A Discussion on Stability of Offset-free Linear Model Predictive Control
Baocang Ding, Tao Zou and Hongguang Pan
Abstract— An offset-free controller is one that drives con-
trolled outputs to their set-point values at the steady state. In
the literature, conditions for offset-free linear model predictive
control are given for combined estimator (for both the artificial
disturbance and system state), steady-state target calculation,
and dynamic controller. In the presence of steady-state target
calculation, the framework for MPC is called the double-layered
MPC. Usually, the offset-free property of the double-layered
MPC is obtained under the assumption that the system is
asymptotically stable. This paper discusses on the dynamic
stability property which has been rarely considered in the
literature of double-layered MPC.
Index Terms— Model predictive control, Offset-free control,
Stability
I. INTRODUCTION
Model predictive control (MPC) differs from other control
methods mainly in its implementation of the control moves.
Usually, MPC solves a finite-horizon optimal control prob-
lem at each sampling instant, so that the control moves for
the current time and a period of future time (say, totally N
sampling intervals) are obtained. However, only the current
control move is applied to the plant. At the next sampling
instant, the same kind of optimization is repeated with the
new measurements [12]. One is used to compare implement-
ing MPC to passing the street or playing chess which have
a similar pattern with MPC: acting while optimizing. In a
degree, for a lot of engineering problems the unique pattern
of MPC is not artificial, but inevitable [4].
Most of the MPC procedures applied in the industrial
processes lack theoretical guarantee of stability. Usually,
industrial MPC adopts a finite-horizon optimization, without
a special weighting on the output prediction at the end of
the prediction horizon. Theoretically, the regulation problem
for the nominal MPC can have guarantee of stability by
imposing a special terminal weighting on the system state
predictions and a special constraint on the terminal state
prediction [10]. The authors in [10] give a comprehensive
framework. However, [10] does not solve everything for the
stability of MPC. Many studies should be developed, perhaps
without an end. For example, in the past 10 years, the studies
on the robust MPC for regulation problem go far beyond
[10].
This work is supported by National Nature Science Foundation under
Grant 60934007, Grant 61174095 and Grant 61074059.
Baocang Ding and Hongguang Pan are with the Ministry of Education
Key Lab For Intelligent Networks and Network Security (MOE KLINNS
Lab), Department of Automation, School of Electronic and Information
Engineering, Xi’an Jiao Tong University, Xi’an 710049, P. R. China
baocang.ding@gmail.com; hongguangpan@163.com
Tao Zou is with the Department of Automation, Zhejiang University of
Technology, Hangzhou, 310032, P. R. China
tzou@zjut.edu.cn
We could say that, for the case of regulation problem
when the system state is measurable, the research on MPC
is becoming mature (see e.g. [2]–[5], [8]). For the case of
regulation problem when the system state is unmeasurable,
and there is no model parametric uncertainty, the research
on MPC is becoming mature (see e.g. [14]–[16]). For other
cases (output feedback MPC for the systems with parametric
uncertainties, tracking MPC, etc.), there are many undergo-
ing researches.
The industrial MPC adopts a more complex framework
than the synthesis approaches of MPC (a synthesis approach
of MPC is that with guaranteed stability). Its hierarchy is
shown in, e.g., [6]. In other words, the synthesis approaches
of MPC have not been sufficiently developed to include the
industrial MPC.
The goal of the steady-state target calculation is to re-
calculate the targets from the local optimizer every time
the MPC controller executes. This must be done because
disturbances entering the systems or new input information
from the operator may change the location of the optimal
steady-state. Today, the separation of the MPC algorithm into
steady-state target and dynamic control move calculations is
a common part of industrial MPC technology [6].
In the linear MPC framework, offset-free control is usually
achieved by adding step disturbance to the process model.
The most widely-used industrial MPC implementations as-
sume a constant output disturbance that can lead to sluggish
rejections of disturbances that enter the process elsewhere. In
[9], [11], some general disturbance models that accommodate
unmeasured disturbances entering through the process input,
state, or output, have been proposed.
In a more general sense, the disturbance model can incor-
porate any nonlinearity, uncertainty, and physical disturbance
(measured or unmeasured). The disturbance can be estimated
by the Kalman filter (or the usual observer). The estimated
disturbance is assumed to be step-like, i.e., unchanging in the
future, at each sampling time (MPC refreshes its solution
at each sampling time). The estimated disturbance drives
the steady-state target calculation, in order to refresh the
new target value for the control move optimization. MPC
incorporates both the steady-state target calculation and the
control move optimization is called doubled-layered MPC.
When the system state is also unmeasurable, the doubled-
layered MPC is the output tracking MPC (see e.g. [13]).
In this paper, we give some preliminary results for the
stability of double-layered MPC or output tracking MPC.
These results could be useful for incorporating the industrial
MPC into the synthesis approaches of MPC.
Notations: For any vector x and positive-definite matrix
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2012 IEEE