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Model Predictive Control
Dynamic Matrix Control
Process Dynamics and Control
Supplementary Material
Indian Institute of Technology Kanpur
Modeule 6.3
Process Control Notes 2
The MPC Paradigm
ySP
y past
. . . u past . . .
u future
y future (predicted)
y reference
time
-4 -3 -2 -1 0 1 2 3 4 M P
. . . . . .
. . . . . .
GIVEN
A predictive model that predicts y for candidate control move sequences
QUESTION
Of all the candidate future control move sequences, which one causes the
predicted y to best follow the reference trajectory
SOLUTION
Usually solved as an optimization problem
MPC PROCEDURE
1. Obtain current y measurement
2. Calculate reference trajectory
3. Calculate uoptimum
4. Implement current move
5. Repeat at next sampling instant
M: Control Horizon
P: Prediction Horizon
Process Control Notes 3
Dynamic Matrix Control
Unit Step Response Coefficients
g = [g1 g2 g3 โ€ฆ gN-1 gN]
g1
g2
g3
gN-1 gN
. . . . . . . . . . . .
time
0 1 2 3 N-1 N
u
y
Unit Step Process Reaction Curve
time
0 1 2 3
u0 u1
u2
u1
u0
u2
u = u0 + u1 + u2
Input Change Sequence
time
0 1 2 3
u
Any general input change sequence is a
superposition of appropriately delayed steps
Predicted output response is superposition
of appropriately delayed step responses
Process Control Notes 4
SISO DMC: Predictive Model
Process
d
y
u +
+
ySP
y past
. . . u past . . .
u future
y future (predicted)
y reference
time
-4 -3 -2 -1 0 1 2 3 4 M P
. . . . . .
. . . . . .
k
k
๐‘ฆ๐‘˜ =
๐‘–=โˆ’โˆž
min(๐‘˜โˆ’1,๐‘€)
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘‘๐‘˜
๐‘ฆ๐‘˜ =
๐‘–=โˆ’โˆž
โˆ’1
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– +
๐‘–=0
min(kโˆ’1,M)
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘‘๐‘˜
๐‘‘๐‘˜ = ๐‘‘๐‘˜ = ๐‘‘0 = ๐‘ฆ0 โˆ’ ๐‘ฆ0
๐‘ฆ0 =
๐‘–=โˆ’โˆž
โˆ’1
๐‘”โˆ’๐‘–๐‘ข๐‘–
๐‘ฆ๐‘˜ =
๐‘–=0
min(kโˆ’1,M)
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– +
๐‘–=1
โˆž
๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0
Effect of control
moves
Effect of past moves
๐‘ฆ๐‘˜ =
๐‘–=0
min(kโˆ’1,M)
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– +
๐‘–=1
N
๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0
Forced response Free response
Process Control Notes 5
DMC Predictive Model
๐‘ฆ1 = ๐‘”1๐‘ข0 + ๐‘“1
๐‘ฆ2 = ๐‘”2๐‘ข0 + ๐‘”1๐‘ข1 + ๐‘“2
๐‘ฆ๐‘˜ = ๐‘”๐‘˜๐‘ข0 + ๐‘”๐‘˜โˆ’1๐‘ข1 + โ‹ฏ + ๐‘”๐‘˜โˆ’๐‘€๐‘ข๐‘€ + ๐‘“๐‘€
๐‘ฆ๐‘ƒ = ๐‘”๐‘ƒ๐‘ข0 + ๐‘”๐‘ƒโˆ’1๐‘ข1 + โ‹ฏ + ๐‘”๐‘ƒโˆ’๐‘€๐‘ข๐‘€ + ๐‘“๐‘ƒ
.
.
.
.
.
.
๐‘ฆ1
๐‘ฆ2
.
.
.
๐‘ฆ๐‘˜
.
.
.
๐‘ฆ๐‘ƒ
๐‘“1
๐‘“2
.
.
.
๐‘“๐‘˜
.
.
.
๐‘“๐‘ƒ
๐‘”1
๐‘”2
.
.
.
๐‘”๐‘˜
.
.
.
๐‘”๐‘ƒ
0
๐‘”1
๐‘”2
.
.
๐‘”๐‘˜โˆ’1
.
.
.
๐‘”๐‘ƒโˆ’1
0
0
๐‘”1
.
.
๐‘”๐‘˜โˆ’2
.
.
.
๐‘”๐‘ƒโˆ’2
โ€ฆ
โ€ฆ
โ€ฆ
.
.
...
.
.
.
โ€ฆ
0
0
.
.
.
๐‘”๐‘˜โˆ’๐‘€
.
.
.
๐‘”๐‘ƒโˆ’๐‘€
๐‘ข0
๐‘ข1
๐‘ข2
.
.
.
๐‘ข๐‘€
= +
๐ฒ = ๐†๐ฎ + ๐Ÿ
๐‘ฆ๐‘˜ =
๐‘–=0
min(kโˆ’1,M)
๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– +
๐‘–=1
N
๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0
Process Control Notes 6
DMC Optimum Control Move Sequence
๐ฝ =
๐‘–=1
๐‘ƒ
(๐‘ฆ๐‘– โˆ’ ๐‘Ÿ๐‘–)2+ ๐œ†
๐‘–=1
๐‘ƒ
๐‘ข๐‘–
2
๐ฝ = ๐ฒ โˆ’ ๐ซ
๐“
๐ฒ โˆ’ ๐ซ + ๐œ†๐ฎ๐“๐ฎ = ๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ
๐“
๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ + ๐œ†๐ฎ๐“๐ฎ
min
๐ฎ
๐ฝ Put ๐ฒ = ๐†๐ฎ + ๐Ÿ
๐ฝ = ๐ฎ๐“
๐†๐“
๐†๐ฎ + ๐ฎ๐“
๐†๐“
๐Ÿ โˆ’ ๐ซ + (๐Ÿ โˆ’ ๐ซ)๐“
๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ ๐“
๐Ÿ โˆ’ ๐ซ + ๐œ†๐ฎ๐“
๐ฎ
For optimality
๐œ•๐ฝ
๐œ•๐ฎ
= 0
2๐†๐“๐†๐ฎโˆ— + 2๐†๐“ ๐Ÿ โˆ’ ๐ซ + 2๐œ†๐ฎโˆ— = ๐ŸŽ
(๐†๐“๐† + ๐œ†๐ˆ)๐ฎโˆ— = ๐†๐“ ๐ซ โˆ’ ๐Ÿ
๐ฎโˆ— = (๐†๐“๐† + ๐œ†๐ˆ)โˆ’๐Ÿ๐†๐“ ๐ซ โˆ’ ๐Ÿ
Implement first element of u* and repeat procedure at next instant
Process Control Notes 7
Constrained DMC
๐ฝ =
๐‘–=1
๐‘ƒ
(๐‘ฆ๐‘– โˆ’ ๐‘Ÿ๐‘–)2+ ๐œ†
๐‘–=1
๐‘ƒ
๐‘ข๐‘–
2
min
๐ฎ
๐ฝ ๐ฒ = ๐†๐ฎ + ๐Ÿ
Rate Constraint
โˆ’๐‘ข๐‘€๐ด๐‘‹ โ‰ค ๐‘ข๐‘–โ‰ค ๐‘ข๐‘€๐ด๐‘‹
Valve Saturation Constraint
0% โ‰ค ๐‘–=0
๐‘€
๐‘ข๐‘– โˆ’ ๐‘ข๐‘๐‘ข๐‘Ÿ๐‘Ÿ โ‰ค 100%
Easily solved using quadratic programming
Subroutine quadprog in Matlab
Process Control Notes 8
Reference Trajectory and Tuning
Reference Trajectory
๐‘Ÿ๐‘–+1 = ๐›ผ๐‘Ÿ๐‘– + 1 โˆ’ ๐›ผ ๐‘ฆ๐‘ ๐‘
0 โ‰ค ๐›ผ โ‰ค 1
Initial Condition ๐‘Ÿ0 = ๐‘ฆ0
v v v
ฮฑโ†‘
ySP
y0
time
CONTROLLER TUNING
โ€ข M, P, ฮฑ, ฮป: Tuning parameters
โ€ข Usually M, P and ฮฑ are chosen to reasonable values and
ฮป adjusted for stable and tight closed loop control
โ€ข No standard tuning procedures for MPC (Hit-and-trial)
Process Control Notes 9
Multivariable DMC
DMC
Controller
โ‹ฎ
โ‹ฎ
u1
u2
uN
y1
y2
yN
PROCESS
โ‹ฎ
โ‹ฎ
๐ฒ๐Ÿ
๐ฒ๐Ÿ
โ‹ฎ
๐ฒ๐ฃ
โ‹ฎ
๐ฒ๐
G11 G12 โ€ฆ G1k โ€ฆ G1N
G21 G22 โ€ฆ G2k โ€ฆ G2N
โ‹ฎ
Gj1 Gj2 โ€ฆ Gjk โ€ฆ GNN
โ‹ฎ
GN1 GN2 โ€ฆ GNk โ€ฆ GNN
u1
u2
โ‹ฎ
uk
โ‹ฎ
uN
f1
f2
โ‹ฎ
fj
โ‹ฎ
fN
= +
๐ฒ = ๐†๐ฎ + ๐Ÿ
๐ฝ =
๐‘—=1
๐‘
๐‘–=1
๐‘ƒ๐‘—
(๐‘ฆ๐‘–๐‘— โˆ’ ๐‘Ÿ๐‘—)2
+
๐‘˜=1
๐‘
๐‘–=0
๐‘€๐‘–
๐œ†๐‘˜๐‘ข๐‘–๐‘˜
2
๐ฝ = ๐ฒ โˆ’ ๐ซ ๐“ ๐ฒ โˆ’ ๐ซ + ๐›Œ๐ฎ๐“๐ฎ
๐ฎโˆ—
= (๐†๐“
๐† + ๐›Œ๐ˆ)โˆ’๐Ÿ
๐†๐“
๐ซ โˆ’ ๐Ÿ
CONSTRAINED MULTIVARIABLE DMC
Rate Constraint
โˆ’๐‘ข๐‘˜
๐‘€๐ด๐‘‹
โ‰ค ๐‘ข๐‘–๐‘˜โ‰ค ๐‘ข๐‘˜
๐‘€๐ด๐‘‹
for k = 1 to N
Valve Saturation Constraint
0% โ‰ค ๐‘–=0
๐‘€๐‘˜
๐‘ข๐‘–๐‘˜ โˆ’ ๐‘ข๐‘๐‘ข๐‘Ÿ๐‘Ÿ,๐‘˜ โ‰ค 100% for k = 1 to N
Solve using a quadratic program (quadprog in Matlab)
Process Control Notes 10
Some Comments
โ€ข MPC does not address stability directly. Classical methods do.
โ€ข Stability addressed indirectly by adjusting the objective function using
primarily ฮป (move suppression factor)
โ€ข Since objective function itself is getting tuned to ensure stability, it makes
little sense to claim โ€œoptimalityโ€ of control moves compared to classical
control methods
โ€ข The (pseudo)inversion of the dynamic matrix makes the technique truly
multivariable
โ€ข Same formalism can handle SISO, MIMO (square and non-square) systems
โ€ข MPC performance degrades significantly with increasing plant model
mismatch. Models and tuning must be periodically updated
โ€ข No systematic MPC tuning procedures (unlike classical methods)

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Dynamic Matrix control

  • 1. Model Predictive Control Dynamic Matrix Control Process Dynamics and Control Supplementary Material Indian Institute of Technology Kanpur Modeule 6.3
  • 2. Process Control Notes 2 The MPC Paradigm ySP y past . . . u past . . . u future y future (predicted) y reference time -4 -3 -2 -1 0 1 2 3 4 M P . . . . . . . . . . . . GIVEN A predictive model that predicts y for candidate control move sequences QUESTION Of all the candidate future control move sequences, which one causes the predicted y to best follow the reference trajectory SOLUTION Usually solved as an optimization problem MPC PROCEDURE 1. Obtain current y measurement 2. Calculate reference trajectory 3. Calculate uoptimum 4. Implement current move 5. Repeat at next sampling instant M: Control Horizon P: Prediction Horizon
  • 3. Process Control Notes 3 Dynamic Matrix Control Unit Step Response Coefficients g = [g1 g2 g3 โ€ฆ gN-1 gN] g1 g2 g3 gN-1 gN . . . . . . . . . . . . time 0 1 2 3 N-1 N u y Unit Step Process Reaction Curve time 0 1 2 3 u0 u1 u2 u1 u0 u2 u = u0 + u1 + u2 Input Change Sequence time 0 1 2 3 u Any general input change sequence is a superposition of appropriately delayed steps Predicted output response is superposition of appropriately delayed step responses
  • 4. Process Control Notes 4 SISO DMC: Predictive Model Process d y u + + ySP y past . . . u past . . . u future y future (predicted) y reference time -4 -3 -2 -1 0 1 2 3 4 M P . . . . . . . . . . . . k k ๐‘ฆ๐‘˜ = ๐‘–=โˆ’โˆž min(๐‘˜โˆ’1,๐‘€) ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘‘๐‘˜ ๐‘ฆ๐‘˜ = ๐‘–=โˆ’โˆž โˆ’1 ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘–=0 min(kโˆ’1,M) ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘‘๐‘˜ ๐‘‘๐‘˜ = ๐‘‘๐‘˜ = ๐‘‘0 = ๐‘ฆ0 โˆ’ ๐‘ฆ0 ๐‘ฆ0 = ๐‘–=โˆ’โˆž โˆ’1 ๐‘”โˆ’๐‘–๐‘ข๐‘– ๐‘ฆ๐‘˜ = ๐‘–=0 min(kโˆ’1,M) ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘–=1 โˆž ๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0 Effect of control moves Effect of past moves ๐‘ฆ๐‘˜ = ๐‘–=0 min(kโˆ’1,M) ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘–=1 N ๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0 Forced response Free response
  • 5. Process Control Notes 5 DMC Predictive Model ๐‘ฆ1 = ๐‘”1๐‘ข0 + ๐‘“1 ๐‘ฆ2 = ๐‘”2๐‘ข0 + ๐‘”1๐‘ข1 + ๐‘“2 ๐‘ฆ๐‘˜ = ๐‘”๐‘˜๐‘ข0 + ๐‘”๐‘˜โˆ’1๐‘ข1 + โ‹ฏ + ๐‘”๐‘˜โˆ’๐‘€๐‘ข๐‘€ + ๐‘“๐‘€ ๐‘ฆ๐‘ƒ = ๐‘”๐‘ƒ๐‘ข0 + ๐‘”๐‘ƒโˆ’1๐‘ข1 + โ‹ฏ + ๐‘”๐‘ƒโˆ’๐‘€๐‘ข๐‘€ + ๐‘“๐‘ƒ . . . . . . ๐‘ฆ1 ๐‘ฆ2 . . . ๐‘ฆ๐‘˜ . . . ๐‘ฆ๐‘ƒ ๐‘“1 ๐‘“2 . . . ๐‘“๐‘˜ . . . ๐‘“๐‘ƒ ๐‘”1 ๐‘”2 . . . ๐‘”๐‘˜ . . . ๐‘”๐‘ƒ 0 ๐‘”1 ๐‘”2 . . ๐‘”๐‘˜โˆ’1 . . . ๐‘”๐‘ƒโˆ’1 0 0 ๐‘”1 . . ๐‘”๐‘˜โˆ’2 . . . ๐‘”๐‘ƒโˆ’2 โ€ฆ โ€ฆ โ€ฆ . . ... . . . โ€ฆ 0 0 . . . ๐‘”๐‘˜โˆ’๐‘€ . . . ๐‘”๐‘ƒโˆ’๐‘€ ๐‘ข0 ๐‘ข1 ๐‘ข2 . . . ๐‘ข๐‘€ = + ๐ฒ = ๐†๐ฎ + ๐Ÿ ๐‘ฆ๐‘˜ = ๐‘–=0 min(kโˆ’1,M) ๐‘”๐‘˜โˆ’๐‘–๐‘ข๐‘– + ๐‘–=1 N ๐‘”๐‘˜+๐‘– โˆ’ ๐‘”๐‘– ๐‘ขโˆ’๐‘– + ๐‘ฆ0
  • 6. Process Control Notes 6 DMC Optimum Control Move Sequence ๐ฝ = ๐‘–=1 ๐‘ƒ (๐‘ฆ๐‘– โˆ’ ๐‘Ÿ๐‘–)2+ ๐œ† ๐‘–=1 ๐‘ƒ ๐‘ข๐‘– 2 ๐ฝ = ๐ฒ โˆ’ ๐ซ ๐“ ๐ฒ โˆ’ ๐ซ + ๐œ†๐ฎ๐“๐ฎ = ๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ ๐“ ๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ + ๐œ†๐ฎ๐“๐ฎ min ๐ฎ ๐ฝ Put ๐ฒ = ๐†๐ฎ + ๐Ÿ ๐ฝ = ๐ฎ๐“ ๐†๐“ ๐†๐ฎ + ๐ฎ๐“ ๐†๐“ ๐Ÿ โˆ’ ๐ซ + (๐Ÿ โˆ’ ๐ซ)๐“ ๐†๐ฎ + ๐Ÿ โˆ’ ๐ซ ๐“ ๐Ÿ โˆ’ ๐ซ + ๐œ†๐ฎ๐“ ๐ฎ For optimality ๐œ•๐ฝ ๐œ•๐ฎ = 0 2๐†๐“๐†๐ฎโˆ— + 2๐†๐“ ๐Ÿ โˆ’ ๐ซ + 2๐œ†๐ฎโˆ— = ๐ŸŽ (๐†๐“๐† + ๐œ†๐ˆ)๐ฎโˆ— = ๐†๐“ ๐ซ โˆ’ ๐Ÿ ๐ฎโˆ— = (๐†๐“๐† + ๐œ†๐ˆ)โˆ’๐Ÿ๐†๐“ ๐ซ โˆ’ ๐Ÿ Implement first element of u* and repeat procedure at next instant
  • 7. Process Control Notes 7 Constrained DMC ๐ฝ = ๐‘–=1 ๐‘ƒ (๐‘ฆ๐‘– โˆ’ ๐‘Ÿ๐‘–)2+ ๐œ† ๐‘–=1 ๐‘ƒ ๐‘ข๐‘– 2 min ๐ฎ ๐ฝ ๐ฒ = ๐†๐ฎ + ๐Ÿ Rate Constraint โˆ’๐‘ข๐‘€๐ด๐‘‹ โ‰ค ๐‘ข๐‘–โ‰ค ๐‘ข๐‘€๐ด๐‘‹ Valve Saturation Constraint 0% โ‰ค ๐‘–=0 ๐‘€ ๐‘ข๐‘– โˆ’ ๐‘ข๐‘๐‘ข๐‘Ÿ๐‘Ÿ โ‰ค 100% Easily solved using quadratic programming Subroutine quadprog in Matlab
  • 8. Process Control Notes 8 Reference Trajectory and Tuning Reference Trajectory ๐‘Ÿ๐‘–+1 = ๐›ผ๐‘Ÿ๐‘– + 1 โˆ’ ๐›ผ ๐‘ฆ๐‘ ๐‘ 0 โ‰ค ๐›ผ โ‰ค 1 Initial Condition ๐‘Ÿ0 = ๐‘ฆ0 v v v ฮฑโ†‘ ySP y0 time CONTROLLER TUNING โ€ข M, P, ฮฑ, ฮป: Tuning parameters โ€ข Usually M, P and ฮฑ are chosen to reasonable values and ฮป adjusted for stable and tight closed loop control โ€ข No standard tuning procedures for MPC (Hit-and-trial)
  • 9. Process Control Notes 9 Multivariable DMC DMC Controller โ‹ฎ โ‹ฎ u1 u2 uN y1 y2 yN PROCESS โ‹ฎ โ‹ฎ ๐ฒ๐Ÿ ๐ฒ๐Ÿ โ‹ฎ ๐ฒ๐ฃ โ‹ฎ ๐ฒ๐ G11 G12 โ€ฆ G1k โ€ฆ G1N G21 G22 โ€ฆ G2k โ€ฆ G2N โ‹ฎ Gj1 Gj2 โ€ฆ Gjk โ€ฆ GNN โ‹ฎ GN1 GN2 โ€ฆ GNk โ€ฆ GNN u1 u2 โ‹ฎ uk โ‹ฎ uN f1 f2 โ‹ฎ fj โ‹ฎ fN = + ๐ฒ = ๐†๐ฎ + ๐Ÿ ๐ฝ = ๐‘—=1 ๐‘ ๐‘–=1 ๐‘ƒ๐‘— (๐‘ฆ๐‘–๐‘— โˆ’ ๐‘Ÿ๐‘—)2 + ๐‘˜=1 ๐‘ ๐‘–=0 ๐‘€๐‘– ๐œ†๐‘˜๐‘ข๐‘–๐‘˜ 2 ๐ฝ = ๐ฒ โˆ’ ๐ซ ๐“ ๐ฒ โˆ’ ๐ซ + ๐›Œ๐ฎ๐“๐ฎ ๐ฎโˆ— = (๐†๐“ ๐† + ๐›Œ๐ˆ)โˆ’๐Ÿ ๐†๐“ ๐ซ โˆ’ ๐Ÿ CONSTRAINED MULTIVARIABLE DMC Rate Constraint โˆ’๐‘ข๐‘˜ ๐‘€๐ด๐‘‹ โ‰ค ๐‘ข๐‘–๐‘˜โ‰ค ๐‘ข๐‘˜ ๐‘€๐ด๐‘‹ for k = 1 to N Valve Saturation Constraint 0% โ‰ค ๐‘–=0 ๐‘€๐‘˜ ๐‘ข๐‘–๐‘˜ โˆ’ ๐‘ข๐‘๐‘ข๐‘Ÿ๐‘Ÿ,๐‘˜ โ‰ค 100% for k = 1 to N Solve using a quadratic program (quadprog in Matlab)
  • 10. Process Control Notes 10 Some Comments โ€ข MPC does not address stability directly. Classical methods do. โ€ข Stability addressed indirectly by adjusting the objective function using primarily ฮป (move suppression factor) โ€ข Since objective function itself is getting tuned to ensure stability, it makes little sense to claim โ€œoptimalityโ€ of control moves compared to classical control methods โ€ข The (pseudo)inversion of the dynamic matrix makes the technique truly multivariable โ€ข Same formalism can handle SISO, MIMO (square and non-square) systems โ€ข MPC performance degrades significantly with increasing plant model mismatch. Models and tuning must be periodically updated โ€ข No systematic MPC tuning procedures (unlike classical methods)