations.
6. On-line computations should be kept to a minimum.
7. Smooth transfer between auto/manual should be possible.
8. It should be recognize constraints on inputs.
9. There should be operator adjustable constant(s) to
account for plant/model mismatch.

17
Review of least-square problem
 Given a set of equations:
Ax=b+e
 We seed a solution which minimizes

iei2
 The solution is given by:

x=(ATA)-1ATb
 We term (ATA)-1AT to be pseudo inverse of
matrix A

18
A Discrete Input Plant Model
N ( z ) 
y( z)  z m( z )  d ( z )
D( z )
Let
N ( z)
D( z )
 
 h1  h2 z 1  h3 z 2    hN z  N 1 z 1

Note that N/D is actually the impulse response of the system m(z)=1
without delay

y(t)

h3 h4
h1 h2 h5
h6 h7
t
19
Example: G(s)=1/(s+1)3
global m
m=1;TSPAN=[0 1];
Y0=[0 0 0];
Y_real=[];Y_sample=[];T_real=[];
T_sample=[0];Y_model=[0];
for i=1:29
[T,Y] =
ODE45('model_3',TSPAN,Y0);
TSPAN=[TSPAN(2),TSPAN(2)+1];
Y0(1)=Y(end,1);
Y0(2)=Y(end,2);
Y0(3)=Y(end,3);
TT=T(end);
Y_real=[Y_real;Y(:,1)];T_real=[T_
real;T];
m=0;
T_sample=[T_sample,TT];
Y_model=[Y_model,Y0(1)];
end

function dy=model_3(t,y)
global m
dy(1)=y(2);
dy(2)=y(3);
dy(3)=-3*y(3)-3*y(2)-y(1)+m;
dy=dy';

20
 Example: G(s)=1/(s+1)3 -
continued
TSPAN=[0 1];mm=zeros(1,29);
Y0=[0 0 0];
Y_real=[];Y_sample=[];T_real=[];
T_sample=[0];Y_pred=[0];
for i=1:50
m=randn(1,1);
for i=1:28
mm(29-i+1)=mm(29-i);
end
mm(1)=m;
[T,Y] = ODE45('model_3',TSPAN,Y0);
TSPAN=[TSPAN(2),TSPAN(2)+1];
Y0(1)=Y(end,1);
Y0(2)=Y(end,2);
Y0(3)=Y(end,3);
TT=T(end);
Y_real=[Y_real;Y(:,1)];T_real=[T_real;T];
yp=Y_model*mm';
Y_pred=[Y_pred,yp];
T_sample=[T_sample,TT];
end

21
 A Discrete Input Plant Model

yk 1  h1mk  h2 mk 1    hN mk  N 1
Let   0
for example, four step ahead forecast
 yk  4  h1 h2 h3 h4   mk 3   hN 0 0   mk 1 
0
y  0 h h2 h3  mk  2    hN 0   mk  2 
0
 k 3    1

 yk  2   0 0 h1  
h2 mk 1  h3   hN 0    
       
 k 1   0 0
y 0 h1   mk   h2 h3  hN  mk  N 
yˆ  Am ˆ  Λm

22
A Discrete Input Plant Model-
Continued
y ( z )  z  1 H ( z )m( z )  d ( z )
 G ( z )m( z )  d ( z )

This expresses y in terms of past inputs m; i.e.:

Then
N
y( z)  z  1
h z
i 1
l
l 1
m( z )  d ( z )

yk  1  h1mk  h2 mk 1    hN mk  N 1  d
 yˆ k  1  d

23
Approximate Inversion
Since we cannot make y(t)=yd(t) exactly, we pose the following least
square minimization problem:

P
min
m ( k ), m ( k 1),..., m ( k  M 1)
 l d
 2
 y k    l   ˆ
y k    l 2
  l m k  l  1
2 2

i 1

subject to the above process model:

N
y( z)  z  1
h z
i 1
l
l 1
m( z )  d ( z )

m(k  M  1)  m(k  M )    m(k  P  1)

No control changes beyond M

24
The Solution
 The previous problem can be solved
based on a Quadratic Programming
solver or using previous pseudo-inverse
of matrix approach.

25
MPC-Servo Control (A Feed-forward
Approach) Want yk+1=yk+2=…=yd

 yd  h1 h2 h3 h4   mk 3   hN 0 0 0   mk 1 
y  0 h h2 h3  mk  2    hN 0 0   mk  2 
 d  1

 yd   0 0 h1 h2   mk 1   h3  hN 0    
       
 yd   0 0 0 h1   mk   h2 h3  hN  mk  N 

y d  Am  Λ m
ˆ  A 1 y d  Λ m 
m

P=4; M=4

26
 MPC-Servo Control (A Feed-
forward Approach) -Example

Y_real
Y_sample

time time

P=4; M=4

27
MPC-Servo Horizon Control (A Feed-
forward Approach) Want
yk+1=yk+2=…=yd, but mk+1=mk+2=mk+3

 yd  h1  h2  h3 h4   hN 0 0   mk 1 
0
y   h  h  m   0   mk  2 
 d  1 2 h3   hN 0

k 1
 
 yd  h1 h2   mk   h3  hN 0    
      
 d 
y 0 h1   h2 h3  hN  mk  N 

y d  Am  Λ m
mˆ  pinv ( A)y d  Λ m 

P=4; M=2

28
MPC-Servo Horizon Control (A Feed-
forward Approach) Want
yk+1=yk+2=…=yd, but mk+1=mk+2=mk+3
Response

Time

P=4; M=2
29
MPC-Regulation Control (A
Feedback Approach)

 yd  h1 h2 h3 h4   mk 3   hN 0 0   mk 1  d 
0
y  0 h h h3  mk  2    hN 0 0   mk  2  d 
 d  1 2
 
 yd   0 0 h1 h2   mk 1   h3  hN 0       
         
 yd   0 0 0 h1   mk   h2 h3  hN  mk  N  d 
y d  Am
ˆ  Λm  d
ˆ  A 1 y d  Λ m  d 
m
d  yk  yˆ k

P=4; M=4

30
MPC-Regulation Control (A
Feedback Approach)

 yd  h1  h2  h3 h4   hN 0 00   mk 1 
y   h  h  m   hN 0 0   mk  2 
  h   


d 1 2 3 k 1

 yd  h1  
h2   mk   h3  hN 0    
      
 d 
y 0 h1   h2 h3  hN  mk  N 
y d  Amˆ  Λm  d
mˆ  pinv ( A)y d  Λ m  d 
d  yk  yˆ k

P=4; M=2

31
 MPC-Regulation Control (A
Feedback Approach)

Response
Response

Time Time
M=2 M=4

32
 Multi-variable Discrete Input
Plant Model

y1k 1  h111m1k  h211m1k 1    h11

N mk  N 1  h1 mk  h2 mk 1    hN mk  N 1
1 12 2 12 2 12 2

Let   0
for example, four step ahead forecast
 y1k  4  h111 h211 h311 h411 h112 h212 h312 h412   m1k 3  h511  h11N 0 0 0 h512  h12
N 0 0 0   m1k 1 
 1     1   11 11 12  1 
 yk 3   0 h111 h211 h311 0 h112 h212 h312  mk  2   h4  hN 0 0 h4  h12
N 0 0   mk  2 
 y1k  2   0 0 h111 h211 0 0 h112 h212   m1k 1   h311  hN 11
0 h312  h12 0   
 1    1    1 
N
11
 yk 1    0 0 0 h111 0 0 0 h112   mk   h2 h311  h11 h212 h312  h12  mk  N 
  m 2   h 21  h 21
N N
 y 2  h 21 h221 h321 h421 h122 h222 h322 h422 0 0 0 h522  hN22 0 0 0   mk21 
 k2 4   1   k 3   5 N  
 yk 3   0 h121 h221 h321 0 h122 h222 h322  mk  2   h4 
2 21
hN21 0 0 h422  hN22 0 0   mk2 2 
 y2   0  2    
 k2 2   0 h121 h221 0 0 h122 h222   mk 1   h3
21
 hN21 0 h322  hN22 0   
 yk 1   0 0 0 h121 0 0 0 h122   mk2   h221 h321  hN21 h222 h322  hN22  mk2 N 
yˆ  Am
ˆ  Λm

33
 Examples of Multivariable Control:
Control of a Mixing Tank

Hot
Cold

LT

TT

MV’s: Flow of Hot Stream CV’s: Level in the tank

Flow of Cold Stream Temperature in the tank

34
Example- Mixing Tank Problem
Height

Time

35
Example- Mixing Tank Problem
Temperature

Time

36
 Dynamic Matrix Control (DMC)
Response

Response
a4,….

a3 h1 h2 h3 h4,….
a1 a2

Time
Time
Step response Pulse response

37
Dynamic Matrix Control (DMC)-
Continued
N
y( z)  z  1
h z
i 1
l
l 1
m( z )  d ( z )

1
Let m( z ) 
1  z 1

y( z)  z

 1 h1  h2 z
1
 h3 z  2    hN z  N 1
 d ( z)

1
1 z
  
 z  1 h1  h2 z 1  h3 z  2    hN z  N 1 1  z 1  z  2  
 z  1 h  h  h z  h  h  h z   d z 
1 1 2
1
1 2 3
2

 z  1 a  a z  a z    a z 
1 2
1
3
2
N
 N 1

hl  al  al 1   al (1  z 1 )

38
Dynamic Matrix Control (DMC)-
Continued

 
N
y( z)  z  1
 l
a
i 1
z l 1
1  z 1
m( z )  d ( z )

But
1  z m( z )  mz 
1

Finally
N
y( z)  z  1
 l m( z )  d ( z )
a z
i 1
l 1

y 1  a1m1  a2 m0  a3 m1    a N m N 1  d

disturbance
Effect of the past

39
 Dynamic Matrix Control (DMC)-
Continued

 yd   a1 a2 a3 a4   mk 3   aN 0 0 0   mk 1   d 
y   0 a1 a2 a3   mk  2   aN 0 0   mk  2   d 
 d     
 yd   0 0 a1 a2   mk 1   a3 aN 0    
       
 yd   0 0 0 a1   mk   a2 a3 aN   mk  N   d 
y d  Am
ˆ  Λm  d
ˆ  A 1  y d  Λm  d 
m
d  yk  yˆ k

P=4; M=4

40
 Dynamic Matrix Control (DMC)-
Continued

 yd   aN 0 0 0   mk 1   d 
y  a  a a2  a4   mk 1   0   mk  2   d 
 d 1 3
aN 0
   
 yd   0   
a1  a3   mk   a3 aN 0    
    
 yd   a2 a3 aN   mk  N   d 
mk  2  mk 30
y d  Am ˆ  Λm  d
ˆ  pinv( A)  y d  Λm  d 
m
d  yk  yˆ k

P=4; M=2

41
Tuning Procedures
 Sampling time (T): stability is not
affected by T. Larger T leads to less
variations in m, but deteriorates system
performance in presence of frequent
disturbances
 Horizon for m (M): Choosing M=P
(perfect control) leads to severe
oscillation in m(t). Reducing M, leads to
a more desired response

42
Tuning Procedures - Continued
 Input penalty parameter : Increasing 
makes system more sluggish and
nonzero  lead to offset, but can be
compensated by adding integral control
algorithm itself.
 Optimization horizon, P: increasing P
gets better inverse for system of order n,
P>2n is generally sufficient.

43
Summary - Continued
 Model Predictive Control (MPC) is the major
existed advanced process control in chemical
engineering industrial
 The modeling in the MPC is crucial
 The tuning of MPC using M (horizon of
suppression) is the most effective for stability.
All other parameters may also frequently
implement to improve the control quality

44