Abstract
Sensitivity-based strategies for on-line moving horizon estimation (MHE) and nonlinear model predictive control (NMPC) are presented both from a stability and computational perspective. These strategies make use of full-space interior-point nonlinear programming (NLP) algorithms and NLP sensitivity concepts. In particular, NLP sensitivity allows us to partition the solution of the optimization problems into background and negligible on-line computations, thus avoiding the problem of computational delay even with large dynamic models. We demonstrate these developments through a distributed polymerization reactor model containing around 10,000 differential and algebraic equations (DAEs).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Wächter, A., Biegler, L.T.: On The Implementation of an Interior-Point Filter Line-Search Algorithm for Large-Scale Nonlinear Programming. Math. Programm. 106, 25–57 (2006)
Zavala, V.M., Biegler, L.T.: The Advanced Step NMPC Controller: Stability, Optimality and Robustness. Automatica (to appear) (2008)
Zavala, V.M., Laird, C.D., Biegler, L.T.: Fast Implementations and Rigorous Models: Can Both be Accommodated in NMPC? Int. Journal of Robust and Nonlinear Control 18, 800–815 (2008)
Schäfer, A., Kühl, P., Diehl, M., Schlöder, J., Bock, H.G.: Fast reduced multiple shooting methods for nonlinear model predictive control. Chemical Engineering and Processing 46, 1200–1214 (2007)
Duff, I.S.: MA57 - A Code for the Solution of Sparse Symmetric Definite and Indefinite Systems. ACM Transactions on Mathematical Software 30, 118–144 (2004)
Karypis, G., Kumar, V.: A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs. SIAM J. Sci. Comput. 20, 359–392 (1999)
Fiacco, A.V.: Introduction to Sensitivity and Stability Analysis in Nonlinear Programming. Academic Press, New York (1983)
Büskens, C., Maurer, H.: Sensitivity Analysis and Real-Time Control of Parametric Control Problems Using Nonlinear Programming Methods. In: Grötschel, M., et al. (eds.) On-line Optimization of Large-scale Systems. Springer, Berlin (2001)
Bartlett, R.A., Biegler, L.T., Backstrom, J., Gopal, V.: Quadratic Programming Algorithms for Large-Scale Model Predictive Control. Journal of Process Control 12, 775–795 (2002)
Zavala, V.M., Laird, C.D., Biegler, L.T.: A Fast Moving Horizon Estimation Algorithm Based on Nonlinear Programming Sensitivity. Journal of Process Control 18, 876–884 (2008)
Findeisen, R., Diehl, M., Burner, T., Allgöwer, F., Bock, H.G., Schlöder, J.P.: Efficient Output Feedback Nonlinear Model Predictive Control. In: Proceedings of American Control Conference, vol. 6, pp. 4752–4757 (2002)
Muske, K.R., Meadows, E.S., Rawlings, J.B.: The Stability of Constrained Receding Horizon Control with State Estimation. In: Proceedings of American Control Conference, vol. 3, pp. 2837–2841 (1994)
Zavala, V.M., Biegler, L.T.: Large-Scale Nonlinear Programming Strategies for the Operation of Low-Density Polyethylene Tubular Reactors. In: Proceedings of ESCAPE 18, Lyon (2008)
Zavala, V.M., Biegler, L.T.: Optimization-Based Strategies for the Operation of Low-Density Polyethylene Tubular Reactors: Moving Horizon Estimation. Comp. and Chem. Eng. (in press) (2008)
Alessandri, A., Baglietto, M., Battistelli, G.: Moving-Horizon State Estimation for Nonlinear Discrete-Time Systems: New Stability Results and Approximation Schemes. Automatica 44, 1753–1765 (2008)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Zavala, V.M., Biegler, L.T. (2009). Nonlinear Programming Strategies for State Estimation and Model Predictive Control. In: Magni, L., Raimondo, D.M., Allgöwer, F. (eds) Nonlinear Model Predictive Control. Lecture Notes in Control and Information Sciences, vol 384. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01094-1_33
Download citation
DOI: https://doi.org/10.1007/978-3-642-01094-1_33
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01093-4
Online ISBN: 978-3-642-01094-1
eBook Packages: EngineeringEngineering (R0)