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A Simple Robust MPC for Linear Systems with Parametric and Additive Uncertainty

Bujarbaruah, Monimoy and Rosolia, Ugo and Stürz, Yvonne R. and Borrelli, Francesco (2021) A Simple Robust MPC for Linear Systems with Parametric and Additive Uncertainty. In: 2021 American Control Conference (ACC). IEEE , Piscataway, NJ, pp. 2108-2113. ISBN 978-1-6654-4197-1.

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We propose a simple and computationally efficient approach for designing a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertainty is modeled as an additive disturbance and an additive error on the system dynamics matrices. Set based bounds for each component of the model uncertainty are assumed to be known. We separate the constraint tightening strategy into two parts, depending on the length of the MPC horizon. For a horizon length of one, the robust MPC problem is solved exactly, whereas for other horizon lengths, the model uncertainty is over-approximated with a net-additive component. The resulting MPC controller guarantees robust satisfaction of state and input constraints in closed-loop with the uncertain system. With appropriately designed terminal components and an adaptive horizon strategy, we prove the controller's recursive feasibility and stability of the origin. With numerical simulations, we demonstrate that our proposed approach gains up to 15x online computation speedup over a tube MPC strategy, while stabilizing about 98% of the latter's region of attraction.

Item Type:Book Section
Related URLs:
URLURL TypeDescription Paper
Rosolia, Ugo0000-0002-1682-0551
Stürz, Yvonne R.0000-0001-5729-8491
Borrelli, Francesco0000-0001-8919-6430
Additional Information:© 2021 AACC. We thank Sarah Dean for constrained LQR source codes. Sponsors: ONR-N00014-18-1-2833, NSF-1931853, Marie Skłodowska-Curie grant 846421, and Ford motor company.
Funding AgencyGrant Number
Office of Naval Research (ONR)N00014-18-1-2833
Marie Curie Fellowship846421
Ford Motor CompanyUNSPECIFIED
Record Number:CaltechAUTHORS:20210826-172400161
Persistent URL:
Official Citation:M. Bujarbaruah, U. Rosolia, Y. R. Stürz and F. Borrelli, "A Simple Robust MPC for Linear Systems with Parametric and Additive Uncertainty," 2021 American Control Conference (ACC), 2021, pp. 2108-2113, doi: 10.23919/ACC50511.2021.9482957
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:110578
Deposited By: Tony Diaz
Deposited On:26 Aug 2021 17:53
Last Modified:26 Aug 2021 17:53

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