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A Multiresolution Approximation Method for Fast Explicit Model Predictive Control

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4 Author(s)
Summers, S. ; Dept. of Inf. Technol. & Electr. Eng., ETH Zurich, Zurich, Switzerland ; Jones, C.N. ; Lygeros, J. ; Morari, M.

A model predictive control law is given by the solution to a parametric optimization problem that can be pre-computed offline and provides an explicit map from state to control input. In this paper, an algorithm is introduced based on wavelet multiresolution analysis that returns a low complexity explicit model predictive control law built on a hierarchy of second-order interpolets. The resulting interpolation is shown to be everywhere feasible and continuous. Further, tests to confirm stability and to compute a bound on the performance loss are introduced. Since the controller approximation is built on a grid hierarchy, convergence to a stabilizing control law is guaranteed and the evaluation of the control law in real-time systems is naturally fast and runs in a bounded logarithmic time. Two examples are provided; A two-dimensional example with an evaluation speed of 31 ns and a four-dimensional example with an evaluation speed of 119 ns.

Published in:

Automatic Control, IEEE Transactions on  (Volume:56 ,  Issue: 11 )

Date of Publication:

Nov. 2011

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