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CustomMPC

Fine-tuning MPC setups via YALMIP

MPT3 allows to modify the cost function and the constraints of arbitrary MPC setups via YALMIP. The functionality is implemented in the MPCController/toYALMIP() and MPCController/fromYALMIP() methods.

As an illustrative example, consider the following scenario:

• prediction model {$ x^+ = Ax + Bu $} with {$ A=0.9 $} and {$ B=1 $}
• state constraints {$ -5 \le x \le 5 $}
• input constraints {$ -1 \le u \le 1 $}
• unity quadratic penalties on states and inputs
• prediction horizon {$ N = 3 $}

Such an MPC problem is formulated by:

Now suppose that we want the input constraints to be time-varying:

• {$ -0.5 \le u_0 \le 0.5 $} for {$u_0$} (the first element of the predicted input sequence)
• {$ -0.8 \le u_1 \le 0.8 $} for {$u_1$} (the second element)

This can be easily achieved by modifying the MPC problem via YALMIP. As a first step, you need to obtain the YALMIP representation of the MPC controller:

The variable Y is a structure that contains the constraints, objective, and variables.

Now we can directly modify the constraints as desired:

Finally, we tell the MPC controller to use the new constraints:

Multiple terminal sets

As an another example we show how to include a non-convex terminal set into MPC setups. The assumption here is that the non-convex set can be decomposed into a finite number of polyhedra, say P = [P1, P2, P3, P4]. To tell MPT3 to use P as the terminal set, use

Here, Y.variables.x(:, end) denotes the final predicted state, while the ismember() command tells MPT/YALMIP to ensure that the terminal state resides in one of the elements of the polyhedron array P.

Note that nonconvex set constraints lead to mixed-integer problems which are difficult to solve.

Joint state-input constraints

To add the constraint {$ F x_k + G u_k \le b $} for each step of the prediction horizon, do:

Alternative formulations in YALMIP

If these modifications or additional constraints are not satisfactory to customize your MPC problem, it is still possible to formulate the problem completely in YALMIP. For more details on formulating the problems in YALMIP, see MPC examples in YALMIP. In the example below, it is shown how to formulate MPC problem where the upper/lower bounds on inputs are parametrized.