Lecture 14 - Model Predictive Control

Part 1: The Concept

History and industrial application resource:
Joe Qin, survey of industrial MPC algorithms
http://www.che.utexas.edu/~qin/cpcv/cpcv14.html

Emerging applications
State-based MPC
Conceptual idea of MPC
Optimal control synthesis

Example
Lateral control of a car

Stability
Lecture 15: Industrial MPC
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MPC concept
MPC = Model Predictive Control
Also known as
DMC = Dynamical Matrix Control
GPC = Generalized Predictive Control
RHC = Receding Horizon Control

Control algorithms based on

Numerically solving an optimization problem at each step
Constrained optimization typically QP or LP
Receding horizon control

More details need to be worked out for implementation

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Receding Horizon Control

Receding Horizon Control concept
future input trajectory

prediction horizon

Plant

RHC

predicted future output

Plant
Model
current dynamic
system states

prediction horizon

At each time step, compute control by solving an openloop optimization problem for the prediction horizon
Apply the first value of the computed control sequence
At the next time step, get the system state and re-compute
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Current MPC Use

Used in a majority of existing multivariable control
applications
Technology of choice for many new advanced multivariable
control application
Success rides on the computing power increase
Has many important practical advantages

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MPC Advantages
Straightforward formulation, based on well understood
concepts
Explicitly handles constraints
Explicit use of a model
Well understood tuning parameters
Prediction horizon
Optimization problem setup

Development time much shorter than for competing

advanced control methods
Easier to maintain: changing model or specs does not require
complete redesign, sometimes can be done on the fly
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History
First practical application:
DMC Dynamic Matrix Control, early 1970s at Shell Oil
Cutler later started Dynamic Matrix Control Corp.

Many successful industrial applications

Theory (stability proofs etc) lagging behind 10-20 years.
See an excellent resource on industrial MPC
Joe Qin, Survey of industrial MPC algorithms
history and formulations
http://www.che.utexas.edu/~qin/cpcv/cpcv14.html

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Some Major Applications

From Joe Qin, http://www.che.utexas.edu/~qin/cpcv/cpcv14.html

1995 data, probably 1-2 order of magnitude growth by now
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Emerging MPC applications

Nonlinear MPC
just need a computable model (simulation)
NLP optimization

Hybrid MPC
discrete and parametric variables
combination of dynamics and discrete mode change
mixed-integer optimization (MILP, MIQP)

Engine control
Large scale operation control problems
Operations management (control of supply chain)
Campaign control

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Emerging MPC applications

Vehicle path planning and control
nonlinear vehicle models
world models
receding horizon preview

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Emerging MPC applications

Spacecraft rendezvous with space station
visibility cone constraint
fuel optimality

Underwater vehicle guidance

From Richards & How, MIT

Missile guidance

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State-based control synthesis

Consider single input system for better clarity
x (t + 1) = Ax (t ) + Bu(t )
y (t ) = Cx(t )
Infinite horizon optimal control

( y ( ) )

=t +1

+ r (u ( ) u( 1) ) min
2

subject to : u( ) u0
Solution = Optimal Control Synthesis

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State-based MPC concept

x2

Optimal
control
trajectories

x1
t>N
Optimal control trajectories converge to (0,0)
If N is large, the part of the problem for t > N can be neglected
Infinite-horizon optimal control horizon-N optimal control
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State-based MPC
Receding horizon control; N-step optimal

J =

t+N

( y ( ) )

=t +1

+ r (u ( ) u ( 1) ) min
2

subject to : u( ) u0 ,
x (t + 1) = Ax (t ) + Bu (t )
y (t ) = Cx (t )
Solution Optimal Control Synthesis

x (t ) [MPC Problem Solver] u(t )

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Predictive Model
Predictive system model

Y = Gx + HU + Fu

initial condition response + control response

Predicted output

Future control input

y (t + 1)
u (t + 1)

Y =
M
U
=
M

y (t + N )
u(t + N )
Model matrices
CA
G= M

n
CA

0
0
CB
0
H =
M
M
N 2
N 3
CA B CA B

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x = x (t )
u = u (t ) computed at

0
K 0 h (1)
h (1)
K 0 h ( 2 )
=
M
O M M

K 0 h( N ) h( N 1)
Control Engineering

Current state
(initial condition)

the previous step

0
0

O M

K h(1)
K
K

h ( 2)
h (3)

F=
M

(
+
1
)
h
N

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Computations Timeline
Computed at the previous step
u(t) x(t)

u(t+1) x(t+1)
Compute control based
on x(t). Apply it

t+1

time

Assume that control u is applied and the state x is

sampled at the same instant t
Entire sampling interval is available for computing u

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MPC Optimization Problem Setup

MPC optimization problem

J = Y T Y + rU T D T DU min
subject to : U u0 ,
Y = Gx + HU + Fu

1st difference matrix

1 1
0 1
D=
M M

0 0

K 0
K 0

O M

K 0

This is a QP problem
Solution

x (t ) [MPC Problem, QP Solver] U u(t + 1) = U (1)

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QP solution
QP Problem:
AU b
1
J = U T QU + f T U min
2
T

Q = rD D + H H
f = H T (Gx + Fu )

I
A=
I

U = U (t ) Predicted
control
sequence

1
b = M u0

Standard QP codes can be used

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Linear MPC
Nonlinearity is caused by the constraints
If constraints are inactive, the QP problem solution is
U = Q 1 f

u = l TU

This is linear state feedback

1
T
T
T
u (t + 1) = l (rD D + H H ) H T (Gx (t ) + Fu (t ) )

1
0
l=
M

0

u = z 1 Kx + z 1 Su

K = l T (rD T D + H T H ) H T G
1

S = l T (rD T D + H T H ) H T F
1

Can be analyzed as a linear system, e.g., check eigenvalues

z 1
u=
Kx
zx = Ax + Bu
1
1 Sz
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Nonlinear MPC Stability

Theorem - from Bemporad et al (1994)
Consider a MPC algorithm for a linear plan with constraints. Assume
that there is a terminal constraint
x(t + N) = 0 for predicted state x and
u(t + N) = 0 for computed future control u
If the optimization problem is feasible at time t,
then the coordinate origin is stable.

Proof.
Use the performance index J as a Lyapunov function. It decreases
along the finite feasible trajectory computed at time t. This
trajectory is suboptimal for the MPC algorithm, hence J decreases
even faster.
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MPC Stability
The analysis could be useful in practice
Theory says a terminal constraint is good

MPC stability formulations

(Mayne et al, Automatica, 2000)
Terminal equality constraint
Terminal cost function
Dual mode control infinite horizon

Terminal constraint set

Increase feasibility region

Terminal cost and constraint set

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Example: Lateral Control of a Car

y
lateral
displacement

u
V
Lane direction
Preview horizon

Preview Control MacAdams driver model (1980)

Consider predictive control design
Simple kinematical model of a car driving at speed V
x& = V cos a
y& = V sin a
lateral displacement
a& = u
steering
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Lateral Control of a Car - Model

y

Lateral displacement

a(t)

u(t)

y(t)
x

Assume a straight lane tracking a straight line

Linearized system: assume a << 1
sin a a
y& = Va
cos a 1
a& = u
Sampled-time equations (sampling time Ts)

a (t + 1) = a (t ) + u(t )Ts
y (t + 1) = y (t ) + a (t )VTs + u(t ) 0.5VTs
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Lateral Control of a Car - MPC

State-space system:

x (t + 1) = Ax (t ) + Bu(t )

a (t )
1
x (t ) =
A=

y (t )
VTs
Observation: y (t ) = Cx(t )
Formulate predictive model

0
,

Ts
B=
2
0
.
5
VT
s

C = [0 1]

Y = Gx + HU + Fu
MPC optimization problem
T
J = (Gx + HU + Fu ) (Gx + HU + Fu ) + rU T D T DU min
subject to : U u0 ,
Solution:
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x (t ) [MPC QP] U u(t + 1) = U (1)

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Impulse Responses
IMPULSE RESPONSE FOR LATERAL ERROR

20

15

10

10

12

14

16

18

20

16

18

20

IMPULSE RESPONSE FOR HEADING ANGLE

5
4
3
2
1
0

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Lateral Control of a Car - Simulation

Simulation
Results:

HEADING ANGLE (deg)

0
-0.5
-1
-1.5
-2

V = 50 mph
Sample time
of 200ms
N = 20
All variables
in SI units
r=1

LATERAL ERROR

0.5

STEERING CONTROL (deg/s)

1
0.5
0
-0.5
-1

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TIME (sec)

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Control Design Issues

Several important issues remain
They are not visible in this simulation
Will be discussed in Lecture 15 (MPC, Part 2)

All states might not be available

Steady state error
Need integrator feedback

Large angle deviation

linearized model deficiency
introduce soft constraint

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