Linear robust adaptive model predictive control: Computational complexity and conservatism
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with theoretical guarantees (constraint satisfaction and stability)...
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| Published in: | Proceedings of the IEEE Conference on Decision & Control pp. 1383 - 1388 |
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| Main Authors: | , , , , |
| Format: | Conference Proceeding |
| Language: | English |
| Published: |
IEEE
01.12.2019
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| Subjects: | |
| ISSN: | 2576-2370 |
| Online Access: | Get full text |
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| Summary: | In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with theoretical guarantees (constraint satisfaction and stability), while allowing for reduced conservatism and improved performance due to online parameter adaptation. A moving window parameter set identification is used to compute a fixed complexity parameter set based on past data. Robust constraint satisfaction is achieved by using a computationally efficient tube based robust MPC method. The predicted cost function is based on a least mean squares point estimate, which ensures finite-gain ℒ 2 stability of the closed loop. The overall algorithm has a fixed (user specified) computational complexity. We illustrate the applicability of the approach and the trade-off between conservatism and computational complexity using a numerical example. |
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| ISSN: | 2576-2370 |
| DOI: | 10.1109/CDC40024.2019.9028970 |