Chin. J. Chem. Eng., Vol. 21, No. 10, October 2013
1131
where y(k) and y
PLS
(k) denote the process and the
ARX-PLS model output vector at time k, respectively.
According to orthogonal property of latent spaces,
optimization model, Eq. (4) can be transformed into
latent spaces as follows:
T
PLS PLS
1
1
min ( ) ( ) ( ) ( )
2
n
k
kkkk
=
⎡⎤⎡⎤
=− −
⎣⎦⎣⎦
∑
Juu uu (5)
where u(k) and u
PLS
(k) are the process and ARX-PLS
model output vector at time k in latent spaces, respec-
tively. And
[
12
() (), (), , ()
R
kukuk uk= "u
PLS PLS PLS PLS
12
() (), (), , ()
R
kukuk uk
⎡⎤
=
⎣⎦
"u
Then,
i
j
j
j
T
PLS PLS
1
2
PLS
11
12
1
min ( ) ( ) ( ) ( )
2
1
() ()
2
min min min min
n
k
Rn
rr
rk
rR
kkkk
uk u k
=
==
⎡⎤⎡⎤
=− −
⎣⎦⎣⎦
⎡⎤
=−
⎣⎦
=++++
∑
∑∑
"
Juu uu
JJJ
(6)
where
j
2
PLS
1
1
() ()
2
n
rrr
k
uk u k
=
⎡⎤
=−
⎣⎦
∑
J
. J
0
, J denote the
objective function in the original and latent space,
respectively.
j
r
denotes the objective function in the
r latent space.
The ARX-PLS model output of the rth latent
output variable u
r
(k) can be expressed as:
PLS
() () ()
rrr
uk kk=
ϕθ
(7)
[
]
( ) ( 1), ( 2), , ( ),
(1),( 2),,( )
rr r r
rrrr rr
kuk uk ukn
tk d tk d tk d m
ϕ
=− − −
−− −− −−
"
"
Above equation contains the current and past projec-
tion information of the rth latent input variables and
output variables, where m and n are the model order in
latent variable space, respectively; d
r
is the delay time
of the rth subsystem in latent space.
1
() (),
rr
kak=−
θ
]
T
212
(), , (), (), (), , ()
rrnrrrn
ak ak bk bk bk−−−−−""is
ARX model parameter vector estimated at time k and
can be obtained by recursive least squares:
1
TT
() () () () ()
rrrrr
kkkkk
ϕ
−
⎡⎤
=
⎣⎦
u
θϕϕ
(8)
Then, the optimization question under PLS
model frame can be rewritten as:
j
[]
2
PLS
1
2
1
1
min ( ) ( )
2
1
() () ()
2
n
rrr
k
n
rrr
k
uk u k
uk k k
=
=
⎡⎤
=−
⎣⎦
=−
∑
∑
ϕθ
J
(9)
Note that the whole procedure is done by iterative
method off-line; so when new input and output data
became available, the identification processes must be
restarted. And parameter m, n and d
r
should be deter-
mined before the parameters of ARX-PLS model are
iteratively estimated.
While the above identification method only con-
siders the identification errors of inner model
,it is
needed to verify whether the errors of the model iden-
tification in original spaces E has exceeded the threshold
ε by projecting the inner model outputs to the original
control variables outputs.
T
PLS PLS
1
() () () ()
n
k
Ekkkk
=
⎡⎤⎡⎤
=− −
⎣⎦⎣⎦
∑
≤yy yy
Then, replacing
PLS
()ky with Eqs. (3), (6) and (7), E
can be rewritten as:
T
PLS T PLS T
1
T
PLST PLST
11 1
T
T
11
T
1
1
() () () ()
2
() ()
() () ()
() () ()
n
k
nR R
rr rr
kr r
nR
rrr
kr
R
rrr
r
Ekkkk
kuq kuq
kkkq
kkkq
ε
=
== =
==
=
⎤⎡ ⎤
=− −
⎦⎣ ⎦
⎡⎤⎡⎤
=− −
⎢⎥⎢⎥
⎣⎦⎣⎦
⎡⎤
=− ×
⎢⎥
⎣⎦
⎡⎤
−
⎢⎥
⎣⎦
∑
∑∑ ∑
∑∑
∑
≤
ϕθ
ϕθ
yu Qyu Q
yy
y
y
Therefore, when the output error exceeds to the
threshold (E>ε), the proposed identification procedure
is restarted until the output error is smaller than the
predefined threshold.
3 CONSTRAINED ITERATIVE MODEL PRE-
DICTIVE CONTROL DESIGN UNDER ARX-PLS
FRAMEWORK
Model predictive control is a control scheme in
which the current control action is obtained by solving
a finite horizon open-loop optimal control problem at
each sampling instant. Using the current state of the
plant as the initial state; the optimization yields an
optimal control sequence and only the first control in
this sequence is applied to the plant
[8].
3.1 Constrained MPC control scheme
In many control applications, the desired per-
formance cannot be expressed solely as trajectory fol-
lowing problem. Many practical requirements are more
naturally expressed as constraints on process variables
[29]. Most of interest in model predictive control comes
from its ability to handle constraints. In this section,
we will describe a standard formulation of model pre-
dictive control with the present of constraints is de-
scribed and a quadratic program to solve the constraint
case is introduced.