Hierarchical Model Predictive Control of Integrated Quality and Quantity

in Drinking Water Distribution Systems

K. Duzinkiewicz  Mietek A. Brdys1,*,** Tao Chang*

*School of Electronic, Electrical and Computer Engineering, The University of Birmingham

Birmingham B15 2TT, UK.

** Department of Control Engineering, Faculty of Electrical Engineering and Automatic Control, Technical
University of Gdansk, ul. G.Narutowicza 11/12, 80-952 Gdansk, Poland.

Abstract
An integrated approach to control of quantity and quality in water supply and distribution systems is proposed.
The integrated control consists in optimising the operational cost, meeting a demand on water of desired quality
and maintaining the system constraints. This constrained optimising control problem is complex due to
nonlinearities, large dimension, output constraints, mixed-integer structure of the variables involved, at least two
time scales in the system dynamics and an uncertainty. A sub-optimal two-level hierarchical control structure is
proposed that allows incorporating the desired controller functions and yet making the synthesis of these
functions possible. The algorithms for implementing the functionalities are proposed and discussed. Detail
design of the lower level controller is presented and investigated. The controller performance is validated by
simulation.

Keywords: chlorine residuals, water quality control, transport delay, uncertain dynamic systems, predictive
control, bounding method, constraints

1. Introduction a number of disease-causing organisms. As the

There are two major aspects in control of drinking
water distribution systems (DWDS): quantity and
quality. The quantity control deals with flows and
pressures producing pump and valve schedules.
Maintaining concentrations of water quality
parameters within prescribed limits is a major
objective of the quality control. In the paper, only
one quality parameter is considered that is chlorine.
It is the most common disinfectant used in the
DWDS. It is not expensive and effectively controls
1 Corresponding Author. School of Electronic,
Electrical and Computer Engineering, The
University of Birmingham, Birmingham B15 2TT,
UK. Phone: +44(0)121 4144354. Fax: +44(0)121
4144291. Email:m.brdys@bham.ac.uk.
chlorine reactions with certain organic compounds
produce disinfectant by-products that are health
dangerous the acceptable chlorine residuals are
bounded above. Hence, the objective of
maintaining desired water quality is expressed by
certain limits (lower and upper) on the chlorine
residuals at the consumption points. The chlorine
residuals are directly controlled within the
treatment plants so that the water entering the
DWDS has prescribed residual values and also by
post chlorination (booster chlorination) carried out
at certain points of the system. The residuals at the
nodes representing outputs from the treatment plant
and booster station are the direct control variables
for the quality control. It should be pointed out that
chlorination is not used at all in some countries
(e.g., Holland). Electricity charges due to pumping

1
constitute main component of the operational cost
to be minimised. Various algorithms for the
quantity control were proposed e.g., (Coulbeck,
Brdys, Orr & Rance, 1988ab; Brion & Mays, 1991;
Lansey & Zhong, 1990; Ormsbee & Lansey, 1994;
Brdys & Ulanicki, 1994; Nitivattananon, Sadowski
& Quimpo, 1996). In order to compensate the
uncertainty impact a feedback was introduced in
Brdys & Ulanicki (1994) by applying a model
predictive technology in its receding horizon form.
It is well known that the hydraulics has an essential
impact on the quality (Rossman, Clark & Grayman,
1994). Recent work presented in (Ostfelt & Shamir,
1993ab; Brdys, Puta, Arnold, Chen & Hopfgarten,
1995; Sakarya & Mays, 2000) developed proposals
for combining the quantity and quality issues into
one integrated control scheme in order to cater for
the quantity – quality interaction. Again, the
receding horizon control technology was proposed
(Brdys, Puta, Arnold, Chen, & Hopfgarten,1995) in
order to introduce real measurement data into the
integrated optimisation problems solved on-line.
The optimisation problems are very complex and
their solvers both implicit and explicit (Brdys, Puta,
Arnold, Chen, & Hopfgarten, 1995; Sakarya &
Mays, 2000) have advantages and disadvantages.
Although the hybrid solver (Brdys, Arnold, Puta| &
Chen, 1999cd) turns out to be much more efficient
the quality step needs to be quite small in order to
obtain solutions maintaining the quality constraints.
Hence, the problem dimension largely increases
even for small size systems. On the other hand, due
to the uncertainty in demands, system model
parameters and measurement errors, the chlorine
residual constraints may be violated, regardless of
how small the quality step is. This is because a
control technology (including the predictive one)
that can guarantee meeting the output constraint
under large uncertainty in the model does not exist.
The uncertainty can be significant in our case as the
optimising control problem needs to be considered
over a horizon of typically 24 hours and the
demand prediction over such period may be very
inaccurate. It is proposed in this paper to introduce
another lower control level with high frequency of
sampling that generates corrections of the chlorine
residuals at the controlled nodes based on the
measurements of the chlorine residuals at the
monitored nodes so that the quality constraints can
be met. Due to the very practical reasons, a
decentralised architecture of this controller is
wanted. It is a common situation that a particular
booster station can influence several consumption
points. Hence, the interactions in the plant
controlled by the lower level controller are strong
and vast majority of decentralised regulatory
control algorithms is not applicable. However,
reasonably good interaction predictions can be
obtained from the solution of the upper level
optimisation problem. The local controller
2
robustness is needed to reject the prediction error
and its design is presented.
2. Hierarchical Control Structure
The basic control structure is illustrated in Fig.1. It
consists of two levels. The optimising controller at
the upper level operates according to a receding
horizon strategy. At the beginning of a 24 hours
time period the DWDS quantity and quality state is
measured and/or estimated and sent to the
integrated quantity and quality optimiser. The
consumer demand prediction is also sent to the
optimiser. Solving the integrated quantity-quality
optimisation problem then produces the optimised
chlorine injection schedules at the booster and
treatment work output nodes and the optimised
pump and valve schedules over next 24 hours. The
pump and valve schedules are applied to the
DWDS and maintained during so called control
time horizon e.g., 2 hours (hence only 2 hours
length of the control trajectories are used). The
above sequence repeats at the end of the control
time horizon. Clearly, the quality constraints are
satisfied for the DWDS model. Due to the model-
reality differences they might be violated in reality.
The on-line measurements of the chlorine
concentrations at the monitored nodes are sent to
the quality feedback controller at the lower level
and are compared against the prescribed bounds on
allowed chlorine concentrations. The DWDS
hydraulic predictions are taken directly from the
solution of the optimisation problem obtained at the
upper level. With this information and using the
quality model the chlorine prediction at the
monitored nodes is possible and suitable
instantaneous chlorine injection values at the
controlled nodes can be produced. In order to avoid
large movements of the injection values the
optimised injection schedules obtained at the upper
level are used to initialise the quality feedback
controller. Hence, the controller produces only
corrections to the optimised injection schedules
that might be needed to make the schedules
feasible. The corrections are performed on-line and
the sampling rate is selected accordingly so no
serious constraint violation can occur during long
time interval. The feasibility is achieved at the cost
of certain loss on ‘optimality’. In practise this loss
is expected to be small. The corrected injection
schedules are applied to the DWDS. The controller
is named quality feedback controller in order to
point out its fast operating rate. Clearly, a feedback
is applied in the upper level controller as well but it
is of much slower rate. With the lower level control
the quality time step used at the upper level can be
larger. Hence an efficiency of the integrated quality
and quantity optimiser can be vastly improved yet
maintaining good sub-optimality of the generated
schedules. If the chlorine concentration reference
trajectories at the monitored nodes are prescribed
then the feedback quality controller performs a
standard trajectory tracking function. It becomes a
keeping within constraints controller if the chlorine
concentration is to be kept within the prescribed
limits only. The latter controllers are still under
development by control community. The design of
a robust model predictive control type controller is
to be presented in section 4. The proposed control
structure offers reasonable compromise between a
loss on optimality and possibility of solving this
very difficult control problem by applying existing
control technology. We shall not further discuss the
optimisation solvers needed to implement the upper
level controller as they can be found in the
previously referenced literature. We shall
concentrate on the lower level quality feedback
controller design.

Optimising Controller
- Upper Level
Optimised flow
Consumer demand schedules
prediction over 24 hours

Electricity
tariff
Optimised
Integrated quality and chlorine injection
quantity optimiser schedules

Operating schedules for

next 24 hours Hydraulic
Optimised Optimised Information
pump valve
schedules schedules
Chlorine
Chlorine Corrections
reference Quality Feedback
Controller 
Quantity, quality bounds
feedback
Lower-level controller
Chlorine at Chlorine
monitored nodes injection

Drinking Water Distribution System (DWDS)

Fig.1 Hierarchical two-level structure for optimising integrated quality-quantity control

3
3. Issues of Lower Level Controller Design
3.1 Model and Control Objective
In this paper, the selection of monitored nodes and
injection nodes is taken as a priori knowledge
about the DWDS. Generally, the selection of the
monitored nodes is based on the system
observability. The monitored nodes should be the
best one among the water nodes that can present
the quality status of the DWDS and at the same
time the measurement instrument costs and
maintenances costs are considered. This topic was
addressed in (Lee & Deininger, 1992; Hartmant,
Nace, Kiene & Fotoohi, 1999; Propato, Uber &
Polycarpou, 2002). The selection of the injection
nodes is generally based on the system
controllability. Otherwise the control objective
cannot be achieved. The costs of implementation
should be taken into account as well. This topic
was addressed in (Subramaniam, Tryby & Uber,
2000; Nace, Hartmant & Villon, 2001; Propato,
Uber & Polycarpou, 2002).
We shall base the quality feedback controller
design on the input-output dynamics between a
chlorine injection node (input) and a monitored
sensor (output). A lower level controller is assumed
at the injection nodes such that a desired chlorine
concentration at the nodes can be instantaneously
achieved. This simplification of a real situation
where a transient associated with the set point
changes always exists is reasonable. Let us denote
by u(t) a vector of the control inputs and by y(t) a
vector of the controlled outputs. The input-output
(IO) model without tanks in the network was
developed in (Zierolf, Polycarpou & Uber, 1998).
For sake of simplicity of notation we shall consider
a one input-one output case. In this case, the input–
output dynamics can be written as:
y (t ) =  a p (t )u (t − d p (t )) (1)
pP ( t )
where P(t ) is the set of all path from the input node
to the output node; a p (t ) is a decay variable that
depends, among other, on the hydraulic dynamics
and the bulk and wall chlorine reaction rates;
d p (t ) is the transport delay associated with path p
and it also depends on the hydraulic dynamics.
The sampling time in the above model is 1 unit and
this assumption does not lead to a loss on
generality. Notice, that there are time varying
delays in this model due to the quantity dynamics.
The parameters are also time varying because of
the same reason. Moreover, the delay and
parameter values are not exactly known as the
4
optimised flow schedules calculated by the upper
level controller differ from the real flows due to
inevitable error in the demand prediction that is
used at the upper level. Due to the pump switching
the flows may change rapidly. In summary, the
dynamics to be handled by the quality feedback
controller is described by linear equations but with
time varying delays and parameters and abrupt
changes of both are expected. Thus, even if the
delays and parameters are known precisely (the
demand prediction is accurate) the controller
design is difficult. The time varying delays d p (t ) in
the Eq.1 can be eliminated if their range upper and
lower bounds i u and il , respectively are known.
First, the delay range is discretised and a
continuously varying delay is replaced by finite
number of the delay values (Makoudi & Radouane,
1999). When time goes the delay values from the
finite set are activated in order to give the best
approximation of current delay values. The
selection requires introducing artificial selection
time varying parameters that are 0-1 valued. As a
range of approximating delay values is finite the
selection parameter changes are abrupt (Brdys,
Chang & Duzinkiewicz, 2000). The tanks in the
DWDS are considered and tackled at this stage as
in (Polycarpou, Uber & Desai, 1999; Polycarpou,
Uber, Wang, Shang & Brdys, 2001; Brdys &
Chang 2002b). Now the Eq.1 can then be written
as:
q i = iu
y (t ) =  bi (t ) y (t − i) +  a i* (t )u (t − i) +  (t ) (2)
i =1 i = il
where t  [t o , t o + Tm ] , t 0 is the initial time and
Tm is the modelling horizon, bi (t )  R are the
parameters related to hydraulic dynamics of the
tanks and  (t )  R is the composite error of the
modelling and disturbance input prediction. Now,
the abrupt changes of the parameters a i* (t ) are
expected even if the parameters a i* (t ) change
slowly. The latter may happen if the initially abrupt
changes of flows are then dumped during travelling
through the DWDS to reach the monitored node. It
is proposed in (Polycarpou, Uber & Desai, 1999) to
use the model structure described by the Eq.2 for
the purposes of designing the controller based on
an indirect adaptive control technology with a
recursive least squares algorithm estimating on-line
values of the unknown parameters bi (t ) and a i* (t ) .
Due to the abrupt changes of the parameter values
the estimation is truly difficult and good tracking
performance of the adaptive controller may not be
achievable.
However, the existence of the tanks in DWDS
make the model of chlorine transportation more
complicated because of the long residence times in parameter and modelling error trajectories are not
these tanks. An analysis shows that if the known exactly. A set bounded model of the
monitored node is connected directly to the tank by uncertainty (Milanese, Norton, Piet-Lahanier &
a long pipe or the flow at the monitored node is Walter, 1996; Brdys, 1999ab) is applied in the
mainly from the tank, then according to this model, paper. The trajectories of bi (t ) , a i (t ) and  () can
the controllability of the chlorine concentration at be bounded above and below over the time interval
the monitored node will be very weak. The
[t 0 , t 0 + Tm ] by the bounded envelopes bil (t ) ,
situation becomes even worse during the period of
flow direction changes when the tanks are biu (t ) , ail (t ) , aiu (t ) ,  l (t ) ,  u (t ) respectively. It
switching from a filling cycle to a draining cycle.
is assumed that the envelopes are known at the
The injection node has to be selected deliberately
initial time so that the following hold over the
to strengthen the controllability, or the tank
modelling horizon Tm:
chlorine concentration should be included in the
model for long-term injection management.
Alternatively, the structure of delays in the second bil (t )  bi (t )  biu (t )
part of the input-output model (2) needs to be a il (t )  a i (t )  a iu (t )
modified by introducing more delays in order to
obtain viable representation of reality. This in turn  l (t )   (t )   u (t )
may lead to a model that is not suitable for control
purposes (Brdys & Chang, 2002a). As it is not For the piecewise constant model (3) constant
difficult to measure chlorine concentrations at envelopes bounding the parameters and error can
tanks, employing the state space model rather than be defined as:
the input output one is more appropriate in the case
described above. Measuring the chlorine bi j
min
 bi j  b i j
max
(4)
concentration in the tanks and thus formulating a
j min j max
state-space model for control purposes is ai  ai j  ai
considered in paper (Brdys & Chang, 2001a). The j min j max
format of the model does not change the    j (t )  
formulation of the proposed controller. Thus, for
simplicity reason in the following formulation only where min bil (t ) = bi j
min
, bi j
max
= max biu (t )
the IO type model is applied. The state-space tS j tS j

model will be tested and the control performance j min j max

min ail (t ) = ai , ai = max aiu (t )
will be compared with the controller based on IO tS j tS j
type model in the simulation section.
 lj + min  l (t ) =  j min
, j max
=  uj + max  u (t )
tS j tS j

Let the parameters can abruptly change their values

at time instants t j  t0 , t0 + Tm  , j = 1,2,  N p and The quantities  lj and  uj compensate impact of

t N = t0 + Tm . Within the time interval [t j −1 , t j ] the
p
changes are assumed slow and also, only certain
parameters are active, that is their values are
nonzero. The whole model horizon Tm can be
partitioned into N p time slots, defined as:
S j =t  Z : t j −1  t  t j , j = 1,2,  , N p

slow parameter variations over the time slots on the
modelling error lower and upper bounds,
respectively. Clearly, they are equal to zero of the
parameters are constant over the time slots.
The equations of (4) and (5) define the parameter-
bounded piecewise constant model, which will be
used for the controller design:

q i =iu
y (t ) =  bi j y (t − i ) +  ai j u (t − i ) +  j (t ) (5)
i =1 i =il
Within the time slots, the model parameters are
treated as constant. Now the parameter piecewise for t  S j .
constant model reads:
The controller aims at keeping the plant output
q i = iu
y (t ) =  bi (t ) y (t − i) +  a i (t )u (t − i) +  (t ) (3)
j j j y p () within the output constraints described by
i =1 i = il the lower-upper limits:

where bi j (t ) = bi j , a i j (t ) = a i j , for t  S j . Only y min (t )  y p (t )  y max (t ) (6)

certain parameters are active that is they are
nonzero over certain time slots. The system

5
over the control horizon t  t 0 , t 0 + Tc  . There are
constraints on the control input to be satisfied:
u min (t )  u (t )  u max (t )
(7)
| u (t ) − u (t − 1) | u max
As the control problem is under constraints and the
inputs are delayed the Model Predictive Control
(MPC) will be applied to design the controller.
Hence, it is assumed that Tc  Tm . The detailed
design is presented in section 4.
3.2 Decentralisation
Decentralisation of the quality feedback controller
is wanted due to obvious practical reasons
(Findeisen, Bailey, Brdys, Malinowski, Tatjewski
& Wozniak, 1980). However, the input-output
dynamics shows on possibly strong interactions.
One control input may influence a number of
controlled outputs if the paths exist from these
inputs to various outputs. It is important from the
control design viewpoint that in the input-output
model only the inputs interact. Vast majority of the
control literature on decentralised regulatory
control considers situations where the interactions
are weak. This is not so however, in our case. In
order to achieve complete decomposition of the
controller into a number of independent controllers
that utilise only local information it is proposed to
use the injection quality schedules produced at the
upper level as the real interaction estimates. Then
the error may be considered small enough to
classify the interactions as weak. The error can is
rejected due to robustness of the local controller.
The overall structure of the local in space quality
feedback controller with a predictive control
mechanism is illustrated in Fig 2.

Quality and Quantity Information from

Upper Level

Upper Level
Chlorine Lower Level
Flow injection
schedules schedules
Time Interaction
Partitioning Prediction
To other local
controllers
Chlorine Chlorine
injection feedback
Chlorine
reference
DWDS
bound or
trajectory Robust Model Predictive
Control

Local Quality Controller

Injection node Monitored node

Fig.2 Structure of the decentralised feedback quality controller

6
4. Quality Feedback Controller Design
In this section a method for design of centralised
lower level controller is proposed. Due to delays
and constraints a model predictive control (MPC)
technology is used. The existing MPC is extended
in order to handle the output constraints under
uncertain input-output model.
4.1 MPC Based on Nominal Model and Modified
Constraints
The nominal model of the chlorine transportation
N() is defined by the nominal scenario of
uncertainty in (4)-(5). Let us take the centre of the
envelopes as the nominal parameter value for
t  S j , denoted as b̂i j , â ij and ˆ j . It is assumed
without any loss of generality that ˆ j = 0 . The
optimisation problem to be solved by MPC at time
instant t can be formulated as:
J (Uˆ ) = Uˆ T QUˆ + [ y (t + H p | t ) − y r ] 2

Yˆ = y (t + 1 | t )  y (t + H p | t ) 
T
Uˆ = u (t | t )  u (t + H − 1 | t )
T
q
m
i = iu
y (t + k | t ) =  bˆi y (t + k − i) +  aˆ i u (t + k − i)
j j
i =1 i = il
where t + k  S j , for k = 1 H p , H m is the
control sequence dimension, H p is the prediction
horizon, H m  H p , and Q is positive-definite
matrix. The first part of the index is to minimise the
total control energy and at the same time attempts
to avoid abrupt control value change. For the water
quality control by chlorine injection, this part is to
minimise the total chlorine dose applied. The
terminal output of the finite predictive horizon is
penalised by the second part of the index, which
tends to keep the terminal output close to the
reference value y r by applying a tuning knob  .
When apply the nominal model at k=1 all the past
outputs and inputs required are taken from the
measurements. When k increases the unavailable
measurements are replaced by the model responses.
The delays imply that at least i l  H m . However,
preferably i u  H m . Hence, sufficiently tight
uncertainty bounds over delay range are needed for
achieving the control objectives. Availability of
such bounds might be a challenging problem if the
delay range is large.
Notice that the deterministic nominal model allows
to quickly generating control sequence that is
optimal for the selected scenario of the uncertainty.
However, it is suboptimal, if feasible, for the real
plant. The optimality robustness can be improved
by formulating the optimisation problem as the
min-max one. This however is not further pursued
in the paper as solving constrained minmax
problem would greatly increase the computational
burden even for linear-quadratic problem at hand.
The feasibility problem however, needs to be
addressed. Minimisation of the performance index
given by (8) over the constraints described by (6)
and (7) where the nominal model is used to replace
unknown plant mapping y p () yields the solution
that may not be feasible when applied to the plant.
In order to guarantee feasibility of the nominal
model based control generated by the MPC the
output constraints are modified by introducing so-
called safety zones. The modified output
constraints define a narrower set for the control
actions and this is the price to be paid for model-
reality differences. The safety zones can be viewed
as the feasibility margins that accommodate the
uncertainty. It will be technically preceded as
follows.
(8)
The output constraints over the prediction horizon
described by the upper and lower limits are:

Y min = y min (t + 1)  y min (t + H p ) T
= y )
(t + 1)  y max (t + H p
T
Y max max
The limits are modified by the safety zones  l and
 u as:
Ysmin = Y min +  l Ysmax = Y max −  u (9)
 l = [ 1l   Hl ]T p
 u = [ 1u   Hu ]T p
[ l  u ]  (10)

 ={[  u ] :  il  0,  iu  0, for i = 1 H p and
l
y min (t + i) +  il  y max (t + i) −  iu }
The modified model based constraints read:
Ysmin  Yˆ  Ysmax (11)
The condition (10) is needed in order to make sure
that the modified constraints define nonempty set.
The input constraints are treated as hard constraints
in the optimisation problem formulation. The
actuator error  e will also be considered in
implementing a control command. Hence, the input
constraints are modified in order to cater for the
actuator error as:
U min  Uˆ  U max (12)
− U max  Uˆ  U max
7
 U min = u min (t ) +  e  u min (t + H m − 1) +  e  | u c (t ) − u (t ) |  e
T

U max = u max (t ) −  e  u max (t + H m − 1) −  e 

T

 
T
where y m (t ) is the plant output measurement,
U max
= u max
(t ) − 2 e  u max
(t + H m − 1) − 2 e
y p (t ) is the plant output, u c (t ) is the controller
where u c is the controller output and u is the output or the actuator input and  m and  e are the
actuator output or plant input. Finally, the MPC error bounds.
optimisation task at t reads:
The plant output prediction at t over [t + 1, t + H p ]
arg min ( J (Uˆ )) is performed based on a priori information
Uˆ ( l ,  u ) = Uˆ
contained in the past inputs and output
subject to Uˆ   s (13) measurements, future inputs, input-output model
 N (•)
 equations and uncertainty bounds. This a priori
 s =Uˆ  R H : m
c s (Uˆ , Yˆ )  0, Yˆ = Uˆ → Yˆ  information has been described in a form of
 
equalities and inequalities constraining outputs
over [t + 1, t + H p ] . Any output trajectory
where c s () is the mapping describing the modified
satisfying these constraints can be the plant
input and output constraints (12) and (11). After
response. The robust output prediction provides the
the optimisation problem has been solved, only the
intervals:
first value of Û is to be applied as the current
controller output at time instant t : Ypl = [ y lp (t + 1 | t )  y lp (t + H p | t )]T

u c (t ) = u (t | t ) Ypu = [ y up (t + 1 | t )  y up (t + H p | t )]T

At the next time instant t + 1 , the predictive over [t + 1, t + H p ] bounding the plant output
horizon moves forward and the minimisation values over [t + 1, t + H p ] . Hence,
process of solving Û is repeated. Current plant
output measurements are used as the initial y lp (t + k | t )  y p (t + k )  y up (t + k | t )
conditions to initialise plant model for the output
prediction purposes. for k = 1,  , H p

If Uˆ ( l ,  u ) is feasible for the plant then u (t | t ) Based on the set-bounded model of (4)-(5), the
is applied. The feasibility is assessed by performing constraints bounding the plant output at t + k can
at t a robust prediction of the plant response to be summarised as:
Uˆ ( l ,  u ) . If the feasibility of the proposed
m = 1,  , k
control can not be guaranteed then the safety zones j min
 l ,  u are redesigned and new control actions are  
q i =iu
generated as before. This repeats till suitable safety y p (t + m) −  bi j y p (t + m − i ) +  a i j u(t + m − i )
zones are determined. i =1 i =il

j max
4.2 Control Feasibility Assessment 
| y m (t + k − m) − y p (t + k − m) |  m , for k − m  0,
Set bounded model of uncertainty that is used in | u (t + k − m) − u (t + k − m) |  e
c

this paper enables us to calculate upper and lower

envelopes bounding real plant response to a
where t + m  S j .
specific input. Comparing these envelopes against
the bounds defining the plant output constraints
allows assessing the input feasibility. An algorithm Let P k denote the set of all y p (t + k ) satisfying
for the envelope calculation shall now be the above constraints. Hence, the k − th step robust
presented. output prediction at time instant t can be defined as:
The errors in the plant output measurements and in
executions of the control inputs (actuator error) are 
y lp (t + k | t ) = min y p (t + k )  (14)
bounded as: subject to y p (t + k )  P k

| y m (t ) − y p (t ) |  m

y up (t + k | t ) = max y p (t + k )  (15)

8
 subject to y p (t + k )  P k The algorithm for iterative calculation of the safety
zone will be described in the next section. The
overall robust MPC controller is of iterative type
If the predicted plant output satisfy:
and it operates as follows:
Ypl  Y min and Ypu  Y max (16)
(i) Let [ l  u ] = 0 , solve Û using (13);
(ii) Calculate Y pl , Y pu using (14),(15) respectively;
then clearly, the assessed control sequences Û is
guaranteed to be feasible. In other words it is If (16) is satisfied go to (iv)
robustly feasible. Else go to (iii)
(iii) Redesign [ l  u ] , and calculate Û based on
4.3 Operation of Robust MPC Controller: this safety-zone design, then go to (ii)
Structure (iv) Let u c (t ) = u (t | t )
A structure of the controller is illustrated in Fig. 3.
In general, determining suitable safety zones
requires a number of iterations to be performed.

Predicted output Predicted output

envelopes envelopes
Safety Zone Robust output prediction Constraint
Generator Violation Checking

Safety
Zones Proposed chlorine Chlorine
Chlorine at
monitored node injection injection to be
blended
MPC Optimiser Control
Acceptance

Fig.3 Structure of the Robust Model Predictive Controller

4.4 Operation of Robust MPC Controller:
Algorithm
In the previous section a structure of robust MPC
controller has been proposed. An implementation
of this structure needs dedicated algorithms for
solving variety of problems. Firstly, calculating
Uˆ ( l ,  u ) requires solving constrained linear
quadratic optimisation problem. A number of
efficient solvers exist to perform this task.
Secondly, performing the robust plant output
calculate suitable safety zones a relaxation gain
algorithm is applied in (Brdys & Chang, 2001a and
2001b). The algorithm is formulated as follows.
The constraint violations extend over the MPC
prediction horizon are defined as:
C ( l ,  u ) = [max (V1 ,0)  max(V2 H p ,0)]T
where

V = [V1 V2 H p ]T = (Y min − Y pl ) T (Y pu − Y max ) T 
T

prediction requires solving the nonlinear and non-

convex optimisation problems (14) and (15). An The relaxation gain algorithm is described as:
approximated solving approach is proposed by
piece-wise linearisation, with the linearisation error (i) Set x = [ l u] = 0 ;
included in the modelling error. The final problem
to be solved is a linear mixed-integer programming
(ii) Solve Û using (13), if C ( x) = 0 is satisfied
(MIP) problem (Brdys, 1999a), and it can be solved
by using a standard solver. Thirdly, in order to then go to (iv);

9
(iii)Using
x ( k +1) = x ( k ) − C ( x ( k ) )
find new safety - zone [ l  u ] and go to (ii);
(iv) Set u c (t ) = u (t | t ) .
where v is the relaxation gain.
The algorithm (17) used to update the safety zones
is called relaxation gain algorithm. A possible
choice of the relaxation gain  was proposed in
(Brdys & Chang, 2002a) together with the
convergence analysis.
5. Simulation Results
A benchmark drinking water distribution system
was investigated. The network structure is
illustrated in Fig. 4. There are 16 nodes, 27 pipes
and 3 tanks in the system. The water is pumped
from the source (node 100 and node 200) and is
also supplied by the tanks (node 17,18,19). Node
16 and node 8 are selected as monitored nodes as
they are the most remote nodes from the source.
The chlorine concentrations at these nodes are the
two plant outputs y1 and y 2 . In order to maintain
the chlorine concentration at the monitored nodes,
two corresponding injection nodes should be
selected. The chlorine concentrations at the
injection nodes are the inputs u1 and u 2 , which are
selected deliberately according to the type of the
model applied because of the reason described in
section 3. The chlorine concentrations at the
monitored nodes should be maintained within
0.20[mg/l]-0.30[mg/l] limits. Hence,
y max = 0.30[mg / l ] and y min = 0.20[mg / l ] . In the
following presentation of the simulation results, the
chlorine concentration was scaled by the factor of
0.25mg/l, so the upper and lower output limit
(0.2mg/l and 0.3mg/l) is converted into 0.8 and 1.2
respectively, and the output reference is y r = 1.0 .
The pump schedule, flows in the pipes and tank
levels are obtained from the upper level controller
optimising described in section 2. Using data from
EPANET simulation results generates the
parameter bounds in the IO model or state-space
model. The same as for the quantity control a 24-
hour control horizon is considered. The sampling
period is 5 minutes yielding totally 288 steps for
the whole control horizon. The water network was
implemented using EPANET2.0 (Rossman, 2000)
in order to simulate the plant responses.
5.1 Controller based on IO type Model
(17) As for IO type model, two booster stations are
installed at the nodes 5 and 10. The node 10 mainly
controls node 8 and the node 5 mainly controls
node 16. There are interactions between the two
control loops. Hence it is a 2-input 2-output
system. For the DWDS in Fig.4 a time-varying IO
type model with constant delays is obtained and
extended to a MIMO form:
2 2 i = 24
yn (t ) =  bni (t ) yn (t − i) +   am, n,i (t )um (t − i) +  n (t )
i =1 n =1 i = 6
where n = 1,2 , am.n.i describes an impact of the
injection input m that is delayed by i steps on the
output n. Notice that the time-varying delays
described in model (1) are replaced by 19 constant
delays from range of 6-24, yielding 76 parameters.
As described in section 3 the whole control horizon
is partitioned into eight time slots generating a
piece-wise constant parameter model, and only
certain parameters are active within certain time
slots. Fig.5 shows the envelopes bounding the
parameters a1,1, 7 over a whole horizon of 288 steps.
Notice that the parameters are active, that is they
are nonzero, only over certain time periods. The
centre values of these parameter envelopes are
taken as the parameter values in the nominal
model. With these parameter estimation results, the
modelling error was 4% of the plant output
value:
|  n (t ) | 0.04  y n (t ), n = 1,2
The measurement error and actuator error were
2.5% of the measurement value and controller
output value respectively, and the corresponding
error bounds of  m ,  e were obtained. The MPC
described in section 4 was designed using
relaxation gain algorithm to calculate the safety
zones, where H m = H p = 36 ,  = 1.0 and let Q
be the unit matrix. The controller starts with zero
safety zones. Its operation over a whole horizon
and the output constraint violation are illustrated in
Fig. 6. The violation is about 5% above the output
limit around steps t=140 and t=230. The operation
of the controller over the same time period but with
the modified output constrains by safety zones is
shown in Fig.8, hence achieving the feasibility. The
safety zones generated at step t=204 are illustrated
in Fig. 7. The relaxation gain used was  = 1.0 .
The model was obtained based on the water
dynamics assuming perfect water demand
prediction. In reality however, the water demand
cannot be predicted precisely. This uncertainty was
modelled by increasing the parameter bounds.
10
There is constraint violation even if the safety-
zones are introduced. Performance of the controller
with 4% increased parameter bounds is shown in
Fig. 9. The violation was decreased except for the
last period of the horizon when the constraint
violation occurred due to the tank impact on the
monitored node, which has not been correctly
modelled by the IO type model. It was hoped that
by applying state space model the control
performance could be improved.
5.2 Controller based on State-space Model
As for state space type model, two booster stations
are installed at the nodes 1 and 10. The node 1
mainly controls node 8 and the node 5 mainly
controls node 16. A unified model describing the
system during tank draining and filling periods can
now be formulated as (Brdys & Chang, 2001a):
iu TOI u
y (t ) =  a i (t )u (t − i) +  TOi (t )Tc (t − i) +  y (t )
i = il i =TOI l
TII u
Tc (t ) =  (t )Tc (t − 1) +  TI i (t ) y (t − i ) +  T (t )
i =TII l
where y (t ), Tc (t ) are the chlorine concentration at
the monitored nodes and tank nodes respectively,
a i (t ) is the coefficients related to injection,
TOi (t ) is related to the chlorine from the tank that
is zero for the filling cycle, TI i (t ) is the coefficient
related to chlorine addition to the tank that is zero
over draining cycle, TOI l , TOI u , TII l , TII u are
delay bounds,  y (t ) and  T (t ) are the modelling
errors. The model can be extended to describe the
system in Fig. 4.
The envelopes bounding the parameters and
modelling error were obtained in the same way as
previous controller based on IO type model. The
control described in section 4 was modified but the
coefficients used in the controller were kept the
same. The controller was applied to the DWDS in
Fig.4. First, perfect demand prediction was
assumed and the model was designed. Due to delay
discretisation error the safety zones were needed in
order to obtain robustly feasible controls during
subsequent steps of robust MPC. Operation of the
controller over a whole horizon and the output
constraint feasibility is illustrated in Fig. 10. Next
the demand was increased by 10% while the
controller was remained the same. That is the
model parameter bounds were not changed. The
controller performance is illustrated in Fig. 11. In
spite of using the safety-zones the output constraint
violation occurred. The relaxation gains used were
 = 1.0. Finally, the parameter bounds were
increased by 4% in order to capture the demand
11
prediction uncertainty. The resulting controller
performance is shown in Fig. 12. The simulation
results showed good controller performance. In
particular, with the state-space model it was
possible to maintain the chlorine residuals over a
whole twenty-four hours time period under
uncertainty in water demand and discrimination of
continuous delays in the chlorine transportation
from the injection to monitoring nodes. This was
not achievable for the same network using the
input-output model and the upper limit was
violated around 23.5hr after tank switching had
occurred as it is illustrated in Fig.9.
6. Conclusions
An integration of quality and quantity aspects is
needed in order to satisfactorily meet operational
objectives in drinking water distribution systems.
Recent work in this area has developed better
understanding of the problem and also certain
pieces of new decision support and control
technology have been produced. This paper
proposes a hierarchical structure for an overall
control and discusses how existing control
technologies can be used in the design. It is
apparent that although the problem is complex
applying existing control techniques can make a
significant improvement to the current practise.
The decision support and control systems for an
integrating quantity and quality in DWDS is an
emerging challenging application area that needs
truly interdisciplinary research to be performed in
order to develop solutions that are needed by
practitioners.
The robust MPC controller for lower level water
quality control purpose has been developed for
maintaining the chlorine concentration at the
monitored nodes within prescribed bounds under
modelling and demand uncertainty and under
control input constraints. An uncertainty in the time
varying parameters, measurement errors and
disturbance input has been modelled by applying
set bounded models. The safety zones have been
introduced to modify the model-based output
constraints so that control input feasibility has been
robustly achieved. The safe zones have been
iteratively designed at each control generation time
instant based on the envelopes bounding the
predicted system output response. Algorithms for
generating the safety zones based on the constraint
violations extend over the MPC prediction horizon
has been derived and their convergence has been
analysed. An efficient simple relaxation scheme
has been designed to reduce the computational
burden.
The controller has been applied to a drinking water
distribution system. The simulation results have
illustrated good performance of the controller. The
demand uncertainty has been handled by increasing
the model parameter bounds. Further research
should be concentrated on how to convert the
demand prediction uncertainty into the
modification for model parameter bound envelope.

In order to accurately describe the tank dynamics ,

the state-space model has been derived and applied
to design model predictive controller. The
simulation results have shown improving controller
performance comparing with the controller based
on IO type model. Fig.5 Parameter-bounded piecewise constant
model: Parameter Example

Acknowledgement

This work was partly supported by the Polish State

Committee for Scientific Research under grant No.
8 T11A022 16.

201 201 200

5 7

6 18
13 14
12
6 13 14 16
25
8
4 15 26

27 15

11 24
Fig.6 Controller Performance with Zero Safety
5
Zones
7 19
8 23
9 16
17 3
4

22

10
3 9 21 12

18 20

10 19 11
17
100 101 1 2
101 1 2

Fig. 4 A Drinking Water Distribution Network

Fig.7 An Example of Safety Zone Design

12

Fig.8 Constraints Fulfilment After Safety Zone
Introduction
Fig.9 Robust MPC Control Performance under
10% Demand Increase
Fig.10 Robust MPC Control Performance Based on
State Space Model with Precise Demand
Prediction
13
Fig.11 Control Performance with Zero Safety
Zones based on State Space Model under
10% Demand Increase
Fig.12 Robust MPC Control Performance Based on
State-space Model under 10% Demand
Increase
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15