A Parametric Optimisation Approach for Robust Mpc

In this paper an algorithm is presented for deriving the explicit robust model based optimal control law. The system is represented by linear, discrete-time, timeinvariant model with constraints on control and state variables and a quadratic objective function. Using the fundamentals of flexibility analysis the algorithm proposed in this paper derives the robust optimal control law off-line as a function of the state of the process, thus eliminating the repetitive solution of on-line optimisation problems. Hence, the on-line implementation is reduced to a sequence of simple function evaluations. The key advantageous features of the algorithm are demonstrated via an illustrative example. Copyright © 2002 IFAC