An LMI approach to robust constrained model predictive control

An LMI approach to robust constrained model predictive control

M. Kothare, V. Balakrishnan and M. Morari

Automatica, vol. 32, no. 10, pages 1361-1379, November 1996


Abstract: The primary disadvantage of current design techniques for model predictive control (MPC) is their inability to deal {\em explicitly} with plant model uncertainty. In this paper, we present a new approach for robust MPC synthesis which allows explicit incorporation of the description of plant uncertainty in the problem formulation. The uncertainty is expressed both in the time and frequency domains. The goal is to design, at each time step, a state-feedback control law which minimizes a ``worst-case'' infinite horizon objective function, subject to constraints on the control input and plant output. Using standard techniques, the problem of minimizing an upper bound on the ``worst-case'' objective function, subject to input and output constraints, is reduced to a convex optimization involving linear matrix inequalities (LMIs). It is shown that the feasible receding horizon state-feedback control design robustly stabilizes the set of uncertain plants. Several extensions, such as application to systems with time-delays, problems involving constant set-point tracking, trajectory tracking and disturbance rejection, which follow naturally from our formulation, are discussed. The controller design is illustrated with two examples.
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