Tubes & Robust Model Predictive Control of Discrete Time Systems

Sasa Rakovic (Imperial College London)

Abstract

The talk describes an approach to robust model predictive control. A strategy for achieving robust model predictive control of constrained linear discrete time systems by using tubes is presented. A form of feedback model predictive control that overcomes disadvantages of conventional model predictive control is discussed.

The optimal control problem, solved on-line, yields a `tube' and an associated piecewise affine control law that maintains the controlled trajectories in the tube despite uncertainty. It is also shown that an appropriate terminal set enlarges the feasibility region of the proposed scheme. The method has manageable computational complexity, which is linear (rather than exponential) in horizon length.

Before conclusion of the talk, the extension of the method to deal with linear systems with model uncertainty and a possible extension of the method to constrained piecewise affine discrete time systems is briefly discussed.

Keywords: Robust Model Predictive Control, Tubes, Set Invariance, Linear Systems, Piece-Wise Affine systems.

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