MixedH₂/H_∞robust model predictive control with saturated inputs

Abstract

In this paper, we investigate the mixed H2/H∞ robust model predictive control (RMPC) for polytopic uncertain systems, which refers to the infinite horizon optimal guaranteed cost control (OGCC). To fully use the capability of actuators, we adopt a saturating feedback control law as the control strategy of RMPC. As the saturating feedback control law can be effectively represented by the convex hull of a group of auxiliary linear feedback laws, the auxiliary feedback laws allow us to design the actual feedback control law without consideration of the input constraints directly to achieve the improved performance. Moreover, we suggest the relative weights on the actual and auxiliary feedback laws to the RMPC, which in turn improves the closed-loop system performance. Furthermore, an off-line design of the proposed RMPC is also developed to make it more practical. Numerical studies demonstrate the effectiveness of the proposed algorithm.