Robust Model Predictive Control

Concepts of model predictive control are extended to uncertain linear systems. An on-line optimizing control scheme is developed which has as its objective the minimization of the worst-case tracking error for a family of linear plants. For uncertainty descriptions which provide impulse response models as affine functions of uncertain parameters, it is shown that the required minimax optimization can be recast as a linear program. Situations which lead to such an uncertainty description are discussed. An example is presented to demonstrate the properties of the proposed control scheme.