Tube-based distributionally robust model predictive control for nonlinear process systems via linearization

Abstract

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to closed-loop performance deterioration and constraint violations. Methods such as stochastic MPC (SMPC) have been proposed to alleviate these problems; however, the resulting closed-loop state trajectory might still significantly violate the prescribed constraints if the real system deviates from the assumed disturbance distributions made during the controller design. In this work we propose a novel data-driven distributionally robust MPC scheme for nonlinear systems. Unlike SMPC, which requires the exact knowledge of the disturbance distribution, our scheme decides the control action with respect to the worst distribution from a distribution ambiguity set. This ambiguity set is defined as a Wasserstein ball centered at the empirical distribution. Due to the potential model errors that cause off-sets, the scheme is also extended by leveraging an offset-free method. The favorable results of this control scheme are demonstrated and empirically verified with a nonlinear mass spring system and a nonlinear CSTR case study.

Zhengang Zhong

Data-Driven Distributionally Robust Control

Zhengang is a PhD candidate at Imperial College London. His PhD research is about data-driven distributionally robust model predictive control.Prior to his PhD research, he holds a Diplom-Ingenieur in Mechatronics from Technische Universität Dresden. His research interests include data-driven optimal control, scientific machine learning, and distributionally robust optimisation.

Dr. Ehecatl Antonio del Rio Chanona

Principal Investigator of OptiML

Antonio del Rio Chanona is the head of the Optimisation and Machine Learning for Process Systems Engineering group based in thee Department of Chemical Engineering, as well as the Centre for Process Systems Engineering at Imperial College London. His work is at the forefront of integrating advanced computer algorithms from optimization, machine learning, and reinforcement learning into engineering systems, with a particular focus on bioprocess control, optimization, and scale-up. Dr. del Rio Chanona earned his PhD from the Department of Chemical Engineering and Biotechnology at the University of Cambridge, where his outstanding research earned him the prestigious Danckwerts-Pergamon award for the best PhD dissertation of 2017. He completed his undergraduate studies at the National Autonomous University of Mexico (UNAM), which laid the foundation for his expertise in engineering.