Model Predictive Control:
Theory, Computation, and Design
2nd Edition
9377307809759 ISBN 9780975937730
Model Predictive Control:
Theory, Computation, and Design
2nd Edition
James B. Rawlings
Department of Chemical and Biological Engineering
University of Wisconsin
Madison, Wisconsin, USA
David Q. Mayne
Department of Electrical and Electronic Engineering
Imperial College London
London, England
Moritz M. Diehl
Department of Microsystems Engineering and
Department of Mathematics
University of Freiburg
Freiburg, Germany
b Hill Publishing
DN
o
Madison, Wisconsin
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free recycled paper.
Cover design by Cheryl M. and James B. Rawlings.
Copyright c
2017 by Nob Hill Publishing, LLC
All rights reserved.
Nob Hill Publishing, LLC
Cheryl M. Rawlings, publisher
Madison, WI 53705
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Printed in the United States of America.
First Edition
First Printing
Electronic Download
Electronic Download (2nd)
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Electronic Download (5th)
Second Edition
First Printing
Electronic Download
August 2009
November 2013
April 2014
July 2014
October 2014
February 2015
October 2017
October 2018
To Cheryl, Josephine, and Stephanie,
for their love, encouragement, and patience.
Preface to the Second Edition
In the eight years since the publication of the ®rst edition, the ®eld
of model predictive control (MPC) has seen tremendous progress. First
and foremost, the algorithms and high-level software available for solv-
ing challenging nonlinear optimal control problems have advanced sig-
ni®cantly. For this reason, we have added a new chapter, Chapter 8,
ªNumerical Optimal Control,º and coauthor, Professor Moritz M. Diehl.
This chapter gives an introduction into methods for the numerical so-
lution of the MPC optimization problem. Numerical optimal control
builds on two ®elds: simulation of differential equations, and numeri-
cal optimization. Simulation is often covered in undergraduate courses
and is therefore only brie¯y reviewed. Optimization is treated in much
more detail, covering topics such as derivative computations, Hessian
approximations, and handling inequalities. Most importantly, the chap-
ter presents some of the many ways that the speci®c structure of opti-
mal control problems arising in MPC can be exploited algorithmically.
We have also added a software release with the second edition of
the text. The software enables the solution of all of the examples and
exercises in the text requiring numerical calculation. The software is
based on the freely available CasADi language, and a high-level set of
Octave/MATLAB functions, MPCTools, to serve as an interface to CasADi.
These tools have been tested in several MPC short courses to audiences
composed of researchers and practitioners. The software can be down-
loaded from www.che.wisc.edu/~jbraw/mpc.
In Chapter 2, we have added sections covering the following topics:
economic MPC
MPC with discrete actuators
We also present a more recent form of suboptimal MPC that is prov-
ably robust as well as computationally tractable for online solution of
nonconvex MPC problems.
In Chapter 3, we have added a discussion of stochastic MPC, which
has received considerable recent research attention.
In Chapter 4, we have added a new treatment of state estimation
with persistent, bounded process and measurement disturbances. We
have also removed the discussion of particle ®ltering. There are two
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vii
reasons for this removal; ®rst, we wanted to maintain a manageable
total length of the text; second, all of the available sampling strate-
gies in particle ®ltering come up against the ªcurse of dimensionality,º
which renders the state estimates inaccurate for dimension higher than
about ®ve. The material on particle ®ltering remains available on the
text website.
In Chapter 6, we have added a new section for distributed MPC of
nonlinear systems.
In Chapter 7, we have added the software to compute the critical
regions in explicit MPC.
Throughout the text, we support the stronger KL-de®nition of asymp-
totic stability, in place of the classical de®nition used in the ®rst edition.
The most signi®cant notational change is to denote a sequence with
a; b; c; : : :
instead of with fa; b; c; : : :g as in the ®rst edition.
JBR
DQM
MMD
Madison, Wis., USA
London, England
Freiburg, Germany
Preface
Our goal in this text is to provide a comprehensive and foundational
treatment of the theory and design of model predictive control (MPC).
By now several excellent monographs emphasizing various aspects of
MPC have appeared (a list appears at the beginning of Chapter 1), and
the reader may naturally wonder what is offered here that is new and
different. By providing a comprehensive treatment of the MPC foun-
dation, we hope that this text enables researchers to learn and teach
the fundamentals of MPC without continuously searching the diverse
control research literature for omitted arguments and requisite back-
ground material. When teaching the subject, it is essential to have a
collection of exercises that enables the students to assess their level of
comprehension and mastery of the topics. To support the teaching and
learning of MPC, we have included more than 200 end-of-chapter exer-
cises. A complete solution manual (more than 300 pages) is available
for course instructors.
Chapter 1 is introductory. It is intended for graduate students in en-
gineering who have not yet had a systems course. But it serves a second
purpose for those who have already taken the ®rst graduate systems
course. It derives all the results of the linear quadratic regulator and
optimal Kalman ®lter using only those arguments that extend to the
nonlinear and constrained cases to be covered in the later chapters.
Instructors may ®nd that this tailored treatment of the introductory
systems material serves both as a review and a preview of arguments
to come in the later chapters.
Chapters 2±4 are foundational and should probably be covered in
any graduate level MPC course. Chapter 2 covers regulation to the ori-
gin for nonlinear and constrained systems. This material presents in a
uni®ed fashion many of the major research advances in MPC that took
place during the last 20 years. It also includes more recent topics such
as regulation to an unreachable setpoint that are only now appearing in
the research literature. Chapter 3 addresses MPC design for robustness,
with a focus on MPC using tubes or bundles of trajectories in place of
the single nominal trajectory. This chapter again uni®es a large body of
research literature concerned with robust MPC. Chapter 4 covers state
estimation with an emphasis on moving horizon estimation, but also
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