International Journal of applied mathematics and computer science

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Paper details

Number 2 - June 2004
Volume 14 - 2004

An infinite horizon predictive control algorithm based on multivariable input-output models

Maciej Ławryńczuk, Piotr Tatjewski

Abstract
In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving on-line a quadratic programming problem. Additionally, it is shown how free and forced responses can be calculated without the necessity of solving a matrix Diophantine equation.

Keywords
model predictive control, stability, infinite horizon, singular-value decomposition, quadratic programming