Linear robust adaptive model predictive control: Computational complexity and conservatism

Johannes Köhler, Elisa Andina, Raffaele Soloperto, Matthias A. Müller, Frank Allgöwer

Abstract: In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with theoretical guarantees (constraint satisfaction and stability), while allowing for reduced conservatism and improved performance due to online parameter adaptation. A moving window parameter set identification is used to compute a fixed complexity parameter set based on past data. Robust constraint satisfaction is achieved by using a computationally efficient tube based robust MPC method. The predicted cost function is based on a least mean squares point estimate, which ensures finite-gain ℒ <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sub> stability of the closed loop. The overall algorithm has a fixed (user specified) computational complexity. We illustrate the applicability of the approach and the trade-off between conservatism and computational complexity using a numerical example.