H0K03a : Advanced Process Control

Model-based Predictive Control 1 : Introduction

Bert Pluymers
Prof. Bart De Moor
Katholieke Universiteit Leuven, Belgium
Faculty of Engineering Sciences
Department of Electrical Engineering (ESAT)
Research Group SCD-SISTA

bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction

• Overview
• Motivating Example
Overview
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
• MPC 1 : Introduction
• MPC 2 : Dynamic Optimization
• MPC 3 : Stability
• MPC 4 : Robustness

• Industry Speaker : Christiaan Moons (IPCOS)

(november 3rd)

Signal processing
Identification

System Theory
Automation 1
bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Overview
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Lesson 1 : Introduction

• Motivating example
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Consider a linear discrete-time state-space model

called a ‘double integrator’.

We want to design a state feedback controller

that stabilizes the system (i.e. steers it to x=[0; 0])

starting from x=[1; 0], without violating the imposed
input constraints
Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Furthermore, we want the controller to lead to a
minimal control ‘cost’ defined as

with state and input weighting matrices

A straightforward candidate is the LQR controller,

which has the form

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
LQR controller
• Mathematical Formulation
• MPC Basics 1

0.5

k,1
x
0

-0.5
0 50 100 150 200 250 300
k
10

0
k

-10
u

-20

-30
0 50 100 150 200 250 300
Signal processing
Identification k

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
LQR controller with clipped inputs
• Mathematical Formulation
• MPC Basics 1

0.5

k,1
0
x
-0.5

-1
0 50 100 150 200 250 300
k
0.15
0.1
0.05
k

0
u

-0.05
-0.1

0 50 100 150 200 250 300

Signal processing
Identification k

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
LQR controller with R=100
• Mathematical Formulation
• MPC Basics 1

0.5

k,1
x
0

-0.5
0 50 100 150 200 250 300
k
0.1

0.05
k

0
u

-0.05

-0.1
Signal processing 0 50 100 150 200 250 300
Identification k

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Motivating Example
• MPC Paradigm
• History
• Mathematical Formulation waste gas
• MPC Basics
F T Cracking P
Furnace
Feed H condenser
EDC
L

EDC / VC / HCl

superheater evaporato
T r P

Fuel gas

Signal processing
Systematic way to deal with this issue… ?
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Paradigm
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics

Signal processing
Process industry in ’70s : how to control a process ???
Identification
and… easy to understand (i.e. teach) and implement !
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Paradigm
• MPC Paradigm
• History → Modelbased Predictive Control (MPC)
• Mathematical Formulation
• MPC Basics

• Predictive : use model to optimize future input sequence

Signal processing
Identification • Feedback : incoming measurements used to compensate for
inaccuracies in predictions and unmeasured disturbances
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Paradigm
• MPC Paradigm
• History MPC has earned its place in the control hierarchy…
• Mathematical Formulation
• MPC Basics

• Econ. Opt. : optimize profits using market and plant information (~day)
• MPC : steer process to desired trajectory (~minute)

Signal processing • PID : control flows, temp., press., … towards MPC setpoints (~second)
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Before 1960’s :
• only input/output models, i.e. transfer functions, FIR
models

• Controllers :
• heuristic (e.g. on/off controllers)
• PID, lead/lag compensators, …
• mostly SISO
• MIMO case : input/output pairing, then SISO control

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Early 1960’s : Rudolf Kalman
• Introduction of the State Space model :
• notion of states as ‘internal memory’ of the system
• states not always directly measurable : ‘Kalman’ Filter !
• afterwards LQR (as the dual of Kalman filtering)
• LQG : LQR + Kalman filter

• But LQG no real succes in industry :

• constraints not taken into account
• only for linear models
• only quadratic cost objectives
Signal processing

• no model uncertainties
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
During 1960’s : ‘Receding Horizon’ concept

• Propoi, A. I. (1963). “Use of linear programming methods for synthesizing

sampled-data automatic systems”. Automatic Remote Control, 24(7), 837–844.

• Lee, E. B., & Markus, L. (1967). “Foundations of optimal control theory”. New
York: Wiley. :

“… One technique for obtaining a feedback controller synthesis

from knowledge of open-loop controllers is to measure the current
control process state and then compute very rapidly for the open-
loop control function. The first portion of this function is then used
during a short time interval, after which a new measurement of the
function is computed for this new measurement. The procedure is
then repeated. …”
Signal processing
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System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
During 1960’s : ‘Receding Horizon’ concept

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
1970’s : 1st generation MPC
• Extension of the LQR / LQG framework through combination with the
‘receding horizon’ concept
• IDCOM (Richalet et al., 1976) :
• IR models
• quadratic objective
• input / output constraints
• heuristic solution strategy

• DMC (Shell, 1973) :

• SR models
• quadratic objective
• no constraints
Signal processing
Identification • solved as least-squares problem

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Early 1980’s : 2nd generation MPC
• Improve the rather ad-hoc constraint handling of the 1st generation
MPC algorithms
• QDMC (Shell, 1983) :
• SR models
• quadratic objective
• linear constraints
• solved as a quadratic program (QP)

Late 1980’s : 3rd generation MPC

• IDCOM-M (Setpoint, 1988), SMOC (Shell, late 80’s), …
• Constraint prioritizing
Signal processing • Monitoring / Removal of ill-conditioning
Identification
• fault-tolerance w.r.t. lost signals
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
History
• MPC Paradigm
• History
• Mathematical Formulation
• MPC Basics
Mid 1990’s : 4th generation MPC

• DMC-Plus (Honeywell Hi-Spec, ‘95), RMPCT (Aspen Tech, ‘96)

• Graphical user interfaces
• Explicit control objective hierarchy
• Estimation of model uncertainty

Currently (in industry) still …

• … no guarantees for stability
• … often approximate optimization methods
• … not all support state-space models
Signal processing
Identification • … no explicit use of model uncertainty in controller design

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Formulation
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
Basic ingredients :
• prediction model to predict plant response to future input
sequence
• (finite,) sliding window (receding horizon control)
• parameterization of future input sequence into finite number of
parameters
• discrete-time : inputs at discrete time steps
• continuous-time : weighted sum of basis functions
• optimization of future input sequence
• reference trajectory
• constraints

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Formulation
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
MPC Formulation
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
Assumptions / simplifications :

• no plant-model mismatch :
• no disturbance inputs
• all states are measured
(or estimation errors are negligible)
• no sensor noise

. . . seem trivial issues but form essential difficulties

Signal processing
in applications . . .
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Theoretical Formulation (cfr. CACSD)
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

• future window of length ∞

• impossible to solve, because . . .
• infinite number of optimization variables
• infinite number of inequality constraints
Signal processing
Identification
• infinite number of equality constraints
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Formulation 1
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

• still future window of length ∞, BUT

• quadratic cost function
• no input or state constraints
• linear model
Signal processing
Identification • Optimal solution has the form uk = -Kxk

System Theory
• Find K by solving Ricatti equation → LQR controller
Automation 23
bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Formulation 1 : LQR
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
PRO
• explicit, linear solution
• low online computational complexity

CON
• constraints not taken into account
• linear model assumption
• only quadratic cost functions
• no predictive capacity

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Formulation 2
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

• changes :
• keep all constraints etc.
• reduce horizon to length N

• solution obtainable through dynamic optimization

Signal processing
Identification • only u0 is applied, in order to obtain feedback at each k about xk

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Formulation 2 : Classic MPC
• MPC Paradigm
• History
• Mathematical Form.
PRO
• MPC Basics
• takes constraints into account
• proactive behaviour
• wide range of (convex) cost functions possible
• also for nonlinear models (but convex ?)

CON
• high online computational complexity
• no explicit solution
• feasibility ?
• stability ?
• robustness ?

Signal processing
Identification

• In what follows, we will concentrate on this formulation.

System Theory
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• Overview
• Motivating Example
Formulation 3
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

• linear form of feedback law is enforced

• problem can be recast as a convex (LMI-based) optimization problem

Signal processing
Identification
more on this later . . .
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview Summary
• Motivating Example
• MPC Paradigm
Formulation 1
• History
• infinite horizon
• Mathematical Form.
• MPC Basics • no constraints
• explicit solution
• → LQR
Formulation 2
• finite horizon
• constraints
• no explicit solution
• → Classic MPC
Formulation 3
• infinite horizon
• constraints
Signal processing • explicit solution enforced
Identification

• → has elements of LQR ánd MPC

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview Open vs. closed loop control
• Motivating Example
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
• Open loop : no state/output feedback : feedforward control
• Closed loop : state/output feedback : e.g. LQR

MPC is a mix of both :

• internally optimizing an open loop finite horizon control problem

• but at each k there is state feedback to compensate unmodelled
dynamics and disturbance inputs → closed loop control paradigm.
• has implications on e.g stability analysis
• Is of essential importance in Robust MPC, more on this later…
Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Standard MPC Algorithm
• MPC Paradigm
• History 1. Assume current time = 0
• Mathematical Form.
2. Measure or estimate x0 and solve for uN and xN :
• MPC Basics

3. Apply uo0 and go to step 1

Remarks :
• : Terminal state cost and constraint

Signal processing
• : some kind of norm function
Identification
• Sliding Window
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
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• Motivating Example
MPC design choices
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
1.prediction model

2. cost function
• norm
• horizon N
• terminal state cost

3. constraints
• typical input/state constraints
• terminal constraint
Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Prediction Model
• MPC Paradigm
• History • Input/Output or State-Space ?
• Mathematical Form.
• MPC Basics • I/O restricted to stable, linear plants
• Hence SS-models

• Type of model determines class of MPC algorithm

• Linear model : Linear MPC
• Non-linear model : Non-linear MPC (or NMPC)
• Linear model with uncertainties : Robust MPC
• BUT : MPC is always a non-linear feedback law due to the
constraints

• Type of model determines class of involved optimization problem

• Linear models lead to most efficiently solvable opt.-problems
Signal processing
Identification
• Choose simplest model that fits the real plant ‘sufficiently well’
System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Cost Function
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics General Cost Function:

Design Functions and Parameters:

1.
2. Horizon N
3. F(x)
4. Reference Trajectory

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Cost Function
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Cost Function
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Cost Function
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Constraints
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Constraints
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Constraints
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
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• Motivating Example
Constraints
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Terminal State Constraints
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
Automation 41
bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Reference Insertion
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Reference Insertion
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
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• Motivating Example
Reference Insertion
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
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• Motivating Example
Reference Insertion
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
• Overview
• Motivating Example
Exercise Sessions
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics
• Ex. 1 : Optimization oriented
• Ex. 2 : MPC oriented
• Ex. 3 : real-life MPC/optimization problem

Evaluation
• (brief !) report (groups of 2)
• oral examination → insight !

Signal processing
Identification

System Theory
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bert.pluymers@esat.kuleuven.be H0k03a : Advanced Process Control – Model-based Predictive Control 1 : Introduction
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• Motivating Example
• MPC Paradigm
• History
• Mathematical Form.
• MPC Basics

Signal processing
Identification

System Theory
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