1. Robust MPC with recursive model update.
- Author
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Lorenzen, Matthias, Cannon, Mark, and Allgöwer, Frank
- Subjects
- *
ROBUST control , *LINEAR control systems , *CONSTRAINT satisfaction , *SYSTEM identification , *UNCERTAINTY (Information theory) , *PARAMETER estimation - Abstract
Abstract Robust constrained control of linear systems with parametric uncertainty and additive disturbance is addressed. The main contribution is the introduction of a mathematically rigorous and computationally tractable framework for stabilizing model predictive control with online parameter estimation to improve performance and reduce conservatism. Requirements for closed-loop stability and provable constraint satisfaction are considered separately, resulting in the use of online set-membership system identification combined with homothetic prediction tubes for robust constraint satisfaction, and an H ∞ optimal point estimate of the unknown parameters to achieve a finite closed-loop gain from the disturbance to the state. Extensions to time-varying parameters and persistently exciting inputs to guarantee parameter convergence are presented. A numerical example illustrates the proven properties and efficacy of the approach. [ABSTRACT FROM AUTHOR]
- Published
- 2019
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