Embodiments are generally related to multivariable controller applications. Embodiments are also related to the design and implementation of optimal multivariable controllers in the context of fast-sampling constrained dynamic systems. Embodiments are additionally related to explicit quadratic programming.
A common approach utilized in advanced industrial process control is Model-based Predictive Control, also known as “MPC”. MPC typically involves the use of a controller that utilizes a mathematical model of the process to predict its future behavior and to optimize it by adjusting manipulated variables. The accuracy of the internal process model is crucial to control performance.
Process control techniques are useful in a number of industrial and other applications. Such applications may be limited, for example, by processing power. For example, an embedded controller in an automobile engine exhibits less computing power than a personal computer (PC). Additionally, the sample time associated with power train issues typically runs in a very short time (e.g., milliseconds). Therefore, industrial processes might optimally be controlled in order to meet quality and production requirements. Modern complex industrial processes, however, require multiple control variables with interacting dynamics that exhibit time delays and lags, and nonlinearities. Various process control techniques can be adapted to handle such complex industrial processes. Current process control techniques utilize MPC to determine the optimum operation of a process by monitoring one or more characteristics of the process over time.
MPC is thus a standard control and optimization technique utilized in process control, such as, for example, power train control applications in diesel engines, turbocharger control, and so forth. The acronym “MPC” therefore generally refers to a class of algorithms, which utilize an internal mathematical model of the controlled system and an optimization algorithm to compute optimal future trajectories of, for example, automotive system inputs for control action. MPC is usually implemented in the context of the so-called “Receding Horizon” scheme. In typical receding horizon control schemes, the controller can calculate future trajectories of system inputs at each sampling period, but the first control action is generally applied to the system. The receding horizon scheme also introduces standard feedback for MPC controller.
A number of MPC approaches have been implemented and discussed in MPC-related literature. For example, the article entitled “Constrained model predictive control: Stability and optimality” by D. Q. Mayne, et al., Automatica 36 (2000), pp. 789-814, provides a good survey of MPC approaches and principals, and is incorporated herein by reference in its entirety. Another article, which is incorporated herein by reference, and which describes MPC principals and techniques is entitled “A survey of industrial model predictive control technology” by S. Joe Qin, et al., Control Engineering Practice 11 (2003), pp. 733-764.
Various control techniques and approaches, both MPC and/or non-MPC in nature, have also been implemented. For example, U.S. Pat. No. 7,155,334, entitled “Use of Sensors in a State Observer for a Diesel Engine”, which issued to Gregory E. Stewart et al on Dec. 26, 2006, and is assigned to Honeywell International Inc., discloses various techniques for controlling a diesel engine. U.S. Pat. No. 7,155,334 is incorporated herein by reference. U.S. Pat. No. 7,165,399, which issued to Gregory E. Stewart on Jan. 23, 2007, and is assigned to Honeywell International Inc., discusses the use of an MPC controller in association with a state observer in the context of an automotive system. U.S. Pat. No. 7,165,399 is also incorporated herein by reference.
Another prior art patent, which discloses the use of MPC techniques, is U.S. Pat. No. 7,275,374, entitled “Coordinated Multivariable Control of Fuel and Air in Engines,” which issued to Gregory E. Stewart et al on Oct. 2, 2007. U.S. Pat. No. 7,275,374, which is assigned to Honeywell International Inc., is also incorporated herein by reference. A further example of an MPC control system and methodology is disclosed in U.S. Pat. No. 7,328,577, entitled “Multivariable Control for an Engine,” which issued to Gregory E. Stewart et al on Feb. 12, 2008 and is assigned to Honeywell International Inc. U.S. Pat. No. 7,328,577 is incorporated herein by reference in its entirety.
MPC control can be formulated as a general optimization problem. The control objectives can be expressed by a criterion function or a cost function and by defining system constraints. The control action might be achieved by solving the optimization problem numerically at each sampling period. The time required to determine the optimal solution remains restrictive for relatively fast-sampling automotive systems even though efficient solvers have been proposed for certain class of optimization tasks, such as Linear Programming (LP) and Quadratic Programming (QP).
The overall performance of MPC can be significantly affected by the quality and accuracy of the utilized model, which is internally utilized by MPC to predict the future trajectories based on actual measurements. A nonlinear model may describe the behavior of a system relatively well, but it is more difficult to formulate and to solve MPC based on nonlinear MPC models than the linear models. A linear model can describe the dynamic behavior of the system well in a certain neighborhood of an operating point. The parameters of the linear model might be identified by utilizing data obtained from an identification experiment. A discrete-time linear model can be expressed, for example, in a state space form as indicated in equation (1.1) as follows:
x
k+1
=Ax
k
+Bu
k
y
k
=Cx
k
+Du
k (1.1)
wherein, xεÂn
Using simplified notation, equations (1.2) and (1.3) can be written as
{right arrow over (x)}=P
x
x
x
k
+P
u
x
{right arrow over (u)}
k
{right arrow over (y)}=P
x
y
x
k
+P
u
y
{right arrow over (u)}
k (1.4)
wherein,
and Pxx, Pux, Pxy, Puy, are corresponding matrices.
In the optimization problem, the objectives for MPC control are generally expressed as a cost function. In linear MPC, the cost function may be quadratic with linear constraints, which leads to Quadratic Programming (QP) problems. Therefore, the final form of the cost function is influenced by many factors. The basic form can be written as indicated, for example, in equation (1.5) below:
wherein, QεÂn
wherein, ek=yk−rk is the tracking error, rk is the reference signal and Δuk=uk−uk−1.
Using equation (1.4) and by introducing linear constraints, the optimization problem of MPC control can usually be transformed to the matrix form of equation (1.7) as follows:
wherein, H and F represent corresponding matrices and G, W and V represent matrices defining constraints. Then the control action at each sampling period can be obtained by solving the optimization problem of equation (1.7).
In the majority of prior art applications, the optimization problem might be formulated as Quadratic Programming (QP), if the model utilized by the MPC controller is linear. The QP problem as illustrated by equation (1.7) above can be solved numerically or explicitly in each sampling period for automotive systems with relatively large sampling periods. The numerical solution, however, is not possible for applications with relatively short sampling periods. The explicit solution to QP is well known as the Multi-Parametric Quadratic Programming (MP-QP) approach and enables relatively fast-sampling periods. The explicit solution to QP can be computed in two stages, which are typically divided into an off-line part and an on-line (i.e., “online”) part. The off-line part can be utilized for pre-computations in order to save on-line time in each sampling period of MPC control.
The standard MP-QP approach can transform the optimization problem of equation (1.7) by utilizing the following coordinate transformation illustrated by equation (1.8):
z={right arrow over (u)}+H
−1
F
T
x
k (1.8)
wherein, Z represents the new optimization vector of appropriate size. The new optimization problem is generally given by the following equation (1.9):
The associated Lagrange function can be defined as
wherein, λεÂn
Hz+G
Tλ=0,
Gz−W−Sx
k≦0,
λi
λi
wherein, iA represents a set of indices of all active constraints. If I is the set of indices of all constraints and z*(xk) is the optimal solution to (1.9), then iA can be defined by the following equation (1.12):
i
A(xk)□{iεI; Giz*(xk)−Wi−Sixk=0} (1.12)
Similarly, the set of inactive constraints can be defined by equation (1.13):
i
NA(xk)□{iεI; Giz*(xk)−Wi−Sixk<0} (1.13)
Using the KKT conditions of equation (1.11) for optimal solution z*(xk) it holds, then:
Hz*(xk)+Gi
G
i
z*(xk)−Wi
G
i
z*(xk)−Wi
λi
λi
Utilizing the first condition in equation (1.14) and assuming that matrix H0 is strictly positive definite, then,
z*(xk)=−H−1Gi
Using equation (1.15) and second condition in (1.14) λi
λi
and the optimal solution can be expressed as affine function of parameter vector xk
z*(xk)=H−1Gi
Finally, the solution of equation (1.17) must satisfy constraints in equation (1.9) and Lagrange multipliers of equation (1.16) must be nonnegative, as is required by the fourth condition in equation (1.14). Both conditions can be rewritten to the form of (1.18) as follows:
{right arrow over (u)}*(xk)=−H−1FTxk+z*(xk) (1.19)
Therefore, the solution of the optimization problem (1.9) can be divided into the off-line part and on-line part.
Such a standard MP-QP control approach solves the optimization problems for automotive applications, but requires a larger memory space for storing all pre-computed results. This memory consumption can restrict the usability of the MP-QP approach for relatively small control problems such as low-order systems, a small number of constraints and short constraints horizons. Unfortunately, the number of critical regions may be, in general, an exponential function of the number of constraints. Therefore, the MP-QP approach is not suitable for applications with limited memory capacity. It may be difficult, for such an approach, to implement MPC on embedded computing environments in automotive industry exhibiting fast sample times, and low memory and processor speed available for solving mathematical algorithms.
A need therefore exists for a method and system for design and implementation of optimal multivariable MPC controllers, which are well-suitable especially for fast-sampling dynamic systems in automotive applications with low memory. Such an improved method and system is described in greater detail herein.
The following summary is provided to facilitate an understanding of some of the innovative features unique to the embodiments disclosed and is not intended to be a full description. A full appreciation of the various aspects of the embodiments can be gained by taking the entire specification, claims, drawings, and abstract as a whole.
It is, therefore, one aspect of the present invention to provide for an improved method and system for the design and implementation of optimal multivariable MPC controllers for fast-sampling constrained dynamic systems.
It is another aspect of the present invention to provide for an MPC controller utilizing an explicit QP solver with a primal-dual feasibility algorithm and/or a graph algorithm.
The aforementioned aspects and other objectives and advantages can now be achieved as described herein. An improved method and system for the design and implementation of optimal multivariable MPC controllers for fast-sampling constrained dynamic systems using a primal-dual feasibility approach and/or a graph approach is disclosed herein. The primal-dual feasibility approach can compute and store matrices defining constraints of QP problem in off-line part in order to calculate vectors of Lagrange multipliers and optimizer. Then primal-dual feasibility can be determined with respect to the on-line part utilizing Lagrange multipliers and the optimizer to provide a unique optimal solution for the constrained dynamic systems. The graph approach can compute and store the matrices and the vectors, and also prepare and store a structure of directed graph with respect to the off-line part. An optimizer for a given parameter vector can be determined with respect to the on-line part utilizing the directed graph, the matrices and the vectors.
Furthermore, the matrices can be computed for all feasible combinations of active constraints in the primal-dual feasibility approach. Initially, dual feasibility can be checked “online” utilizing the Lagrange multipliers. Thereafter, primal feasibility can be checked online if a current control law is dual-feasible. The unique optimal solution can be determined if the current control law is primal-dual feasible. In the graph approach, the directed graph can be utilized to determine all primal-feasible candidates for the optimizer in an efficient manner. The directed graph can be constructed to minimize the number of feasible candidates for the optimizer.
In addition, the two approaches can be implemented in a software application, such as, for example, Matlab, for testing utilizing a Matlab testing platform. The primal-dual feasibility and graph approaches are able to save storage memory required to store the pre-computed matrices and vectors. An MPC controller is well suitable for an embedded controller in an automotive engine with fast sample times, and low memory and processor speed. The “online” implementation of an MPC controller can reduce a search of the solution space and implementation of the appropriate control law. The MPC controller can be implemented as a computer program for a specialized real-time control platform such as an electronic controller unit (ECU) in automotive control applications.
The accompanying figures, in which like reference numerals refer to identical or functionally-similar elements throughout the separate views and which are incorporated in and form a part of the specification, further illustrate the embodiments and, together with the detailed description, serve to explain the embodiments disclosed herein.
The particular values and configurations discussed in these non-limiting examples can be varied and are cited merely to illustrate at least one embodiment and are not intended to limit the scope thereof.
In addition, the explicit QP solver 520 can be implemented within MPC controller 510, and divided into an off-line portion 502 and an on-line portion 503. The explicit QP solver 520 can solve the optimization QP problems by using one of the optimization algorithms such as primal-dual feasibility algorithm and graph algorithm. Note that the off-line portion 502 can run once when user designs MPC controller 510 and the on-line portion 503 can run once per sample time of the real-time controller 510 at each discrete time k=0, 1, 2, . . . . The state observer 501 generally receives present and/or past values for a number of inputs y(k) from the sensors 506 and number of control outputs u(k) of the actuators 504. The state observer 501 can produce a current set of state variables x(k) to the on-line portion 503 of the explicit QP solver 520.
The on-line portion 503 of the QP solver 520 can compute the control outputs u*(k) based on the state variables x(k) and the stored matrices in the off-line portion 502 of the QP solver 520. Therefore, MPC controller 510 can control the effect of changes in the state of the actuators 504 on each input parameter using the computed control outputs u*(k) in order to produce a desired target value in input and output parameters of the engine 505. The control outputs u*(k) can be updated constantly, intermittently or periodically to predict the future values and the state of the engine 505 for achieving optimal multivariable control of the engine 505. MPC controller 510 with the explicit QP solver 520 can be implemented as an Electronic Controller Unit (ECU) in automotive control applications, in particular motor vehicle.
As illustrated at block 610, matrices and vectors for all feasible combinations of active constraints in the automotive system 530 can be computed in order to calculate the Lagrange multipliers and the optimizer in the on-line part. As depicted at block 620, the computed matrices and vectors can be stored in the off-line portion 502 of the QP solver 520. The computed matrices can define the constraints of QP optimization problem. Multivariable MPC controllers 510 with the primal-dual feasibility approach can be implemented as a computer program on a specialized real-time control platform.
Thereafter, an optimizer candidate can be calculated in order to determine the primal feasibility (PF) in the parameter vector, if the parameter vector is found to be dual-feasible. If the parameter vector is not one that leads to a primal feasible optimizer candidate, then the next feasible combination of the active constraints can be examined in order to determine the optimizer. The QP optimization problem can be solved utilizing the optimizer. The dual-primal feasibility-checking step can then be terminated, when either the parameter vector leads to dual-primal feasibility (the solution has been found) or all feasible combinations of the active constraints were checked without success (the solution has not been found). Such an “online” implementation of MPC controller 510 utilizing the primal-dual feasibility algorithm can reduce a search of the solution space and implementation usage of the appropriate parameter vector. Note that “online” generally refers to the use of or access to a computer and/or computer network such as the well-known “Internet' and/or an “Ethernet”. An example of an “online” system to which the embodiments described herein can be accessed and processed is system 2000 depicted and described in greater detail herein with respect to
Hz*(xk)+Gi
G
i
z*(xk)−Wi
G
i
z*(xk)−Wi
λi
λi
The vector of optimal Lagrange multipliers is given by
λi
Then the optimal solution is given by
z*(xk)=−H−1Gi
As illustrated at block 810, matrices and vectors for all feasible combinations of active constraints can be computed for counter j=1, 2, . . . , n, wherein n is the total number of feasible combinations of active constraints. As depicted at block 820, the appropriate matrices can be calculated based on the corresponding constraints and matrices defining the QP problem. The computed matrices and the vectors are stored and the counter is set to j=1, as mentioned at respective blocks 830 and 840. As illustrated at block 850, the vector of Lagrange multipliers λi
As depicted at block 860, the matrices M1j, M2j, M3j and the sets of indices iNAj are stored. The stored matrices can be denoted as:
M
1
j=−(Gi
M
2
j=−(Gi
M
3
j
=−H
−1
G
i
T
,j=1, 2, . . . n
M
4=(−H−1FT)(1 . . . n
M
5
=G
M
6
=W
M
7
=S (1.24)
As indicated at block 870, the counter j=1 can be checked for the set of indices to terminate the process, if not so, then repeat the process from step 850 for counter j=j+1, as displayed at block 880, in order to compute and store matrices and vectors for all feasible combinations of active constraints.
Thereafter, as indicated at block 906, if m≦0 is not true, set counter j=1 to denote the jth set of indices of the active constraints by iAj and jth set of indices of the inactive constraints by iNAj. As indicated at block 907, vector λi
and the parameter vector xk is constrained by
Then, the number of feasible combinations of active constraints is n=3 (case with all inactive constraints is not included), and the feasible combinations are {(1), (4), (1, 4)}. The following matrices (see (1.24)) are stored according to the off-line part of the control algorithm,
The stored matrices from (1.27) to (1.31) can be utilized in the on-line part of the primal-dual feasibility algorithm to find the optimal solution for the given parameter vector xk.
Assume that the optimization problem exhibits n feasible combinations of active constraints, (i.e. for counters j=1, 2, . . . , n), with associated affine functions to calculate the optimizer for a given parameter vector x, i.e.
u
j*(xk)=M2jxk+m2j,j=1, 2, . . . , n (1.32)
In the off-line method 1000, matrices defining affine functions for all feasible combinations of active constraints iAj for j=1, 2, . . . , n, wherein n is the total number of feasible combinations of active constraints, can be determined as
M
2
j=(−H−1F+H−1Gi
m
2
j=(H−1Gi
As illustrated at block 1010, the associated matrices M2j and vectors m2j, (i.e. (1.33)), can be computed to calculate the optimizer, and also the directed graph structure can be prepared. As depicted at block 1020, the computed vectors and matrices H, F, G, W and V and the directed graph structure can be stored, wherein the matrices G, W and V generally define the constraints of the original optimization problem.
i
A1={ }
i
A2={1},iA3={2},iA4={3}
i
A5={1,2}
i
A6={1,2,4}
i
A7={1,2,3} (1.34)
and the associated affine functions to calculate the optimizer for a given parameter vector x, i.e.
u*(x)=M2jx+m2jx+m2j,j=1, 2, . . . , 7 (1.35)
In the off-line part, the directed graph 1200, as shown in
As depicted in
In
The interface 1853 can be implemented as a graphical user interface (GUI). In some embodiments, operating system 1851 and interface 1853 can be implemented in the context of a “Windows” system or another appropriate computer operating system. Application module 1852, on the other hand, can include instructions, such as the various operations described herein with respect to the various components and modules described herein, such as, for example, the method/models depicted and described herein.
The aforementioned description is presented with respect to embodiments of the present invention, and can be embodied in the context of a data-processing system such as data-processing apparatus 1800 and a computer software system 1850. The present invention, however, is not limited to any particular application or any particular environment. Instead, those skilled in the art will find that the system and methods of the present invention may be advantageously applied to a variety of system and application software, including database management systems, word processors, and the like. Moreover, the present invention may be embodied on a variety of different platforms, including Macintosh, UNIX, LINUX, and the like. Therefore, the description of the exemplary embodiments which follows is for purposes of illustration and not considered a limitation.
The respective models/methods and/or algorithms described herein with respect to
It should be understood, therefore, that such signal-bearing media when carrying or encoding computer readable instructions that direct the various methods/modules/algorithms with respect to the present invention, may represent alternative embodiments. Further, it is understood that the present invention may be implemented by a system having means in the form of hardware, software, or a combination of software and hardware as described herein or their equivalent. Thus, the methods/algorithms and components/modules described herein with respect to
It will be appreciated that variations of the above-disclosed and other features and functions, or alternatives thereof, may be desirably combined into many other different systems or applications. Also, that various presently unforeseen or unanticipated alternatives, modifications, variations or improvements therein may be subsequently made by those skilled in the art which are also intended to be encompassed by the following claims.
This application is a continuation of U.S. patent application Ser. No. 12/062,912, filed Apr. 4, 2008, entitled “METHODS AND SYSTEMS FOR THE DESIGN AND IMPLEMENTATION OF OPTIMAL MULTIVARIABLE MODEL PREDICTIVE CONTROLLERS FOR FAST-SAMPLING CONSTRAINED DYNAMIC SYSTEMS”, which is incorporated herein by reference.
Number | Date | Country | |
---|---|---|---|
Parent | 12062912 | Apr 2008 | US |
Child | 13273446 | US |