Constrained MPC algorithm for uncertain time-varying systems with state-delay

Abstract

In this note, we present a model predictive control (MPC) algorithm for uncertain time-varying systems with input constraints and state-delay. Uncertainty is assumed to be polytopic, and delay is assumed to be unknown but with a known upper bound. For a memoryless state-feedback MPC law, we define an optimization problem that minimizes a cost function and relaxes it to two other optimization problems by finding an upper bound of the cost function. One is solvable and the other is not. We prove equivalence and feasibilities of the two optimization problems under a certain assumption on the weighting matrix. Based on these properties and optimality, we show that feasible MPC from the optimization problems stabilizes the closed-loop system. Then, we present an improved MPC algorithm that includes relaxation procedures of the assumption on the weighting matrix and stabilizes the closed-loop system. Finally, a numerical example illustrates the performance of the proposed algorithm.