Robust Model Predictive Control for nonlinear discrete-time systems using iterative time-varying constraint tightening

Fuente: arXiv
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Main Authors: Leister, Daniel D., Koeln, Justin P.
Format: Preprint
Published: 2024
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author Leister, Daniel D.
Koeln, Justin P.
author_facet Leister, Daniel D.
Koeln, Justin P.
contents Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load, conservatism, generality, or implementation complexity have to be made, and finding an approach that provides the right balance is still a challenge to the research community. This work provides a contribution by proposing a novel shrinking-horizon robust MPC formulation for nonlinear discrete-time systems. By explicitly accounting for how disturbances and linearization errors are propagated through the nonlinear dynamics, a constraint tightening-based formulation is obtained, with guarantees of robust constraint satisfaction. The proposed controller relies on iteratively solving a Nonlinear Program (NLP) to simultaneously optimize system operation and the required constraint tightening. Numerical experiments show the effectiveness of the proposed controller with three different choices of NLP solvers as well as significantly improved computational speed, better scalability, and generally reduced conservatism when compared to an existing technique from the literature.
format Preprint
id arxiv_https___arxiv_org_abs_2402_13183
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Robust Model Predictive Control for nonlinear discrete-time systems using iterative time-varying constraint tightening
Leister, Daniel D.
Koeln, Justin P.
Systems and Control
Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load, conservatism, generality, or implementation complexity have to be made, and finding an approach that provides the right balance is still a challenge to the research community. This work provides a contribution by proposing a novel shrinking-horizon robust MPC formulation for nonlinear discrete-time systems. By explicitly accounting for how disturbances and linearization errors are propagated through the nonlinear dynamics, a constraint tightening-based formulation is obtained, with guarantees of robust constraint satisfaction. The proposed controller relies on iteratively solving a Nonlinear Program (NLP) to simultaneously optimize system operation and the required constraint tightening. Numerical experiments show the effectiveness of the proposed controller with three different choices of NLP solvers as well as significantly improved computational speed, better scalability, and generally reduced conservatism when compared to an existing technique from the literature.
title Robust Model Predictive Control for nonlinear discrete-time systems using iterative time-varying constraint tightening
topic Systems and Control
url https://arxiv.org/abs/2402.13183