I. Introduction
THE main idea of predictive control is to use a model of the plant to predict its future evolution. At each sampling time, starting at the current state, an open-loop optimal control problem is solved over a finite horizon. The optimal command signal is applied to the process only during the following sampling interval. At the next time step, a new optimal control problem based on new measurements of the state is solved over a shifted horizon. The resultant control algorithm is referred to as Model Predictive Control (MPC). The popularity of MPC stems from the fact that the resulting operating strategy respects all the system constraints. This is difficult to accomplish using other control techniques. One limitation of this approach is that running the optimization algorithm on-line at each time step requires substantial time and computational resources.