Professional Documents
Culture Documents
Conflict of Conflux?: B. Erik Ydstie, Carnegie Mellon University
Conflict of Conflux?: B. Erik Ydstie, Carnegie Mellon University
Conflict of Conflux?
B. Erik Ydstie, Carnegie Mellon University
Course Objectives:
1. The McNamara Program for MPC
2. The Feldbaum Program for MPC
3. From Optimal Control to MPC to SYSID for Control and Back
4.Towards Tractable Optimization Formulations
5. State of Art (Challenging – Problem of Integration and Software)
1 Measured
e(t) = y(t) Gp (q )u(t) Control Inputs u
Outputs y
- Collinearity Feed TT CT
FT
- Uncollinearity
FT
Product
Used for very large systems Cooling water return
50 + MV/DVs 100+ CVs
Prior Information
Step-response
State Space
MPC
Control
ABB
.XML Honeywell
.TXT
Aspen
Process
Emerson
3
B. Erik Ydstie, ILS Inc.
MPC –SYSID
• Boiler Master –Turbine Master Controls (Emerson/Ovation)
• Turbine Controls for Siemens
SYSID Data from
B. Erik Ydstie
B. Erik Ydstie
Prior Information: System Strucure Collinearity:
SVD
• Prior structure of G
G25 RGA
• Digraph (edges in the process network) Angles
• Parametric representation for each Gij (nodes)’
• Information of collinearity structure
• Process Data
• Semi-closed loop G38
• Experiment Design (n 1)n(m 1)m
N (n, m) =
4
= 2970, 7! 0.12 deg separation
Bilinear constraints
400
Digraph 350
10 MV/DVs
Network 300
12 CVs
250
200
I/O Data
150
100
Halfway Conclusion:
• The components are in place for systematic SYSID
• Software is lacking
• Quite difficult to do due to non-stationary disturbances
• Theory not that easy to understand completely
• Comprehensive Software solutions not available yet.
7
B. Erik Ydstie, ILS Inc.
The Admissibility Problem
[
rank B | AB | A2 B | × | An-1B = n]
Reachability: Any state can be éC ù
reached in a finite amount of time
êCA ú
ê ú
rank êCA2 ú = n
Observability: Any ê ú
B(q ) state can be ê× ú
y(t ) = u (t ) determined in a finite êCAn -1 ú
A(q) ë û
amount of time
16
1 X
MV2 A CV 3
14 u(k)u(k i) 4
12
N
k=1 MV3 A 3
Prior (blue)
10
MV7 is most excited
MV 4 A Update (red)
Data (yellow)
2
8
MV 5 A 1
6
MV 6 A
4 Cond(F) = O(1) 0
2
-1
0
-4
0 500 1000 1500 2000 2500 -3
0 1000 2000 3000 4000 5000 6000 7000 8000 9000
Bias
Variance
Same results hold as long as PE and independent noise and disturbance sequences.
Results based law of large numbers, difficult to achieve using PRBS type excitation.
N ⇢
1 X R > 0, i = 0
Orthogonal inputs: N
u(k)u(k i) = V (N )T V (N i) = R(N ) =
0, i 6= 0
k=1
44
[0.2019]
10
42
40 1
8
38
0.5
36
6
34
0
32
4
30
-0.5
10
28
0 1000 2000 3000 4000 5000 6000 7000 2 8 10
6
4 6
8
0 0 0
0.2206 0.3301 1 2 3 4 5 6 7 8 9 10
constraints in the
process
1
• Model parameterization S0c (q 1 ) = 1 )K(q 1 )
1 + G0 (q
• Algorithm and mathematical approach
• Filters to shape bias and variance
• Excitation (complete theory for SISO, Lacking for MIMO, some progress for Networks
• Extension to multivariable case (treated very superficially in most books and papers)
Use output error methods for identification (open and closed loop)
12
The McNamara Program for MPC
Performance Objectives
Evaluate
MPC Process Measure
Critic
Current Practice
Predictive Model
* T
X
min x̂(t + i)T Qx̂(t + i) + u(t + i)T Ru(t + i) + x̂(t + i)T P x̂(t + i)
u(t+i) | {z }
i=0
| {z } Terminal Cost
Finite Horizon Cost
Subject to: x̂(t + 1) = Ax̂(t) + Bu(t)
x̂(t + i)min x̂(t + i) x̂(t + i)max
u(t + i)min u(t + i) u(t + i)max
• Adaptive Control
• Iterative Control
• Closed Loop Identification
• Identification for Control
+++
(The question of (Roust Lagrange) stability for closed loop identification and control was addressed by 1995)
Analysis: Assume model output matches plant output
-0.5
Thm: Any identifier that minimizes
-1
-1 -0.5 0 0.5 1
prediction error is self tuning when used
a
with minimum variance control.
Admissibility Problem (close to singularity gives large, oscillatory controls)
(Problem of “direction”) B Erik Ydstie, CMU 18
⇢
The set that gives a â
H= â, b̂ : y(t)) = y(t) H✓G
correct controls b b̂
0
In this case Admissibility is more Complex as we
-1
require:
-2
Observability and Controllability
-3
-1 -0.5 0 0.5 1
a Can be expressed as Bilinear Constraints in
SYSID problem.
B Erik Ydstie, CMU It is going well so far!! 19
Example 3: Model Predictive Control
min (ŷ(t + 1)2 + ru(t)2 ) + py(t + 1)2
u
( )
ba ˆ
ba
u(t) = G= â, b̂ : a â = (b b̂)
r + b2 r + b̂2
⇢
5 a a0 â a0
H= â, b̂ : y(t)) = y(t)
H b b̂
H 6✓ G
unless :
0
G
r = 0 and/or
H â = a, b̂ = b
-5
-1 -0.5 0 0.5 1
T
X
min (ŷ(t + i) y(t + i)⇤ )2 + ru(t + i)2 + x(t + i)T F (t + i) 1
x(t + i) +x(t)PT x(t)
u2U,ŷ2Y | {z } | {z }
i=1
Robust CE AMPC Information Gathering
24
Conclusions
• MPC is not self tuning
• There is a “strong" inter-action between
control and identification
• Different ways to “solve the problem”
– More complex “control”
– External Excitation (setpoints/inputs)
– Identification for control
• Need to Retune Controller when model
changes
• Collinearity issue is not well understood
• Very Large scale Applications are challenging
• MPC Maintenance is still challenging
25
Golden Opportunities
15 lines Pitt
of MATLAB CMU
4756 lines code (2014)
of assembly
code (1983)