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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Bibliographic Details
Authors: Wang, Ye|||0000-0003-1395-1676, Muñoz De la Peña, David, Puig Cayuela, Vicenç|||0000-0002-6364-6429, Cembrano Gennari, Gabriela|||0000-0003-1436-6022
Format: article
Publication Date:2019
Country:España
Institution:Universitat Politècnica de Catalunya (UPC)
Repository:UPCommons. Portal del coneixement obert de la UPC
Language:English
OAI Identifier:oai:upcommons.upc.edu:2117/179207
Online Access:https://hdl.handle.net/2117/179207
https://dx.doi.org/10.1002/rnc.4551
Access Level:Open access
Keyword:Convex optimization
Economic MPC
Linear uncertain systems
Periodic operation
Classificació INSPEC::Optimisation
Àrees temàtiques de la UPC::Informàtica::Automàtica i control
Description
Summary: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.