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Model Predictive Control for Linear and
Hybrid Systems.
Hybrid Systems
Francesco Borrelli
Department of Mechanical Engineering,

University of California at Berkeley,
USA
fborrelli@berkeley.edu
April 25, 2011

Introduction
Up to this point: Discrete-time linear systems with linear constraints

A step further: Systems consisting of
1 continuous dynamics : described by one or more difference (or
differential) equations, states belong to a continuum
2 discrete events : state variables assume discrete values from a countable
set, e.g.
◮ binary digits {0, 1},
◮ N, Z, Q, . . .
◮ finite set of symbols
Hybrid systems. Dynamical systems whose state evolution depends on an

interaction between continuous dynamics and discrete events .
Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 2 / 59

Introduction
discrete
binary binary
inputs dynamics outputs
and logic
events mode
switches
real-valued continuous real-valued

outputs dynamics inputs
Figure: Hybrid systems. Logic-based discrete dynamics and continuous dynamics

interact through events and mode switches

Hybrid Systems: Examples (I)
Mechanical system with backlash
δ ε
111111111111
000000000000
000000000000
111111111111
000000000000
111111111111
00
11 00
11
000000000000
111111111111
00
11 00
11
00
11
00
11 00 11
11 00
00
11 00
11
00
11 00
11
00
11 00
11 00
11
00
11
00
11 00
11 00
11 00
11
00 ∆x
11
00
11 11 00
11
00 11
00 00
11
00
11 00
11
11 00
11
00 11 00
11
00
11
00
11
00
11 00
11 00
00
11 00
11
x1 00
11 00 11
11 00 00
11
00
11 00
11
11 00
11
00 11 00
11
00
11
00
11
00
11 00
11 00
00
11 00
11
00
11 00 11
11 00 00
11
x2 00
11
00
11 00
11
00
11
000000000000
111111111111
000000000000
111111111111
000000000000
111111111111
Continuous dynamics : states x1 , x2 , ẋ1 , ẋ2 .

Discrete events :
a) “contact mode” ⇒ mechanical parts are in contact and the force is
transmitted. Condition:
W
[(∆x = δ) ∧ (ẋ1 > ẋ2 )] [(∆x = ε) ∧ (ẋ2 > ẋ1 )]
b) “backlash mode” ⇒ mechanical parts are not in contact
Hybrid Systems: Examples (II)
DC2DC Converter
rℓ iℓ S=0
vℓ i0
S=1 rc
vs ic r0 v0
vc
Continuous dynamics : states vℓ , iℓ , vc , ic , v0 , i0

Discrete events : S = 0, S = 1
MODE 1 (S = 1 ) MODE 2 (S = 0 )

Hybrid Systems: Examples (III)
Temperature Control System
Evolution of the temperature in a room:
Ṫ = f (T, x, u)
Continuous states : temperature T , other states x

Discrete input : heating u ∈ {ON, OFF}
Control system with hysteresis:
u = ON
u T ≥ Thigh
Ṫ = f (T , x, ON) Ṫ = f (T , x, OFF)
u = OF F T < Thigh T > Tlow

Tlow T
Thigh
T ≤ Tlow

Piecewise Affine (PWA) Systems
PWA are defined by:
affine dynamics and output in each region:

h
x(t + 1) = Ai x(t) + Bi u(t) + fi x(t)
i
if u(t) ∈ Xi(t)
y(t) = Ci x(t) + Di u(t) + gi
polyhedral partition of the (x, u)-space:

s
{Xi }i=1 := {[ ux ] | Hi x + Ji u ≤ Ki }
with: x ∈ Rn , u ∈ Rm .
Remark: physical constraints on x(t) and u(t) are defined by polyhedra Xi .

Piecewise Affine (PWA) Systems
Examples:
linearization of a non-linear system at different operating point ⇒ useful
as an approximation tool
closed-loop MPC system for linear constrained systems
When the mode i is an exogenous variable, the partition disappears and

we refer to the system as a Switched Affine System (SAS)
Definition
Let P be a PWA system and let X = ∪si=1 Xi ⊆ Rn+m be the polyhedral
partition associated with it. System P is called well-posed if for all pairs
(x(t), u(t)) ∈ X there exists only one index i(t) satisfying the membership
condition.

Modeling Discontinuities
Discontinuous systems can be approximated by disconnecting the domain.

Example:
1

2 x(t) if x(t) ≤ 0
x(t + 1) =
0 if x(t) > 0
can be approximated by
1

2 x(t) if x(t) ≤ 0
x(t + 1) =
0 if x(t) ≥ ǫ
where ǫ > 0 is an arbitrarily small number, for instance the machine precision.
We prefer to assume that in the definition of the PWA dynamics

the polyhedral cells Xi(t) are closed sets.

Example

cos α(t) − sin α(t) 0
x(t + 1) = 0.8 x(t) + u(t)


sin α(t) cos α(t) 1



y(t) = 0 π1 x(t)
if [ 1 0 ] x(t) ≥ 0



 α(t) = 3
− π3 if [ 1 0 ] x(t) < 0

can be described in PWA form as

  √
√1 − 3 0
0.4 x(t) + u(t)

 

3 1 1

 


 

if 1 0 x(t) ≥ 0

 


 


x(t + 1) =

 √
 
 1
√ 3 0

 
 0.4 x(t) + u(t)
− 3 1 1

 


 

if 1 0 x(t) ≤ −ǫ

 


y(t) = 0 1 x(t)

for all x1 ∈ (−∞, −ǫ] ∪ [0, +∞), x2 ∈ R, u ∈ R, and ǫ > 0.

Binary States, Inputs, and Outputs
Remark
In the previous example, the PWA system has only continuous states and
inputs.
We will formulate PWA systems including binary state and inputs by treating
0-1 binary variables as
numbers, over which arithmetic operations are defined,
Boolean variables, over which Boolean functions are defined.

In Particular, we will use the notation x = [ xxcℓ ], where n , nc + nℓ . Similarly,
y ∈ Rpc × {0, 1}pℓ , p , pc + pℓ , u ∈ Rmc × {0, 1}mℓ , m , mc + mℓ .

Boolean Algebra. Basic Definitions and Notation
Boolean variable. A variable δ is a Boolean variable if δ ∈ {0, 1}, where

“δ = 0” means “false”, “δ = 1” means “true”.
A Boolean expression is obtained by combining Boolean variables

through the logic operators ¬ (not), ∨ (or), ∧ (and), ← (implied by), →
(implies), and ↔ (iff).
A Boolean function f : {0, 1}n−1 7→ {0, 1} is used to define a Boolean

variable δn as a logic function of other variables δ1 , . . . , δn−1 :
δn = f (δ1 , δ2 , . . . , δn−1 ).

Boolean Algebra. Basic Definitions and Notation
Boolean formula. Given n Boolean variables δ1 , . . . , δn , a Boolean

formula F defines a relation
F (δ1 , . . . , δn )
that must hold true.
Conjunctive Normal Form (CNF). Every Boolean formula

F (δ1 , δ2 , . . . , δn ) can be rewritten in the CNF
 
^m _ _
(CNF)  δi ∼ δi 
j=1 i∈Pj i∈Nj
Nj , Pj ⊆ {1, . . . , n}, ∀j = 1, . . . , m.

Example
Consider the system
xc (t + 1) = 2xc (t) + uc (t) − 3uℓ (t)

xℓ (t + 1) = xℓ (t) ∧ uℓ (t)
can be represented in the PWA form

2xc (t) + uc (t)

 if xℓ ≤ 12 , uℓ ≤ 1
2
0







2xc (t) + uc (t) − 3


if xℓ ≤ 12 , uℓ ≥ 1
+ǫ


  0 2
xc (t + 1)

=
xℓ (t + 1) 
2xc (t) + uc (t)

1 1
if xℓ ≥ + ǫ, uℓ ≤


0 2 2







2xc (t) + uc (t) − 3


1 1
xℓ ≥ + ǫ, uℓ ≥

 if 2 2 + ǫ.
1

1 1
by associating xℓ = 0 with xℓ ≤ 2 and xℓ = 1 with xℓ ≥ 2 + ǫ for any
0 < ǫ ≤ 21 .
Example
Consider the spring-mass system
k(x1 ) b(u2 ) k(x1 ) b(u2 )

u1 u1
M M
x1 x1
(a) Low b (u2 = 1) (b) High b (u2 = 0)
With the following spring nonlinear characteristic

40
35
30
25
k(x1 )20
15
10
-5
-10
-10 -8 -6 -4 -2 0 2 4 6 8 10
x1
Example
The system dynamics can be described in continuous-time as:
M ẋ2 = u1 − k(x1 ) − b(u2 )x2
The spring coefficient is

k1 x1 + d1 if x1 ≤ xm
k(x1 ) =
k2 x1 + d2 if x1 > xm ,
and the viscous friction coefficient is

b1 if u2 = 1
b(u2 ) =
b2 if u2 = 0.
Assume the system description is valid for −5 ≤ x1 , x2 ≤ 5, and for

−10 ≤ u2 ≤ 10.

Example
The system has four modes, depending on the binary input and the region of
linearity.
 0.90 0.02 0.10
−0.01

 −0.02 −0.00 x(t) + [ 0.02 ] u1 (t) + −0.02
if x1 (t) ≤ 1, u2 (t) ≤ 0.5










0.90 0.02
−0.07
 −0.06 −0.00 x(t) + [ 0.10

0.02 ] u1 (t) + −0.15






 if x1 (t) ≥ 1 + ǫ, u2 (t) ≤ 0.5
x(t + 1) =
 0.90 0.38 −0.10
x(t) + [ 0.10 ] u1 (t) + −0.38



 −0.38 0.52 0.38
if x1 (t) ≤ 1, u2 (t) ≥ 0.5










 0.90 0.35 0.10
−0.75
−1.04 0.35 x(t) + [ 0.35 ] u1 (t) + −2.60




if x(t) ≥ 1 + ǫ, u2 (t) ≥ 0.5

for x1 (t) ∈ [−5, 1] ∪ [1 + ǫ, 5], x2 (t) ∈ [−5, 5], u(t) ∈ [−10, 10], and for any
arbitrary small ǫ > 0.

Example
Consider the following SISO system:
x1 (t + 1) = ax1 (t) + bu(t).
A logic state x2 ∈ [0, 1] stores the information whether the state of system has
ever gone below a certain lower bound xlb or not:
_
x2 (t + 1) = x2 (t) [x1 (t) ≤ xlb ],
Assume that the input coefficient is a function of the logic state:

b1 if x2 = 0
b=
b2 if x2 = 1.

Example
The system can be described by the PWA model:

a 0 b2 0
x(t) + u(t) +


0 0 0 1




if 1 0 x(t) ≤ xlb








a 0 b1


x(t) + u(t)


0 1 0



x(t + 1) = 1 0 xlb + ǫ
if x(t) ≥
0 −1 −0.5








a 0 b2


x(t) + u(t)


0 1 0




xlb + ǫ


if x(t) ≥


0.5

for u(t) ∈ R, x1 (t) ∈ (−∞, xlb ] ∪ [xlb + ǫ, +∞), x2 ∈ {0, 1}, and for any ǫ > 0.

Discrete Hybrid Automata (DHA)
xc (k)
δe (k) EVENT GENERATOR
(EG)
uc (k)
δe (k)
replacements FINITE STATE MACHINE

(FSM)
ub (k)
...
SYS 1
SYS s
uc (k)
SWITCHED AFFINE
xb (k) SYSTEM (SAS)
MODE SELECTOR
ub (k) (MS)
δe (k)
Interconnection between:
switched affine system (SAS) ⇒ continuous dynamics
finite state machine (FSM) ⇒ discrete events
Interconnection based on:
Event Generator (EG)
◮ logic signals from the constraints on continuous states and time
◮ triggers mode switching of the FSM
Mode Selector (MS) ⇒ selection of an affine subsystem

DHA. Switched Affine System
State update equation:
xc (t + 1) = Ai(t) xc (t) + Bi(t) uc (t) + fi(t) ,

yc (t) = Ci(t) xc (t) + Di(t) uc (t) + gi(t) ,
if i(k) = j
xc ∈ Xc ⊆ Rnc , uc ∈ Uc ⊆ Rmc
i(t) ⇒ dynamic mode of SAS
i(t), j ∈ I = {1, 2, . . . , s}

DHA. Mode Selector
The mode i(t) of the SAS is generated by a Mode Selector function that
depends on
1 the FSM state
2 Discrete events generated by the continuous variables of the SAS
3 Exogenous discrete inputs
4 Time events
Boolean function fM : {0, 1}nb × {0, 1}mb × {0, 1}ne → I:

i(t) = fM (xb (t), ub (t), δe (t))
i(k) ∈ I ⊂ N ⇒ active mode

selection of a dynamic mode of the SAS

DHA. Event Generator
Defined by function fEG : Xc × Uc × N0 → D:
δe (t) = fEG (xc (t), uc (t), t)
Generates a binary vector δe (t) ∈ {0, 1}ne of event conditions according to the
satisfaction of a linear (or affine) condition.
time events: {δei = 1} ⇔ {t > t∗ }

threshold events: {δei = 1} ⇔ {aT xc (t) + bT uc (t) ≤ c}

DHA. Finite State Machine
Discrete time dynamic process:
xb (k + 1) = fF SM (xb (k), ub (k), δe (k))
fF SM : Xb × Ub × D → Xb is deterministic logic function .

δe ∈ D ⊆ {0, 1}ne (Boolean event from EG),
xb ∈ Xb ⊆ {0, 1}nb (Boolean state),
ub ∈ Ub ⊆ {0, 1}mb (Boolean input),

Finite State Machine. Example
∼ δ1
Red
∼ δ3 δ1 ∧ ∼ uℓ2
δ1 ∧ uℓ2
δ2
Green Blue
δ3 ∧ uℓ1
∼ uℓ1 ∧ δ3 ∼ δ2
uℓ = [uℓ1 uℓ2 ]T is the input vector, and δ = [δ1 . . . δ3 ]T is a vector

of signals coming from the event generator.

Finite State Machine. Example
The Boolean state update function (also called state transition function) is:

 Red if ((xℓ (t) = Green)∧ ∼ δ3 )∨

((xℓ (t) = Red)∧ ∼ δ1 ),




Green if ((xℓ (t) = Red) ∧ δ1 ∧ uℓ2 )∨




((xℓ (t) = Blue) ∧ δ2 )∨

xℓ (t + 1) =

 ((xℓ (t) = Green)∧ ∼ uℓ1 ∧ δ3 ),
Blue if ((xℓ (t) = Red) ∧ δ1 ∧ ∼ uℓ2 )∨




((xℓ (t) = Green) ∧ (δ3 ∧ uℓ1 ))∨




((xℓ (t) = Blue)∧ ∼ δ2 )).

Code the four states as Red = [ 00 ], Green = [ 01 ], and Blue = [ 10 ]:
xℓ1 (t + 1) = (∼ xℓ1 ∧ ∼ xℓ2 ∧ δ1 ∧ ∼ uℓ2 ) ∨

(xℓ1 ∧ ∼ δ2 ) ∨ (xℓ2 ∧ δ3 ∧ uℓ1 ),
xℓ2 (t + 1) = (∼ xℓ1 ∧ ∼ xℓ2 ∧ δ1 ∧ uℓ2 ) ∨
(xℓ1 ∧ δ2 ) ∨ (xℓ2 ∧ δ3 ∧ ∼ uℓ1 ),

Summary
xc (k)
δe (k) EVENT GENERATOR
(EG)
δe (k) uc (k)
FINITE STATE MACHINE

(FSM)
ub (k)
...
SYS 1
SYS s
uc (k)
SWITCHED AFFINE
xb (k) SYSTEM (SAS)
MODE SELECTOR
ub (k) (MS)
δe (k)
δe (t) = h(xc (t), uc (t), t)

i(t) = µ(xℓ (t), uℓ (t), δe (t))
yc (t) = Ci(t) xc (t) + Di(t) uc (t) + gi(t)
yℓ (t) = gℓ (xℓ (t), uℓ (t), δe (t))
xc (t + 1) = Ai(t) xc (t) + Bi(t) uc (t) + fi(t)
xℓ (t + 1) = fℓ (xℓ (t), uℓ (t), δe (t))

Summary
Needed: a mathematical model
descriptive: captures the behavior of the hybrid system

simple (enough) for analysis and the prediction of the states
PWA:
mode enumeration explodes
DHA:
good framework for the description of a hybrid systems
not convenient for the MPC formulation
Basic problem: How to describe the interaction between continuous

dynamics and propositional logic rules?

Mixed Logical Dynamical Systems
Idea: associate to each Boolean variable pi a binary integer variable δi :

pi ⇔ {δi = 1}, ¬pi ⇔ {δi = 0}
and embed them into a set of constraints as linear integer inequalities .
Two main steps:

1 Translation of Logic Rules into Linear Integer Inequalities
2 Translation DHA components into Linear Mixed-Integer Relations
Final result: a compact model with linear equalities and inequalities involving
real and binary variables

Boolean formulas as Linear Integer Inequalities
Aim
Given a Boolean formula F (p1 , p2 , . . . , pn ) define a polyhedral set P such that
a set of binary values {δ1 , δ2 , . . . , δn } satisfies the Boolean formula F in P . I.e.,
F (p1 , p2 , . . . , pn ) “TRUE” ⇔ Aδ ≤ B, δ ∈ {0, 1}n
where: {δi = 1} ⇔ pi = “TRUE”.

Analytic Approach
1 Transform F (p1 , p2 , . . . , pn ) into a Conjuctive Normal Form (CNF) :
" #
^ _
F (p1 , p2 , . . . , pn ) = pi
j i
2 Translation of a CNF into algebraic inequalities:
relation Boolean linear constraints

AND δ1 ∧ δ2 δ1 = 1, δ2 = 1 or δ1 + δ2 ≥ 2
OR δ1 ∨ X2 δ1 + δ2 ≥ 1
NOT ∼ δ1 δ1 = 0
XOR δ1 ⊕ δ2 δ1 + δ2 = 1
IMPLY δ1 → δ2 δ1 − δ2 ≤ 0
IFF δ1 ↔ δ2 δ1 − δ2 = 0
ASSIGNMENT δ1 + (1 − δ3 ) ≥ 1
δ3 = δ1 ∧ δ2 δ3 ↔ δ1 ∧ δ2 δ2 + (1 − δ3 ) ≥ 1
(1 − δ1 ) + (1 − δ2 ) + δ3 ≥ 1

Analytic Approach. Example
Given
F (p1 , p2 , p3 , p4 ) , [(p1 ∧ p2 ) ⇒ (p3 ∧ p4 )]
find the equivalent set of linear integer inequalities.
1 remove implication:
F (p1 , p2 , p3 , p4 ) = ¬(p1 ∧ p2 ) ∨ (p3 ∧ p4 )
2 using DeMorgan’s theorem, obtain CNF:
F (p1 , p2 , p3 , p4 ) = (¬p1 ∨ ¬p2 ∨ p3 ) ∧ (¬p1 ∨ ¬p2 ∨ p4 )
3 introduce [δi = 1] ⇔ pi = “TRUE” and write the inequalities:


 δ1 + δ2 − δ3 ≤ 1
F (p1 , p2 , p3 , p4 ) = “TRUE” ⇔ δ1 + δ2 − δ4 ≤ 1
δ1,2,3,4 ∈ {0, 1}


Geometric Approach
Key idea
The polytope P = {δ ∈ {0, 1}n | Aδ ≤ B} is the convex hull of the rows of the
truth table defining a logic proposition Ω(pi ).
Example. Given Ω(p1 , p2 ) , [p1 ⇒ p2 ]. Build the truth table:
δ1 δ2 δ3
0 0 1
0 1 1
δ3
1 0 0
1 1 1
0
0
1
δ2
δ1 0 1

         δ2 − δ3 ≤ 0
 0 0 1 1 


δ3 ≤ 1

hull 0 , 1 , 0 , 1 =
δ 1 − δ 2 + δ3 ≤ 1
1 1 0 1
   
−δ − δ3 ≤April−1

Francesco Borrelli (UC Berkeley) Hybrid Systems
1 25, 2011 33 / 59
Linear Inequality As Logic Condition
Event Generator
Defined by function fEG : Xc × Uc × N0 → D:
δe (t) = fEG (xc (t), uc (t), t)
Consider the Boolean expression consisting of a Boolean variable p and

continuous variable x ∈ Rn :
p ⇔ aT x ≤ b
where a ∈ Rn , b ∈ R, x ∈ X ⊂ Rn :
X = {x | aT x − b ∈ [m, M ]}
Translated to linear inequalitites:

aT x − b ≤ M (1 − δ)
T
a x−b > mδ

Switched Affine Dynamics
Rewrite the state update functions of the SAS as

A1 xc (t) + B1 uc (t) + f1 , if (i(t) = 1),
z1 (t) =
0, otherwise,
..
.

As xc (t) + Bs uc (t) + fs , if (i(t) = s),
zs (t) =
0, otherwise,
Xs
xc (t + 1) = zi (t),
i=1
In general, use the “IF-THEN-ELSE” relations
IF δ THEN z = a′1 x + b′1 u + f1 ELSE z = a′2 x + b′2 u + f2 ,

“IF-THEN-ELSE” Relations
IF p THEN (m2 − M1 )δ + zt ≤ aT2 xt + b2

(m1 − M2 )δ − zt ≤ −aT2 xt − b2
zt = aT1 xt + b1
⇐⇒ (m1 − M2 )(1 − δ) + zt ≤ aT1 xt + b1
ELSE
(m2 − M1 )(1 − δ) − zt ≤ −aT1 xt − b1
zt = aT2 xt + b2
where x ∈ X , with
sup aTi x − bi ≤ Mi ,
x∈X
inf aTi x − bi ≥ mi .
x∈X

Hybrid Modelling - An Example
Consider the following system with constraints: |x| ≤ 10, |u| ≤ 10
(
0.8xt + ut if xt ≥ 0
xt+1 =
−0.8xt + ut if xt < 0
1 associate {δt = 1} ⇔ {xt ≥ 0}
−mδt ≤ xt − m
−(M + ǫ)δt ≤ −xt − ǫ,
where: M = −m = 10, ǫ > 0.
2 state update equation:
xt+1 = 1.6δt xt − 0.8xt + ut

Hybrid Modelling - An Example
3 introduce disaggregated variable: zt = δt xt
xt+1 = 1.6zt − 0.8xt + ut
4 constraints on z:
zt ≤ M δt
zt ≥ mδt
zt ≤ xt − m(1 − δt )
zt ≥ xt − M (1 − δt )

MLD Hybrid Model
A DHA can be converted into the following MLD model
xt+1 = Axt + B1 ut + B2 δt + B3 zt
yt = Cxt + D1 ut + D2 δt + D3 zt
E2 δt + E3 zt ≤ E4 xt + E1 ut + E5
where x ∈ Rnc × {0, 1}nb , u ∈ Rmc × {0, 1}mb y ∈ Rpc × {0, 1}pb , δ ∈ {0, 1}rb
and z ∈ Rrc .
Physical constraints on continuous variables:

xc
C= ∈ Rnc +mc | F xc + Guc ≤ H
uc

MLD Hybrid Model. Well-Posedness
T
Well-Posedness: for a given xTt uTt

⇒ xt+1 and yt uniquely determined
Complete Well-Posedness:
T
well-posedness + uniquely determined δt and zt ∀ xTt uTt

Well-posedness : sufficient for the computation of the state and output

prediction
Complete well-posedness : transformation into equivalent hybrid models

Linear Complementary (LC) Systems
xt+1 = Axt + B1 ut + B2 wt ,
yt = Cxt + D1 ut + D2 wt ,
vt = E1 xt + E2 ut + E3 wt + g4
0 ≤ vt ⊥ wt ≥ 0
where: vt , wt ∈ Rs and “⊥” denotes elementwise complementarity: vi wi = 0.
Examples : mechanical systems, electrical circuit with ideal diodes

Max-Min-Plus-Scaling (MMPS) Systems
MMPS expressions defined by the grammar:
f := xi | α | max(fk , fl ) | min(fk , fl ) | fk + fl | βfk
where α, β ∈ R, i = {1, 2, . . . , n} and fk , fl are MMPS expressions.

Example:
f = 7x1 + 0.5x2 + max(min(3x1 − 2x2 , x3))
MMPS system:
xt+1 = Mx (xt , ut , dt ),
yt = My (xt , ut , dt ),
Mc (xt , ut , dt ) ≤ c
where Mx,y,c(·) are MMPS expressions in components of xt , ut and dt .

Equivalence of Hybrid Models
“The big picture”:
ELC
MMPS MLD LC
DHA PWA
A B “A” translates into “B”
A B “A” translates into “B” under some conditions
Modelling & Simulation: DHA

Control synthesis: MLD & PWA
HYbrid System DEscription Language
HYSDEL
based on DHA
enables description of discrete-time hybrid systems in a compact way:
◮ automata and propositional logic
◮ continuous dynamics
◮ A/D and D/A conversion
◮ definition of constraints
automatically generates MLD models for MATLAB
freely available from:
http://control.ee.ethz.ch/~hybrid/hysdel/

Mixed Integer Linear Programming
Consider the following MILP
inf [zc ,zb ] c′c zc + c′b zb + d

subj. to Gc zc + Gb zb ≤ W
zc ∈ Rsc , zb ∈ {0, 1}sb
where zc ∈ Rsc , zb ∈ {0, 1}sb
MILP are nonconvex , in general.

For a fixed z̄b the MILP becomes a linear program:
inf [zc ,zb ] c′c zc + (c′ bz̄b + d)

subj. to Gc zc ≤ W − Gb z̄b
zc ∈ Rsc
Brute force approach to solution: enumerating the 2sb integer values of

the variable zb and solve the corresponding LPs. By comparing the 2sb
optimal costs one can find the optimizer and the optimal cost of the
MILP.

Mixed Integer Linear Programming
Denote by J ∗ the optimal value and by Z ∗ the set of optimizers.
Case 1. The MILP solution is unbounded, i.e., J ∗ = −∞.
Case 2. The MILP solution is bounded, i.e., J ∗ > −∞ and the optimizer
is unique. Z ∗ is a singleton.
Case 3. The MILP solution is bounded and there are infinitely many
optima corresponding to the same integer value.
Case 4. The MILP solution is bounded and there are finitely many
optima corresponding to different integer values.
Case 5. The union of Case 3 and Case 4.

Mixed Integer Quadratic Programming
Consider the following MIQP
inf [zc ,zb ] 12 z ′ Hz + q ′ z + r

subj. to Gc zc + Gb zb ≤ W
zc ∈ Rsc , zb ∈ {0, 1}sb
z = [zc , zb ], s = sc + sd
where H 0, zc ∈ Rsc , zb ∈ {0, 1}sb .
MIQP are nonconvex, in general.
For a fixed integer value z̄b of zb , the MIQP becomes a quadratic program:
1 ′ ′
inf [zc ] 2 zc Hc zc + qc z + k
subj. to Gc zc ≤ W − Gb z̄b
zc ∈ Rsc
Brute force approach to the solution: enumerating all the 2sb integer
values of the variable zb and solve the corresponding QPs. By comparing
the 2sb optimal costs one can derive the optimizer and the optimal cost of
the MIQP.

Mixed Integer Quadratic Programming
Denote by J ∗ the optimal value and by Z ∗ the set of optimizers of problem
Case 1. The MIQP solution is unbounded, i.e., J ∗ = −∞. This cannot

happen if H ≻ 0.
Case 2. The MIQP solution is bounded, i.e., J ∗ > −∞ and the

optimizer is unique. Z ∗ is a singleton.
Case 3. The MIQP solution is bounded and there are infinitely many
optima corresponding to the same integer value. subset of Rs
and an integer number zb∗ . This cannot happen if H ≻ 0.
Case 4. The MIQP solution is bounded and there are finitely many
optima corresponding to different integer values.
Case 5. The union of Case 3 and Case 4.

MPC for Hybrid Systems. General Formulation
Consider the CFTOC problem:
N
X −1
J ∗ (xt|t ) = min ℓN (xt+N |t ) + ℓ(xt+k|t , ut+k|t , δt+k|t , zt+k|t ),
U
k=0


 xt+k+1|t = Axt+k|t + B1 ut+k|t + B2 δt+k|t + B3 zt+k|t



s.t. E2 δt+k|t + E3 zt+k|t ≤ E4 xt+k|t + E1 ut+k|t + E5




xt+N |t ∈ Xf

where x ∈ Rnc × {0, 1}nb , u ∈ Rmc × {0, 1}mb , y ∈ Rpc × {0, 1}pb , δ ∈ {0, 1}rb
and z ∈ Rrc and T
U = uTt|t uTt+1|t . . . uTt+N −1|t

MPC for Hybrid Systems. 2-norm Case
The final and stage costs become
ℓN (x) = kP xk2
ℓ(x, u, δ, z) = kQx xk2 + kQu uk2 + kQδ δk2 + kQz zk2
Use the substitution:

k−1
X
xt+k|t = Ak xt|t +
j
A (B1 ut+k−j−1|t +
j=0

+B2 δt+k−j−1|t + B3 zt+k−j−1|t )
Introduce the optimization vector:

T
ξ = U T , δt|t , . . . , δt+N −1|t , zt|t , . . . , zt+N −1|t


MPC for Hybrid Systems. 2-norm Case
Written in a more compact form, the problem becomes:
min kH1 ξk2 + ξ T H2 xt|t + kH3 xt|t k2 + cT1 ξ + c2 xt|t ,

ξ
s. t. Gξ ≤ W + Sxt|t
On-line optimization problem:

Mixed-Integer Quadratic Program (MIQP)

MPC for Hybrid Systems. 2 Norm Case
Theorem
The solution to the CFTOC problem based on MLD model and with the cost
based on quadratic norm is time-varying PWA feedback law of the form:
u∗t (xt ) = Fti xt + Git if xt ∈ Rik
Rt
where Rit i=1 are regions partitioning the set of feasible states Xt∗ and the
closure R̄ik of the sets Rik has the following form:
R̄ik , x : x(k)′ L(j)ik x(k) + M (j)ik x(k) ≤ N (j)ik , j = 1, . . . , nik ,

k = 0, . . . , N − 1.

N
Denote by {vi }si=1 the set of all possible switching sequences over the
horizon N
Fix a certain vi and constrain the state to switch according to the

sequence vi .
The problem becomes a CFTOC for a linear time-varying system.

The solution is
ui (x(0)) = F̃ i,j x(0) + g̃ i,j , ∀x(0) ∈ T i,j , j = 1, . . . , N r i

SN r i
where Di = j=1 T i,j
SsN
The set X0 = i=1 Di in general is not convex.
The sets Di can, in general, overlap. I.e., some initial state is feasible
for more switching sequences.

If T i,j ∩ T l,m = ∅ for all l 6= i, l = 1, . . . , sN , m = 1, . . . , N r l , then vi is
the only feasible sequence and
u∗ (x(0)) = F̃ i,j x(0) + g̃ i,j , ∀x ∈ T i,j .

If T i,j intersects one or more polyhedra T l1 ,m1 ,T l2 ,m2 the states therein
are feasible also for the sequences vi , vl1 , vl2 .
Compare the value functions Jv∗i (x(0)), Jv∗l1 (x(0)),Jv∗l2 (x(0)).
 i,j
 F̃ x(0) + g̃ i,j ,
∀x(0) ∈ T (i,j),(l,m) : Jv∗i (x(0)) < Jv∗l (x(0))








 F̃ l,m x(0) + g̃ l,m ,


∗
u (x(0)) = ∀x(0) ∈ T (i,j),(l,m) : Jv∗i (x(0)) > Jv∗l (x(0))


 i,j
F̃ x(0) + g̃ i,j or




F̃ l,m x(0) + g̃ l,m




 (i,j),(l,m) ∗ ∗
∀x(0) ∈ T : Jvi (x(0)) = Jvl (x(0))

MPC for Hybrid Systems. 1, ∞-norm Case
The final and stage costs become
ℓN (x) = kP xk1,∞
ℓ(x, u, δ, z) = kQx xk1,∞ + kQu uk1,∞ + kQδ δk1,∞ + kQz zk1,∞
Introduce decision variables to model ∞-norm:
−1n εxt+k|t ≤ ±Qx xt+k|t
−1m εut+k|t ≤ ±Qu ut+k|t
−1rb εδt+k|t ≤ ±Qδ δt+k|t
−1rc εzt+k|t ≤ ±Qz zt+k|t
−1n εxt+N |t ≤ ±P xt+N |t ,
where k = 0, . . . , N − 1, n = nc + nb , m = mc + mb .
Introduce the optimization vector:
h
ξ = U T , εxt|t , . . . , εxt+N |t , εut|t , . . . , εut+N −1|t ,
iT
εδt|t , . . . , εδt+N −1|t , εzt|t , . . . , εzt+N −1|t

Written in a more compact form, the problem becomes:
N
X −1
min εxt+N |t + (εxt+N |t + εδt+N |t + εzt+k|t + εut+k|t )
ξ
k=0
s. t. Gξ ≤ W + Sxt|t
On-line optimization problem:

Mixed-Integer Linear Program (MILP)
Receding Horizon Policy

given xt|t solve MILP/MIQP and obtain the optimizer vector ξ ∗ ⇒
extract u∗t|t and apply it to the plant
stability ⇒ general stability theory for MPC with receding horizon
◮ terminal state constraint xN|t = 0
◮ xN|t inside an invariant set around the origin

Theorem
The solution to the CFTOC problem based on MLD model and with the cost
based on norms {1, ∞} is time-varying PPWA feedback law of the form:
u∗t (xt ) = Fti xt + Git if xt ∈ Rik
Rt
where Rit i=1 are polyhedral regions partitioning the set of feasible states Xt∗ .

MPC for Hybrid Systems - Complexity
the complexity strongly depends on the problem structure and the initial
setup
in general:
Mixed-Integer programming is HARD
efficient general purpose solvers for MILP/MIQP: CPLEX, XPRESS-MP ⇒

based on Branch-And-Bound , Branch-And-Cut methods + a lot of
heuristics
on-line optimization is good for applications allowing large sampling
intervals (tipically minutes ), requires expensive hardware and (even
more) expensive software
for problems requiring fast sampling rate ⇒ explicit solution of the MPC

MPC for Hybrid Systems - Example

cos αt − sin αt 0

 xt+1 = 0.8 xt + u(k)
sin α cos α 1



  t h t
i




 π/3 if 1 0 xt ≥ 0,
αt = h i
 −π/3 if 1 0 xt < 0





 xt ∈ −10, 10 × −10, 10 ,


ut ∈ −1, 1

N = 12, PN = Qx = I, Qu = 1, ∞ − norm
Controller partition with 252 regions
Value of the control action U over 252 regions
1 10
4
1
2
u∗ (x)
0.5
x2
0
0
−2
−0.5 −4
10
−1 5 −6
10 0
5 −8
0 −5
−5 x1
−10 −10 −10
−10 −8 −6 −4 −2 0 2 4 6 8 10
Francesco Borrelli (UC x 2
Berkeley) Hybrid Systems x April 25, 2011 59 / 59

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Model Predictive Control for Linear and

Department of Mechanical Engineering,

April 25, 2011

Up to this point: Discrete-time linear systems with linear constraints

Hybrid systems. Dynamical systems whose state evolution depends on an

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 2 / 59

real-valued continuous real-valued

Figure: Hybrid systems. Logic-based discrete dynamics and continuous dynamics

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 3 / 59

Continuous dynamics : states x1 , x2 , ẋ1 , ẋ2 .

Continuous dynamics : states vℓ , iℓ , vc , ic , v0 , i0

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 5 / 59

Evolution of the temperature in a room:

Continuous states : temperature T , other states x

u = OF F T < Thigh T > Tlow

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 6 / 59

affine dynamics and output in each region:

polyhedral partition of the (x, u)-space:

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 7 / 59

closed-loop MPC system for linear constrained systems

When the mode i is an exogenous variable, the partition disappears and

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 8 / 59

Discontinuous systems can be approximated by disconnecting the domain.

We prefer to assume that in the definition of the PWA dynamics

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 9 / 59

can be described in PWA form as

for all x1 ∈ (−∞, −ǫ] ∪ [0, +∞), x2 ∈ R, u ∈ R, and ǫ > 0.

numbers, over which arithmetic operations are defined,

Boolean variables, over which Boolean functions are defined.

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 11 / 59

Boolean variable. A variable δ is a Boolean variable if δ ∈ {0, 1}, where

A Boolean expression is obtained by combining Boolean variables

A Boolean function f : {0, 1}n−1 7→ {0, 1} is used to define a Boolean

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 12 / 59

Boolean formula. Given n Boolean variables δ1 , . . . , δn , a Boolean

that must hold true.

Conjunctive Normal Form (CNF). Every Boolean formula

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 13 / 59

xc (t + 1) = 2xc (t) + uc (t) − 3uℓ (t)

can be represented in the PWA form

k(x1 ) b(u2 ) k(x1 ) b(u2 )

With the following spring nonlinear characteristic

The system dynamics can be described in continuous-time as:

M ẋ2 = u1 − k(x1 ) − b(u2 )x2

The spring coefficient is

and the viscous friction coefficient is

Assume the system description is valid for −5 ≤ x1 , x2 ≤ 5, and for

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 16 / 59

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 17 / 59

Consider the following SISO system:

x1 (t + 1) = ax1 (t) + bu(t).

Assume that the input coefficient is a function of the logic state:

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 18 / 59

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 19 / 59

replacements FINITE STATE MACHINE

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 20 / 59

State update equation:

xc (t + 1) = Ai(t) xc (t) + Bi(t) uc (t) + fi(t) ,

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 21 / 59

Boolean function fM : {0, 1}nb × {0, 1}mb × {0, 1}ne → I:

i(k) ∈ I ⊂ N ⇒ active mode

Francesco Borrelli (UC Berkeley) Hybrid Systems April 25, 2011 22 / 59

Defined by function fEG : Xc × Uc × N0 → D: