Skip to main content
Log in

A numerical approach to design control invariant sets for constrained nonlinear discrete-time systems with guaranteed optimality

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

A numerical approach to design control invariant sets for constrained nonlinear discrete-time systems with guaranteed optimality is proposed in this paper. The addressed approach is based on the fact that zonotopes are more flexible for representing sets than boxes in interval analysis. Then the solver of set inversion via interval analysis is extended to set inversion via zonotope geometry by introducing the novel idea of bisecting zonotopes. The main feature of the extended solver of set inversion is the bisection and the evolution of a zonotope rather than a box. Thus the shape of admissible domains for set inversion can be broadened from boxes to zonotopes and the wrapping effect can be reduced as well by using the zonotope evolution instead of the interval evolution. Combined with global optimization via interval analysis, the extended solver of set inversion via zonotope geometry is further applied to design control invariant sets for constrained nonlinear discrete-time systems in a numerical way. Finally, the numerical design of a control invariant set and its application to the terminal control of the dual-mode model predictive control are fulfilled on a benchmark Continuous-Stirred Tank Reactor example.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Blanchini F.: Set invariance in control. Automatica J. IFAC 35(11), 1747–1767 (1999)

    Article  Google Scholar 

  2. Rakovic S.V., Kerrigan E.C., Kouramas K.I., Mayne D.Q.: Invariant approximations of the minimal robust positively invariant set. IEEE Trans. Automat. Control 50(3), 406–410 (2005)

    Article  Google Scholar 

  3. Mayne D.Q., Rawlings J.B., Rao C.V., Scokaert P.O.M.: Constrained model predictive control: stability and optimality. Automatica J. IFAC 26(6), 789–814 (2000)

    Article  Google Scholar 

  4. Kerrigan, E.C.: Robust constraint satisfaction: invariant sets and predictive control. Ph.D. thesis, University of Cambridge (2000)

  5. Cannon M., Deshmukh V., Kouvaritakis B.: Nonlinear model predictive control with polytopic invariant sets. Automatica J. IFAC 39(8), 1487–1494 (2003)

    Article  Google Scholar 

  6. Bacic M., Cannon M., Kouvaritakis B.: Invariant sets for feedback linearisation based nonlinear predictive control. IEE Proc. Control Theory Appl. 152(3), 259–265 (2005)

    Article  Google Scholar 

  7. Michalska H., Mayne D.Q.: Robust receding horizon control of constrained nonlinear systems. IEEE Trans. Automat. Control 38(11), 1623–1633 (1993)

    Article  Google Scholar 

  8. Chen H., Allgower F.: A quasi-infinite horizon nonlinear model predictive control scheme with guaranteed stability. Automatica J. IFAC 34(10), 1205–1218 (1998)

    Article  Google Scholar 

  9. Kothare M.V., Balakrishnan V., Morari M.: Robust constrained model predictive control using Linear Matrix Inequalities. Automatica J. IFAC 32(10), 1361–1379 (1996)

    Article  Google Scholar 

  10. Magni L., De Nicolao G., Magnani L., Scattolini R.: A stabilizing model-based predictive control algorithm for nonlinear systems. Automatica 37(9), 1351–1362 (2001)

    Article  Google Scholar 

  11. Jaulin L., Kieffer M., Didrit O., Walter E.: Applied Interval Analysis: with Examples in Parameter and State Estimation, Robust Control and Robotics. Springer, London (2001)

    Google Scholar 

  12. Jaulin L., Walter E.: Set inversion via interval analysis for nonlinear bounded-error estimation. Automatica J. IFAC 29(4), 1053–1064 (1993)

    Article  Google Scholar 

  13. Walter E., Jaulin L.: Guaranteed characterization of stability domains via set inversion. IEEE Trans. Automat. Control 39(4), 886–889 (1994)

    Article  Google Scholar 

  14. Meizel D., Leveque O., Jaulin L., Walter E.: Initial localization by set inversion. IEEE Trans. Robotics Automat. 18(6), 966–971 (2002)

    Article  Google Scholar 

  15. Kühn W.: Rigorously computed orbits of dynamical systems without the wrapping effect. Computing 61(1), 47–67 (1998)

    Article  Google Scholar 

  16. Hansen E.: Global Optimization Using Interval Analysis. Marcel Dekker, New York (1992)

    Google Scholar 

  17. Alamo T., Bravo J.M., Camacho E.F.: Guaranteed state estimation by zonotopes. Automatica J. IFAC 41(6), 1035–1043 (2005)

    Article  Google Scholar 

  18. Combastel, C.: A state bounding observer for uncertain non-linear continuous-time systems based on zonotopes. In: IEEE ECC-CDC, Seville, Spain (2005)

  19. Stancu, A., Puig, V., Cuguero, P., Quevedo, J.: Benchmarking on approaches to interval observation applied to robust fault detection. In: European Control Conference, Cambridge, UK (2003)

  20. Ong C.J., Gilbert E.G.: The minimal disturbance invariant set: Outer approximations via its partial sums. Automatica J. IFAC 42(9), 1563–1568 (2006)

    Article  Google Scholar 

  21. Fukuda K.: From the zonotope construction to the Minkowski addition of convex polytopes. J. Symb. Comput. 38(4), 1261–1272 (2004)

    Article  Google Scholar 

  22. Kvasnica, M., Grieder, P., Baotic, M.: Multi-Parametric Toolbox (MPT), http://control.ee.ethz.ch/~mpt/. Cited July 2007

  23. Ingimundarson, A., Bravo, J. M., Puig, V., Alamo, T.: Robust fault diagnosis using parallelotope-based set-membership consistency tests. In: IEEE ECC-CDC, Seville, Spain (2005)

  24. Lasserre J.B.: An analytical expression and an algorithm for the volume of a convex polyhedron in R n. J. Optim. Theory Appl. 39(3), 363–377 (1983)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jian Wan.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Wan, J., Vehi, J. & Luo, N. A numerical approach to design control invariant sets for constrained nonlinear discrete-time systems with guaranteed optimality. J Glob Optim 44, 395–407 (2009). https://doi.org/10.1007/s10898-008-9334-6

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-008-9334-6

Keywords

Navigation