MPC-Relevant Prediction-Error Identification

A prediction-error-method tailored for model based predictive control is presented. The prediction-error method studied are based on predictions using the Kalman filter and Kalman predictors for a linear discrete-time stochastic state space model. The linear discrete-time stochastic state space model is realized from a continuous-discrete-time linear stochastic system specified using transfer functions with time-delays. It is argued that the prediction-error criterion should be selected such that it is compatible with the objective function of the predictive controller in which the model is to be applied. The suitability of the proposed prediction error-method for predictive control is demonstrated for dual composition control of a simulated binary distillation column.