Model predictive control for nonlinear continuous-time systems with and without time-delays

Abstract

The objective of this thesis is the development of novel model predictive control (MPC) schemes for nonlinear continuous-time systems with and without time-delays in the states which guarantee asymptotic stability of the closed-loop. The most well-studied MPC approaches with guaranteed stability use a control Lyapunov function as terminal cost. Since the actual calculation of such a function can be difficult, it is desirable to replace this assumption by a less restrictive controllability assumption. For discrete-time systems, the latter assumption has been used in the literature for the stability analysis of so-called unconstrained MPC, i.e., MPC without terminal cost and terminal constraints.

The contributions of this thesis are twofold. In the first part, we propose novel MPC schemes with guaranteed stability based on a controllability assumption, whereas we extend different MPC schemes with guaranteed stability to nonlinear time-delay systems in the second part.

In the first part of this thesis, we derive explicit stability conditions on the prediction horizon as well as performance guarantees for unconstrained MPC. Starting from this result, we propose novel alternative MPC formulations based on combinations of the controllability assumption with terminal cost and terminal constraints. One of the main contributions is the development of a unifying MPC framework which allows to consider both MPC schemes with terminal cost and terminal constraints as well as unconstrained MPC as limit cases of our framework.

In the second part of this thesis, we show that several MPC schemes with and without terminal constraints can be extended to nonlinear time-delay systems. Due to the infinite-dimensional nature of these systems, the problem is more involved and additional assumptions are required in the controller design. We investigate different MPC schemes with and without terminal constraints and/or terminal cost terms and derive novel stability conditions. Furthermore, we pay particular attention to the calculation of the involved control design parameters.

In dieser Dissertation werden neue modellprädiktive Regelungsverfahren mit garantierter Stabilität des geschlossenen Kreises hergeleitet.

In dem ersten Teil werden nichtlineare zeitkontinuierliche Systeme betrachtet. Hierbei stehen MPC-Schemata basierend auf einer Kontrollierbarkeitsannahme im Vordergrund. Für diese Verfahren ist ein Stabilitätsnachweis möglich ohne die Kenntnis einer Kontroll-Lyapunov-Funktion, die in vielen Fällen nicht oder nur sehr schwer berechnet werden kann.

In dem zweiten Teil werden nichtlineare Totzeit-Systeme untersucht. Es werden Stabilitätsbedingungen für verschiedene MPC-Schemata hergeleitet und effiziente Verfahren zur Berechnung stabilisierender Entwurfsparameter vorgeschlagen.