Chapter 6 Model Predictive Control

Prof. Shi-Shang Jang National Tsing-Hua University Chemical Engineering Department

Historical Development

Questions:

Given a system what are the absolute limitations to

output control? How can one make use of a process model and account for model error? Smith Predictor(1955) Feedforward Control Inferential Control (1975, 1979) Dynamic Matrix Control (Shell, 1979) Model Algorithmic Control (France, 1979) Internal Model Control (Garcia and Morari, 1982)
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Criteria for Controller Quality

Regulatory

Behavior Compensation for (unmeasured disturbances) Servo Behavior- Follow set point changes (fast, smooth, no offset) Robustness-Controller should be effective when there are modeling errors (both structure and parameters)

Criteria for Controller QualityContinued

Constraints-

Ability to deal with constraints on inputs and states (no windup) Remark: 90% of loops can be handled by PID type controllers.

Internal Model Control (IMC) Structure

d ys + e GI u GP + + y +

Gm

ym -

d
e=ys-y+ym

Analysis of Internal Model Structure

From the block diagram:

y=d+ u=

G p GI ( y s d ) 1 + GI (G p Gm )

( y s d ) GI

1 + GI (G p Gm )

Properties of IMC (Principles of Internal Model Control)

1. (Dual Stability) If the model is perfect,

stability of controller and plant is sufficient for overall system stability

Proof: If Gp=Gm, then y=GpGI(ys-d)+d u=(ys-d) GI

Use IMC only on stable systems, unstable systems can be stabilized by feedback control Constraints on inputs has no effect on stability
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Properties of IMC (Principles of Internal Model Control)- continued

2. (Prefect Control) If model is perfect and invertible, and GI=Gp-1, then y=ys for any d

Notes: (1) This is optimal control. (2) Suppose Gp-1 is not realizable, then it is recommended to factor this transfer function into two terms: Gp(s)=G+(s)G-(s) where G+(s) is not realizable contains all time delays and RHP zeros. In this case the best controller possible is: GI(s)=G--1(s), this controller minimizes sum of the square of the errors in output. (3) This suggests the design of F(s) as GI=Gp-1 F(s) such that GI(s) realizable.
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Example
G p ( s) = N ( s ) Ds e D( s) D ( s ) Ds e F ( s) N (s)

GI ( s ) = G p1 ( s ) F ( s ) =

Which is realizable if we choose:

e Ds F (s) = n ( s + 1)
Where n=degree of D(s)-degree of N(s)>0, is chosen

Properties of IMC (Principles of Internal Model Control)- continued

3. Zero Offset There is no offset if we choose: GI(0)=1/Gm(0)

Pf: y (0) = [1 Gm (0)GI (0)] d (0) + G p (0)GI (0) ys (0)

1 + GI (0) G p (0) Gm (0)

= ys (0)
a. This means the output will attain the set point exactly in presence of persistent disturbances and set-point changes integral feedback b. Note that this is true even if the model is imperfect.
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Properties of IMC (Principles of Internal Model Control)- continued

4. Comparison with Feedback Controller
If we choose G ( s ) = I
Gc 1 + Gc Gm

Then we get classical output feedback control. Note that GI(s) in the closed loop transfer function of the following:
e(s) + Gc(S) m(s)

Gm(S)
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Properties of IMC (Principles of Internal Model Control)- continued

Joining this with the IMC block diagram we get
ys + e(s)+ Gc(S) Gp(S) m(s) Gc(S) Gp(S) d y(s) + -

which reduced to a classical feedback control:

ys(s) + Gc Gp d

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Properties of IMC (Principles of Internal Model Control)- continued

Notes: (a) G ( s ) = I

Gc 1 + Gc Gm

may be looked upon as a poor approximation to Gm-1(s). For large Kc, this approximation gets better. (b) Note the similarity of this structure to Smith Predictor also approximates the invertible part of Gm-1(s). (c) This feedback structure implies use of a filter:
F ( s) = Gc ( s ) Gm ( s ) 1 + Gc ( s ) Gm ( s )
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On-Line Tuning of IMC

1. 2.

3.

Choose a process model through plant tests Choose a filter F ( s ) = e Ds to make GI(s) n ( s + 1) realizable Decrease untill system becomes oscillatory. Brosilow recommends the following time constant: (where u=min. filter constant; Pu=period of oscillation)

2 =
4.

( 4

u + Pu2 ) Pu2

1/ 2

If /D<1, then IMC will yield better performance than a PID controller. If 1< /D<2; then IMC and PID are competitive.

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Computation of Approximate Inverses

In practice, it is easier to find an approximate inverse of the process transfer function in the time domain (using discrete models). Time Domain View:

Given the past history of inputs to the process and

current estimate of the disturbance, compute the current and future inputs which will make the output follow the desired set point.

Limitation in Practice:
times.

1. The future will be limited to a finite time horizon (3-4 times time-constant of system. 2. Attention must be limited to values of output at discrete
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Summary of MPC

MPC consists of three blocks:

Advantages:

Process model A controller (approximate inverse) A filter Quality of response depends on controller design Robustness depends on filter Stability is not an issue Implementation is straight forward On-line tuning can be provided by the filter time constant

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Computation of Approximate Inverses - Continued

3. Values of all future inputs may be limited to a few in the immediate future. 4. Problem must be solved every so often (at discrete sampling times) when new estimates of disturbance become available. 5. We must limit the size and velocity of control input variations. 6. On-line computations should be kept to a minimum. 7. Smooth transfer between auto/manual should be possible. 8. It should be recognize constraints on inputs. 9. There should be operator adjustable constant(s) to account for plant/model mismatch.
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Review of least-square problem

Given a set of equations: Ax=b+e We seed a solution which minimizes iei2

The solution is given by: x=(ATA)-1ATb We term (ATA)-1AT to be pseudo inverse of matrix A

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A Discrete Input Plant Model

y( z) = Let N ( z) ( h1 + h2 z 1 + h3 z 2 + + hN z N +1 ) z 1 D( z ) N ( z ) z m( z ) + d ( z ) D( z )

Note that N/D is actually the impulse response of the system m(z)=1 without delay y(t)

h1

h2

h3 h4

h5

h6 h7

t
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Example: G(s)=1/(s+1)3
global m m=1;TSPAN=[0 1]; Y0=[0 0 0]; Y_real=[];Y_sample=[];T_real=[]; T_sample=[0];Y_model=[0]; for i=1:29 [T,Y] = ODE45('model_3',TSPAN,Y0); TSPAN=[TSPAN(2),TSPAN(2)+1 ]; Y0(1)=Y(end,1); Y0(2)=Y(end,2); Y0(3)=Y(end,3); TT=T(end); Y_real=[Y_real;Y(:,1)];T_real=[T_ real;T]; m=0; T_sample=[T_sample,TT]; Y_model=[Y_model,Y0(1)]; end function dy=model_3(t,y) global m dy(1)=y(2); dy(2)=y(3); dy(3)=-3*y(3)-3*y(2)-y(1)+m; dy=dy';

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Example: G(s)=1/(s+1)3 continued

TSPAN=[0 1];mm=zeros(1,29); Y0=[0 0 0]; Y_real=[];Y_sample=[];T_real=[]; T_sample=[0];Y_pred=[0]; for i=1:50 m=randn(1,1); for i=1:28 mm(29-i+1)=mm(29-i); end mm(1)=m; [T,Y] = ODE45('model_3',TSPAN,Y0); TSPAN=[TSPAN(2),TSPAN(2)+1]; Y0(1)=Y(end,1); Y0(2)=Y(end,2); Y0(3)=Y(end,3); TT=T(end); Y_real=[Y_real;Y(:,1)];T_real=[T_real;T]; yp=Y_model*mm'; Y_pred=[Y_pred,yp]; T_sample=[T_sample,TT]; end

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A Discrete Input Plant Model

yk +1+ = h1mk + h2 mk 1 + + hN mk N +1 Let = 0 for example, four step ahead forecast yk + 4 h1 h2 y 0 h 1 k +3 = yk + 2 0 0 yk +1 0 0 y = Am + m h3 h2 h1 0 h4 mk +3 hN h3 mk + 2 + h2 mk +1 h3 h1 mk h2 0 hN 0 mk 1 0 mk 2 hN 0 h3 hN mk N 0 0

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A Discrete Input Plant ModelContinued

y ( z ) = z 1 H ( z )m( z ) + d ( z ) = G ( z ) m( z ) + d ( z )
This expresses y in terms of past inputs m; i.e.:
Then y( z) = z
1

h z
i =1 l

l +1

m( z ) + d ( z )

yk + +1 = h1mk + h2 mk 1 + + hN mk N +1 + d = yk + +1 + d
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Approximate Inversion
Since we cannot make y(t)=yd(t) exactly, we pose the following least square minimization problem:

m ( k ), m ( k +1),..., m ( k + M 1)

min

2 l2 [ yd ( k + + l ) y ( k + + l ) ] + l2 m 2 ( k + l 1) i =1

subject to the above process model:

y( z) = z
1

h z
i =1 l

l +1

m( z ) + d ( z )

m(k + M 1) = m(k + M ) = = m(k + P 1)

No control changes beyond M

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The Solution
The

previous problem can be solved based on a Quadratic Programming solver or using previous pseudo-inverse of matrix approach.

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MPC-Servo Control (A Feed-forward Approach) Want yk+1=yk+2==yd

yd h1 h2 y 0 h 1 d = yd 0 0 yd 0 0 y d = Am + m h3 h2 h1 0 h4 mk +3 hN h3 mk + 2 + h2 mk +1 h3 h1 mk h2 0 0 0 mk 1 hN 0 0 mk 2 hN 0 h3 hN mk N

m = A 1 ( y d m )
P=4; M=4

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MPC-Servo Control (A Feedforward Approach) -Example

Y_real

Y_sample time P=4; M=4

time

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MPC-Servo Horizon Control (A Feedforward Approach) Want yk+1=yk+2= =yd, but mk+1=mk+2=mk+3
yd h1 + h2 + h3 h4 hN y h + h h3 mk +1 1 2 d = m + h yd h1 h2 k 3 h1 yd 0 h2 y d = Am + m m = pinv ( A)( y d m ) 0 0 0 mk 1 hN 0 0 mk 2 hN 0 h3 hN mk N

P=4; M=2

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MPC-Servo Horizon Control (A Feedforward Approach) Want yk+1=yk+2= =yd, but mk+1=mk+2=mk+3

Response Time P=4; M=2

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MPC-Regulation Control (A Feedback Approach)

yd h1 h2 h3 y 0 h h 1 2 d = yd 0 0 h1 yd 0 0 0 y d = Am + m + d h4 mk +3 hN h3 mk + 2 + h2 mk +1 h3 h1 mk h2 0 mk 1 d hN 0 0 mk 2 d + hN 0 h3 hN mk N d 0 0

m = A 1 ( y d m d ) d = yk yk
P=4; M=4

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MPC-Regulation Control (A Feedback Approach)

yd h1 + h2 + h3 h4 hN y h + h h3 mk +1 1 2 d = m + h yd h1 h2 k 3 h1 yd 0 h2 y d = Am + m + d m = pinv( A)( y d m d ) d = yk yk
P=4; M=2
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0 mk 1 hN 0 0 mk 2 hN 0 h3 hN mk N 0 0

MPC-Regulation Control (A Feedback Approach)

Response

Response Time M=2

Time M=4
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Multi-variable Discrete Input Plant Model

11 11 12 12 2 2 y1 +1+ = h1 m1 + h2 m1 1 + + h11m1 N +1 + h1 mk2 + h2 mk 1 + + h12 mk N +1 k k k N k N

Let = 0 for example, four step ahead forecast

11 11 11 y1 + 4 h1 h2 h3 k 1 11 11 yk +3 0 h1 h2 11 y1 + 2 0 0 h1 k 1 0 0 yk +1 = 0 2 h 21 h 21 h 21 y 2 3 k2+ 4 1 21 21 yk +3 0 h1 h2 y2 0 0 h121 k2+ 2 yk +1 0 0 0 11 12 h4 h1 11 h3 0 11 h2 0 11 h1 0 21 h4 h122 h321 0 21 h2 0 12 h2 12 h1 11 12 h4 m1 +3 h5 h11 k N 1 11 12 h3 mk + 2 h4 11 12 12 0 h1 h2 m1 +1 h3 k 11 12 0 0 h1 m1 h2 k + 22 22 21 h2 h322 h4 mk2+3 h521 hN 22 21 h122 h2 h322 mk2+ 2 h4 22 0 h122 h2 mk2+1 h321 2 21 0 0 h122 mk h2 12 h3 12 h2

0 h11 N

0 0

12 0 h5 h12 N 12 0 h4

h11 N 11 h3 0 21 hN h321 0 0 21 hN

0 h11 N

12 h3 12 h2

22 0 h522 hN 22 0 h4 0 h322 21 hN 22 h2

h121 0

m1 1 k 1 mk 2 12 hN 0 12 h3 h12 m1 N N k 2 0 0 0 mk 1 22 hN 0 0 mk2 2 22 hN 0 22 h322 hN mk2 N 0 h12 N 0 0 0 0

y = Am + m

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Examples of Multivariable Control: Control of a Mixing Tank

Hot

Cold

LT

TT

MVs: Flow of Hot Stream Flow of Cold Stream

CVs: Level in the tank Temperature in the tank

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Example- Mixing Tank Problem

Height Time
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Example- Mixing Tank Problem

Temperature Time
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Dynamic Matrix Control (DMC)

Response
a4,. a1 a2 a3

Response
h1 h2 h3 h4,.

Time Step response

Time Pulse response

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Dynamic Matrix Control (DMC)Continued

y( z ) = z Let
1

h z
i =1 l

l +1

m( z ) + d ( z )

1 1 z 1 1 + h3 z 2 + + hN z N +1 1 h1 + h2 z y( z ) = z + d ( z) 1 1 z = z 1 h1 + h2 z 1 + h3 z 2 + + hN z N +1 1 + z 1 + z 2 + m( z ) =

= z 1 = z 1

hl = ( al al 1 ) = al (1 z 1 )

( )( [h + ( h + h ) z + ( h + h + h ) z + ] + d ( z ) (a + a z + a z + + a z )
1 2 1 1 2 1 2 3 1 2 N +1 1 2 3 N

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Dynamic Matrix Control (DMC)Continued

y( z) = z But
1

al z l +1 (1 z 1 ) m( z ) + d ( z )
N i =1

(1 z )m( z ) = m( z )
1

Finally y( z) = z
1

al z l +1m( z ) + d ( z )
i =1

y +1 = a1m1 + a2 m0 + a3 m1 + + a N m N +1 + d
Effect of the past disturbance

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Dynamic Matrix Control (DMC)Continued

yd a1 y 0 d= yd 0 yd 0 a2 a1 0 0 a3 a2 a1 0 a4 mk +3 L a N a3 mk + 2 L + a2 mk +1 a3 a1 mk a 2 0 aN L a3 0 0 aN L 0 mk 1 d 0 mk 2 d + 0 M M a N mk N d

+ y d = Amm d + m = A 1 ( ym d d d = yk y k
P=4; M=4
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Dynamic Matrix Control (DMC)Continued

L a N a2 + a4 mk +1 L m + a a1 + a3 k 3 a2 mk + 2 = mk +3 = 0 + y d = Amm d + m = pinv( A ) ( ym d d d = y k yk
P=4; M=2
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yd y a + a d= 1 3 yd 0 yd

0 aN L a3

0 0 aN L

0 mk 1 d 0 mk 2 d + 0 M M a N mk N d

Tuning Procedures
Sampling

time (T): stability is not affected by T. Larger T leads to less variations in m, but deteriorates system performance in presence of frequent disturbances Horizon for m (M): Choosing M=P (perfect control) leads to severe oscillation in m(t). Reducing M, leads to a more desired response
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Tuning Procedures - Continued

penalty parameter : Increasing makes system more sluggish and nonzero lead to offset, but can be compensated by adding integral control algorithm itself. Optimization horizon, P: increasing P gets better inverse for system of order n, P>2n is generally sufficient.
Input
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Summary - Continued

Model Predictive Control (MPC) is the major existed advanced process control in chemical engineering industrial The modeling in the MPC is crucial The tuning of MPC using M (horizon of suppression) is the most effective for stability. All other parameters may also frequently implement to improve the control quality

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