Eduardo F, Camacho and Carlos Bordons Model Predictive Control With 90 Figures BIBLIOTECA CENTRALE IMAaNDIONI 10 .WLIODV4 Springer UNIVERSITA’ DI PADOVA een |Dr Eduardo F. Camacho, PhD Dr Carlos Bordons, PhD Escuela Superior de Ingenieros, Universidad de Sevilla, Camino de los Descubrimientos s/n, 41092 Sevilla, Spain Series Editors Professor Michael J. Grimble, Professor of Industrial Systems and Director Professor Michael A. Johnson, Professor of Control Systems and Deputy Director Industrial Control Centre, Department of Electronic and Electrical Engineering, University of Strathclyde, Graham Hills Building, 50 George Street, Glasgow G1 1QE, U.K. ISBN 3-540-76241-8 Springer-Verlag Berlin Heidelberg New York British Library Cataloguing in Publication Data Camacho, E. F. Model predictive control L Predictive control LTitle ILBordons, C. (Carlos) 629.8 ISBN 3540762418 Library of Congress Cataloging-in-Publication Data Camacho, E. F. Model predictive control / Eduardo F. Camacho and Carlos Bordons. -. Pom. ‘ihcttides bibliographical references. ISBN 3-540-76241-8 (paperback : alk. paper) . 1. Predictive control. 1. Bordons, C. (Carlos), 1962+ . IL Title. : TJ217.6.C35 1998 . 98-4205, dot product of vectors x and z E|-] expectation operator : expected value &(t + j|t) expected value of x(t + j) with available information at instant t 5(P(-)) degree of polynomial P(-) A 1-25 det(M) determinant of matrix min I(x) the minimum value of J(z) for all values of z € X re. Model parameters and variables m n u(t) y(t) e(t) d A(z7!) Biz") C(z71) M,N,Q P v(t) w(t) number of input variables number of output variables input variables at instant t output variables at instant t discrete white noise with zero mean dead time of the process expressed in sampling time units process left polynomial matrix for the LMFD process right polynomial matrix for the LMFD colouring polynomial matrix process state-space description matrices noise matrix for state-space description state noise for the state-space description output noise for state-space description Controller parameters and variables N, lower value of predicting horizon Nz higher value of predicting horizon N number of points of predicting horizon (N = Nz — N) N3 control horizon (V,,) 2 weighting factor for control increments Gy, GPC prediction matrix with horizons (M1, N2, N3) u__ vector of future control increments for the control horizon y__ vector of predicted outputs for prediction horizon f vector of predicted free response w vector of future referencesxi U vector of maximum allowed values of manipulated variables U__ vector of minimum allowed values of manipulated variables @ vector of maximum allowed values of manipulated variable slew rates u vector of minimum allowed values of manipulated variable slew rates 9 vector of maximum allowed values of output variables y vector of minimum allowed values of output variables i . -1 a A(z!) polynomial A(z?) multiplied by A Acronyms CARIMA Controlled Autoregressive Integrated Moving Average CARMA Controlled Autoregressive Moving Average CRHPC Constrained Receding Horizon Predictive Control DMC Dynamic Matrix Control EHAC Extended Horizon Adaptive Control EPSAC Extended Prediction Self-Adaptive Control FIR Finite Impulse Response FLop Floating Point Operation GMv_ Generalized Minimum Variance GPpc_ Generalized Predictive Control HIECON = Hierarchical Constraint Control IDCOM Identification and Command Lcp Linear Complementary Problem LMED Left Matrix Fraction Description tmi Linear Matrix Inequalities LP Linear Programming LQ Linear Quadratic LQG Linear Quadratic Gaussian LRPc Long Range Predictive Control LTR Loop Transfer Recovery MAC Model Algorithmic Control MILP Mixed Integer Linear Programming MIMO Multi-Input Multi-Output migp Mixed Integer Quadratic Programming Mpc Model Predictive Control MPHC Model Predictive Heuristic Control MUSMAR Multi-Step Multivariable Adaptive Control MURHAC Multipredictor Receding Horizon Adaptive Control NLP Nonlinear Programming orc Optimum Predictive Control PcT Predictive Control Technologyxii PFC PID QP RMPCT SCADA SISO SMCA UPC Predictive Functional Control Proportional Integral Derivative Quadratic Programming Robust Model Predictive Control Technology Supervisory Control and Data Acquisition Adaptive Predictive Control System Stable Generalized Predictive Control Single-Input Single-Output Setpoint Multivariable Control Architecture Unified Predictive ControlContents 1 Introduction to Madel Based Predictive Control 1 1.1 MPC Strategy... 2... ee 3 1.2 Historical Perspective 6 1.3. Industrial Technology 8 1.4 Outline of the Chapters . . 10 2 Model Based Predictive Controllers 13 2.1 MPCElements ............ 0-0... 00 002s ee 13 2.1.1 PredictionModel......-........--0.00.0. 13 2.1.2 Objective Function... .....-.....00-.0005 18 2.13 Obtaining the ControlLaw ............0.... 22 2.2 Review of some MPC Algorithms. ............-... 23 2.3 Nonlinear Predictive Control .......-......-.045 27 2.3.1 Nonlinear Models .........-.-..0-00040- 28 2.3.2. Techniques for Nonlinear Predictive Control ..... . 29 3 Commercial Model Predictive Contre! Schemes 33 3.1. Dynamic Matrix Control... 2... 2-2... ..0 0000055 33 3.11 Prediction... 2.0... 0.2.02. 00 000000000 % 34 3.1.2. Measurable Disturbances . - 35 3.1.3. Control Algorithm ..............--0200- 36 3.2 Model Algorithmic Control .......-......0-000- 39 3.2.1 Process Model and Prediction. ...-..........- 39 3.2.2 Control Law 40 3.2.3 Multivariable Processes ........-....-.-0-0- 42xiv Contents 3.3 Predictive Functional Control... ee -. 43 3.3.1 Formulation ............ 43 34 Case Study: aWaterHeater....... Fee 45 4 Generalized Predictive Control 51 41 Introduction ©... 2.0.02... 0002 ce eee ee . 51 4.2 Formulation of Generalized Predictive Control... 2... 52 4.3 The Coloured NoiseCase ................-. .. 57 44 AnExample...... 2... 0.00.20 eee 58 4.5 Closed Loop Relationships sees 6L 4.6 The Role of the Tpolynomial .............-.-4.. 65 4.6.1 Selection of the T Polynomial... ......--.... 66 4.6.2 Relationships with other Formulations... ...... . 66 47 ThePPolynomial ........-....---......0.- 67 4.8 Consideration of Measurable Disturbances ..........- 68 4.9 Use of a Different Predictor inGPC...........-....- 70 4.9.1 Equivalent Structure 70 4.9.2 AComparativeExample .....-..........- 7 4.10 Constrained Receding-Horizon Predictive Control ...... . 76 4.10.1 Computation of the ControlLaw ..........0.- 77 4.10.2 Properties... 2.2... 0.0.02... 000000005 80 4.11 StableGPC 2... ee 81 4,11,1 Formulation of the ControlLaw ............. 81 5 Simple Implementation of GPC for Industrial Processes 85 5.1 PlantModel... 2... 222.0 ee 86 5.1.1 Plant Identification: The Reaction Curve Method... . 87 5.2. The Dead Time Multiple of Sampling Time Case ........ 88 5.2.1 Discrete PlantModel.......-....-.--.-5- 88 5.2.2 Problem Formulation ...........--.-..-- 89 5.2.3. Computation of the Controller Parameters ...... .- 91 5.24 Role of the Control-Weighting Factor... .......- 93 5.2.5 Implementation Algorithm . 94 5.2.6 AnImplementation Example ............--- 95Contents xv 5.3 The Dead Time non Multiple of the Sampling Time Case... . 97 5.3.1 Discrete Model of the Plant 97 5.3.2 Controller Parameters... .--....-...-.--.. 100 5.3.3 Example... 2-0... 0020 22 eee eee 102 5.4 Integrating Processes -..-- 22-2... ee eee 105 5.4.1 Derivation of the ControlLaw .............. 105 5.4.2 ControllerParameters ........-...--..0-.. 106 5.4.3 Example... 6... 00 eee ee ee 109 5.5 Consideration of Ramp Setpoints..............0-.0- 1l1 5.5.1 Example... 2.0... 0 0.02.00. e ee eee 113 5.6 Comparison with Standard GPC . 114 5.7 Stability Robustness Analysis... 2.2.0.2... 00.0005 116 5.7.1 Structured Uncertainties... .........-.-5-. 117 5.7.2. Unstructured Uncertainties .............-4. 118 5.7.3 GeneralComments ............ 000000585 120 5.8 Composition Control inan Evaporator.............. 122 5.8.1 Description of the Process... 2... 22.2 eae 123 5.8.2 Obtaining the Linear Model... ..........-.. 125 5.8.3. Controller Design . 126 5.84 Results ..........-..0-2..0.0-.% . 127 6 Multivariable MPC 131 6.1 Derivation of Multivariable GPC - 132 6.1.1 White NoiseCase ...............-00005 132 6.1.2 Coloured NoiseCase ......-.-...-.-0005 136 6.1.3 Measurable Disturbances ........-........ 139 6.2 Obtaining a Matrix Fraction Description ............. 142 6.2.1 Transfer Matrix Representation... ...........- 142 6.2.2 Parametric Identification ........-........ 146 6.3 State Space Formulation. ............--..--0-- 147 6.3.1 Matrix Fraction and State Space Equivalences . . 149 6.4 DeadTimeProblems............. . 151 6.5 Example: DistillationColumn.. 2... .....-..0-05- 155Contents xvi 6.6 Application of DMC toa Chemical Reactor .........-. 160 6.6.1 PlantDescription........... 0025-2 00005 160 6.6.2. Obtaining the Plant Model .........-.....- 161 6.6.3 Control Law : 164 6.6.4 Simulation Results ..........-.--....--- 165 7 Constrained MPC 167 7.1 ConstraintsandMPC ......- 2.202000 22 eee eee 167 7.1.1 MllustrativeExamples ............0-0.0.- 173 7.2. Constraints and optimization... ........-.--0..-- 176 7.3 Revision of Main Quadratic Programming Algorithms . . . . . 178 7.3.1 The Active Set Methods ............--.04- 178 7.3.2 Feasible Directions Methods 180 7.3.3 Initial Feasible Point... ........-.-2-.-4- 182 7.34 PivotingMethods ......-.....-.-2-20-5 183 7A Constraints Handling .......--.-....-0-0--0- 186 74.1 Slew Rate Constraints ...............--.. 187 74.2 Amplitude Constraints ............-2.0.- 188 74.3 Output Constraints 190 744 Constraints Reduction... ..-.....-00-50-05. 190 75 Uenorm «ee 192 7.6 Case study: aCompressor .....---....- 0000005 194 7.7 Constraint Management... ...-.--.--..000-00005 196 7.71 Feasibility... 2.2.2.0... 00.00.0002 ee 196 7.7.2 Techniques for Improving Feasibility... .......- 198 7.8 Constrained MPC and Stability fee . - 200 7.9 Multiobjective MPC... 2.2... eee 203 7.9.1 Priorization of Objectives .....-......--05- 205 8 Robust MPC 209 8.1 Process Models and Uncertainties ..............-- 210 8.1.1 Truncated Impulse Response Uncertainties ...... - 211 8.1.2 Matrix Fraction Description Uncertainties ........ 212 8.1.3 Global Uncertainties... ...-.---...-..00-5 214Contents xvii 3.2 Objective Functions ......-...... 0000200002 216 8.2.1 Quadratic Norm 217 82.2 co-oconmorm ...... 6. eee eee 218 8.2.3 I-norm ©... 2... ee 220 8.3 Illustrative Examples... . 2.2.2.2. 2 ee ee eee 222 8.3.1 Boundsonthe Output......-....-....-.- 222 8.3.2 UncertaintiesintheGain .........-.-....-4% 224 8.4 Robust MPC and Linear Matrix Inequalities ..........- 224 % Applications 229 9.1 Solar PowerPlant ............-2 00000000055 229 9.1.1 Self tuning GPC Control Strategy... ....-..... 231 9.1.2 Gain scheduling Generalized Predictive Control ... . 234 92 PilotPlant............. 2.0.0.2 0 0000000005 243 9.2.1 Plant Description . 246 9.2.2 PlantControl....... 247 9.2.3 FlowControl .......-...... 0020000008 247 9.2.4 Temperature Control at the Exchanger Output .... . 248 9.2.5 Temperature Control inthe Tank ............. 251 92.6 LevelControl............-. 000000000. 252 9.2.7 Remarks ........-. 00.0000. 0 eee eee 253 9.3 Model Predictive Control in a Sugar Refinery ..........- 254 A Revision of the Simplex method 259 Al Equality Constraints ©... 22... 0.0.0... .000 008 259 A2 Finding anInitial Solution... .............0000. 260 A.3 Inequality Constraints... 2... 0.0.0.0... cee eee 261 References 265 Index 275Chapter 1 | Introduction to Model Based Predictive Control Model (Based) Predictive Control (MBPC or MPC) originated in the late seven- ties and has developed considerably since then. The term Model Predictive Control does not designate a specific control strategy but a very ample range of control methods which make an explicit use of a model of the process to obtain the control signal by minimizing an objective function. These design methods lead to linear controllers which have practically the same structure and present adequate degrees of freedom. The ideas appearing in greater or lesser degree in all the predictive control family are basically: « Explicit use of a model to predict the process output at future time instants (horizon). ¢ Calculation of a control sequence minimizing an objective function. ‘Receding strategy, so that at each instant the horizon is displaced to- wards the future, which involves the application of the first control signal of the sequence calculated at each step. The various MPC algorithms (also called long-range Predictive Control or LRPC) only differ amongst themselves in the model used to represent the process and the noises and the cost function to be minimized. This type of control is of an open nature within which many works have been developed, being widely received by the academic world and by industry. There are many applications of predictive control successfully in use at the present time, not only in the process industry but also applications to the control of a diversity of processes ranging from robot manipulators [63] to clinical anaesthesia [67]. Applications in the cement industry, drying towers and in robot arms, are described in [31], whilst developments for distillation columns,2 Chapter 1. Introduction to Model Based Predictive Control Pvc plants, steam generators or servos are presented in [102], [105]. The good performance of these applications shows the capacity of the MPC to achieve highly efficient control systems able to operate during long periods of time with hardly any intervention. MPC presents a series of advantages over other methods, amongst which stand out: . , © it is particularly attractive to staff with only a limited knowledge of control because the concepts are very intuitive and at the same time the tuning is relatively easy. itcan be used to control a great variety of processes, from those with rel- atively simple dynamics to other more complex ones, including systems with long delay times or of non-minimum phase or unstable ones. e the multivariable case can easily be dealt with. © it intrinsically has compensation for dead times. © it introduces feed forward control in a natural way to compensate for measurable disturbances. the resulting controller is an easy to implement linear control law. . its extension to the treatment of constraints is conceptually simple and these can be systematically included during the design process. it is very useful when future references (robotics or batch processes) are known. © itis a totally open methodology based on certain basic principles which * allow for future extensions. As is logical, however, it also has its drawbacks. One of these is that although the resulting control law is easy to implement and requires little computation, its derivation is more complex than that of the classical PID controllers. If the process dynamic does not change, the derivation of the controller can be done'befarghand, but in the adaptive control case ail the computation has to be carried out at every sampling time. When constraints are considered, the amount of computation required is even higher. Although this, with the computing power available today, is not an essential problem one should bear in mind that many industrial process control computers are not at their best as regards their computing power and, above all, that most of the available time at the process computer has normally to be used for purposes other than the control algorithm itself (communications, dialogues with the operators, alarms, recording, etc). Even so, the greatest drawback is the need for an appropriate model of the process to be available. The design algorithm is based on a prior knowledge of the model and it is independent of it, but1.1. MPC Strategy 3 u(t+kit) u(t) y(t+kit) N t_ | | Lo tl t ttl ... tk see t+N Figure 1.1: MPC Strategy it is obvious that the benefits obtained will be affected by the discrepancies existing between the real process and the model used. In practice, MPC has proved to be a reasonable strategy for industrial control, in spite of the original lack of theoretical results at some crucial points such as stability or robustness. 1.1 MPC Strategy The methodology of all the controllers belonging to the MPC family is charac- terized by the following strategy, represented in figure 1.1: 1. The future outputs for a determined horizon N, called the prediction horizon, are predicted at each instant t using the process model. These predicted outputs y(t + k | t) } for k = 1...N depend on the known values up to instant t (past inputs and outputs) and on the future control signals u(t + k | t), k = 0...N — 1, which are those to be sent to the system and to be calculated. 2. The set of future control signals is calculated by optimizing a determined. criterion in order to keep the process as close as possible to the reference trajectory w(t + k) (which can be the setpoint itself or a close approxima- tion of it). This criterion usually takes the form of a quadratic function 1 The notation indicates the value of the variable at the instant ¢ + k calculated at instant t.4 Chapter 1. Introduction to Model Based Predictive Control Past Inputs Predi Reference and Outputs Ou thats Trajectory + | Model —>| Future Inputs Optimizer Future Errors Cost Constraints Function Figure 1.2: Basic structure of MPC of the errors between the predicted output signal and the predicted ref- erence trajectory. The control effort is included in the objective function in most cases. An explicit solution can be obtained if the criterion is quadratic, the model is linear and there are no constraints, otherwise an iterative optimization method has to be used. Some assumptions about the structure of the future control law are also made in some cases, such as that it will be constant from a given instant. 3. The control signal u(¢ | t) is sent to the process whilst the next control signals calculated are rejected, because at the next sampling instant y(t + 1) is already known and step 1 is repeated with this new value and all the sequences are brought up to date. Thus the u(t + 1] ¢+1) is calculated (which in principle will be different to the u(t +1 | t) because of the new information available) using the receding horizon concept. In order to implement this strategy, the basic structure shown in figure 1.2 is used. A model is used to predict the future plant outputs, based on past and current values and on the proposed optimal future control actions. These actions are calculated by the optimizer taking into account the cost function (where the future tracking error is considered) as well as the cpnstraints. The process model plays, in consequence, a decisive role in the controller. The chosen model must be capable of capturing the process dynamics so as