
374
Ind. Eng. Chem. Res.
1990,29,
374-382
Model Predictive Control with State Estimation
N.
Lawrence Ricker
Departmen,t
of
Chemical Engineering,
BF-
IO,
University
of
Washington, Seattle, Washington
98195
A
state-space formulation of the multivariable model-predictive controller
(MPC)
with provisions
for state estimation is developed. Hard constraints on the manipulated variables
and
outputs are
accommodated, as in Quadratic Dynamic Matrix Control (QDMC) and related algorithms. For
unconstrained problems, a low-order analytical form of the controller is obtained. The potential
benefits of
MPC
with
state
estimation are demonstrated for the case of dual-composition,
LV
control
of the high-purity distillation column problem studied previously by Skogestad
and
Morari, which
is an especially challenging problem for MPC-type algorithms.
It
is shown
that
the use of the state
estimator with a single tuning parameter (beyond that required for standard
MPC)
provides robust
performance equivalent to the best p-optimal controller designed by Skogestad and Morari. The
method is also applied to
a
process that includes integration and thus is not asymptotically stable
in the open loop.
Over the past 10 years, there has been a growing interest
in the use of control structures in which a model is placed
in parallel with the plant. The advantages of this from
the point of view of theoretical analysis and controller
design have been explored thoroughly by Morari and co-
workers (e.g., Garcia and Morari, 1982, 1985; Morari and
Doyle, 1986, Morari and Zafiriou, 1989), Rouhani and
Mehra (19821, and others. Its advantages in industrial
applications (e.g., explicit handling of inequality con-
straints) have been discussed by Richalet and Rault (19781,
Cutler et al. (19831, Ricker et al. (19861, Prett and Garcia
(19881, and others. It is also beginning to be used as the
basis for adaptive control algorithms (e.g., Clarke et al.,
1987; De Keyser et al., 1988). In the present work, how-
ever, such controllers are assumed to be nonadaptive and
will be referred to by the generic term “model-predictive
control” (MPC).
A
disadvantage of the typical MPC formulation (DMC,
QDMC, etc.) is that
it
is designed for
step
changes in the
setpoints and the output disturbances (Prett and Garcia,
1988). This may be a good assumption in the case of the
setpoints but is rarely
so
in the case of the disturbances.
Performance then depends on the degree to which the real
disturbances are “steplike” and on how well shortcomings
in the design assumptions can be overcome by controller
tuning. In the extreme case of a ramp disturbance at the
output of a nonminimum-phase process, the performance
can be very poor (see the examples).
Zafiriou and Morari (1987) and Astrom and Wittenmark
(1984) have pointed out that the disadvantages cited above
can be overcome through the use of a “2-degree-of-
freedom” structure, Le.,
in
which the controller treats the
effects of disturbances (as seen at the plant output) dif-
ferently from the way it handles setpoint changes. Morari
and Zafiriou (1989) cover the design of robust %degree-
of-freedom controllers but do
not
show how inequality
constraints can be incorporated.
For problems without inequality constraints, the LQG
design procedure (in which state estimation
is
combined
with a linear state feedback controller) leads naturally
to
a
controller with a 2-degree-of-freedom structure (e.g.,
Astrom and Wittenmark, 1984). Prett and Garcia (1988)
have shown that for the unconstrained problem the DMC
disturbance assumptions are, in fact, equivalent to the use
of a specific state estimator gain matrix in an LQG con-
troller. Navratil et al. (1989) and Li et al. (1989) show that
state estimation can be incorporated in MPC but do not
consider constraints. Marquis and Broustail (1989) have
:il~~)
rlrwriht-rl
a
i
ombination
of
MPC and state estimation
which has been operating on industrial problems (with
constraints) for more than 6 years.
Other methods have been proposed to deal with the
problem of disturbance rejection in an IMC (or Smith
Predictor) structure. For example, Wellons and Edgar
(19851, Yuan and Seborg (19861, and Svoronos (1986) use
a form of observer to estimate the magnitude of a hypo-
thetical load disturbance. The estimated disturbance is
then incorporated into the prediction of future outputs.
The philosophy is similar
to
the state estimation approach,
but their work is intended for
SISO
systems without
constraints.
The main goal of this paper is
to
show that
it
can be
advantageous
to
use state-estimation techniques other than
the approach used in DMC. The next section gives the
details of the algorithm. The final section is a demon-
stration of its properties for two example problems.
Derivation
of
the Algorithm
Plant.
The states of a plant are never fully measurable.
In fact, one would not know the “parameters” or even the
“order” of the plant, since it is generally a time-varying,
nonlinear, distributed-parameter system. The values of
the signals leaving the controller are known, and one can
measure the plant outputs, but nothing else in the plant
is accessible. As shown in Figure
1,
an unmeasured dis-
turbance corrupts the control signal before
it
reaches the
plant,
so
even the values of the plant inputs are never
known exactly. The distinction between the known in-
ternal model and the unknown plant is an essential ele-
ment of past research and
it
is reemphasized here.
Suppose that we approximate the plant by a discrete-
time, linear, time-invariant, state-space model:
(1)
(2)
where
k
is the current sampling period,
2
is a vector of
fi
states,
ii
is a vector of
n,
p!an_t input?,
9
is a vector of
p
measured outputs, and
CP,
r,
C,
and
D
are constant ma-
trices of appropriate size. The plant inputs can be con-
sidered to be of various types, as shown in Figure
1:
iiT(k)
=
[mT(k)
vT(k)
*T(k)
ZT(k)
eT(k)lT
(3)
where
m(k)
is a vector of
m
manipulated variables (i.e.,
control signals),
v(k)
is a vector of
m,
measured disturb-
ances, and
*&),
Z(k),
and
B(k)
are vectors of unmeasured
disturbances of length
m,
fiz,
and
p,
respectively.
Of
course,
*(k),
Z(k),
and
6(k)
could be combined into a single
1990
American
Chemical Society
f(k+l)
=
&f(k)
+
h(k)
Y(k)
=
Cf(k)
+
Dti(k)