Aufomcrika,Vol. 31,No. 10,~~.
1471-1482,lWS
Pergamon ooo5-109q95)ooo53-4
Internal Model Predictive Control (IMPC)*
ERIC COULIBALY,t SANDIP
Key Words-Predictive control; multivariable control; saturation compensation; model-based control.
Abstract-A computationally simple model predictive
control algorithm incorporates the attractive features of the
internal model control (IMC) law. The algorithm first
computes the IMC control effort via a model srate feedback
implementation that automatically compensates for past
control effort saturation. Before applying the calculated
control, the algorithm checks to see if this control effort,
when applied over a single sampling interval and followed by
a control effort at the opposite limit (relative to its
steady-state level), will cause the model output to exceed its
desired trajectory. If not, the calculated control is applied.
Otherwise the control is reduced appropriately. Application
of the new algorithm to a variety of linear single-input
single-output systems shows a smooth, rapid response,
without significant overshoot. Comparisons with a QDMC
algorithm, tuned to give the same unconstrained behavior as
the IMC system and the best possible constrained
performance, favor the IMPC system. Application of the new
algorithm to a simple multivariable problem drawn from web
control in film manufacturing demonstrates the flexibility of
the algorithm in dealing with control effort saturation in
multivariable systems.
1. Introduction
Most feedback control algorithms that are designed to
accommodate control effort saturation can be grouped into
either anti-windup-type algorithms (Walgama et al., 1992,
Walgama & Sternby, 1993; Kothare et al., 1993) or model
predictive control (MPC) algorithms such as DMC (Cutler
and Ramaker, 1980) and QDMC (Garcia and Morshedi,
1986). The MPC algorithms are quite popular in the chemical
and petroleum industries, whereas the anti-windup algo-
rithms are most often used in the control of mechanical
systems and arrcraft, where the time scales for control are
much shorter than in typical chemical processes. The
anti-windup algorithms are usually adaptations of linear
control algorithms, and hence have the advantage of allowing
the control system designer to:
(i) tailor the output response as needed in the linear region
(i.e. away from the control constraints);
(ii) accommodate anticipated modeling errors using recently
developed frequency- or time-domain methods (Doyle,
1985; Laiseca and Brosilow, 1992, 1993; Boyd et nb,
1994);
(iii) implement the control system efficiently in both
*Received 21 December 1992; revised 20 March 1994;
revised 3 January 1995; revised 27 January 1995; received in
final form 15 March 1995. This paper was not presented at
any IFAC meeting. This paper was recommended for
publication in revised from by Associate Editor Wayne
Bequette under the direction of Editor Yaman Arkun.
Corresponding author Professor Coleman B. Brosilow. Tel.
+I216 368 3810; Fax +1216 368 3016; E-mail
cbb@po.cwru.edu.
t Nordson Corporation, Amherst, Ohio, U.S.A.
5 Control Soft Corp., Cleveland, Ohio, U.S.A.
8 Chemical Engineering Department, AW Smith Building,
Case Western Reserve University, 10900 Euclid Avenue,
Cleveland, OH 44106-7217, U.S.A.
Elwier Science Ltd
hinted in Great Britain
Lnm-1098195 $9.50 + 0.00
Brief Paper
MAITIS and COLEMAN BROSILOW§
hardware and software and thereby achieve short
computational times.
On the other hand, anti-windup algorithms suffer from what
Walgram et al. (1992) termed a short-sightedness property
that can seriously degrade control system performance.
Qualitatively, this shortsightedness property arises from
computing the current control effort based only on the
current state of the process and/or process model. This can
result in the application of a control effort that drives the
system harder than can be compensated for later owing to
controller saturation, thereby degrading performance. MPC
algorithms, such as QDMC, do not suffer from this defect,
because they calculate the current control effort based on
predictions of future outputs. The penalty for the prediction
in QDMC is that the control system must solve a fairly large
quadratic program at each sampling time.
To overcome the short-sightedness problem in anti-windup
controllers, we propose adjusting the computed control effort
based on a prediction of future outputs. The anti-windup
algorithm that we use is a model state feedback (MSF)
implementation of internal model control (IMC). The MSF
implementation overcomes the potentially sluggish behavior
of lead-lag IMC controllers in the presence of control effort
saturation, because the model states reflect the control effort
that was actually applied, and so the controller has an
estimate of where the process is, as opposed to assuming that
computed controls are applied, as is the case with a lead-lag
IMC implementation. Also, the model state feedback
implementation of IMC is simpler to implement than
lead-lag IMC controllers, and facilitates transfers from
manual to automatic control and vice versa. The reasons for
choosing an IMC controller are that
(i) there is an extensive literature on the design and tuning
of IMC controllers in the absence of control effort
constraints (Morari and Zaferiou, 1989);
(ii) The desired future trajectory of the system is easy to
compute, because it is the output of the IMC filter whose
initial state is the current model state.
The model state feedback algorithm presented in Sections
2 and 6 can be shown to yield the same controls under
saturation as the saturation compensation algorithms of
Campo and Morari (1990) for appropriate choices of
parameters (Kothare et al., 1994). However, our version of
model state feedback differs from that in the aforementioned
references in that the algorithm is explicit in terms of the
model states and the controller tuning parameters. This
feature of our algorithm is important in stabilizing it and in
extending it to multivariable systems as discussed in Sections
3 and 6. Our implementations are also somewhat simpler
than those of Campo and Morari (1990).
When the model state feedback implementation of IMC is
combined with the predictive algorithm of Section 3, it
becomes what we consider to be a model predictive
algorithm, even though there is no integral performance
measure that is minimized. When the control constraints are
not active, the new IMPC algorithm behaves just like the
IMC algorithm. When the control constraints are active, it
behaves as a MPC algorithm, as shown in Section 5.
Why do we need yet another MPC algorithm? While
IMPC will be seen to be computationally less expensive than
1471
1472 Brief Papers

QDMC, the real potential advantage of IMPC is in the we recommend a tilter of the form
relative ease with which it can be designed to achieve desired
behavior (e.g. non-interaction) and tuned to accommodate Q(z)
anticipated modeling errors. Further, as we show in Section w=(z_a)” (6)
5, the performance of IMPC compares very favorably with
where Q&z) is a polynomial of order r - 1 and r is the
QDMC for systems without right-half-plane zeros.
relative order of the continuous process model G(s). The
The models used in this paper are all parameteric.
However, both IMC and IMPC can be extended to include form of F,(z) given by (6) is similar to that obtained from a
zeroth-order-hold z transform of the filter for the continuous
the use of non-parameteric models such as step responses
IMC controller that is of the form l/(&s + 1): Unfortunately,
(Morari and Lee 1991).
the z transform of such a filter can have a numerator
polynomial PM(z) that has zeros outside the unit circle.
2. Model state feedback (MSF) Therefore we recommend either
A model state feedback controller forms the IMC control
effort from a linear combination of the states of the model (a) forming Q&z) by replacing the zeros outside the unit
rather than from the output of a lead-lag controller as in a circle at zj with zeros at l/z,, or
standard implementation. The advantage of such an (b) forming Q&z) by replacing all the zeros of Q(Z) with
implementation is that it makes use of the model’s zeros at the origin, that is, setting QM(z) = (1 -
knowledge of past controls, which is contained in its state. r-rY-‘Zr-‘.
Thus a model state feedback controller automatically
compensates for past control effort saturation, unlike the Choice (a) yields an F,(z) whose step response closely
standard lead-lag IMC controller implementation, which approximates that of the continuous filter. Choice (b) yields
computes its output undeterred by whether or not the an FM(z) whose step response is not generally as close to the
computed controls are actually applied. continuous filter step response as that of (a), but the resulting
The plant to be controlled is assumed to be linear, F,(z) now has only a single tuning parameter, Q, and so this
time-invariant and continuous. We consider a single-input filter is much easier to tune in the z domain than the F(z)
single-output model described by the transfer function given by (a).
The IMC controller using (5) gives the following control
G(s) = !!!&sB law:
D(z)QM(z)
D(s) ’ [r(z) -d(z)]. (7)
‘(‘) = Nu(z)(z - (Y)’
where N(s) is a polynomial of degree m, D(s) is a
polynomial of degree n (m <n) and 0 is the model This law can be converted into model state feedback form by
dead-time. introducing the extended discrete state xn(z) as
2.1. Single-degree-of -freedom controllers. The controller 1
is designed based on the discrete-time zeroth-order hold xc(z) = v(z)U(Z)’ (8)
(ZOH) transfer function G(z) obtained from G(s) given by
(1): where V(z) is the polynomial defined below by (12). The
N(z) discrete model state feedback law relating u(z) and X(Z) is
G(z) =jjyfp
u(z) = -K(z)x(z) + k,,[r(z) - d(z)l, (9)
where N(z) is the numerator polynomial of degree n - 1 and where K(z) is the discrete state feedback polynomial. Some
D(z) is the denominator polynomial of degree n. 8 = B/T is manipulations of (8) and (9) yield the following expression
the discrete dead-time multiple of the sampling time T. B is for u(z):
the continuous dead-time and T is the sampling time.
The design objective is to compute the discrete IMC u(z) = k,, v(z;$(z) [r(z) -J(z)]. (10)
control law using the states of the model. The discrete IMC
controller is given by For the two expressions of u(z) in (7) and (10) to be
equivalent, K(z) and V(z) should be defined as follows:
u(z) = G,‘(z)&(z)[r(z) -d(z)]. (3)
K(z) = k,Kdz)(z - a)’ - Nz)QM(zL (11)
GH(z) is the minimum-phase portion of G(z) with all the
zeros with negative real parts substituted by zeros at the V(z) = D(z)Qdz). (12)
origin (Morari and Zatiriou, 1989) and FM(z) is a filter as
By (12) the discrete states defined in (8) are
given below in (6).
The minimum-phase portion of G(z) can be written as 1
u(z). (13)
I&) = D(z)Q&)
NH(Z)
G&)=D(z)~ The above states are called extended states because the
mode1 states defined by l/D(z) are augmented by the states
where NH(z) is a polynomial of degree n - 1. It contains
some or all of the zeros of N(z) inside the unit circle and of l/Qtv,(z).
those outside replaced by their reciprocal. All the zeros with
K(z) has the form
negative real parts are replaced by zeros at the origin to n+r-Z
avoid intersample ripple in the output caused by ringing of K(z) = x k,z’. (14)
i=”
the control effort. The steady-state gain of NH(z) is equal to
the steady-state gain of N(z). k,, in (11) is chosen so that k,+r-l = 0.
The discrete IMC controller q(z) is chosen to force the u(j) is computed in terms of the extended states as follows:
discrete model G”(z) to track a desired linear system of filter n+rm2
FM(z). That is, u(i) = - izO kin& + i) + k&(j) - d(i)l, (15)
q(z) = G,‘(z)F(z). (3
where j is the discrete time. The values of xn required by (15)
Morari and Zafiriou (1989) suggested the use of a filter of are available directly from the states of D-‘(z) and QG’(z) if
the form (1 - n)z/(z - a). However, such a choice of filter the model simulation is carried out by cascading delays (i.e.
leads to growing control efforts as the sampling time is by z -’ operators).
reduced, and the output from the discrete controller does not Figure 1 represents the conceptual diagram of the model
approach that of the continuous controller as the sampling state feedback control for discrete time.
time tends to zero. To obtain a discrete controller that does 2.2. Two-degree-of -freedom controllers. The model state
approach the continuous controller for small sampling times, feedback algorithm of Section 2.1 extends readily to

Fig. 1. Discrete-time model state feedback implementation
two-degree-of-freedom control systems (Morari and Zafiriou,
1989). However, in predicting the output into the future, as
described in the next section, we recemmend assuring that
the current disturbance estimate (i.e. d) is constant into the
future rather than assuming that the difference between the
process and model outputs remain constant.
3. Predictive control algorithm for IMPC
The following predictive control is added to the model
state feedback algorithm so as to stabilize it in the presence
of control effort constraints. The concept is similar to that of
QDMC. By projecting into the future and minimizing an
integral objective function, the QMDC algorithm ensures
that the control effort applied at the current sample will not
cause future problems. Similarly, the IMPC algorithm
projects the output into the future to determine whether the
control effort computed by the model state feedback
algorithm can be applied without causing future problems.
The projection is carried out by predicting the
minimum-phase portion of the model output (i.e. the output
of Go(z) of (4) with the calculated control effort applied over
the current sampling interval and all future controls applied
at the opposite constraint boundary). If the minimum-phase
portion of the process output predicted using this control
effort trajectory does not overshoot the desired output
trajectory (i.e. the future output of &M(z) given by 6) then it
is safe to apply the calculated model state feedback control
effort. If overshoots are predicted, the algorithm solves for
the control effort to be applied at the current sampling
interval to ensure that the predicted model output will not
exceed the desired unconstrained output trajectory. This
procedure is repeated every sampling period. The steps in
the computation are as follows:
Step 1: compute the model state feedback control. Compute
the current control effort using the model state feedback
control implementation of IMC.
Step 2: predict the model output. Predict the minimum-
phase portion of the model output y,(k + i ( k) over the
prediction horizon p;
y,(k+iIk)=yO,(k+iIk)+htu(k), i=l,...,p.
Here yH(k + i 1k) is the prediction of the minimum-phase
portion of the model output i units into the future, starting
from time k; y%(k + i 1k) is the prediction of the
minimum-phase portion of the model output i units into the
future with u(k) set to zero and u(k + i (k) = uopp for
i = 1,. ,p; h, is the ith impulse response coefficient of
N,(z)/D(z); u(k) is the value of the control effort computed
from (15) at time t = kT, or is taken as the upper or lower
limit if u(k) from (15) exceeds these limits.
The output y$(k + i ] k) is obtained by solving for
x*(k + i / k) from (17) below and forming y$k + i 1k) as the
linear combination of the states of x*(k + i 1k) given by (18):
i = 1..
D(z-‘)x*(k + i ( k) = ur(k + i),
with
x”(k+iIk)=x(k+i), i=l,..., n,
u,(k) = 0,
ur(k + i) = uopp, i = 1, , p.
Brief Papers 1473
of IMC.
yL(k + i 1k) is obtained from
ys(k + i ) k) = NH(z)xo(k + i ( k), i = 1,. , p. (18)
The opposite constraint boundary is always computed
relative to the steady-state control effort required to achieve
the current set point, assuming that the current disturbance
estimate remains constant. For example, if the current
control effort is greater than the steady-state control effort
then the opposite constraint boundary will be the
lower-bound constraint on the control effort.
Step 3: generate the desired output trajectory. Compute the
desired unconstrained output trajectory with initial states of
the filter F,(z) at the current model states. The prediction
horizon is the same as for the predicted model output. The
desired output trajectory y,(k + i ) k) is calculated from
(L - o)‘y,,(k + i I k) = QM(z)[r(k + i ) k) - d(k + i I k)],
i=o, 1,2,. ,p, (19)
with
y,(k + i ( k) = x(k + i), i = 0, 1.. , r - 1, (20)
r(k+iIk)=r(k), i=O,l,2 ,_.., p, (214
d(k+i(k)=d(k), i=O,1,2 ,..., p, (21b)
where r(k + i ) k) is the projection of the set point i units into
the future from t = kT, and d(k + i 1k) is the estimated
disturbance i units into the future from t = kT. Generally,
r = n, so that the initial state of the desired trajectory
y,(k + i ) k) is the same as the model state, x(k + i).
Step 4: adjust the current control effort if necessary. We
want the predicted trajectory computed in Step 2 (i.e.
yn(k + i 1k), i = 0,1, . . . ,p) not to overshoot the desired
trajectory computed in Step 3 (i.e. yo(k + i ) k), i =
0, 1,. ,p). If r(k) -d(k) >x(k) then not overshooting
means that the quantity y,(k + i ) k) -y,(k + i ) k) _should
be zero or positive for all i ‘p. Conversely if r(k) - d(k) <
x(k) then not overshooting ,vp(k + i I k) means that the
quantity y&k + i I k) - yH(k + i 1k) should be zero or
negative. If no overshoot occurs then we apply the value of
u(k) computed by the model state feedback law given by
(16) (15). Otherwise, for each value i = j where there is an
overshoot, we set yH(k + j [ k) = yD(k + j ( k) and solve for
u,(k) from (16). That is,
a,(k) = [y&k +i 1k) -yO,(k + j I k)]lhj, (22)
or u,(k) is taken as the upper or lower limit if uj(k)
computed from (22) exceeds these limits.
The desired current control u(k) is
uj = value of IL, that maximizes the quantity
lu,(k) - u,(k)/ over all m, (23)
where u,(k) -value of u(k) computed by model state
feedback (i.e. by (15)). The policy given by (23) allows for
,p,
positive or negative process gains and for positive or negative
(17) values of u.
Step 4 assures that the applied control is not overly
agressive. It does not constitute a constraint on the output,
which may or may not exceed the set point, depending on
modeling error, controller tuning, and/or disturbances. Note
that the above calculations are based only on the model, and,
 Brief Papers
as is typical with IMC controllers, modeling errors are
accomodated by adjusting the filter time constant (Y.
4. Stability of the IMPC algorithm
4.1. Perfect model. In the following we show that the
IMPC algorithm generates a trajectory that converges to the
desired steady state by showing that the IMPC trajectory lies
either on or between two other trajectories, both of which
converge to the steady state.
The portion of the process model that is being driven to
steady state is that given by (4). The desired trajectory is
always obtained as the output of the linear system given by
(6) and driven by r(z), where r(z) is the z transform of the
desired set point (a constant). Without loss of generality, we
take the initial state of the model and filter as the zero state.
To keep the discussion simple, we also assume, again
without loss of generality, that the set point, r and model
gain are positive, that the lower bound @on the control effort
is less than zero, and that the upper bound U is such that the
set point is achievable. We adopt the following notation. y:’
is the filter output trajectory j time units beyond the current
time (.) starting from the state of the model at time (.). The
filter time constant E is the specified filter time constant. Yp“
is the filter output trajectory j units beyond the current time
(.), with ypv’ = ~0”s’.The filter has a time constant E* that is
greater than E. Yjm.’ is the model output trajectory j units
beyond the current time (.) computed by first applying the
control us’, followed by applying the control u for all future
times. That is, u$’ is the applied control up to time (.),
u?.’ = US. for j = 0,
I 1 qr for j = 1,. , co,
and u;‘*. is the control that makes yf”,’ track yf’ for
j = 1,. . , m. Recall that u$’ is computed so that either
Y?’ = Yf*,.
1 or the trajectory of yy*’ just touches the
trajectory ~7’ at some point p in the future (i.e. Y;lB’sYj’,
j=l,2 ,..., p-landy,“,‘=Yz).
At the first time step, the initial state of the model and
filter are zero, and there are three possibilities.
1. The control does not saturate (i.e. u$’ < U) and applying
the calculated control uf,‘, j =O, . , m, yields y/m,‘,
j = 1, . , 00,that does not cross ~7, j = 1,. , m.
2. The control saturates at the upper limit (i.e. u$’ = U) but
applying u>“, j = 0, 1,. . , m, yields a model response
y,?,‘, j = 1, , m, that does not cross y;‘, j = 1, . , m.
3. Irrespective of whether or not the control saturates (at the
upper limit), applying qcfor all future control shows that
y;“~‘,j = 1, . , m, crosses yy, j = 1, , co.
In Case 1 the model output y,m,o= y$’ at the next time step.
That is, the model output tracks the desired trajectory
starting from the zero state for one time step.
In Case 2 the model output at the next time step, yy”, will
lie below the filter output. That is,
yi.0 < y?“. (24)
However, the model output y$” must lie above zero, and is
given by
m.0= y:*.O3,O.
Y1 (25)
the inequality (25) follows from the fact that there must exist
a filter time constant less than infinity, but greater than the
specified filter time constant for which the computed control
will lie at the upper extreme. Applying the upper extreme
control will therefore cause the model output to track the
trajectory of the filter with this larger time constant.
In Case 3 the control effort is reduced so that at some
point p, yF” = y;” and y;“” syy, j ‘p. Since we are starting
from the zero state, it will also be true that yF” = y:*,“. Note
that the controls I.@‘, I= 1,2,. . , can lie at uopp for at most
p future time umts, because yp+, m.” < y$, and the algorithm
requires that at every time step up,’ be computed to make
y;“*’track ~7’.
From the above, we see that at time step zero the actual
model trajectory yrx’ is bounded above by yt” and below by
Ylf*,“, the output of a filter whose time constant F* is greater
than the specified filter time constant E.
The model state at time I must either have evolved from
the model state at 1 - 1 according to a filter trajectory y[*,‘-’
with E 5 E* < 00 or from the initial state yg*‘-q along a
trajectory Y?,‘-~, j=l,..., 4 ,..., p, where y2’-9=yy-9.
Thus
Since both y,@.‘-’ and y>‘-q approach r as j + m, yz’ must
approach r as I+ cc. Further, there must be a point n such
that ~2,” IS close enough to the set point r, so that uy lies
within the control constraints for all j 20 and therefore
Yim*n= yy for all j 2 0. This completes the proof. q
4.2. Imperfect models. As before, we consider a linear,
stable, minimum-phase system with no disturbance and a
zero set point. Now, however, we add the restriction that the
IMC filter time constant must be large enough that the IMC
control system is stable over all possible processes, in the
absence of control effort constraints. If this latter restriction
is satisfied then we claim that the IMPC algorithm will be
stable with constraints on the control.
To justify our claim, we note that the difference between
the current case and the previous case is that the disturbance
estimate d(k) (cf. Fig. 1) is not necessarily zero, even though
d(k) = O._Therefore the control effort u(k) now contains a
term &d(k) in addition to the linear combination of the
states of the model. However, this additional term has no
effect on the IMPC algorithm. The model output is projected
into the future as before. The current control effort is still
adjusted to prevent the model output from exceeding the
filter output when the model is driven by the current control
effort for one sampling interval followed by the minimum
control effort for all future sampling intervals. The final
result of the algorithm is still that the model output follows a
sequence of arcs defined by IMC filter output with filter time
constants equal to or greater than the filter time constant that
stabilizes the unconstrained system. Therefore the algorithm
is again stable in the presence of control effort constraints.
5. Performance comparison of IMPC with QDMC
We compare the IMPC algorithm with the quadratic
dynamic matrix control (QDMC) method (Garcia and
Morshedi, 198.5) in the presence of hard constraints on the
control effort and for perfect models. The assumption of no
modeling error allows us to tune the IMC and QDMC
controllers to provide relatively rapid responses to set point
changes. Control effort constraints are more frequently
active, and cause more difficulties when the controller drives
the process hard than when the controller is tuned less
aggressively, as it must be when there is modeling error.
Further, tuning to accommodate anticipated modeling error
is generally accomplished in the linear region, where control
effort constraints are not active. Finally, modeling error does
not play a direct role in the computation within a MPC
algorithm, because the computations are always performed
for the model and not the process.
While it is our aim to tune the MPC controllers relatively
aggressively, we do not wish to be so aggressive as to amplify
process noise excessively. Therefore we have limited noise
amplification to a factor of 20, as is done for the derivative
action of PID controllers. The exact way in which this is
accomplished is given in Section 5.2.
5.1. Tuning the IMPC and QDMC algorithms. For a SISO
system, we need to adjust at least three tuning parameters in
the QDMC algorithm (prediction horizon, control horizon,
and control effort penalty), compared with two in IMPC
(filter time constant E and prediction horizon).
The IMC filter time constant E is chosen based on either a
noise rejection criterion or on the degree of modeling
uncertainty. The prediction horizon is chosen long enough to
ensure that the controlled process reaches steady state. A
safe choice of the prediction horizon is the open-loop settling
time (Coulibaly, 1992).
The QDMC simulations were generated using the Matlab
MPC toolbox (Morari and Ricker (1992)). Additional
 Brief Papers 1475

available tuning parameters in the simulator that were not Process 1. This is a second-order underdamped minimum-
used are output penalty and control effort move suppression. phase process with
The tuning method presented below for QDMC allows US to
compare the performance of QDMC with IMPC.
G(s)= 5
25s2+s+l
= G&),
Srep 1. Select a large prediction horizon (open loop settling
time, to be safe). 0.098~ + 0.097
‘(‘) = z2 - 1.92~ + 0.96 ’ (29)
Step 2. Adjust the control horizon to produce the same
response as IMPC without control effort constraints and
with the control effort weight (or penalty) parameter set to 0.19z NH(Z)
zero. GH(z)=z2-I.92z +O.%=D(z)’
Step 3. If in Step 2 the desired response cannot be met by
adjustments of the prediction and control horizons alone, 1
F(s) = ___
increase the weight on the control effort from zero and (1.2s + 1)2 ’
repeat Step 2.
0.203(z + 0.573)= Q&z)
The above tuning method ensures that the speed of Mz) =
(z - 0.435)2 (z - lY)2’
response and the control effort are nearly the same for both
the IMPC and QDMC algorithms, in the absence of
k,, = 1.04, K(r) = 2.36~~ + 1.62~ - 2.7 naf = 9.8. (31)
constraints. Thus it enables one to observe the performance
of the algorithms when they handle constraints, and make Constraints on control output (CO) for IMPC and QDMC:
qualitative comparisons. constraint set 1: 0.15 CO 5 1.1;
5.2. Simulation results. In each of the following simula- constraint set 2: 0.1 I CO 5 0.3.
tions the IMPC controller was formed from a filter given by
(5) using choice (a) from Section 2.1 to find Q(Z). That is, IMPC tuning parameters:
the IMPC filter is selected as the zeroth-order-hold z filter time constant E = 1.2;
transform of the continuous filter. The time constant E of the prediction horizon P = 30.
continuous controller q(s) was chosen as the smallest value
satisfying the following criterion: QDMC tuning parameters:
prediction horizon P = 30;
choose E such that max w 5 20. control horizon M = 3;
(27)
w I I control weight uwt = 0.44.

This criterion limits the noise amplification in the continuous
controller to a factor of 20.
The sampling time for both the IMPC and QDMC is one
time unit. This is a relatively large sampling time compared
with the process dynamics. Thus, except for Process 2, the
noise amplification in the sampled controller is less than 20.
By analogy with (27), we define the discrete controller noise
amplification factor (naf) as
naf=max 9 control horizon M and control weight (uwt) were chosen by
w I I trial and error to match the unconstrained response of the
The naf is given in each of the following simulations as a
measure of how hard the controller drives the process.
Because any process dead time is outside the model state
feedback loop, as shown in Fig. 1, an arbitrary dead time can
be added to any of the following examples without changing
the algorithm or the results except to shift all curves to the
right by the amount of the dead time. Thus the following
examples are quite typical of those found in practice.
Figure 2 compares the discrete IMC lead-lag impiementa-
tion using the controller given by GH’(z)F(z) with the model
state feedback implementation of IMC using K(z) as given
above and with the results from the IMPC implementation.
To compare IMPC with QDMC, an initially large
prediction horizon was chosen as P = 30. As described
earlier, the unconstrained speed of response was decided by
a suitable choice of .s, for the IMPC algorithm. The QDMC
algorithm was tuned in the absence of constraints, and the
process for both the control algorithms. The settling time of
the process is found to be 10 time units and the control
efforts for the two algorithms are virtually identical.
When constraint set 1 is imposed, the QDMC algorithm
generates a response with no overshoot and settling time
t = 18 units, while the IMPC algorithm produces a faster
response with no overshoot in 13 units (Fig. 3). On imposing
constraint set 2, the response time of QDMC is 19 units and
that of the IMPC 12 units (Fig. 4).

_.-._ P”“MC) .‘-. . . .

2.00

1.80
T _.-.-._
"i...... ._
1.60 /- '._ '.\.
I, '. \.
1.40 /' .. \
i '_ '.

Fig. 2. Process 1 response under constraint set 1: IMC versus IMPC.

1476 Brief Papers

- PV(lMPC) ....... PV(QDMC)

- co (&WC) ....... CO(QDMC)

0.50

0.40

I
.::
::
::
0.30

co

0.20

0.10
ii
0.00 4 1
0 5 10 IS 20 25 30 35 40
Time

Fig. 3. Process 1 response under constraint set 1.

- PV (IMPC) ....-.. PV(QDMCJ

1.20 -

l.oLl .-

0.80 . .

PVO.60 --

0 5 IO 15 20 25 30 35 40
Tlmc

- co (IMPC) ....... CO(QDMC)

0.00 I
0 5 10 I5 20 25 30 3s 40
Time

Fig. 4. Process 1 response under constraint set 2.

 Brief Papers 1477

Process 2. This is a fourth-order overdamped minimum- horizon M and control weight (uwt) is made by trial and
phase process with error, while attempting to match the unconstrained response
of the process to the response of the IMPC algorithm. The
1
(324 settling time of the controlled process in the absence of
G(f) = (16s + 1)(62r + 1)(3.4s + 1)(2.& + 1) ’ control effort constraints is found to be around 25 units (Fig.
G(z) = (3.71~~ + 34.3~~ + 28.82 +2.19) x lo-’ 5), and the control effort plots are similar.
(32b) When constraint set 1 is imposed, the QDMC algorithm
z4 - 3.235~~ + 3.908~~ - 2.089~ + 0.4168’
generates a response with 3% overshoot and settling time
6.906 X 1O-4 t = 20 units, while the IMPC algorithm generates a zero
G(Z) = z4 - 3.235~~ + 3.908z2 - 2.089~ t- 0.4168 ’ (32~) overshoot response with about the same setting time (Fig. 6).
On imposing constraint set 2, the QDMC algorithm gives a
1 response with an overshoot of about 18%, while the IMPC
‘(‘) = (2.35s + 1)“ ’ algorithm again yields no overshoot, with about the same
(33) setting time (Fig. 7).
ri*,(z) = (6.89~~ + 6.37~’ + 1.132 + 0.0496) X lO-3
In addition to the IMPC and QDMC responses, Fig. 7 also
(z - 0.653)4 shows that the model state feedback response (MSF) (no
K(~) = -0.3026z6 + 1.483~~ - 2.123~~ + 1.0g77z3 - O.O7592z* prediction) yields an overshoot of about 21%. These results
are perhaps not surprising, since the lower bound in
- 0.05232~ - 0.002999, (34a) constraint set 2 is the steady-state control effort. Thus,
,&, = 0.982, naf = 20.2. driving the system relatively hard initially as do QDMC and
(34b)
MSF cannot help but lead to an undesired overshoot.
Constraints on control output (CO) for IMPC and QDMC: Process 3. This is a third-order oscillatory non-minimum-
constraint set 1: 0 S CO 5 15; phase process with
constraint set 2: 15 CO 5 15.
5(1 - 4s)
IMPC tuning parameters: G(s) = (25~~+ s + l)(loS + 1) = GM(s)’
filter time constant E = 2.35; (35)
-0.0322 + O.Olz + 0.04
prediction horizon P = 40. G(z) =
z3 - 2.83~~ + 2.70~ - 0.87 ’
QDMC tuning parameters: 0.841z* - 0.06552 NH(Z)
prediction horizon P = 50; G(z) =-iz- - 2.83z2+ 2.70~ -0.869-o(7)’ (36)
control horizon M = 2;
control weight uwt = 0.080. 1
F(r)=(1.8s + 1)2’
For the IMPC algorithm, we select the unconstrained (37)
speed of response by a suitable choice of E, satisfying the o.l08(z +0.690)= Q,,,(z)
&r(z) =
noise rejection criteria for the controller given by (27). We (2 - 0.574)2 (z - a)* ’
pick the prediction horizon as the open-loop settling time.
Similarly, for the QDMC algorithm, a large prediction k, = 1.28, K(z) = 1.95~’ + 4.41z2- 11.6~ + 5.58,
horizon is selected initially as P = 50. The choice of control naf = 12.6. (38)

- PV(QDMC) . . . - - . PV(IMPC)

1 11 21 31 41 51 61
Time
- CO(QDMC) -.._.- CQ(IMPC)

Time
Fig. 5. Process 2 unconstrained response.
1478 Brief Papers

- PV(QDMC) - -. - - - PV(IMPC)

PV

Time

- CO(QDMC) . - -. - - CO(IMPC)

,
11 21 31 41 51 61 71
Time

Fig. 6. Process 2 response under constraint set 1.

PV(QDMC) - - - - - - - PV(IMPC) - - - - PV(MSF)

1 11 21 31 41 51 61 71

- CO(QDMC) - - - - - - - CO(IMPC) - - - - CO(?vlSF)

0 l--- : ,
1 11 21 31 41 51 61 71
Time

Fig. 7. Process 2 response under constraint set 2.

 Brief Papers 1479

Constraints on control output (CO) for IMPC and QDMC:
constraint set 1: 0.15 CO 5 1.5;
constraint set 2: 0.15 CO 5 0.3.
IMPC tuning parameters:
filter time constant e = 1.8;
prediction horizon P = 30.
QDMC tuning parameters:
prediction horizon P = 30;
control horizon M = 4;
control weight uwt = 0.39.
A large prediction horizon is chosen initially as P = 30,
and the unconstrained responses under both the algorithms is
matched by a suitable choice of the control effort M and
control weight (uwt) parameters in the QDMC algorithm.
The speed of the IMPC response is decided by a suitable
choice of E, based on the noise rejection criterion, described
earlier.
The settling time of the controlled process in the absence
of control effort constraints is found to be 26 units, and the
process variable and control effort responses are almost
identical. On imposing constraint set 1, the settling time for
the QDMC and IMPC is 29 units) and again the responses
are almost identical. On imposing constraint set 2, the
QDMC response is faster than that of the IMPC algorithm
and it too shows no overshoot (Fig. 8)
6. Application of model state feedback to multivariable
systems
The block diagram of Fig. 1 extends immediately to
multivariable systems where the process model is a
finite-dimensional multivariable system cascaded with a
diagonal matrix of dead times. In this case the terms N(s)
and D-‘(s) can be viewed as matrix fraction representations
of the multivariable system (Kailath, 1980), and K(s), is a
matrix of polynomials in s.
The coefficients of the poiynomials in K(s) depend on the
filter time constants. This fact is important because it allows
us to modify the size and direction of the IMC control vector
by adjusting filter time constants. To illustrate the
importance of this flexibility, we shall apply model state
feedback to a two-variable process studied by Campo and
Morari (1990). Their process is a simple version of a model
given by Laughlin et al. (1993) for cross-directional basis
weight control in paper machines. Laughlin’s model is given
as
W(S)= AD-‘(s)e-%(s), (39)
where, w(s) is the n-vector of basis-weights at n positions
across the paper, u(s) is the n-vector of slice openings, A is
an n x n tridiagonal matrix of constants with positive
diagonal elements and negative off-diagonal elements, D(s)
is an n x n diagonal matrix of the form (zs + 1)1, and 0 is the
process deadtime. The number of adjustable slice openings,
n, ranges from 20 to about 100. The IMC controller for the
process given by (39) is
q(s) = D(s)F(&, s)A-‘, (40)
where q(s) is the IMC controller, F(E, s) is a diagonal matrix
with elements l/(~~s + l), i = 1,. , n, and ei is the filter
time constant for output i. The continuous model state
feedback implementation of (40) is given in Fig. 9, in which
G(s) = AD-‘(s)e-&, (4W
K(s) = A-‘a-‘A - I, (4W
k,, = A-%-‘, (41c)
where Q is a diagonal matrix with elements q, ai = E~/T.

..
- PV (IMPC) PV (QDMC)

1.20 -

0.80 ..

Iv 0.40 .-

- co (IMPC) “..... CO(QDMC)

osmI 1

0 5 10 15 20 25 30 35 40
The
Fig. 8. Process 3 response under constraint set 2.
1480 Brief Papers

Fig. 9. Model state feedback implementation of IMC.

That the above substitutions result in the same control Morari (1990) obtain the same results as shown in Fig. 10
effort as (4O), in the absence of constraints, can be verified by using a different control structure, but one that yields the
collapsing the feedback loop through K(s) in Fig. 9. The identical control effort for the above example. They ascribe
reason that K(s) in (41b) does not involve s is that the the poor performance of the control system to the distortion
process is first-order (i.e D-‘(s) = (rs + 1))‘Z). of directionality that occurs when the computed controls are
Campo and Morari’s version of the process given by (39) is truncated by saturation. To maintain directionality, they
propose an algorithm that shortens the control vector by the
4 -5 least amount that brings all components within the constraint
A= ?=lo, T=O. (42)
[ -3 4’1 set. This algorithm gives good results for the example
problem.
Also, they take An alternate view of the source of the poor responses in
-151u,SlS, i=l,2, (43a) Fig. 10 is that saturation results in the application of control
efforts that are not consistent with the computed IMC
E, = 1, i=1,2, (43b) control efforts. To obtain controls that are consistant with an

1
0.61
r(t) = o,J9 I t > 0, r(O) = 0, w(0) = 0,
[
where r(r) is the set point (Fig. 9).
Applying the step set-point change given above to the
model state feedback system of Fig. 9 with process given by
(39), (42) and (43) gives the output and controls shown in
Fig. IO. The output responses deviate substantially from the
ideal loop responses, which are first-order lags with time
constants of one unit (i.e. w(s)q(s) = (s + l)-‘I). Campo and
IMC control, we suggest temporarily increasing one or more
(43c) filter time constants to bring the IMC control vector within
the constraint set. For the example problem, when both filter
time constants are increased by the same fraction, the control
efforts are indistinguishable from those found by Campo and
Morari (1990) using their algorithm that maintains the
control vector directionality. The two algorithms are not
identical, however, and may behave quite differently on
other examples. Further, the simple policy of increasing both
filter time constants proportionally is not the only possible

Time
15.00 * :
1
I
\ I
12.00 :r
\
9.00
2
co 6.00 L -*.--.. . . -a..L... ~““I..“.~.“-~_...

0.00 -.

3.00 i I
0 2 4 6 a 10 12 14
Time
Fig. 10. Response of example problem using uncompensated model state feedback.
 Brief Papers
0.40
PV
0.20
6.00
Time
16.00
1
10.00
co
8.00.
6.OC-
4.od~-I
0.00 2.00 4.00 6.00
Time
Fig. 11. Comparison of responses for alternate filter time constant adjustment policies using compensated
policy. When process variable 1 is more important than
process variable 2, it makes sense to give priority to process
variable 1 by first increasing filter time constant 2, and only if
this fails to bring the control vector within constraints,
increasing filter time constant 1. The results of this policy for
the same problem and set-point changes are shown in Fig. 11
labeled ‘priority for output 1’. Up to about one unit of time,
filter time constant 2 is increased to infinity (we took
loo0 = m), thus causing process variable 2 to remain at its
initial set point. Notice that process variable 1 responds much
more rapidly under this new policy, while the actual setting
time of process variable 2 is not increased appreciably.
The policy of increasing filter time constants to shrink the
control vector works for the example because the computed
controls always exceed their steady-state levels. That is,
available controls are always driving the process hard to
match a response with a (filter) time constant of unity.
Therefore, by asking for a slower response (i.e. by increasing
filter time constants), one obtains a less aggressive IMC
control. In higher-order processes, however, it can happen
that the process gets to a state where the IMC control effort
must slow down the process in order to track the desired
response. If the control effort required to slow the process
lies outside the constraint set then, in order to bring the
vector within constraints, the filter time constants will have to
be decreased. That is, we need to request a faster response.
But considerations relating to modeling errors and/or noise
amplification may prohibit decreasing the filter time
constants. The solution to this problem is to never allow
process control actions to bring the process to a state where
the only way to bring the control vector into the constraint
set is to decrease filter time constants below those consistent
with modeling errors and noise. In addition, the control
algorithm has to prevent controller-induced instabilities due
1481
------ Priority for output 1
._ Equal priorities
8.00 10.00 12.00 14.00
----- Priority for output 1
_ Equal priorities
4
8.00 10.00 12.00 14.00
model state feedback.
to limit cycles. Thus, for multivariable systems, we need to
develop model predictive algorithms like the IMPC
algorithm presented in this paper for single-input single-
output systems.
7. Conclusions
In our SISO examples the IMPC algorithm compensates
for control effort constraints as well as, or better than
QDMC for processes without right-half-plane zeros. For a
process with right-half-plane zeros, QDMC performed as
well as or better than IMPC when encountering control effort
constraints. The aforementioned results are perhaps not very
surprising (at least in hindsight). The qualitatively best
response of a process with no right-half-plane zeros is one
that achieves its set point rapidly and without overshoot.
Such response can be obtained from a quadratic objective
functional minimization only by penalizing the control effort
through either specifying a small number of allowable control
moves and/or a substantial weight on the square of the size
of the control moves. Both of these actions makes the
performance measure, and the actual performance, sensitive
to the location and size of the control effort constraints. On
the other hand, the best performance for processes with
right-half-plane zeros is obtained by minimizing a perfor-
mance criterion that is the same as that used by QDMC with
no weight given to the control effort. Thus QDMC handles
processes with right-half-plane zeros better than does IMPC.
The converse is true for processes without right-half-plane
zeros.
The IMPC algorithm is substantially easier to tune than
the QDMC algorithm, since it has only one tuning
parameter, the filter time constant. A substantial effort was
required to adjust the QDMC algorithm to give the desired
unconstrained response. A similar effort is required to obtain
1482 Brief Papers
any desired response. Further, there is no published method
for adjusting the QDMC response to accommodate general
process uncertainty descriptions (an algorithm is suggested
by Prett and Garcia (1988) for process gain uncertainties).
On the other hand, several algorithms are available for
finding an IMC filter time constant that accommodates
general uncertainty descriptions (Morari and Zafiriou, 1989;
Laiseca and Brosilow, 1992).
Extension of model state feedback to multivariable
systems that have simple matrix fraction representations
leads to new insights and new methods for accommodating
control effort saturation. The discussion points out, however,
that it will be necessary to combine MSF with predictive
algorithms, perhaps similar to that presented here for SISO
systems, in order assure good performance for even relatively
simple multivariable systems.
Finally, while this work has dealt only with linear
processes, the methods presented for dealing with control
effort constraints should extend in a straightforward way to
geometric nonlinear control systems (Daoutidis and Kravaris,
1989).
Acknowledgement-The authors are indebted to their
colleague Professor Ken Loparo for his assistance with the
stability proof.
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