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Diffusing-Horizon Model Predictive Control
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DOI：10.1109/TAC.2021.3137100.png)
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Abstract
En 中文
We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated with optimal control problems that span multiple timescales. The coarsening approach uses a time discretization grid that becomes exponentially more sparse as one moves forward in time. This design is motivated by a recently established property of optimal control problems that is known as exponential decay of sensitivity (EDS). This property states that the impact of a parametric perturbation at a future time decays exponentially as one moves backward in time. We establish conditions under which this property holds for a constrained MPC formulation with linear dynamics and costs. Moreover, we show that the proposed coarsening scheme can be cast as a parametric perturbation of the MPC problem and, thus, the exponential decay condition holds. We use a HVAC plant case study with real data to demonstrate the proposed approach. Specifically, we show that computational times can be reduced by two orders of magnitude while increasing the closed-loop cost by only 3%.
Keywords:
Discrete-time systems
linear programming
optimal control
predictive control
Journal
IF:
7
Papers:
1.3W
Citations:
6.7W
