Feedback min–max model predictive control using robust one-step sets

Abstract

A solution to the infinite-horizon min–max model predictive control (MPC) problem of constrained polytopic systems has recently been defined in terms of a sequence of free control moves over a fixed horizon and a state feedback law in the terminal region using a time-varying terminal cost. The advantage of this formulation is the enlargement of the admissible set of initial states without sacrificing local optimality, but this comes at the expense of higher computational complexity. This article, by means of a counterexample, shows that the robust feasibility and stability properties of such algorithms are not, in general, guaranteed when more than one control move is adopted. For this reason, this work presents a novel formulation of min–max MPC based on the concept of within-horizon feedback and robust contractive set theory that ensures robust stability for any choice of the control horizon. A parameter-dependent feedback extension is also proposed and analysed. The effectiveness of the algorithms is demonstrated with two numerical examples.

Keywords:

• model predictive control
• robust control
• linear matrix inequality