OPTEC - K.U.Leuven Center of Excellence: Optimization in Engineering

16.00h : "Towards Robust Nonlinear Constrained Model Predictive Control"
Peter Kühl, University of Heidelberg

The talk presents an overview over recent developments in the field of nonlinear model predictive control (NMPC) achieved in the simulation and optimization group at the IWR (Interdisciplinary Center for Scientific Computing).  The talk consists of two parts.

First, the advantages of NMPC over standard control schemes are briefly revisited.  Successful NMPC, however, stands and falls with the underlying model and the availability of the entire current state of the process.
The latter problem is addressed by the moving horizon estimator (MHE), a state and parameter estimation approach very similar to NMPC itself.  It is shown how to efficiently treat the optimization problems associated to NMPC and MHE.
Stability is an important issue for both closed-loop control and estimation schemes.  It becomes more complicated once the numerical solution scheme is explicitly taken into account.  Stability of the combined system-optimizer dynamics has recently been shown for both NMPC and MHE.

A way to address the problem of imperfect models wil be subject to the second part of the talk.  For the case of parametric uncertainty, a robust reformulation of the control problem is suggested.  While the approach yields very nice results in the open-loop case, problems arising from closing the loop remain an open topic for research and shall be discussed at the end of the talk.

Slides