Introduction to Model Predictive Control (MPC) Oscar Mauricio Agudelo Mañozca Bart De Moor Course : Computergestuurde regeltechniek ESAT - KU Leuven May 11th, 2017
Basic Concepts Control method for handling input and state constraints within an optimal control setting. Principle of predictive control N 2 min y y k ( i ) ref u k ( ), , ( u k N 1) i 1 Future Past subject to model of the process y Reference ref input constraints output / state constraints y k ( ) Prediction of measurement Why to use MPC ? y k ( ) It handles multivariable interactions u k ( ) time It handles input and state constraints k k k k k 2 1 k 1 2 3 k N It can push the plants to their limits of performance. Prediction horizon It is easy to explain to operators and engineers Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 2
Some applications of MPC Control of synthesis section of a urea plant MPC strategies have been used for stabilizing and maximizing the throughput of the synthesis section of a urea plant, while satisfying all the process constraints. Urea plant of Yara at Brunsbüttel (Germany), where a MPC control system has been set by IPCOS Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 3
Some applications of MPC Control of synthesis section of a urea plant Reaction 1: Fast and Exothermic 2NH 3 + CO 2 NH 2 COONH 4 Ammonia Carbon Ammonium dioxide carbamate Reaction 2: Slow and Endothermic NH 2 COONH 4 NH 2 CONH 2 + H 2 O Ammonium Urea Water carbamate Throughput increment of 11.81 t/h thanks to the MPC controller Results of a preliminary study done by Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 4
Some applications of MPC Flood Control: The Demer A Nonlinear MPC control strategy has been implemented (2016) for avoiding future floodings of the Demer river in Belgium. Partners: STADIUS, Dept. Civil Engineering of KU Leuven, IPCOS, IMDC, Antea Group, and Cofely Fabricom. The Demer in Hasselt Flooding events due to heavy rainfall: 1905, 1926, 1965, 1966, 1993-1994, 1995, 1998, 2002 and 2010. The Demer and its tributaries in the south of Control Strategy: PLC logic the province of Limburg (e.g., three-pos controller) Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 5
Some applications of MPC Flood Control: The Demer DIEST HASSELT Flooded area during the flood event of 1998. Control Strategy: PLC logic (e.g., three-position controller) Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 6
Some applications of MPC Flood Control: The Demer Upstream part of the Demer that is modelled and controlled in a preliminary study carried out by STADIUS Maximal water levels for the five reaches for the current Notice: The MPC controller takes rain three-pos. controller and the MPC controller together with predictions into account! their flood levels (Flood event 2002) . Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 7
Some applications of MPC In addition MPC, has been used in all sort of petrochemical and chemical plants, in food processing, in automotive industry, in the control of tubular chemical reactors, in the normalization of the blood glucose level of critical ill patients, in power converters, for the control of power generating kites under changing wind conditions, in mechatronic systems (e.g., mobile robots), in power generation, in aerospace, in HVAC systems (building control) … Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 8
Basic Concepts Kinds of MPC Linear MPC : it uses a linear model of the plant x ( k 1) Ax ( ) k Bu ( ) k Convex optimization problem Nonlinear MPC: it uses a nonlinear model of the plant x ( k 1) f x ( ), ( ) k u k Non-convex optimization problem Remark: Since linear MPC includes constraints, it is a non-linear control strategy !!! Linear MPC formulation (Classical MPC) N N 1 T T min x ( k i ) x ( k i ) Q x ( k i ) x ( k i ) u ( k i ) u ( k i ) R u ( k i ) u ( k i ) ref ref ref re f x , u N N i 1 i 0 subject to Model of the plant x ( k 1 i ) Ax ( k i ) Bu ( k i ), i 0,1, , N 1, Input constraints u ( k i ) u , i 0,1, , N 1, max State constraints x ( k i ) x , i 1,2, , N , max x x x x u u u u with: ( k 1); ( k 2); ; ( k N ) , ( ); ( k k 1); ; ( k N 1) N N Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 9
MPC Algorithm Typical MPC control Loop x ref ( ) k u ( ) t u ( ) k MPC Plant y ( ) t ZOH u ref ( ) k ˆ ( ) x k Observer y ( ) k T s Digital system MPC Algorithm At every sampling time : Read the current state of the process, x ( k ) Compute an optimal control sequence by solving the MPC optimization problem Solution u ( ), ( k u k 1), ( u k 2), , ( u k N 1) Apply to the plant ONLY the first element of such a sequence u ( k ) Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 10
LQR and Classical MPC For simplicity, Let’s assume that the references are set to zero. CLassical Linear MPC LQR N N 1 T T min x ( ) k Q x ( k ) u ( ) k R u ( k ) T T min x ( ) k Q x ( ) k u ( ) k R u ( k ) x , u x , u N N k 1 k = 0 i 0 k 1 subject to subject to x ( k 1) Ax ( ) k Bu ( ), k k 0,1, , N 1, x ( k 1) Ax ( ) k Bu ( ), k k 0,1, , x ( ) k x , k 1,2, , N , max u ( ) k u , k 0,1, , N 1, max The optimal solution has the form: u ( ) k Kx ( ) k PRO PRO Explicit, Linear solution Takes constraints into account Low online computational burden Proactive behavior CON CON High online computational burden Constraints are not taken into account No explicit solution No predictive capacity feasibility? Stability? If N ∞ , and constraints are not considered the MPC and LQR give the same solution Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 11
MPC optimization problem – Implementation details The following optimization problem, N N 1 T T min x ( k i ) x ( k i ) Q x ( k i ) x ( k i ) u ( k i ) u ( k i ) R u ( k i ) u ( k i ) ref ref ref re f x , u N N i 1 i 0 subject to x ( k 1 i ) Ax ( k i ) Bu ( k i ), i 0,1, , N 1, u ( k i ) u , i 0,1, , N 1, max x x ( k i ) , i 1,2, , N , max n N n N with: x x ( k 1); ( x k 2); ; ( x k N ) , u u ( ); ( k u k 1); ; ( u k N 1) x u N N can be rewritten as a LCQP (Linearly Constrained Quadratic Program) problem in as follows: x 1 T T min 2 x Hx f x x with: subject to N n n x x ; u x u A x b N N e e A x b i i Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 12
MPC optimization problem – Implementation Details where N times x (1) Q ref Q x ( N ) N n n N n n N n n ref H x u x u 2 f x u H u (0) R ref u ( N 1) R ref N times x max I n N 2 N times x I x n N 2 N n n N n n 2 N n n x max A x u x u b x u i i I u n N max u I 2 N times n N u u max n x = number of states , n u = number of inputs, N = prediction horizon Introduction to Model Predictive Control Course: Computergestuurde regeltechniek 13
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