A Riccati-Based Interior Point Method for Efficient Model Predictive Control of SISO Systems

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Abstract

This paper presents an algorithm for Model Predictive Control of SISO systems. Based on a quadratic objective in addition to (hard) input constraints it features soft upper as well as lower constraints on the output and an input rate-of-change penalty term. It keeps the deterministic and stochastic model parts separate. The controller is designed based on the deterministic model, while the Kalman filter results from the stochastic part. The controller is implemented as a primal-dual interior point (IP) method using Riccati recursion and the computational savings possible for SISO systems. In particular the computational complexity scales linearly with the control horizon. No warm-start strategies are considered. Numerical examples are included illustrating applications to Artificial Pancreas technology. We provide typical execution times for a single iteration of the IP algorithm and the number of iterations required for convergence in different situations.

Detaljer

Författare
Enheter & grupper
Externa organisationer
  • Technical University of Denmark
Forskningsområden

Ämnesklassifikation (UKÄ) – OBLIGATORISK

  • Reglerteknik

Nyckelord

Originalspråkengelska
Sidor (från-till)10672-10678
Antal sidor7
TidskriftIFAC-PapersOnLine
Volym50
Utgåva nummer1
StatusPublished - 2017 jul 1
PublikationskategoriForskning
Peer review utfördJa