Robust variable horizon MPC with move blocking

This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear...

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Published in:	Systems & control letters Vol. 61; no. 4; pp. 587 - 594
Main Authors:	Shekhar, Rohan C., Maciejowski, Jan M.
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.04.2012 Elsevier
Subjects:	Adaptative systems Applied sciences Blocking Computer science; control theory; systems Control systems Control theory. Systems Disturbances Effectiveness Exact sciences and technology Feasibility Horizon Mathematical models Move blocking Optimal control Predictive control Robust control Robustness Variable horizon Move blocking Robust control Variable horizon Predictive control Model predictive control Time varying system Discrete time Blocking Recursive method Feasibility Robustness Computational complexity
ISSN:	0167-6911, 1872-7956
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Abstract	This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manœuvring problems. Simulations demonstrate the efficacy of the formulation.
AbstractList	This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manAuvring problems. Simulations demonstrate the efficacy of the formulation. This paper introduces a new formulation of variable horizon model predictive control (VH-MPC) that utilises move blocking for reducing computational complexity. Various results pertaining to move blocking are derived, following which, a generalised blocked VH-MPC controller is formulated for linear discrete-time systems. Robustness to bounded disturbances is ensured through the use of tightened constraints. The resulting time-varying control scheme is shown to guarantee robust recursive feasibility and finite-time completion. An example is then presented for a particular choice of blocking regime, as would be applicable to vehicle manœuvring problems. Simulations demonstrate the efficacy of the formulation.
Author	Maciejowski, Jan M. Shekhar, Rohan C.
Author_xml	– sequence: 1 givenname: Rohan C. surname: Shekhar fullname: Shekhar, Rohan C. email: rcs48@eng.cam.ac.uk – sequence: 2 givenname: Jan M. surname: Maciejowski fullname: Maciejowski, Jan M. email: jmm@eng.cam.ac.uk
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Cites_doi	10.1109/CDC.2007.4434747 10.1016/j.jprocont.2007.01.001 10.1002/rnc.1059 10.1016/S0005-1098(99)00214-9 10.1016/j.automatica.2009.09.020 10.1016/S0005-1098(98)00178-2 10.1109/CDC.2009.5400609 10.1109/9.262032 10.1109/ACC.2007.4283000 10.1109/CACSD.2004.1393890
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Keywords	Move blocking Robust control Variable horizon Predictive control Model predictive control Time varying system Discrete time Blocking Recursive method Feasibility Robustness Computational complexity
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SubjectTerms	Adaptative systems Applied sciences Blocking Computer science; control theory; systems Control systems Control theory. Systems Disturbances Effectiveness Exact sciences and technology Feasibility Horizon Mathematical models Move blocking Optimal control Predictive control Robust control Robustness Variable horizon
Title	Robust variable horizon MPC with move blocking
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