4F3 - Predictive Control

Lecture 1 - Introduction to Predictive Control

Jan Maciejowski
[email protected]
http://www-control.eng.cam.ac.uk/Homepage/officialweb.php?id=1

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Constraints in Control

All physical systems have constraints:

Physical constraints, e.g. actuator limits

Safety constraints, e.g. temperature/pressure limits
Performance constraints, e.g. overshoot

Optimal operating points are often near constraints

Most control methods address constraints a posteriori:

Anti-windup methods, trial and error

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Optimal Operation and Constraints

constraint
Classical Control
output

No knowledge of constraints
Set point far from constraints

set point Suboptimal plant operation

time

constraint
Predictive Control
output

Constraints included in design

Set point closer to optimal

set point Improved plant operation

time

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Getting closer to constraints

(c)

(b)

Constraint

(a)

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The Receding Horizon Principle

constraint
set point
output

time

constraint
input

k k+1 time

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The Receding Horizon Principle

constraint
set point
output

time

constraint
input

k k+1 time

4F3 Predictive Control - Lecture 1 p. 5/13

The Receding Horizon Principle

constraint
set point
output

time

constraint
input

k k+1 time

4F3 Predictive Control - Lecture 1 p. 5/13

The Receding Horizon Principle

constraint
set point
output

time

constraint
input

k k+1 time

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Summary of Predictive Control

Receding Horizon Control (RHC) Model Predictive Control (MPC)

At each time instant, a predictive controller:

1) Takes a measurement of the system state/output

2) Computes a finite horizon control sequence that

(a) Uses an internal model to predict system behavior
(b) Minimizes some cost function
(c) Doesnt violate any constraints

3) Implements the first part of the optimal sequence

This is a feedback control law

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Example of MPC: What not How
Pitch angle and constraint Altitude and setpoint

20 400

15

Altitude (m)
Pitch (deg)

300
10
200
5

100
0

5 0
0 5 10 15 20 0 5 10 15 20
Time (sec) Time (sec)

Altitude rate and constraint Elevator angle and constraint

15
30

Elevator angle (deg)

Altitude rate (m/sec)

10

20 5

0
10 5

10
0
15

0 5 10 15 20 0 5 10 15 20
Time (sec) Time (sec)

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Properties of MPC technique

Is this a new idea?

No Standard finite horizon optimal control.
Yes Optimization in the loop, in real time.

The main problems:

Optimization needs to be fast enough.
The resulting control law might not be stable.

The main advantages:

Systematic method for handling constraints.
Flexible performance specifications.
Easy to understand.

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Computational Speed and Applications

Historically, MPC has been used on slow processes:

Petrochemical and process industries, pulp and paper
Sample time of seconds to hours
Major advances in hardware and algorithms
Computation of 1 minute in 1990 now less than 1s
MPC now being proposed for fast processes:
Automotive traction and engine control
Aerospace applications
Autonomous vehicles
Electricity generation and distribution

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Also Known As...
Other Names in Industry and Academia:
Dynamic Matrix Control (DMC)
Generalised Predictive Control (GPC)
..
.

Generic names:
Model Predictive Control (MPC)
Model Based Predictive Control (MBPC)
Receding Horizon Control (RHC)

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Books

Predictive Control with Constraints, J.M. Maciejowski,

Prentice-Hall, 2002, QC254.
Model predictive control, E. Camacho and C. Bordons,
Springer, (2004), QC264.
Model Predictive Control: Theory and Design, J.B. Rawlings
and D.Q. Mayne, Nob Hill Publishing, 2009, (not in CUED
Library yet).

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What is in this course?
In
Linear systems with constraints
Linear inequality constraints on states and outputs
Discrete-time
Continuous state/input systems
Ensuring stability with predictive control
Case study: Paper making
Out
General nonlinear systems
Robust predictive control
Discrete states and hybrid systems

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Course Outline
Introduction to predictive control
Discrete-time state space control theory handout only
Predictive control without constraints
Predictive control with constraints
Stability and feasibility in predictive control
Setpoint tracking and offset-free control
Industrial case study Dr Paul Austin Fri. 5 March
Examples Class 2 Examples Papers Tue. 9 March

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