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toc
Introduction
Product Description
Key Features
Model Predictive Control of a SISO Plant
Typical Sampling Instant
Prediction and Control Horizons
MIMO Plants
Optimization and Constraints
Setpoint Tracking
Move Suppression
Setpoints on Manipulated Variables
Constraints
Estimating States from Measured Data
Blocking
Model Predictive Control Problem Setup
Prediction Model
Offsets
Optimization Problem
Standard Form
Alternative Cost Function
Terminal Weights and Constraints
Related Examples
Custom Constraints on Inputs and Outputs
Related Examples
State Estimation
Unmeasured (Input) Disturbance Model
Measurement Noise Model
Output Disturbance Model
State Observer
QP Matrices
Prediction
Optimization Variables
Cost Function
Standard Form
Alternative Cost Function
Constraints
Model Predictive Control Computation
Unconstrained MPC
Constrained Model Predictive Control
MPC QP Solver
References
Using Identified Models
Model Predictive Control Simulink Library
MPC Library
MPC Controller Block
MPC Controller Block Mask
MPC Controller Parameters
Specify the MPC Controller
Indicate Initial Controller State
Connect Signals
Required inputs
Required outport
Sample Time
Optional Ports
Feedforward compensation for measured disturbances
Externally supplied MV signals
Input and output limits
Disabling optimization
Monitoring the optimal cost
Monitoring the optimal control sequence
Monitoring the QP status
Online tuning
Multiple MPC Controllers Block
Relationship to the MPC Controller Block
Listing the controllers
Designing the controllers
Defining controller switching
Improving prediction accuracy
Limitations
Examples
Case-Study Examples
Introduction
Servomechanism Controller
System Model
Control Objectives and Constraints
Defining the Plant Model
Controller Design Using MPCTOOL
Opening MPCTOOL and Importing a Model
Specifying Signal Properties
Navigation Using the Tree View
Specifying Controller Properties
Specifying Constraints
Weight Tuning
Defining a Simulation Scenario
Running a Simulation
Retuning to Achieve a Faster Servo Response
Modifying the Scenario
Saving Your Work
Using Model Predictive Control Toolbox Commands
Constructing an MPC Object
Setting, Getting, and Displaying Object Properties
Running a Simulation
Using MPC Tools in Simulink
Paper Machine Process Control
Linearizing the Nonlinear Model
MPC Design
Initial Controller Design
Servo Response
Weight Tuning
Feedforward Control
Unmeasured Input Disturbance
Effect of Estimator Assumptions
Controlling the Nonlinear Plant in Simulink
Bumpless Transfer in MPC
Nonlinear Control Using Multiple Models
Custom Constraints in a Blending Process
About the Blending Process
MPC Controller with Custom Input/Output Constraints
Related Examples
More About
Using the Tuning Advisor
Using Terminal Penalty to Provide LQR Performance
Related Examples
More About
Bibliography
Reference for the Design Tool GUI
Opening the MPC Design Tool
Creating a New MPC Design Task
Menu Bar
File Menu
Load
Save
Close
MPC Menu
Import
Export
Simulate
Toolbar
Tree View
Node Types
Renaming a Node
Importing a Plant Model
Import from
MATLAB workspace
MAT-file
Import to
Buttons
Import
Close
Importing a Linearized Plant Model
Linearization Process
Linearization Options
Importing a Controller
Import from
MATLAB Workspace
MAT-File
Import to
Buttons
Import
Close
Exporting a Controller
Dialog Box Options
Controller source
Controller to export
Name to assign
Export to MATLAB workspace
Export to MAT-file
Buttons
Export
Close
Signal Definition View
MPC Structure Overview
Buttons
Import Plant
Import Controller
Signal Properties Tables
Input Signal Properties
Output Signal Properties
Right-Click Menu Options
Plant Models View
Plant Models List
Model Details
Additional Notes
Buttons
Import
Delete
Right-Click Options
Import Model
Controllers View
Controllers List
Controller Details
Additional Notes
Buttons
Import
Export
New
Copy
Display
Delete
Right-Click Options
New Controller
Import Controller
Export Controller
Simulation Scenarios List
Scenarios List
Scenario Details
Additional Notes
Buttons
New
Copy
Delete
Right-Click Options
New Scenario
Controller Specifications View
Model and Horizons Tab
Plant Model
Horizons
Blocking
Constraints Tab
Constraints on Manipulated Variables
Constraints on Output Variables
Constraint Softening
Input Constraints
Output Constraints
Overall Constraint Softness
Buttons
Weight Tuning Tab
Input Weights
Output Weights
Overall (Slider Control)
Entering Vectors in Table Cells
Estimation Tab
Button (MPC Default Settings)
Overall Estimator Gain
Input Disturbances
Noise
Right-Click Menus
Copy Controller
Delete Controller
Rename Controller
Export Controller
Simulation Scenario View
Simulation Settings
Setpoints
Measured Disturbances
Unmeasured Disturbances
Unmeasured Disturbance Locations
Open-Loop Simulations
Signal Type Settings
Constant
Step
Ramp
Sine
Pulse
Gaussian
Simulation Button
Tuning Advisor Button
Right-Click Menus
Copy Scenario
Delete Scenario
Rename Scenario
Tuning Advisor
Defining the Performance Metric
Select the Performance Function
Specify Performance Weights
Baseline Performance
Sensitivities and Tuning Advice
Updating the Controller
Restoring Baseline Tuning
Modal Dialog Behavior
Scenarios for Performance Measurement
Response Plots
Data Markers
Adding a Data Marker
Data Marker Contents
Changing a Data Marker's Alignment
Relocating a Data Marker
Deleting Data Markers
Right-Click Options
Displaying Multiple Scenarios
Viewing Selected Scenarios
Revising a Scenario
Viewing Selected Variables
Grouping Variables in a Single Plot
Normalizing Response Amplitudes
Index
tables
Model Predictive Control Toolbox Signals
Parameters Used in the Servomechanism Model
Model Predictive Control Toolbox™ User’s Guide R2012a Alberto Bemporad Manfred Morari N. Lawrence Ricker
How to Contact MathWorks Web Newsgroup www.mathworks.com comp.soft-sys.matlab www.mathworks.com/contact_TS.html Technical Support suggest@mathworks.com bugs@mathworks.com doc@mathworks.com service@mathworks.com info@mathworks.com 508-647-7000 (Phone) Product enhancement suggestions Bug reports Documentation error reports Order status, license renewals, passcodes Sales, pricing, and general information 508-647-7001 (Fax) The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 For contact information about worldwide offices, see the MathWorks Web site. Model Predictive Control Toolbox™ User’s Guide © COPYRIGHT 2005–2012 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. No part of this manual may be photocopied or reproduced in any form without prior written consent from The MathWorks, Inc. FEDERAL ACQUISITION: This provision applies to all acquisitions of the Program and Documentation by, for, or through the federal government of the United States. By accepting delivery of the Program or Documentation, the government hereby agrees that this software or documentation qualifies as commercial computer software or commercial computer software documentation as such terms are used or defined in FAR 12.212, DFARS Part 227.72, and DFARS 252.227-7014. Accordingly, the terms and conditions of this Agreement and only those rights specified in this Agreement, shall pertain to and govern the use, modification, reproduction, release, performance, display, and disclosure of the Program and Documentation by the federal government (or other entity acquiring for or through the federal government) and shall supersede any conflicting contractual terms or conditions. If this License fails to meet the government’s needs or is inconsistent in any respect with federal procurement law, the government agrees to return the Program and Documentation, unused, to The MathWorks, Inc. Trademarks MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathworks.com/trademarks for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders. Patents MathWorks products are protected by one or more U.S. patents. Please see www.mathworks.com/patents for more information.
Revision History First printing October 2004 Online only March 2005 September 2005 Online only Online only March 2006 September 2006 Online only March 2007 Online only September 2007 Online only Online only March 2008 October 2008 Online only March 2009 Online only September 2009 Online only March 2010 Online only September 2010 Online only Online only April 2011 September 2011 Online only March 2012 Online only New for Version 2.1 (Release 14SP1) Revised for Version 2.2 (Release 14SP2) Revised for Version 2.2.1 (Release 14SP3) Revised for Version 2.2.2 (Release 2006a) Revised for Version 2.2.3 (Release 2006b) Revised for Version 2.2.4 (Release 2007a) Revised for Version 2.3 (Release 2007b) Revised for Version 2.3.1 (Release 2008a) Revised for Version 3.0 (Release 2008b) Revised for Version 3.1 (Release 2009a) Revised for Version 3.1.1 (Release 2009b) Revised for Version 3.2 (Release 2010a) Revised for Version 3.2.1 (Release 2010b) Revised for Version 3.3 (Release 2011a) Revised for Version 4.0 (Release 2011b) Revised for Version 4.1 (Release 2012a)
Contents Introduction Product Description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Key Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Model Predictive Control of a SISO Plant . . . . . . . . . . . . Typical Sampling Instant . . . . . . . . . . . . . . . . . . . . . . . . . . . Prediction and Control Horizons . . . . . . . . . . . . . . . . . . . . . 1-2 1-2 1-3 1-6 1-9 MIMO Plants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Optimization and Constraints . . . . . . . . . . . . . . . . . . . . . . . Estimating States from Measured Data . . . . . . . . . . . . . . . Blocking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-11 1-11 1-15 1-15 Model Predictive Control Problem Setup 1 2 Prediction Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Offsets Optimization Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Standard Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Alternative Cost Function . . . . . . . . . . . . . . . . . . . . . . . . . . Terminal Weights and Constraints . . . . . . . . . . . . . . . . . . . Custom Constraints on Inputs and Outputs . . . . . . . . . . . . State Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Unmeasured (Input) Disturbance Model . . . . . . . . . . . . . . . . . . . . . . . . . . Measurement Noise Model . . . . . . . . . . . . . . . . . . . . . . . . . . Output Disturbance Model State Observer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-2 2-3 2-5 2-5 2-7 2-8 2-11 2-12 2-12 2-14 2-14 2-15 v
QP Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Optimization Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Cost Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Constraints Model Predictive Control Computation . . . . . . . . . . . . . . Unconstrained MPC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Constrained Model Predictive Control . . . . . . . . . . . . . . . . . MPC QP Solver . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-17 2-17 2-18 2-20 2-21 2-23 2-23 2-23 2-23 2-25 Using Identified Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-26 Model Predictive Control Simulink Library MPC Library . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MPC Controller Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MPC Controller Block Mask . . . . . . . . . . . . . . . . . . . . . . . . . MPC Controller Parameters . . . . . . . . . . . . . . . . . . . . . . . . . Connect Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Optional Ports . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-2 3-3 3-3 3-4 3-5 3-6 Multiple MPC Controllers Block . . . . . . . . . . . . . . . . . . . . Relationship to the MPC Controller Block . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Limitations Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-11 3-11 3-13 3-13 Case-Study Examples Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-2 3 4 vi Contents
Servomechanism Controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . System Model Control Objectives and Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Defining the Plant Model Controller Design Using MPCTOOL . . . . . . . . . . . . . . . . . . Using Model Predictive Control Toolbox Commands . . . . . Using MPC Tools in Simulink . . . . . . . . . . . . . . . . . . . . . . . Paper Machine Process Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Linearizing the Nonlinear Model MPC Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Controlling the Nonlinear Plant in Simulink . . . . . . . . . . . 4-3 4-3 4-5 4-5 4-6 4-20 4-24 4-27 4-28 4-29 4-36 Bumpless Transfer in MPC . . . . . . . . . . . . . . . . . . . . . . . . . 4-40 Nonlinear Control Using Multiple Models . . . . . . . . . . . . 4-47 Custom Constraints in a Blending Process . . . . . . . . . . . About the Blending Process . . . . . . . . . . . . . . . . . . . . . . . . . MPC Controller with Custom Input/Output Constraints . . 4-55 4-55 4-56 Using the Tuning Advisor . . . . . . . . . . . . . . . . . . . . . . . . . . 4-66 Using Terminal Penalty to Provide LQR Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-71 Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-77 Reference for the Design Tool GUI 5 Opening the MPC Design Tool . . . . . . . . . . . . . . . . . . . . . . Creating a New MPC Design Task . . . . . . . . . . . . . . . . . . . Menu Bar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3 5-5 5-6 vii
File Menu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MPC Menu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Toolbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Tree View . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Node Types Renaming a Node . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Importing a Plant Model . . . . . . . . . . . . . . . . . . . . . . . . . . . Import from . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import to . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Buttons . . . . . . . . . . . . . . . . . . Importing a Linearized Plant Model Importing a Controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import from . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Import to . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Buttons Exporting a Controller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Dialog Box Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Buttons Signal Definition View . . . . . . . . . . . . . . . . . . . . . . . . . . . . . MPC Structure Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Buttons Signal Properties Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Right-Click Menu Options Plant Models View . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Plant Models List Model Details . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Additional Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Buttons Right-Click Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Controllers View . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Controllers List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Controller Details . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-6 5-7 5-9 5-10 5-10 5-10 5-12 5-13 5-14 5-14 5-15 5-18 5-18 5-20 5-20 5-21 5-21 5-22 5-23 5-24 5-24 5-24 5-26 5-28 5-29 5-29 5-30 5-30 5-30 5-31 5-32 5-32 viii Contents
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