Hypersampled Model Predictive Control

Distinction between sampling and discretization

Access the paper here . Accepted to ACC 2024

Model Predictive Control (MPC) is a popular constrained control strategy for nonlinear systems. The idea behind MPC is to solve an Optimal Control Problem (OCP) at every instant and apply the first step of the optimal control sequence to the system. . Although MPC is widely used due to its stability, feasibility, and robustness properties (cite) , its widespread adoption is hindered by the fact that solving the optimal control problem in real time can be challenging. So we analyse the Hypersampled Model Predictive Control (HMPC) scheme, which is more efficient.

Introduction

Consider the continuous time system \(\dot x = f(x,u)\). The aim is to derive an optimal control law by solving the Optimal Control Problem (OCP), (Gautam & Nicotra, 2024) Equation 3. This can prove to be problematic, since this is an infinite dimensional problem. So, usual method of finding a control law is to discretise the system. This approach assumes that the dynamic model of the system matches the prediction model of the OCP.

An unfortunate consequence is that, for a fixed prediction horizon, reducing the sampling time inevitably leads to an increased number of prediction steps. This has the combined negative effect of increasing the numerical complexity of the OCP while also decreasing the allocated time for solving it.

Hypersampled Model Predictive Control. The continuous system is sampled at timestep ts to generate xk , which is then used to compute the optimal control law to the discretized MPC problem

The paper seeks to formalize the distinction between discretization time \(t_d\), i.e., the step size used to discretize the continuous time system, and sampling time \(t_s\), i.e., the time at which the controller is implemented.

Experiments and Results

Numerical Experiments that validate the efficiency of the HMPC scheme were run on a point mass system and a Lane change problem. All levels of complexities have shown that the HMPC performs better than traditional MPC schemes.

We note the following properties: -Benefits of Decreasing \(t_s\): Reducing the sampling time tends to improve the performance of the controller by making it more reactive to external disturbances.

  • Limit for Decreasing \(t_s\): Due to real-time imple- mentation requirements, \(t_s\) is lower-bounded by the computational time required to solve the OCP.
  • Benefits of Increasing \(t_d\): Given a fixed prediction horizon \(T\) , a larger discretization time step leads to less prediction steps N . Since the computational com- plexity oscales with N , it is generally beneficial for td to be as large as possible. -Limit for Increasing \(t_d\): Since larger values of \(t_d\) increase the discrepancy between an upper bound on the maximal admissible error will translate into an upper bound on \(t_d\).

Point Mass System

The details of the Point mass system with disturbance can be found in (Gautam & Nicotra, 2024). We compare the performance of two MPC schemes and a HMPC scheme.

  • MPC1: ts = td = 0.02s;
  • HMPC: ts = 0.02s and td = 0.4s;
  • MPC2: ts = td = 0.4s.
Left: Comparison of the position, velocity, and input trajectories for the three MPC schemes subject to an additive disturbance on the input. Right: The computation time for the three schemes with noise, compared to the sampling time ts = 0.02. HMPC is the only scheme that consistently satisfies the real-time requirements.

The disadvantage of MPC1 becomes apparent by examining the computation time required to solve the underlying OCP. As shown, the time required to solve MPC1 is approximately 30 times more than HMPC and MPC2. This is because MPC1 has a prediction length of N = 100 steps, whereas HMPC and MPC2 have a prediction length of only N = 5 steps.

Nonlinear Lane Change

To emphasize the advantages of HMPC with a more complex example, we consider the nonlinear lane change system detailed in (Liao-McPherson et al., 2020). We compare the state and input trajectories obtained using three different schemes:

  • MPC1: ts = td = 0.04s;
  • HMPC: ts = 0.04s and td = 0.2s;
  • MPC2: ts = td = 0.2s.
Left: The state trajectories for the nonlinear lane change model. The trajectories of MPC1 and HMPC perform similarly, whereas MPC2 leads to an unstable closed-loop response. Right: Computation time utilized by MPC1 and HMPC compared to the sampling time ts. The computation time of MPC2 is not included due to the fact that the response is unstable.

References

2024

  1. Stability Analysis of Hypersampled Model Predictive Control
    Yaashia Gautam, and Marco M. Nicotra
    In 2024 American Control Conference (ACC), 2024

2020

  1. Time-distributed optimization for real-time model predictive control: Stability, robustness, and constraint satisfaction
    Dominic Liao-McPherson, Marco M. Nicotra, and Ilya Kolmanovsky
    Automatica, 2020