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Title: Variable horizon model predictive control : robustness and optimality
Author: Shekhar, Rohan Chandra
ISNI:       0000 0004 2727 8854
Awarding Body: University of Cambridge
Current Institution: University of Cambridge
Date of Award: 2012
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Variable Horizon Model Predictive Control (VH-MPC) is a form of predictive control that includes the horizon length as a decision variable in the constrained optimisation problem solved at each iteration. It has been recently applied to completion problems, where the system state is to be steered to a closed set in finite time. The behaviour of the system once completion has occurred is not considered part of the control problem. This thesis is concerned with three aspects of robustness and optimality in VH-MPC completion problems. In particular, the thesis investigates robustness to well defined but unpredictable changes in system and controller parameters, robustness to bounded disturbances in the presence of certain input parameterisations to reduce computational complexity, and optimal robustness to bounded disturbances using tightened constraints. In the context of linear time invariant systems, new theoretical contributions and algorithms are developed. Firstly, changing dynamics, constraints and control objectives are addressed by introducing the notion of feasible contingencies. A novel algorithm is proposed that introduces extra prediction variables to ensure that anticipated new control objectives are always feasible, under changed system parameters. In addition, a modified constraint tightening formulation is introduced to provide robust completion in the presence of bounded disturbances. Different contingency scenarios are presented and numerical simulations demonstrate the formulation’s efficacy. Next, complexity reduction is considered, using a form of input parameterisation known as move blocking. After introducing a new notation for move blocking, algorithms are presented for designing a move-blocked VH-MPC controller. Constraints are tightened in a novel way for robustness, whilst ensuring that guarantees of recursive feasibility and finite-time completion are preserved. Simulations are used to illustrate the effect of an example blocking scheme on computation time, closed-loop cost, control inputs and state trajectories. Attention is now turned towards mitigating the effect of constraint tightening policies on a VH-MPC controller’s region of attraction. An optimisation problem is formulated to maximise the volume of an inner approximation to the region of attraction, parameterised in terms of the tightening policy. Alternative heuristic approaches are also proposed to deal with high state dimensions. Numerical examples show that the new technique produces substantially improved regions of attraction in comparison to other proposed approaches, and greatly reduces the maximum required prediction horizon length for a given application. Finally, a case study is presented to illustrate the application of the new theory developed in this thesis to a non-trivial example system. A simplified nonlinear surface excavation machine and material model is developed for this purpose. The model is stabilised with an inner-loop controller, following which a VH-MPC controller for autonomous trajectory generation is designed using a discretised, linearised model of the stabilised system. Realistic simulated trajectories are obtained from applying the controller to the stabilised system and incorporating the ideas developed in this thesis. These ideas improve the applicability and computational tractability of VH-MPC, for both traditional applications as well as those that go beyond the realm of vehicle manœuvring.
Supervisor: Maciejowski, Jan Marian Sponsor: Menzies Foundation ; Cambridge Commonwealth Trust
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
Keywords: Model predictive control ; Robust control ; Variable horizon ; Optimal control