ISA Transactions: Imen Ben Abdelwahed, Abdelkader Mbarek, Kais Bouzrara
ISA Transactions: Imen Ben Abdelwahed, Abdelkader Mbarek, Kais Bouzrara
ISA Transactions: Imen Ben Abdelwahed, Abdelkader Mbarek, Kais Bouzrara
ISA Transactions
journal homepage: www.elsevier.com/locate/isatrans
Research article
art ic l e i nf o a b s t r a c t
Article history: This paper proposes a method for synthesizing an adaptive predictive controller using a reduced com-
Received 16 April 2016 plexity model. This latter is given by the projection of the ARX model on Laguerre bases. The resulting
Received in revised form model is entitled MIMO ARX-Laguerre and it is characterized by an easy recursive representation. The
12 November 2016
adaptive predictive control law is computed based on multi-step-ahead finite-element predictors,
Accepted 24 November 2016
identified directly from experimental input/output data. The model is tuned in each iteration by an
online identification algorithms of both model parameters and Laguerre poles. The proposed approach
Keywords: avoids time consuming numerical optimization algorithms associated with most common linear pre-
MIMO system modeling dictive control strategies, which makes it suitable for real-time implementation. The method is used to
ARX-Laguerre model
synthesize and test in numerical simulations adaptive predictive controllers for the CSTR process
Pole optimization
benchmark.
Online identification
Adaptive predictive control & 2016 ISA. Published by Elsevier Ltd. All rights reserved.
http://dx.doi.org/10.1016/j.isatra.2016.11.017
0019-0578/& 2016 ISA. Published by Elsevier Ltd. All rights reserved.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
2 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
minimising the regularised square error to identify in offline To overcome this problem, a projection on the Laguerre bases is
manner the MIMO ARXLaguerre model. In the online case this proposed by Mbarek et al. [15]. In the following we detail the
procedure is processed using a sliding window where an online development of the MIMO ARX model on independent Laguerre
identification algorithm of the MIMO ARX-Laguerre model is ela- orthonormal bases to provide a reduced parameter number model.
borate. By applying the Predictive controller algorithm at each Due to stability condition in the meaning of Bounded Input
iteration of online identification, we obtain the Adaptive Predictive Bounded Output (BIBO) criterion, the coefficients hair and hbit sa-
Controller for MIMO process using the MIMO ARX-Laguerre model. tisfy:
The main contributions of this article is mainly threefold. (1) We ∞ ∞
propose an iterative algorithm to optimize the MIMO ARX-La- ∑ |hair (j)| < ∞; ∑ |hbit (j)| < ∞
guerre poles based on an analytical solution which depends on j=1 j=1 (6)
Fourier coefficients to guarantee the parameter number reduction such that
of this latter model. Furthermore, we propose a recursive algo-
rithm of Fourier coefficients using the regularized square error. ⎧
⎪ h a (j ) = 0 if j > nair
ir
⎨
(2) We propose the online identification algorithms of the MIMO ⎪
⎩ hbit (j ) = 0 if j > nbit (7)
ARX-Laguerre model. (3) By combining the online identification
parameters (Poles and Fourier coefficients) and the model based Then the coefficients hair and hbit are summable, they belong to
predictive control, we propose an Adaptive Predictive Control for Lebesgue space and since the Laguerre orthonormal functions
MIMO systems (APC MIMO) by using the MIMO ARX-Laguerre form an orthonormal basis in such space, the coefficients hair and
model. hbit can be decomposed on independent Laguerre bases with re-
This article is organised as follows: in Section 2, we present the spect to the outputs and the inputs respectively [17,18] as:
reduced complexity of ARX MIMO model by developing the ⎧ ∞
coefficients of the last model on independent Laguerre bases ⎪ hair (j ) = ∑ gn, air ℓ anir (j, ξair )
where we give a recursive representation of the MIMO ARX-La- ⎪ n= 0
⎨ ∞
guerre model. Section 3 deals with online parametric estimation ⎪
where we give a recursive identification of Fourier coefficients and ⎪ hbit (j ) = ∑ gn, bit ℓ bnit (j, ξ bit )
⎩ n= 0 (8)
an online poles optimization of the MIMO ARX-Laguerre model. In
Section 4, we present an Adaptive model based predictive control where ℓ anir (j,
ξair ) and ℓ bnit (j,
ξbit ) are the Laguerre functions and gn, air
of MIMO systems using the MIMO ARX-Laguerre model. Finally, and gn, bit are the Fourier coefficients.
Section 5 evaluates, through two simulation examples, the online By substituting relation (8) in each MISO ARX model given by
parametric identification of the MIMO ARX-Laguerre model and equation (2) we obtain the MIMO ARX-Laguerre where each MISO
the adaptive predictive control algorithm. output is defined as follows:
m Nair − 1 p N b it − 1
yi (k ) = ∑ ∑ gn, air x ni , yr (k ) + ∑ ∑ gn, bit x ni , ut (k )
2. MIMO ARX-Laguerre model r= 1 n= 0 t = 1 n= 0 (9)
where Nair and Nbit , (i, r = 1 ,.., m) ; (t = 1 ,.., p) are the truncated
A strictly causal discrete time MIMO system with p inputs and
orders of the MIMO ARX-Laguerre, gn, air and gn, bit represent the
m outputs can be described by a MIMO ARX model which can be
decomposed on a set of Multi-Input Single Output (MISO) system Fourier coefficients and x ni , yr and x ni , yu are the filtered outputs and
t
where the ith output (i = 1 ,.., m) is defined as: the filtered inputs, respectively, by Laguerre functions such as:
m nair p nb it ⎧
⎪ x ni , yr (k ) = ℓ anir (j, ξair )⁎ yr (k )
yi (k ) = ∑ ∑ hair (j) yr (k − j) + ∑ ∑ hbit (j) ut (k − j) ⎨
r=1 j=1 t=1 j=1 (1) ⎪ i b
⎩ x n, ut (k ) = ℓ nit (j, ξ bit )⁎ ut (k ) (10)
where ut(k) and yi(k) are the system inputs and outputs for where n is the convolution product.
(i, r = 1 ,.., m) and (t = 1 ,.., p), the nair and nbit are the model orders The Z-transform of relation (9) gives
associated to the outputs and the inputs respectively and hair and
m Nair − 1 p N b it − 1
hbit are the model parameters.
Yi (z ) = ∑ ∑ gn, air X ni , yr (z ) + ∑ ∑ gn, bit X ni , ut (z )
The ith output of the MIMO ARX model can be written in re- r= 1 n= 0 t = 1 n= 0 (11)
gression form as:
with Xni , yr (z ) and Xni , ut (z ) are the Z-transform of x ni , yr (k ) and x ni , ut (k )
yi (k ) = φT θ i (2) respectively.
with From relation (10), we can write:
⎧
⎪ X ni , yr (z ) = L nair (z ) Yr (z )
φ = ⎡⎣ y1 (k − 1), …, y1 (k − nai1 ), …, ym (k − 1), …, ym (k − naim ), ⎨
⎪ i
⎩ X n, ut (z ) = L nbit (z ) Ut (z )
u1 (k − 1), …, u1 (k − nbi1 ), …,up (k − 1), …, up (k − nbip ) ⎤⎦
T
(12)
(3)
where L nair (z ) and L nbit (z ) are the Z-transform of the Laguerre filters
θ i = ⎡⎣ hai1 (1), …, hai1 (nai1 ), …, haim (1), …, haim (naim ), given by relation (13) and (14), respectively:
⎧
hbi1 (1), …, hbi1 (nbi1 ), …, hbip (1), …, hbip (nbip ) ⎤⎦
T
(4) ⎪ air 1 − ξa2ir
⎪ L 0 (z ) =
z − ξair
This model is characterized by a high parameters number pn. ⎨ , n = 1, 2, …
⎪ 1 − ξair z air
m ⎛ m p ⎞ ⎪ L nair (z ) = L n − 1 (z, ξair )
⎩ z − ξair
pn = ∑ ⎜⎜ ∑ nair + ∑ nbit ⎟⎟ (13)
i=1 ⎝ r=1 t=1 ⎠ (5)
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 3
⎡ ξair 0 0 ⋯ 0⎤
⎢ ⎥
⎢ 1 − ξa2ir ξair 0 ⋯ 0⎥
⎢ ⎥
A iyr =⎢ 2
− ξair (1 − ξair ) 1 − ξair2
ξair ⋯ 0⎥
⎢ ⎥
⎢ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥
⎢⎣ ( − ξa ) Nair − 2 (1 − ξa2 ) ( − ξa ) Nair − 3 (1 − ξa2 ) ( − ξa ) Nair − 4 (1 − ξa2 ) ⋯ ξair ⎥⎦
ir ir ir ir ir ir (19)
⎡ ξ bit 0 0 ⋯ 0 ⎤
⎢ ⎥
⎢ 1 − ξ bit 2
ξ bit 0 ⋯ 0 ⎥
⎢ ⎥
A uit =⎢ − ξ bit (1 − ξ b2it ) 1 − ξ b2it ξ bit ⋯ 0 ⎥
⎢ ⎥
⎢ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥
⎢⎣ ( − ξ b ) Nb it − 2 (1 − ξ b2 ) ( − ξ b ) Nb it − 3 (1 − ξ b2 ) ( − ξ b ) Nb it − 4 (1 − ξ b2 ) ⋯ ξ bit ⎥⎦
it it it it it it (20)
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
4 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 5
with the ith output at time instant (h − 1) and (h) given by: the outputs and inputs, respectively. In this case, we consider the
⎡ following cost functions defined by Tanguy et al. [18]:
Ci (h) = ⎣ g0, ai1 (h), …, g Na − 1, ai1 (h), …, g0, aim (h), …, g Na − 1, aim (h),
i1 im
⎧ 1
∞
⎤T ⎪ Jair = ∑ ngn2, air , (r = 1, …, m)
g0, bi1 (h), …, g Nb − 1, bi1 (h), …, g0, bip (h), …, g Nb − 1, aip (h) ⎦⎥ ⎪ ∥ hair ∥2
i1 ip (42) ⎨ n= 0
, (i = 1, …, m)
∞
⎪ 1
Replacing Yi(h) in relation (36) by its expression given by (39), the ⎪ Jbit = ∥ h ∥2 ∑ ngn2, bit , ((t = 1, …, p)
regularized square error Ji is written as: ⎩ bit n= 0 (47)
T with
Ji = ( Yis (h) − X i (h) Ci (h) ) ( Yis (h) − X i (h) Ci (h) )
+ (Ci (h − 1) − Ci (h))T αi (Ci (h − 1) − Ci (h)) (43) ⎧ ∞
⎪ ∥ hair ∥2 = ∑ ha2ir (j), (r = 1, …, m)
The optimal parameter vectors Ci(h) are obtained by minimizing ⎪ j=0
⎨ ∞ , (i = 1, …, m)
the regularized square error Ji. As the criterion (36) is quadratic in ⎪
Ci(h), therefore its minimisation with respect to Ci(h) leads to a
2
⎪ ∥ hbit ∥ = ∑ hb2it (j), (t = 1, …, p)
⎩ j=0 (48)
global minimum:
∂Ji Consequently, and in a similar manner to that given by Bouzrara
= − 2 ( X iT (h) Yis (h) − X iT (h) X i (h) Ci (h))
∂Ci (h) et al. [16], the cost functions Js (s = air , bit ) given by (47) can be
expressed in an explicit manner according to the Laguerre poles
− 2αi (Ci (h − 1) − Ci (h)) (44)
ξs, (s = air , bit ), as follows:
i (h),
Then, the estimated of the ith Fourier coefficients vector, C ⎧
⎪ (1 + M1, air ) ξa2 − 2M2, air ξ air + M1, air
(i = 1, … , m), is: Ja = ir
, (r = 1, … , m)
⎪ ir
⎪ (1 − ξa2ir )
i (h) =
C ( X iT (h) X i (h) + αi I )−1 × ⎡⎣ X iT (h) Yis (h) + αi C
i (h − 1) ⎤
⎦ (45)
⎨
⎪ (1 + M1, b it ) ξ b2 − 2M2, b it ξ b it + M1, b it
, (i = 1, … , m)
⎪ it
Jb it = , (t = 1, … , p)
⎪ (1 − ξ b2 )
where I is the identity matrix of dimension (Nair + Nbit ). ⎩ it (49)
From (25) and (45), the recursive identification algorithm of
with
Fourier coefficients can be formulated as follows:
⎧ 1
∞
Algorithm 1. Recursive identification of Fourier coefficients for a ⎪ M1, s = ∑ jhs2 (j)
MIMO system of p inputs and m outputs. ⎪ ∥ hs2 j=1
⎨ ∞ , (s = air , bit )
⎪ 1
1. Assume we have M inputs–outputs couples. ⎪ M2, s = ∑ jhs (j − 1) hs (j)
2. Choose the truncating orders Nair and Nbit and assume that ⎩ ∥ hs2 j=1 (50)
the Laguerre poles ξair and ξbit for (i, r = 1, … , m) and
By replacing, hs (j ) , (s = air , bit ), given by (8) in the relation (48) and
(t = 1, … , p) are optimized. by using the orthonormality property of the Laguerre functions,
3. Calculate the matrices Ai, Bui and Byi for (i, r = 1, … , m) and we obtain:
(t = 1, … , p).
∞
4. Initialise Ci,0 = 0Nair + Nb ,1, yi (1) = 0 and Xi (1) = 0Nair + Nb ,1 for
it it ∥ hs ∥2 = ∑ gn2, s , (s = air , bit )
(i, r = 1, … , m) and (t = 1, … , p). n= 0 (51)
5. For h = 1, … , M The pole optimization of the MIMO ARX-Laguerre model consists
(a) Calculate Xi(h) for (i = 1, … , m).
in minimizing the cost functions Js , (s = air , bit ) for (r , i = 1, … , m)
(b) Form the matrix X i (h) given by (41). and (t = 1, … , p). The cost functions depend on the coefficients hs
(c) Compute the estimates Fourier coefficients at time in- (j), (s = air , bit ), of the MIMO ARX model, so we have to estimate
stant h using (45).
the structure as well as the parameters of such a model before
i (h) X i (h) for (i = 1, … , m).
(d) Compute y (h) = C i solving the optimization of the cost functions Js:
h = h + 1, go to step (a).
⎧ ∞
⎪ T1, s = ∑ (2n + 1) gn2, s
⎪ n= 0
3.2. Online pole optimization of the MIMO ARX-Laguerre model ⎨ ∞ (s = air , bit ) and n = 0, 1, …
⎪
⎪ T2, s = 2 ∑ ngn, s gn − 1, s
The MIMO ARX-Laguerre model is characterized by Pn para- ⎩ n= 0 (52)
meters, given by (33), depend on the truncating orders Nair and Nbit
The quantities T1, s and T2, s are related via their gradient with re-
of the development of the MIMO ARX model coefficients on La-
spect to the MIMO ARX-Laguerre poles ξs, (s = air , bit ) by the fol-
guerre bases. A parametric reduction is carried out if:
lowing relations [16]:
⎧ Na < na
⎪
⎨ ir ir
⎧ ∂T1, s 2
⎩ Nbit < nbit
⎪
(46) ⎪ = − T2, s
⎪ ∂ξs (1 − ξs2 )
⎨
The inequality given by (46) depends essentially on the choice of ⎪ 2, s
∂T 2
⎪ ∂ξ = − (1 T1, s
the MIMO ARX-Laguerre poles ξair and ξbit . Therefore, we propose ⎩ s − ξs2 ) (53)
an online optimization algorithm to optimize these poles and the
Fourier coefficients. By using the gradient of T1, s and T2, s given by (53) and the relation
We consider the separate optimization of the bases relating to (51), the quantities M1, s and M2, s , (s = air , bit associated to the
parameters hair (j ) and hbit (j ) of the MIMO ARX model associated to MIMO ARX-Laguerre model can be written as follows:
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
6 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
This method of MIMO ARX-Laguerre pole optimization is applied 4. Adaptive model based predictive control of MIMO systems
in the offline case by Mbarek et al. [15]. In this paper this meth- (AMPC MIMO)
od is extended to an online procedure, where we propose to
skip the observation sequences by sliding window at each This section considers the Adaptive Model based Predictive
increment of time instant. This window is of length Control of MIMO systems (AMPC MIMO) in which the parameters,
N0 ( << M )[h + 2 − N0, h + 1]. Then we combine the sliding win- poles and Fourier coefficients, are identified over a sliding window
dow with the recursive identification of the Fourier coefficients by applying Algorithm 2. The main advantage of this approach is
given by Algorithm 1 to propose an online parametric identifica- that the controller parameters are updated at each sample time,
tion of the MIMO ARX-Laguerre model. In this case the estimate of which usually means a faster response to operating mode of
Fourier coefficients i (h),
C (i = 1, … , m) is computed, for process changes. The controller update can also be monitored such
(h = N0, … , M ) , as:
that when there is a significant change in the process, a new
i (h) = ( X T (h) X i, N (h) + αi I )−1
C parameters model is identified then the controller is updated and
i, N0 0
implemented. In this paper a new combination of the online
× ⎡⎣ X iT, N0 (h) Yis, N0 (h) + αi C
i (h − 1) ⎤
⎦ (59) identification of the MIMO ARX-Laguerre model by the sliding
window procedure with the MPC MIMO is studied in an adaptive
with, for h = N0, … , M :
control context. The adaptive strategy is described with a block
Yis, N0 (h) = ⎡⎣ yis (h + 2 − N0 ), …, yis (h + 1) ⎤⎦
T diagram, as represented in Fig. 2.
(60)
The predictive control algorithm is based on the solving of
such as X i (h , N0 ) is defined as: optimization problem subject to a physical constraints on the in-
puts and the outputs due to the actuator technology, the control
X i (h) = ⎡⎣ X i (h + 2 − N0 ), …, X i (h + 1) ⎤⎦
T
(61) system security or the quality desired for the output of the con-
i , (i = 1, … , m), trolled process. In the case of MIMO system of m outputs,
The recursive identification of Fourier coefficients C
y1 (k ) , y2 (k ) , … , ym (k ), and p inputs, u1 (k ) , u2 (k ) , … , up (k ), for a
is evaluated by the quadratic error of the parameters Eqp in each
prediction horizon [k + 1, k + Np ] and a control horizon
sliding window as:
[k + 1, k + Nu ], (Nu ≤ Np ), the optimization problem is given as
N (h) − C
Eqp = ∥ C N (h − 1)∥2 ≤ ε (62) follows:
0 0
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 7
Physical Disturbance The optimization problem (64) subject to (65) is a convex Quad-
constraints
ratic Programming problem (QP), for which the global solution is
Consigne Reference Optimization
unique [19]. As with all predictive control methods, where a
model -+ Algorithm Process
moving horizon strategy is applied, at instant kT only the first
optimized control u (k ) is applied to the system with:
f-step ahead
: Output prediction u (k ) = u (k − 1) + δ u (k ) (72)
: Control
: Predicted output
: Prediction error In this paper, we have considered adaptive predictive control
: Reference trajectory Online identiication of based on the flow chart in Fig. 3 and summarised by Algorithm 3.
MIMO ARX-Laguerre
Fig. 2. Bloc diagram of adaptive predictive control. Algorithm 3. AMPC MIMO using MIMO ARX-Laguerre model
algorithm.
⎧ ⎧ δu
⎪ ⎪ min ≤ δu1 (k + h) ≤ δ uM 1. Choose the m reference signal vectors wi, (i = 1, … , m), of
⎪⎨ ⋮ ; ∀ (h = 0, …, Nu − 1)
⎪ ⎪ δu dimension M.
≤ δup (k + h) ≤ δ uM
⎪ ⎩ min 2. Choose the prediction horizon Np, the control horizon Nu,
⎪⎧
⎪ u
⎪ ⎪ min
≤ u1 (k + h) ≤ uM the positive weights λ and the tracking error term γ.
subject to ⎨ ⎨ ⋮ ∀ (h = 0, 1, …, Nu − 1)
⎪⎪u 3. Choose the physical constraints given by (65).
⎩ ≤ up (k + h) ≤ uM
⎪ αi, ε and the width of the sliding window N0,
min
4. Fix Nair , Nbit ,
⎪⎧
⎪ ⎪ ymin ≤ y1 (k + h) ≤ yM N0 << M .
⎪⎨ ⋮ ∀ (h = 1, …, Np )
⎪⎪ 5. Assume that we have N0 inputs / outputs data system are
⎪
⎩ ⎩ ymin ≤ ym (k + h) ≤ yM (65) available.
6. Choose m × (m + p) stable poles ξair , N0 et ξbit , N0 .
where Δ U (k )) is the vector of the future increments control, de-
fined as: 7. On the interval [1, N0 ], estimate the Fourier coefficients
i (N0 − 1), (i = 1, … , m), using Algorithm 1.
C
Δ U (k ) = [δ u (k )T , δ u (k + 1)T , …, δ u (k + Nu − 1)T ]T (66) 8. Calculate the new poles ξair , N0 et ξbit , N0 from the relations
with, for j = 0, 1, … , Nu − 1, the vector δ u (k + j ) is defined as: (56) and (57).
9. Initialize the inputs u1 (h − 1) , … , up (h − 1) and fix h to N0.
δ u (k + j ) = [δu1 (k + j ), δu2 (k + j ), …, δut (k + j ), …, δup (k + j )]T (67)
10. While h < M
and, for t = 1, … , p, the tth increment control is defined as: (a) Using the optimal poles ξair , h and ξbit , h to compute the
matrices A , B u , B y and C defined by (34).
δut (k + j ) = ut (k + j ) − ut (k + j − 1) (68)
(b) Apply the inputs (u1 (h − 1) , … , up (h − 1)) to the system
In the predictive control, the optimization problem is based on the and read the outputs (y1 (h) , … , ym (h)).
minimization of prediction error between the predicted outputs (c) Compute the predicted outputs y (k + f /k ) for
y^ , (i = 1, … , m) and the future setpoints w , (i = 1, … , m), then we
i i (f = 1, … , Np ) from relation (70).
can define the following quadratic criterion:
(d) Solve the optimization problem given by (64) for ob-
m Np tained (δu1 (h) , … , δup (h)).
∑ γi ∑ ⎡⎣ y^i (k + f /k) − wi (k + f ) ⎤⎦
2
J2 (ΔU (k )) = (e) Calculate the control signals (u1 (h) , … , up (h)) by (72).
i=1 h=1
p Nu− 1 (f) On the interval [h + 2 − N0, h + 1]:
+ ∑ λj ∑ [δuj (k + f )]2 i. Estimate the Fourier coefficients C i (h), (i = 1, … , m),
j=1 h=0 (69) using Algorithm 1.
where ii. if Eqp = ∥ CN (h) − C
N (h − 1)∥2 ≤ ε then (h = h + 1)
0 0
and go to step 10a.
wi, (i = 1, …, m), are the reference trajectories, else, calculate the new poles ξair , h + 1 and ξbit , h + 1 from
λj are positive weights generally considered constant and equal the relations (56) and (57), respectively, (h = h + 1) and go
to λ and γi are the weights on the tracking error term considered to step 10a.
constant and equal to γ.
y^i (k + f /k ), (i = 1, …, m) are the f-step ahead prediction of
5. Simulation examples
outputs which is formulated by Mbarek et al. [15] from the
recursive representation of the MIMO ARX-Laguerre model
5.1. Numerical example
given by (31) as follows:
In order to validate the performances of the online identifica-
tion of the MIMO ARX-Laguerre presented in the paper, we con-
h
sider the following linear MIMO switched system with 2 inputs
y^ (k + f /k ) = y^ (k ) + C T ∑ (A + By C T )hδ X (k) and 2 outputs and composed of 3 submodels:
j=1
min (h, Nu ) ⎛ h−j ⎞ ⎧ x (k + 1) = Ai x (k ) + Bi u (k )
⎪
+ CT ∑ ⎜ ∑ (A + B y C T )l ⎟ B u δ u (k + j − 1) ⎨
⎜ ⎟ ⎩ y (k ) = Ci x (k ) + Di u (k )
⎪
(73)
j=1 ⎝ l= 0 ⎠ (70)
where δ X (k ) is the state vector increments, defined by: with u (k ) = [u1 (k ) , u2 (k )]T is the inputs vector, y (k ) = [y1 (k ) , y2 (k )]T
is the outputs, x(k) is the state vector at a sampling time k, i means
δ X (k ) = X (k ) − X (k − 1) (71) the mode of the system and the matrices Ai, Bi, Ci and Di are given by:
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
8 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 9
0.42 0.8
First output
Second output
0.4 0.6
0.38
0.4
0.36
0.2
0.34
0
0.32
−0.2
0.3
−0.4
0.28
0.26 −0.6
First input
Second input
0.24 −0.8
0 200 400 600 800 1000 1200 0 200 400 600 800 1000 1200
Number of iterations Number of iterations
⎧ α1 = α2 = 0.2.
⎛ 0.15 0.40 −0.65⎞ ⎛ −0.20 0.45⎞
⎪ ⎜ ⎟ ⎜ ⎟ These simulations are carried out with a sliding window
⎪ A1 = ⎜ −0.75 0.1 −0.35⎟ B1 = ⎜ −0.06 0 ⎟
⎪ N0 = 50 and a threshold ϵ = 0.02. To evaluate the performances of
⎨ ⎝ 0.20 0.70 0.20 ⎠ ⎝ 0.22 0 ⎠
⎪ the online identification Algorithm 2 of the MIMO ARX-Laguerre
⎪C = ⎜⎛ 0 0.40 0.45 ⎞ ⎛ 0 − 0.35⎞ model, we draw in Figs. 5–7 the evolution of the poles, the Fourier
⎪ 1 ⎟ D1 = ⎜ ⎟
⎩ ⎝ −1 −0.60 0.90⎠ ⎝ −1.70 −0.25⎠ (74) coefficients and the NMSE's, respectively. In Fig. 8 we plot the
evolution of the First and second outputs of the system and the
MIMO ARX-Laguerre model.
⎧ ⎛ 0.27 0.24 −0.55⎞ ⎛ −0.55 0 ⎞ We note from Figs. 5–8 the performance of the proposed online
⎪ ⎜ ⎟ ⎜ ⎟ identification procedure when the system is operating with sev-
⎪ A2 = ⎜ 0.24 0.65 0.30 ⎟ B2 = ⎜ −1.40 1 ⎟
⎪ eral modes. Indeed, we note the detection of the modes and the
⎨ ⎝ −0.55 0.30 0.27 ⎠ ⎝ 0.05 −0.72⎠
⎪ adaptation of the parameters models (Poles and Fourier coeffi-
⎛
⎪ C = ⎜ 0.70 1 −0.27 ⎞ ⎛ 2.15 0.25 ⎞
⎪ 2 ⎟ D2 = ⎜ ⎟ cients) where the outputs of the MIMO ARX-Laguerre model fol-
⎩ ⎝ −0.35 0 −1.10⎠ ⎝ 0 −0.36⎠ (75) lows faithfully the actual output of the system in spite of the
change of the operating modes of the system.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
10 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 11
Table 1
Steady state operating data.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
12 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
Fig. 14. Evolution of the outputs of the MIMO ARX-Laguerre model and the CSTR system.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 13
−0.4 ≤ δut (k + h) ≤ 0.4 ∀ (h = 0, …, Nu − 1) (80) In every step of the AMPC MIMO algorithm we optimize, over a
sliding window, the poles and the Fourier coefficients of the MIMO
ARX-Laguerre model using Algorithm 2. The variation of the op-
92 ≤ ut (k + h) ≤ 102 ∀ (h = 0, …, Nu − 1) (81) timal poles and the Fourier coefficients are given in Figs. 17 and 18,
respectively. In Figs. 19(a) and 22(b) we draw respectively the in-
for (t = 1, 2). crement controls and the controls signals. In Figs. 20(a) and (b) we
plot respectively the variation of the first reference signal and the
concentration output, and the second reference signal and the
temperature output.
The proposed AMPC MIMO ARX-Laguerre model is compared
with the adaptive model based predictive control using MIMO ARX
model (AMPC MIMO ARX). The development of the AMPC MIMO
ARX is presented in appendix Appendix A. To compare the per-
formances of the AMPC of the MIMO ARX-Laguerre model with
respect to the MIMO ARX one, we fix the same tuning parameters
given by relation (79), the same sliding window width N0 and the
same physical constraints given by relations (80) and (81). In
Fig. 21, we draw the variation of the outputs and the reference
signals obtained after applying the AMPC MIMO ARX Algorithm
with an order n ¼3. Fig. 22 gives the increment controls and the
controls signals. It can be mentioned the results given with the
MIMO ARX-Laguerre model are better than those given for MIMO
ARX model. This can be illustrated by both the convergence speed
of the outputs to the desired references and the computing time
Fig. 15. Evolution of the criterion J2. given by Figs. 23(a) and (b).
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
14 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
Fig. 19. Variation of control signals in the case of AMPC MIMO ARX-Laguerre.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 15
Fig. 21. Reference and output signals in the case of AMPC MIMO ARX.
Fig. 22. Variation of control signals in the case of AMPC MIMO ARX.
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
16 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
⎛ y (k − n + 2) ⎞ ⎡ ⎤
⎜ 1 ⎟ ⎢ 0 … 0 1 … 0 … 0 … 0
⎥
⎜ ⋮ ⎟ ⎢ ⋮ ⋱ ⋮ ⋮ ⋱ ⋮ ⋮ 0 ⋱ 0 ⎥
⎜ y (k − n + 2)⎟ ⎢ ⎥
⎜ m
⎟ 0 … 0 0 … 1 … 0 … 0
⎜ ⋮ ⎟ ⎢ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⎥
⎜ y1 (k ) ⎟ ⎢ 0 0 0 0 1 0
⎥
⎜ ⎟= ⎢ … … … … ⎥
⎜ ⋮ ⎟ ⎢ ⋮ ⋱ ⋮ ⋮ ⋱ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥
⎜ ⎟ ⎢ 0 … 0 0 … 0 … 0 … 1 ⎥
ym (k )
⎜ ⎟ ⎢ ⎥
⎜ y1 (k + 1) ⎟ ⎢ ha11 (n) … ha1m (n) ha11 (n − 1) … ha1m (n − 1) … ha11 (1) … ha1m (1) ⎥
⎜ ⎟ ⎢ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⎥
⎜⎜ ⋮ ⎟⎟ ⎢ ⎥
⎣ h a 1 (n) … hamm (n) ham1 (n − 1) … hamm (n − 1) … ham1 (1) … hamm (1) ⎦
⎝ ym (k + 1) ⎠ m
⎛ y (k − n + 1) ⎞ ⎡ ⎛ ⎞
⎜ 1 ⎟ ⎢ 0 … 0 … 0 … 0 ⎤ ⎜ u1 (k − n + 1) ⎟
⎥
⎜ ⋮ ⎟ ⎢ ⋮ ⋱ ⋮ ⋮ ⋮ ⋱ ⋮ ⎥⎜ ⋮ ⎟
⎜ y (k − n + 1)⎟ ⎢ 0 … 0 … 0 … 0 ⎥ ⎜ up (k − n + 1)⎟
⎜ m
⎟ ⎢ ⎜ ⎟
⎜ ⋮ ⎟ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⎥⎜ ⋮ ⎟
⎜ y (k − 1) ⎟ ⎢ 0 … 0 … 0 …
⎥
0 ⎥ ⎜ u1 (k − 1) ⎟
⎜ 1
⎟+⎢ ⋮ ⋮ ⎥⎜ ⎟
⎟ ⎢
⋱ ⋮ ⋮ ⋮ ⋱
⎜ ⋮ ⎜ ⋮ ⎟
⎜ y (k − 1) ⎟ ⎢ 0 … 0 … 0 … 0 ⎥ ⎜ u (k − 1) ⎟
⎟ ⎢ hb (n) ⎥⎜ p
⎜ m
… hb1p (n) … hb11 (1)
… hb1p (1) ⎥ ⎟
⎜ y1 (k ) ⎟ ⎢ 11 ⎜ u1 (k ) ⎟
⎜ ⎟ ⎢ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⎥⎜ ⎟
⎟⎟ ⎢ h (n) ⎥⎜
⋮ ⋮
⎜⎜ … hbmp (n) … hbm1 (1) … hbmp (1)⎥⎦ ⎜ ⎟⎟
⎢ b
⎝ ym (k ) ⎠ ⎣ m1 ⎝ up (k ) ⎠ (A.1)
Then, we can write the flowing state space representation for the
⎛ y (k − n + 1) ⎞ ⎛ u1 (k − n + 1) ⎞
ARX MIMO model: ⎜ 1 ⎟ ⎜ ⎟
⎜ ⋮ ⎟ ⎜ ⋮ ⎟
⎜ y (k − n + 1)⎟ ⎜ up (k − n + 1)⎟
⎧ (k + 1) = (k ) + 0 0 (k ) ⎜ m ⎟ ⎜ ⎟
⎜ ⎟
⎪
⎨ ⋮ ⎜ ⋮ ⎟
⎩ y (k ) = (k )
⎪ ⎜ y (k − 1) ⎟ ⎜ u1 (k − 1) ⎟
(A.2) (k ) = ⎜ 1 ⎟ ∈ R m . n × 1, 0 (k ) = ⎜ ⎟ ∈ Rp .n ×1
⎜ ⋮ ⎟ ⎜ ⋮ ⎟
⎜ y (k − 1) ⎟ ⎜ up (k − 1) ⎟
with: ⎜ m ⎟ ⎜ ⎟
⎜ y1 (k ) ⎟ ⎜ u1 (k ) ⎟
⎜ ⎟ ⎜ ⎟
⎜ ⋮ ⎟ ⋮
⎜⎜ ⎟⎟
⎜ ⎟ up (k )
⎝ ym (k ) ⎠ ⎝ ⎠ (A.5)
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎ 17
⎛0 … 0 … 0 … 0 1 0 … 0⎞ ⎛ y^ (k + 1) ⎞⎟ ⎛⎜ y^ (k )⎞⎟ ⎛ ⎞
⎜ ⎟ ⎜
0 … 0 … 0 … 0 0 1 … 0⎟ ⎜ ⎟
=⎜ ∈ Rm ×m . n ⎜ y^ (k + 2) ⎟ ⎜ y^ (k )⎟ ⎜ 2 ⎟
⎜⋮ … ⋮ … ⋮ … ⋮ ⋮ ⋮ ⋱ ⋮⎟ ⎜ ⎟=⎜ ⎟+ δ (k )
⎜ ⎟ ⎜ ⎟ ⎜ ⋮ ⎟ ⎜⎜⋮ ⎟
⎝0 … 0 … 0 … 0 0 0 … 1⎠ (A.6) ⋮ ⎟
⎜ ⎟ ⎜ ⎟ ⎝ p⎠
N
⎝ y^ (k + Np )⎠ ⎝ y^ (k )⎠
Considering the state space model given by (A.2) we can calculate ⎡ 0 0m ×((N − 1) . p) ⎤
the prediction outputs equations of the MIMO ARX model [21]. ⎢ u
⎥
⎢ 1 0m ×((Nu− 2) . p) ⎥
The state space model (A.2) can be written in incremental form as: ⎢ ⎥
⋮ ⋮
⎢ ⎥
⎧ ⎢ Nu− 2 0m ×(1. p) ⎥
⎪ δ (k + 1) = δ (k ) + 0 δ 0 (k ) +⎢ ⎥ δ Np− 1(k + Np − 1)
⎨ ⎢
Nu− 1
⎥
⎪ ^ ^
⎩ y (k ) = y (k − 1) + δ (k ) (A.7) ⎢ Nu ⎥
⎢ ⋮ ⎥
⎢ ⎥
where ⎣⎢ Np− 1 ⎦⎥ (A.13)
δ (k + 1) = (k + 1) − (k ) or
δ 0 (k ) = 0 (k ) − 0 (k − 1) ^
Y (k ) = y^ (k ) + F Np δ (k ) + G Np δ Np− 1(k + Np − 1) (A.14)
= ⎡⎣ δu1 (k − n + 1)…δup (k − n + 1)…δu1 (k )…δup (k ) ⎦ ⎤T (A.8)
with
by analogy, we can write δ (k + 3) as: The output predictions vector Y^ (k ) can be decomposed into terms,
free components and forced components, as:
δ (k + 3) = 3δ (k ) ^ ^ ^
Y (k ) = Y fr (k ) + Y fo (k ) (A.16)
+ ⎡⎣ [ 1 0(m . n)× p] + [0(m . n)×(2p) 0 ] )
with:
2
^
⎡ δ T (k + 1) δu (k + 2)…δu (k + 2) ⎤T Y fr (k ) = y^ (k ) + F Np δ (k ) + Gfr δ fr (k ) (A.17)
⎣ 1 1 p ⎦
δ 2 (k + 2) (A.10)
^
Y fo (k ) = Gδ (k ) (A.18)
Then, the Np-step ahead prediction of (k ) is written as:
where
δ (k + Np ) = Np δ (k )
Gfr = G Np (: , 1: p. (n − 1));
+ ⎡⎣ [ N − 2 0(m . n)× p] + [0(m . n)×((Np− 1) p) 0 ] )
G = G Np (: , p. (n − 1) + 1: p. Np ) (A.19)
N −1
⎡ δ T ⎤T ⎛ δ u (k − n + 1)⎞ ⎛ ⎞
⎣ Np− 2 (k + 1) δu1 (k + Np − 1)…δup (k + Np − 1) ⎦ δ u (k )
⎜ ⎟ ⎜ ⎟
δ fr (k ) = ⎜ ⋮ ⎟⎟; δ (k ) = ⎜ ⋮ ⎟
δ Np − 1(k + Np − 1) (A.11) ⎜ ⎜ ⎟
⎝ δ u (k − 1) ⎠ ⎝ δ u (k + Np − 1)⎠ (A.20)
From relation (A.7) and by successive substitutions the f-step
ahead output predictions y^ (k + f /k ) is: A.2. Control optimization
f
The control action are obtained by minimizing the flowing
y^ (k + f /k ) = y^ (k ) + ∑ δ (k + j) quadratic criterion:
j=1 (A.12)
m Np
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i
18 I. Ben Abdelwahed et al. / ISA Transactions ∎ (∎∎∎∎) ∎∎∎–∎∎∎
where wi, i = 1, … , m, are the reference trajectories, qy(i) are the References
weights on the tracking error term and qu (j) are positive weights
generally considered constant and equal to qu. [1] Haitao Z, Zonghai C, Yongji W, Ming L, Ting Q. Adaptive predictive control
The quadratic criterion J2 (u (k )) given by (A.21) can be re- algorithm based on Laguerre functional model. Int J Adapt Control Signal
written in compact matrix form as: Process 2006;20(2):53–76.
[2] Ge S, Chenguang Y, Tong HL. Adaptive predictive control using neural network
^ ^ for a class of pure-feedback systems in discrete time. IEEE Trans Neural Netw
J2 (δ (k )) = ( Y (k ) − W (k ))T Q y ( Y (k ) − W (k )) 2008;19(9):1599–614.
+ δ (k )T Q u δ (k ) (A.22) [3] Yang W, Stephen B. Fast model predictive control using online optimization.
IEEE Trans Control Syst Technol 2010;18(2):267–78.
[4] Saghatoleslami N, Toroghi M. Controlling nonlinear processes, using Laguerre
where Y^ (k ) is the (m . Np )-dimensional vector of predicted outputs functions based adaptive model predictive control (AMPC) algorithm. J Chem
given by the relations (A.17) and the vector W(k) is defined as Petrol Eng 2011;45(1):47–55.
follows: [5] Li D, Xi Y. The synthesis of robust model predictive control with QP for-
mulation. Int J Modell Identif Control 2011;13(1/2):1–8.
W (k ) = [w1 (k + 1), …, wm (k + 1), …, w1 (k + Np ), …, wm (k + Np )]T (A.23) [6] Valencia Palomo G, Rossiter J. A novel PLC implementation of a predictive
controller based on Laguerre functions and multi-parametric solutions. IET
(k ) is the vector of future control given by (A.20), and Qy and Qu Control Theory Appl 2012;6(8):1003–14.
[7] Qiang P, Tao Z, Qiumei C, Wang Y. Constrained model predictive control with
are positive-definite matrices of dimensions (m . Np ) and (p. Nu ),
economic optimization for integrating process. Can J Chem Eng 2015;93(8):
respectively, defined as follows: 1462–73.
[8] Bouzrara K, Mbarek A, Garna T. Non-linear predictive controller for uncertain
⎧ ⎧ ⎫
⎪ ⎪ ⎪ process modelled by GOBF-Volterra models. Int J Model Identif Control
⎪ Q = bloc _diag ⎪ ⎪
⎨ qy, …, qy ⎬
2013;19(4):307–22.
⎪ y ⎪ ⎪
[9] Rossiter J, Wang L. Exploiting Laguerre functions to improve the feasibility/
⎪ ⎪
⎩ Np times ⎪
performance compromise in MPC. In: Proceedings of the IEEE conference on
⎪ ⎭
⎨ decision and control; 2008. p. 4737–42.
⎪ ⎧ ⎫ [10] Wang L, Freemanb CT, Chaia S, Rogers E. Predictive-repetitive control with
⎪ ⎪ ⎪ constraints: from design to implementation. J Process Control 2013;23:
⎪ Q u = bloc _diag ⎨ qu, …, qu ⎬ 956–67.
⎪ ⎪ ⎪ [11] Douik A, Ghabi J, Messaoud H. Robust predictive control using a GOBF model
⎪
⎩ ⎩ N times ⎭ u (A.24) for MISO systems. Int J Comput Commun Control 2007;2(4):355–66.
[12] Badwe AS, Patwardhan SC, Gudi RD. Closed-loop identification using direct
where approach and high order ARX/GOBF-ARX models. J Process Control
2011;21:1056–71.
⎡q ⋯ 0 ⎤ ⎡q ⋯ 0 ⎤ [13] Ward MacArthur J. A new approach for nonlinear process identification using
⎢ y1 ⎥ ⎢ u1 ⎥ orthonormal bases and ordinal splines. J Process Control 2012;22:375–89.
qy = ⎢ ⋮ ⋱ ⋮ ⎥, qu = ⎢ ⋮ ⋱ ⋮ ⎥ [14] Tufa LD, Ramasamy M, Shuhaimi M. Improved method for development of
⎢ 0 ⋯ q ⎥ ⎢⎣ 0 ⋯ qup ⎥⎦ parsimonious orthonormal basis filter models. J Process Control 2011;21:
⎣ ym ⎦ (A.25)
36–45.
[15] Mbarek A, Bouzrara K, Garna T, Ragot J, Messaoud H. Laguerre-based model-
By replacing in relation (A.22) the predicted outputs Y^ (k ) by its ling and predictive control of multi-input multi-output systems applied to a
expression given by (A.16), the quadratic criterion J2 (δ (k )) can be communicating two-tank system (CTTS). Trans Inst Meas Control 2015:1–14.
rewritten as: http://dx.doi.org/10.1177/0142331215613150.
[16] Bouzrara K, Garna T, Ragot J, Messaoud H. Online identification of the ARX
J2 (δ (k )) = δ (k )T ⎡⎣ G T Q y G + Q u ⎤⎦ δ (k ) model expansion on Laguerre orthonormal bases with filtres on model input
and output. Int J Control 2013;86(03):369–85.
^
+ 2 ( Y fr (k ) − W (k ))T Q y Gδ (k ) [17] Bouzrara K, Garna T, Ragot J, Messaoud H. Decomposition of an ARX model on
orthonormal Laguerre bases. ISA Trans 2012;51:848–60.
^ ^
+ ( Y fr (k ) − W (k ))T Q y ( Y fr (k ) − W (k )) (A.26) [18] Tanguy N, Morvan R, Vilb P, Calvez LC. Online optimization of the time scale in
adaptive Laguerre-based filters. IEEE Trans Signal Process 2000;48(4):1184–7.
Taking into account the constraints (65) on the input and [19] Fletcher R. Practical methods of optimization, vol. 2. John Wiley & Sons;
Chichester, 1981.
output signals leads to solve the optimization problem as follows: [20] Kamala N, Thyagarajan T, Renganathan S. Multivariable control of nonlinear
process using soft computing techniques. J Adv Inf Technol 2012;3(1):48–56.
min
Δ (k)∈ Ψ
( J2 (Δ (k)) ) (A.27) [21] Belda K, Böhm J. Adaptive generalized predictive control for mechatronic
systems. WSEAS Trans Syst 2006;5(8):1830–7.
where Ψ is the future controls admissible set formulated from
(65), [15], and J2 (Δ (k )) is the quadratic criterion given by (A.26).
Please cite this article as: Ben Abdelwahed I, et al. Adaptive MPC based on MIMO ARX-Laguerre model. ISA Transactions (2016), http:
//dx.doi.org/10.1016/j.isatra.2016.11.017i