Michael J. Messina

Model predictive control: for want of a local control Lyapunov function, all is not lost

We present stability results for unconstrained discrete-time nonlinear systems controlled using finite-horizon model predictive control (MPC) algorithms that do not require the terminal cost to be a local control Lyapunov function. The two key assumptions we make are that the value function is bounded by a K/sub /spl infin// function of a state measure related to the distance of the state to the target set and that this measure is detectable from the stage cost. We show that these assumptions are sufficient to guarantee closed-loop asymptotic stability that is semiglobal and practical in the horizon length and robust to small perturbations. If the assumptions hold with linear (or locally linear) K/sub /spl infin// functions, then the stability will be global (or semiglobal) for long enough horizon lengths. In the global case, we give an explicit formula for a sufficiently long horizon length. We relate the upper bound assumption to exponential and asymptotic controllability. Using terminal and stage costs that are controllable to zero with respect to a state measure, we can guarantee the required upper bound, but we also require that the state measure be detectable from the stage cost to ensure stability. While such costs and state measures may not be easy to construct in general, we explore a class of systems, called homogeneous systems, for which it is straightforward to choose them. In fact, we show for homogeneous systems that the associated K/sub /spl infin// functions are linear, thereby guaranteeing global asymptotic stability. We discuss two examples found elsewhere in the MPC literature, including the discrete-time nonholonomic integrator, to demonstrate our methods. For these systems, we give a new result: They can be globally asymptotically stabilized by a finite-horizon MPC algorithm that has guaranteed robustness. We also show that stable linear systems with control constraints can be globally exponentially stabilized using finite-horizon MPC without requiring the terminal cost to be a global control Lyapunov function.

Examples when nonlinear model predictive control is nonrobust

We consider nominal robustness of model predictive control for discrete-time nonlinear systems. We show, by examples, that when the optimization problem involves state constraints, or terminal constraints coupled with short optimization horizons, the asymptotic stability of the closed loop may have absolutely no robustness. That is to say, it is possible for arbitrarily small disturbances to keep the closed loop strictly inside the interior of the feasibility region of the optimization problem and, at the same time, far from the desired set point. This phenomenon does not occur when using model predictive control for linear systems with convex constraint sets. We emphasize that a necessary condition for the absence of nominal robustness in nonlinear model predictive control is that the value function and feedback law are discontinuous at some point(s) in the interior of the feasibility region.

Nominally Robust Model Predictive Control With State Constraints

In this paper, we present robust stability results for constrained discrete-time nonlinear systems using a finite-horizon model predictive control (MPC) algorithm for which we do not require the terminal cost to have any particular properties. We introduce a definition that attempts to characterize the robustness properties of the MPC optimization problem. We assume the systems under consideration satisfy this definition (for which we give sufficient conditions) and make two further assumptions. These are that the value function is bounded by a Kinfin function of a state measure (related to the distance from the state to some target set) and that this measure is detectable from the stage cost used in the MPC algorithm. We show that these assumptions lead to stability that is robust to sufficiently small disturbances. While in general the results are semiglobal and practical, when the detectability and upper bound assumptions are satisfied with linear Kinfin functions, the stability and robustness are either semiglobal or global (with respect to the feasible set). We discuss algorithms employing terminal inequality constraints and also provide a specific example of an algorithm that employs a terminal equality constraint.

Discrete-time certainty equivalence output feedback: allowing discontinuous control laws including those from model predictive control

We present certainty equivalence output feedback results for discrete-time nonlinear systems that employ possibly discontinuous control laws in the feedback loop. Coupling assumptions of nominal robustness with uniform observability or detectability assumptions, we assert nominally robust stability for output feedback closed loops. We further show that model predictive control (MPC) can be used to generate a feedback control law that is robustly globally asymptotically stabilizing when used in a certainty equivalence output feedback closed loop. Allowing for discontinuous feedback control laws is important for systems employing MPC, since the method can, and sometimes necessarily does, result in discontinuous control laws.

Robust hybrid controllers for continuous-time systems with applications to obstacle avoidance and regulation to disconnected set of points

We give an elementary proof of the fact that, for continuous-time systems, it is impossible to use (even discontinuous) pure state feedback to achieve robust global asymptotic stabilization of a disconnected set of points or robust global regulation to a target while avoiding an obstacle. Indeed, we show that arbitrarily small, piecewise constant measurement noise can keep the trajectories away from the target. We give a constructive, Lyapunov-based hybrid state feedback that achieves robust regulation in the above mentioned settings

Nominally robust model predictive control with state constraints

We present robust stabilization results for constrained, discrete-time, nonlinear systems using a finite-horizon model predictive control (MPC) algorithm that does not require any particular properties for the terminal cost. We introduce a property that characterizes the robustness properties of the MPC optimization problem. Assuming the system has this property (for which we give sufficient conditions), we make two further key assumptions. These are that the value function is bounded by a K/sub /spl infin// function of a state measure (related to the distance of the state to some target set) and that this measure is detectable from the stage cost used in the MPC algorithm. We show that these assumptions lead to stability that is robust to sufficiently small disturbances and measurement noise. While in general the results are semiglobal practical, when the detectability and upper bound assumptions are satisfied with linear K/sub /spl infin// functions, the stability and robustness is global with respect to the feasible set. We discuss algorithms employing terminal equality or inequality constraints. We provide two examples, one involving a terminal equality constraint and the other involving a nonrobustness-inducing state constraint.

Model predictive control when a local control Lyapunov function is not available

This paper presents closed-loop stability results for the control of unconstrained nonlinear systems using the model predictive control methodology with semidefinite costs. The results do not require the use of a local control Lyapunov function as the terminal cost. The key assumptions are that the value function is bounded by a K/sub /spl infin// function of some measure of the state and that this measure is detectable through the stage cost. Sufficient conditions to yield semiglobal practical (and global) MPC stability results are given. In each case, a minimum horizon (uniform for global results) is determined for which the MPC method will result in the stabilization of a desired set.

Examples of zero robustness in constrained model predictive control

Nominal robustness of model predictive control for nonlinear systems is considered. It is shown, by examples, that when the optimization problem involves state constraints, or terminal constraints coupled with short optimization horizons, the asymptotic stability of the closed loop may have absolutely no robustness. Namely, it is possible for arbitrarily small disturbances to keep the closed loop strictly inside the interior of the feasibility region of the optimization problem and, at the same time, far from the desired set point. This phenomenon does not occur when using model predictive control for linear systems with convex constraint sets. It is emphasized that a necessary condition for the absence of nominal robustness in nonlinear model predictive control is that the value function and feedback law are discontinuous at some point(s) in the interior of the feasibility region.

Hybrid MPC: Open-Minded but Not Easily Swayed

The robustness of asymptotic stability with respect to measurement noise for discrete-time feedback control systems is discussed. It is observed that, when attempting to achieve obstacle avoidance or regulation to a disconnected set of points for a continuous-time system using sample and hold state feedback, the noise robustness margin necessarily vanishes with the sampling period. With this in mind, we propose two modifications to standard model predictive control (MPC) to enhance robustness to measurement noise. The modifications involve the addition of dynamical states that make large jumps. Thus, they have a hybrid flavor. The proposed algorithms are well suited for the situation where one wants to use a control algorithm that responds quickly to large changes in operating conditions and is not easily confused by moderately large measurement noise and similar disturbances.

Treatment Scheduling for HIV Using Robust Nonlinear Model Predictive Control

Abstract Feedback-based treatment scheduling for HIV patients is summarized. The feedback schedules are developed using a dynamic HIV infection model that has appeared in the literature. The theory behind the feedback schedules is nonlinear model predictive control. This branch of nonlinear control theory is reviewed, limitations are pointed out, and recent developments are summarized. It is indicated how these developments provide a flexible, robust design tool for the HIV treatment scheduling problem.