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Constrained MPC initial values problem

Asked by J Krause on 7 Dec 2018
Latest activity Edited by Hossein Rezazadeh on 4 Jan 2019
I am trying to use a linear constrained model predictive controller to control a nonlinear two imput, one output discrete system. The linear model was acquired via Jacobian linearization about a nominal operating point.
For a initial point (nominal values), the system will correct to zero for some disturbance. If I change the setpoint and initial values to some value not equal to the nominal values, such that the controller should maintain that setpoint unless a disturbance acts upon it, it ALWAYS makes a sharp move towards the nominal on the first mpcmove command, regardless of whether the setpoint is above or below the nominal values.
I have been searching for days and I cannot figure out why or how to correct it. I think I am missing a setting on the MPC setup somewhere because the error occurs due to the first optimal move from the MPC, before it even has a chance to pass through the nonlinear function. Please help!
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Problem Example and code below
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For example, with a setpoint of 0.7, initial state of 0.7, and the optimal control inputs found to stay at that position, I get this. In theory the response should be a rather straight line at 0.7, as there is no disturbance, but it makes a sharp move towards the nominal values (at the bottom of the top graph) on the first controller move, then recorrects over a sizable time towards the setpoint. Here, the top plot is the response and the bottom plot are the two inputs.
MPC demo.jpg
My program:
Nominal values are in the linear plant model: Linear_sys.
Nonlinear_Fcn is of the form : x(i+1) = f( x(i),u(1),u(2) )
%MPC Arguments
P_Horiz = 8; %Prediction Horizon
C_Horiz = 2; %Control Horizon
Q = [1]; %
Ru = [[0.1],[0.1]]; %
Rdu = [[0.1],[0.1]]; %
%Create Controller Object
mpcobj = mpc(Linear_Sys,Ts_N,P_Horiz,C_Horiz);
%Update MPC Weights
mpcobj.Weights.OutputVariables = Q;
mpcobj.Weights.ManipulatedVariables = Ru;
mpcobj.Weights.ManipulatedVariablesRate = Rdu;
%MPC constraints
mpcobj.Input(1).Min = 0*ones(1,P_Horiz);
mpcobj.Input(1).Max = (theta_i_max)*ones(1,P_Horiz);
mpcobj.Input(2).Min = P_min*ones(1,P_Horiz);
mpcobj.Input(2).Max = (P_max)*ones(1,P_Horiz);
mpcobj.Output.Min = (thetadot_m_i_min)*ones(1,P_Horiz);
mpcobj.Output.Max = (thetadot_m_i_max)*ones(1,P_Horiz);
%Update MPC Scale factors
mpcobj.Input(1).ScaleFactor = theta_i_max - theta_i_min;
mpcobj.Input(2).ScaleFactor = P_max - P_min;
mpcobj.Output.ScaleFactor = thetadot_m_i_max - thetadot_m_i_min;
%Prepare to store the closed-loop MPC responses
YY = C_lin*0.7; %C matrix is [1], so Y = [1]*X
UU = [0.3441;0.2796]; %U such that X(i+1) = 0.7 = Nonlinear_function( X(i)=0.7 , U )
TT = 0; %Initial Time
%Use MPCSTATE object to specify the initial states for controller
xmpc = mpcstate(mpcobj,YY,[],[],UU);
%Closed loop response
Time_Length = 50; %Setting
Time = 0; %Time counter
Data = [0,YY,Y_t,UU'];
m = 1;
while Time <= Time_Length
%Loop while current time is less than Time length.
%Increment by Ts for current loop each pass until Time_length is
%reached.
%Controller, outputs U vector based on, "0" is nominal op pt
[u,info] = mpcmove(mpcobj,xmpc,YY(end),SetPt);
%Append inputs for next pass
UU = [UU,u];
%Calculate Time step, base on current theta_dot, current theta
Ts_1st = Time_Step_Fcn(YY(end),UU(1,end));
%Simulate response against nonlinear system
X = Nonlinear_Fcn(Time,YY(end),UU(:,end));
%Reference variable for plotting
X_t = thetadot_m_i_N;
%Append Output at Time+Ts to output matrix
YY = [YY,C_lin*X];
Y_t = [Y_t,C_lin*X_t];
%Calculate step i time step
Ts_2nd = Time_Step_Fcn(YY(end),UU(1,end-1));
Ts = Ts_1st+Ts_2nd;
TT = [TT, TT(end)+Ts];
%Diagnostic matricies
Data = [Data;Ts,YY(end-1),Y_t(end-1),UU(:,end)'];
%Update Time counter
Time = Time + Ts;
%Progress display
disp(Time);
%Update incrementer
m = m+1;
end

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1 Answer

Answer by Hossein Rezazadeh on 4 Jan 2019
Edited by Hossein Rezazadeh on 4 Jan 2019

Did you check the dx/dt values at initial condition ? Are you sure the initial condition is steady state ?

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