Paper

Analytic solution of optimal disturbance of closed-loop Robust Model Predictive Control with ellipsoidal disturbance set
Author
Tae Hoon Oh, Jong Min Lee*
Journal
Journal of Institute of Control Robotics and Systems
Page
919–923
Year
2018

In this paper, the analytic solution of Robust Model Predictive Control (RMPC) with an ellipsoidal disturbance set is presented. Compared to the conventional polyhedron disturbance set, a few explicit expressions could be obtained, such as a constraint handling variable and a minimal robustly invariant set. In addition, the specific structure of the ellipsoidal disturbance set simplifies the optimization procedure with the min-max approach. Therefore, the computational time could be reduced by reformulating the disturbance vector to a known expression. The resulting formulation is a class of quasi-convex program, and an efficient solver can be used to solve such an optimization problem. Simple simulation examples for both nominal cost control and worst-case cost control are represented.