Robust economic model predictive control based on a periodicity constraint

This paper proposes robust economic model predictive control based on a periodicity constraint for linear systems subject to unknown-but-bounded additive disturbances. In this economic MPC design, a periodic steady-state trajectory is not required and thus assumed unknown, which precludes the use of...

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Authors: Wang, Ye, Muñoz de la Peña, David, Puig, Vicenç, Cembrano, Gabriela
Format: article
Status:Versión aceptada para publicación
Publication Date:2019
Country:España
Institution:Consejo Superior de Investigaciones Científicas (CSIC)
Repository:DIGITAL.CSIC. Repositorio Institucional del CSIC
OAI Identifier:oai:digital.csic.es:10261/202353
Online Access:http://hdl.handle.net/10261/202353
Access Level:Open access
Keyword:Convex optimization
Economic MPC
Linear uncertain systems
Periodic operation
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spelling Robust economic model predictive control based on a periodicity constraintWang, YeMuñoz de la Peña, DavidPuig, VicençCembrano, GabrielaConvex optimizationEconomic MPCLinear uncertain systemsPeriodic operationThis paper proposes robust economic model predictive control based on a periodicity constraint for linear systems subject to unknown-but-bounded additive disturbances. In this economic MPC design, a periodic steady-state trajectory is not required and thus assumed unknown, which precludes the use of enforcing terminal state constraints as in other standard economic formulations. Instead, based on the desired periodicity of system operation, we optimize the economic performance over a set of periodic trajectories that include the current state. To achieve robust constraint satisfaction, we use a tube-based technique in the economic MPC formulation. The mismatches between the nominal model and the closed-loop system with perturbations are limited using a local control law. With the proposed robust tube-based strategy, recursive feasibility is guaranteed. Moreover, under a convexity assumption, the closed-loop convergence of the closed-loop system is analyzed, and an optimality certificate is provided to check if the closed-loop trajectory reaches a neighborhood of the optimal nominal periodic steady trajectory using Karush-Kuhn-Tucker optimality conditions. Finally, through numerical examples, we show the effectiveness of the proposed approach.This work was supported in part by the Spanish State Research Agency (AEI) and the European Regional Development Fund (ERFD) through projects DEOCS (DPI2016‐76493‐C3) and SCAV (DPI2017‐88403‐R), the FPI grant (BES‐2014‐068319), and in part by AGAUR of Generalitat de Catalunya through the Advanced Control Systems (SAC) group under grant (2017‐SGR‐482).John Wiley & SonsAgencia Estatal de Investigación (España)Agencia Estatal de Investigación (España)European CommissionMinisterio de Economía y Competitividad (España)Ministerio de Ciencia, Innovación y Universidades (España)Generalitat de CatalunyaConsejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]2020202020192020info:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501Postprintinfo:eu-repo/semantics/acceptedVersionhttp://hdl.handle.net/10261/202353reponame:DIGITAL.CSIC. Repositorio Institucional del CSICinstname:Consejo Superior de Investigaciones Científicas (CSIC)Inglés#PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE##PLACEHOLDER_PARENT_METADATA_VALUE#DPI2017-88403-R/AEI/10.13039/501100011033info:eu-repo/grantAgreement/MINECO/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/DPI2016-76493-C3info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/DPI2017-88403-RDPI2017-88403-R/AEI/10.13039/501100011033info:eu-repo/grantAgreement/MINECO/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/DPI2013-48243-C2-1-Rhttp://dx.doi.org/10.1002/rnc.4551Síinfo:eu-repo/semantics/openAccessoai:digital.csic.es:10261/2023532026-05-22T06:33:51Z
dc.title.none.fl_str_mv Robust economic model predictive control based on a periodicity constraint
title Robust economic model predictive control based on a periodicity constraint
spellingShingle Robust economic model predictive control based on a periodicity constraint
Wang, Ye
Convex optimization
Economic MPC
Linear uncertain systems
Periodic operation
title_short Robust economic model predictive control based on a periodicity constraint
title_full Robust economic model predictive control based on a periodicity constraint
title_fullStr Robust economic model predictive control based on a periodicity constraint
title_full_unstemmed Robust economic model predictive control based on a periodicity constraint
title_sort Robust economic model predictive control based on a periodicity constraint
dc.creator.none.fl_str_mv Wang, Ye
Muñoz de la Peña, David
Puig, Vicenç
Cembrano, Gabriela
author Wang, Ye
author_facet Wang, Ye
Muñoz de la Peña, David
Puig, Vicenç
Cembrano, Gabriela
author_role author
author2 Muñoz de la Peña, David
Puig, Vicenç
Cembrano, Gabriela
author2_role author
author
author
dc.contributor.none.fl_str_mv Agencia Estatal de Investigación (España)
Agencia Estatal de Investigación (España)
European Commission
Ministerio de Economía y Competitividad (España)
Ministerio de Ciencia, Innovación y Universidades (España)
Generalitat de Catalunya
Consejo Superior de Investigaciones Científicas [https://ror.org/02gfc7t72]
dc.subject.none.fl_str_mv Convex optimization
Economic MPC
Linear uncertain systems
Periodic operation
topic Convex optimization
Economic MPC
Linear uncertain systems
Periodic operation
description This paper proposes robust economic model predictive control based on a periodicity constraint for linear systems subject to unknown-but-bounded additive disturbances. In this economic MPC design, a periodic steady-state trajectory is not required and thus assumed unknown, which precludes the use of enforcing terminal state constraints as in other standard economic formulations. Instead, based on the desired periodicity of system operation, we optimize the economic performance over a set of periodic trajectories that include the current state. To achieve robust constraint satisfaction, we use a tube-based technique in the economic MPC formulation. The mismatches between the nominal model and the closed-loop system with perturbations are limited using a local control law. With the proposed robust tube-based strategy, recursive feasibility is guaranteed. Moreover, under a convexity assumption, the closed-loop convergence of the closed-loop system is analyzed, and an optimality certificate is provided to check if the closed-loop trajectory reaches a neighborhood of the optimal nominal periodic steady trajectory using Karush-Kuhn-Tucker optimality conditions. Finally, through numerical examples, we show the effectiveness of the proposed approach.
publishDate 2019
dc.date.none.fl_str_mv 2019
2020
2020
2020
dc.type.none.fl_str_mv info:eu-repo/semantics/article
http://purl.org/coar/resource_type/c_6501
Postprint
info:eu-repo/semantics/acceptedVersion
format article
status_str acceptedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/10261/202353
url http://hdl.handle.net/10261/202353
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
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#PLACEHOLDER_PARENT_METADATA_VALUE#
DPI2017-88403-R/AEI/10.13039/501100011033
info:eu-repo/grantAgreement/MINECO/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/DPI2016-76493-C3
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/DPI2017-88403-R
DPI2017-88403-R/AEI/10.13039/501100011033
info:eu-repo/grantAgreement/MINECO/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/DPI2013-48243-C2-1-R
http://dx.doi.org/10.1002/rnc.4551

dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv John Wiley & Sons
publisher.none.fl_str_mv John Wiley & Sons
dc.source.none.fl_str_mv reponame:DIGITAL.CSIC. Repositorio Institucional del CSIC
instname:Consejo Superior de Investigaciones Científicas (CSIC)
instname_str Consejo Superior de Investigaciones Científicas (CSIC)
reponame_str DIGITAL.CSIC. Repositorio Institucional del CSIC
collection DIGITAL.CSIC. Repositorio Institucional del CSIC
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repository.mail.fl_str_mv
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