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ME 190M
   Introduction to
Model Predictive Control
       Francesco Borrelli

               Fall 2009
 Department of Mechanical Engineering
        University of California
            Berkeley, USA
Instruction
•   Instructor:           Francesco Borrelli, Room 5139 EH, 643-3871,
                          fborrelli@me.berkeley.edu
                          Office Hours: Tu and Th 9.30-11
•   Teaching Assistant:   None

•   Lectures:             Friday 11-12 in Room 1165, Etcheverry Hall

•   Class Notes:          Slides distributed before (sometime after) the class

•   Class Web Site:       bSpace
Grading
• Homework assignments: 100%

• Every 1 week
   – Includes matlab programming and simulation assignments

• Only selected ones (~5) will be graded (will announce it
  beforehand)
Matlab
• Matlab running the computers in 2109 Etcheverry Hall

• Card key access required

• I will submit class list to so that everyone in the class has
  access to that room
   – Please enroll in the class ASAP

• Need additional toolbox/Software distributed through bSpace
Recommended software purchase
Student Price: ~$ 100.00

   – The Scholar’s Workstation

• Contains:
   – Matlab, Simulink, Symbolic Math, and two
     books/manuals

• Professional price is about $5,000.
   – Some minor limitations, but you would be hard
     pressed to notice them
ME190M Overview
Modelpast future
                 Predictive Control
                                     Predicted outputs

                                 Manipulated u(t+k)
                                   Inputs
                         t t+1              t+m          t+p




                           t+1 t+2            t+1+m            t+1+p
• Optimize at time t (new measurements)

• Only apply the first optimal move u(t)

• Repeat the whole optimization at time t +1

• Optimization using current measurements                 Feedback
MPC Algorithm




At time t:
• Measure (or estimate) the current state x(t)
• Find the optimal input sequence U* ={u*t , u*t+1, u*t+2, … , u*t+N-1}
• Apply only u(t)=u*t , and discard u*t+1, u*t+2, …

Repeat the same procedure at time t +1
                 Multivariable, Model Based
        Nonlinear, Constraints Satisfaction, Prediction
Important Issues in
              Model Predictive Control
          Even assuming perfect model, no disturbances:
                   predicted open-loop trajectories
                                 ≠
                       closed-loop trajectories
• Feasibility
  Optimization problem may become infeasible at some future time step.
• Stability
  Closed-loop stability is not guaranteed.

• Performance
  Goal:
  What is achieved by repeatedly minimizing
• Real-Time Implementation
Feasibility Issues


Infeasible


                            Terminal region
             t+3
                t+2
                  t+1
                    t
Stability Issues




                Terminal region
t+3
   t+2
     t+1
       t
Feasibility and Stability Constraints




          Modified Problem
          (Large Body of Literature)


      Xf (Robust) Invariant Set
    p(x) Control Lyapunov Function
Feasibility and Stability Issues




       t+2        Terminal region

            t+1
        t
Real Time Implementation
Class Goals

• Design and Implement a “simple” MPC Controller in
Matlab (for linear and nonlinear systems)


• Tune it for achieving Desired Performance


• Understand main issues of Stability and Feasibility
Example 1
                     Data from PeMS
•   California Freeway Performance
    Measurement System
•   Collects real-time data on CA
    freeways via loop detectors
•   Able to communicate average traffic
    speed at loop location every 5 minutes
•   Loops typically positioned every 0.3-
    3 miles
Example 1
               Audi SmartEngine
                                           Vehicle




                                                     ACC
                                Desired Speed         Actual Speed




• Design and MPC Controller regulating the desired speed (through
an Automatic Cruise Control) in order to reach the destination in
the most fuel-efficient way
• Prediction: Max and Min Speed of traffic, Grade
• Constraints: Max and Min Speed (of traffic and of vehicle)
Example 2
            Ball and Plate Experiment
             y

                   δ
                             γ        x
                                 β'
                        α'

        α
                                      β
• Specification of Experiment:
       Angle: -17°… +17° , Plate:-30 cm…+30 cm
       Input Voltage: -10 V… +10 V
       Computer: PENTIUM166
       Sampling Time: 30 ms
Example 2
Ball and Plate Experiment
Summarizing…
Need:
• A discrete-time model of the system
       (Matlab, Simulink)
• A state observer
• Set up an Optimization Problem
       (Matlab, MPT toolbox/Yalmip)
• Solve an optimization problem
       (Matlab/Optimization Toolbox, NPSOL)
• Verify that the closed-loop system performs as desired (avoid
  infeasibility/stability)
• Make sure it runs in real-time and code/download for the
  embedded platform
Summarizing…
Need:
• A discrete-time model of the system
       (Matlab, Simulink)
• A state observer
• Set up an Optimization Problem
       (Matlab, MPT toolbox/Yalmip)
• Solve an optimization problem
       (Matlab/Optimization Toolbox, NPSOL)
• Verify that the closed-loop system performs as desired (avoid
  infeasibility/stability)
• Make sure it runs in real-time and code/download for the
  embedded platform
Class Topics
                                      (Subject to changes)
Week 1/2: Modeling
• Cont. time vs Discrete time , Transfer function vs State Space, Linear vs
Nonlinear
Week 3/4/5: Fundamentals of Optimization
• Basis Concept of Optimizations
• Linear Program, Quadratic Program, Nonlinear program.
• Polyhedral and their manipulation
• Piecewise-linear Optimization.
Week 6/7/8: Constrained Optimal Control
• General Formulation of constrained control problems
• Linear 2-norm, Linear 1-norm, nonlinear
• Solution via batch approach and dynamic programming
Week 9/10/11: Predictive Control
• General formulation, Fundamental Properties
• Invariant set and Feasibility
• Soft constraints and tracking
Week 12/13/14/15: Examples and Review
                                                             Matlab Oriented
Initial Remarks

• Continuous-Time versus Discrete-Time
• MPC Name
• s-functions
Movie

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Start MPC

  • 1. ME 190M Introduction to Model Predictive Control Francesco Borrelli Fall 2009 Department of Mechanical Engineering University of California Berkeley, USA
  • 2. Instruction • Instructor: Francesco Borrelli, Room 5139 EH, 643-3871, fborrelli@me.berkeley.edu Office Hours: Tu and Th 9.30-11 • Teaching Assistant: None • Lectures: Friday 11-12 in Room 1165, Etcheverry Hall • Class Notes: Slides distributed before (sometime after) the class • Class Web Site: bSpace
  • 3. Grading • Homework assignments: 100% • Every 1 week – Includes matlab programming and simulation assignments • Only selected ones (~5) will be graded (will announce it beforehand)
  • 4. Matlab • Matlab running the computers in 2109 Etcheverry Hall • Card key access required • I will submit class list to so that everyone in the class has access to that room – Please enroll in the class ASAP • Need additional toolbox/Software distributed through bSpace
  • 5. Recommended software purchase Student Price: ~$ 100.00 – The Scholar’s Workstation • Contains: – Matlab, Simulink, Symbolic Math, and two books/manuals • Professional price is about $5,000. – Some minor limitations, but you would be hard pressed to notice them
  • 7. Modelpast future Predictive Control Predicted outputs Manipulated u(t+k) Inputs t t+1 t+m t+p t+1 t+2 t+1+m t+1+p • Optimize at time t (new measurements) • Only apply the first optimal move u(t) • Repeat the whole optimization at time t +1 • Optimization using current measurements Feedback
  • 8. MPC Algorithm At time t: • Measure (or estimate) the current state x(t) • Find the optimal input sequence U* ={u*t , u*t+1, u*t+2, … , u*t+N-1} • Apply only u(t)=u*t , and discard u*t+1, u*t+2, … Repeat the same procedure at time t +1 Multivariable, Model Based Nonlinear, Constraints Satisfaction, Prediction
  • 9. Important Issues in Model Predictive Control Even assuming perfect model, no disturbances: predicted open-loop trajectories ≠ closed-loop trajectories • Feasibility Optimization problem may become infeasible at some future time step. • Stability Closed-loop stability is not guaranteed. • Performance Goal: What is achieved by repeatedly minimizing • Real-Time Implementation
  • 10. Feasibility Issues Infeasible Terminal region t+3 t+2 t+1 t
  • 11. Stability Issues Terminal region t+3 t+2 t+1 t
  • 12. Feasibility and Stability Constraints Modified Problem (Large Body of Literature) Xf (Robust) Invariant Set p(x) Control Lyapunov Function
  • 13. Feasibility and Stability Issues t+2 Terminal region t+1 t
  • 15. Class Goals • Design and Implement a “simple” MPC Controller in Matlab (for linear and nonlinear systems) • Tune it for achieving Desired Performance • Understand main issues of Stability and Feasibility
  • 16. Example 1 Data from PeMS • California Freeway Performance Measurement System • Collects real-time data on CA freeways via loop detectors • Able to communicate average traffic speed at loop location every 5 minutes • Loops typically positioned every 0.3- 3 miles
  • 17. Example 1 Audi SmartEngine Vehicle ACC Desired Speed Actual Speed • Design and MPC Controller regulating the desired speed (through an Automatic Cruise Control) in order to reach the destination in the most fuel-efficient way • Prediction: Max and Min Speed of traffic, Grade • Constraints: Max and Min Speed (of traffic and of vehicle)
  • 18. Example 2 Ball and Plate Experiment y δ γ x β' α' α β • Specification of Experiment: Angle: -17°… +17° , Plate:-30 cm…+30 cm Input Voltage: -10 V… +10 V Computer: PENTIUM166 Sampling Time: 30 ms
  • 19. Example 2 Ball and Plate Experiment
  • 20. Summarizing… Need: • A discrete-time model of the system (Matlab, Simulink) • A state observer • Set up an Optimization Problem (Matlab, MPT toolbox/Yalmip) • Solve an optimization problem (Matlab/Optimization Toolbox, NPSOL) • Verify that the closed-loop system performs as desired (avoid infeasibility/stability) • Make sure it runs in real-time and code/download for the embedded platform
  • 21. Summarizing… Need: • A discrete-time model of the system (Matlab, Simulink) • A state observer • Set up an Optimization Problem (Matlab, MPT toolbox/Yalmip) • Solve an optimization problem (Matlab/Optimization Toolbox, NPSOL) • Verify that the closed-loop system performs as desired (avoid infeasibility/stability) • Make sure it runs in real-time and code/download for the embedded platform
  • 22. Class Topics (Subject to changes) Week 1/2: Modeling • Cont. time vs Discrete time , Transfer function vs State Space, Linear vs Nonlinear Week 3/4/5: Fundamentals of Optimization • Basis Concept of Optimizations • Linear Program, Quadratic Program, Nonlinear program. • Polyhedral and their manipulation • Piecewise-linear Optimization. Week 6/7/8: Constrained Optimal Control • General Formulation of constrained control problems • Linear 2-norm, Linear 1-norm, nonlinear • Solution via batch approach and dynamic programming Week 9/10/11: Predictive Control • General formulation, Fundamental Properties • Invariant set and Feasibility • Soft constraints and tracking Week 12/13/14/15: Examples and Review Matlab Oriented
  • 23. Initial Remarks • Continuous-Time versus Discrete-Time • MPC Name • s-functions
  • 24. Movie