02619

Model Predictive Control

John Bagterp Jørgensen

DTU Compute
Autumn 2018
Course Plan
 Learning Objectives
A student that meet the learning objectives of the course will be able to:
• Analyze and describe MPC control structures
• Select processes that can be controlled by MPC
• Apply convex optimization to estimation, control and system identification
• Identify a linear model from data
• Design and tune a linear model based estimator and predictor
• Design and tune a constrained regulator
• Synthesize and implement model predictive control systems
• Test a linear model predictive control system by simulation
• Implement Nonlinear Model Predictive Controllers
• Use SQP optimization methods for NMPC
• Compute solutions and sensitivities in nonlinear ODE models
• Apply MPC to industrial, biomedical, and financial problems
 Where, When & Who
• Lectures
– Thursdays, 8:00 – 9:45
– Building 303A room 044
• Exercises
– Thursdays, 10:00-12:00
– Building 303A room 044
• Teacher
– John Bagterp Jørgensen, jbjo@dtu.dk
– Office: 303B/110
– Office hours: by appointment (write an e-mail)
– TAs: Dimitri Boiroux
• WWW
– CampusNet
– www2.compute.dtu.dk/courses/02619
 Evaluation and Grading
• Grading will be according to the 12-scale
• Grading will be based on a take-home exam
project that you get at the end of the
semester.
• The exam project contains
– An engineering case study project that you must
do in groups (2-3 per group) and write a report
about the project, its methods and results.
 Lecture Schedule
1. Introduction to computer controlled systems
2. Modeling and simulation
3. Case studies in modeling and simulation (diabetes, …)
4. Distributed models and time delays
5. System realization
6. State estimation and Kalman filtering
7. Basic MPC
8. Soft MPC and other objective functions
9. Economic MPC, stochastic MPC, financial applications
10. Nonlinear MPC
11. Nonlinear MPC

12. System identification and closed-loop simulations

13. Case studies. Handing out projects
EXAM PROJECT – ENGINEERING MPC CASE STUDY