Journal of Process Control 11 (2001) 649659

www.elsevier.com/locate/jprocont

LMI-based robust model predictive control and its application

to an industrial CSTR problem
Fen Wu *
Department of Mechanical and Aerospace Engineering, North Carolina State University, Raleigh, NC 27695, USA
Received 10 February 2000; received in revised form 13 September 2000; accepted 14 September 2000

Abstract
In this paper, robust model predictive control (MPC) is studied for a class of uncertain linear systems with structured timevarying uncertainties. This general class of uncertain systems is useful for nonlinear plant modeling in many circumstances. The
controller design is characterizing as an optimization problem of the ``worst-case'' objective function over innite moving horizon,
subject to input and output constraints. A sucient state-feedback synthesis condition is provided in the form of linear matrix
inequality (LMI) optimizations, and will be solved on-line. The stability of such a control scheme is determined by the feasibility of
the optimization problem. To demonstrate its usefulness, this robust MPC technique is applied to an industrial continuous stirred
tank reactor (CSTR) problem with explicit input and output constraints. Its relative merits to conventional MPC approaches are
also discussed. # 2001 Elsevier Science Ltd. All rights reserved.
Keywords: Model predictive control; Uncertain linear system; Structured uncertainty; Linear matrix inequality; Industrial application

1. Introduction
Model predictive control (MPC) techniques are
widely used in industrial process control practice
[19,10]. MPC solves an on-line optimization problem at
each step to compute an optimal control prole over
nite horizon of future time. Typically a sequence of
predicted control moves will be calculated, but only the
rst one is implemented. At the next sampling time, the
optimization problem is solved again with new measurements, and control input is updated.
The key advantage of such a methodology compared
with many other control techniques is that it can handle
input/output constraints directly. Although it is popular
in industrial applications, most MPC techniques lack a
guarantee of stability except for some special cases. The
reason is that MPC is in principle a computational
approach, and an analytic expression for the controller
is generally not available. This limits further study of
closed-loop stability properties which is based on such
information. Standard MPC schemes virtually have no

* Tel.: +1-919-515-5268; fax; +1-919-515-7968.

E-mail address: fwu@eos.ncsu.edu

guaranteed robustness because they use nominal models

and perform nite horizon optimization. In the presence
of model mismatch, this type of algorithm could behave
poorly. It is conjectured that the lack of robust stability
on existing applications relates to the use of low performance controllers on open-loop stable processes.
On the other hand, robust control design techniques
were developed to address modeling uncertainty explicitly, but there is no straightforward extension to deal with
input/output constraints. Indirectly such constraints can
be treated by transforming them from time domain to
frequency domain, which often requires some insight of
the real problem and expertise to choose appropriate
weighting functions. Therefore, it is desirable to combine existing MPC and robust control techniques to
develop a control synthesis methodology which can
handle both modeling inaccuracy and hard input/output
constraints simultaneously.
The robust stability properties of MPC have been
studied by many researchers from dierent aspects.
Morari and Zariou [16] discussed how to improve the
robust stability of unconstrained MPC in the framework of internal model control (IMC) by tuning IMC
lters. By modifying the optimization problem to a
``min-max'' problem, Campo and Morari [4] studied

0959-1524/01/$ - see front matter # 2001 Elsevier Science Ltd. All rights reserved.
PII: S0959-1524(00)00052-4

650

F. Wu / Journal of Process Control 11 (2001) 649659

``worst-case'' performance over all model uncertainties

and formulated the constrained robust stabilization
problem as a linear programming (LP) problem. An
alternative approach was considered in [2] based on the
min-max optimization idea, and a computationally less
expensive LP problem was derived as the solution to the
optimization problem. However, it was pointed out in
[29] that the robust stability may not be guaranteed
unless the feedback control is included in the optimization formulation. In the context of receding horizon
control, Michalska and Mayne [15] proved that robust
stability is achievable by introducing terminal conditions at the end of the nite moving horizon. Similar
ideas were explored in [11,21]. for the dynamic matrix
control scheme. By enforcing an end-condition in the
on-line optimization, robust stability was obtained for
this class of MPC algorithm and guaranteed zero oset
from the steady states. It is interesting to note that most
of above results have their robustness properties specied as deviations from desired nite impulse/step
responses. In other words, their approaches were mainly
based on a nite length input/output description of the
uncertain systems and can not be readily extended to
unstable systems.
Zariou and his coworkers [25,26] analyzed the eect
of incorporating constraints to the model predictive
controller using the contraction mapping principle, and
developed some necessary/sucient conditions for
robust stability of MPC. As pointed out in [25], the
existence of hard constraints can largely deteriorate the
performance and stability property, which is more
complicated by model-plant mismatch. Restricted to a
xed active constraint set, the stability property of constrained MPC was studied in [5]. It was shown that the
active constraint will introduce additional feedback
terms to unconstrained controller.
Rawlings and Muske [20,17] found that innite horizon
model predictive control has a nice stability property.
More specically, the feasibility of innite horizon MPC
will guarantee nominal closed-loop stability globally.
While the optimization problem is infeasible, they suggested a remedy by ignoring initial nite step constraints.
It was shown [27] that the feasibility of innite horizon
MPC is achievable by choosing a long enough input
horizon. Other approaches to handle the feasibility
problem were given in [28] through constraint relaxation (soft constraints) procedure.
Recently, Kothare et al. [12] developed a robust MPC
technique using linear matrix inequality (LMI) machinery. the LMI formulation is suitable to deal with
uncertain systems and input/output constraints. In
addition, the development of ecient LMI algorithms
and LMI-toolbox [9] makes on-line implementation
possible. Using the ``worst-case'' performance index
with respect to plant perturbations over a moving innite
prediction horizon, they considered the state-feedback

robust MPC problem for ane uncertain linear systems.

The synthesis problem was formulated as an on-line
optimization problem, subject to input and output constraints. Sucient solvability conditions in terms of LMI
optimizations were derived. A nice property of their MPC
scheme is that the stability of robust model predictive
controller is guaranteed if the optimization problem is
feasible.
In this paper, the LMI-based robust MPC technique
is extended to a general class of uncertain linear systems
with time-varying, linear fractional transformation
(LFT) perturbations. Such a uncertainty description
includes ane uncertainty as a special case, and is often
more appropriate for accurate modeling of nonlinear
systems. For example, the benchmark problem proposed in [23] is naturally described by LFT uncertain
system when both coupling spring and masses are
uncertain quantities. The formulation of the robust
MPC problem and derivation of its synthesis condition
is in line with [12] but providing unied treatment of
uncertainty and input/output constraints. Moreover,
general block diagonal scaling matrices corresponding
to the structured uncertainty are used in the LMI optimization to reduce its conservatism. Finally, the constrained control problem for an industrial continuous
stirred tank reactor (CSTR) is studied carefully using
the proposed robust MPC technique. The applicability
of LMI-based robust MPC methodology is justied
through this case study, and its relative merits to conventional MPC are discussed in detail.
The notation is standard, and will be dened as needed. R stands for the set of real numbers, and Rn represents n-dimensional vector set. Rmn is the set of real
mn matrices. The transpose of a real matrix M is
denoted by MT. A block diagonal matrix with matrices
X1,. . .,Xp on its diagonal will be denoted by
diag{X1,. . .,Xp}. Snn is the set of real, symmetric nn
matrices. If M2Snn, then M>0 (M50) indicates that
M is positive denite (positive semi-denite), and M<0
means negative denite. For x2Rn, the Euclidean norm
1
is kxk : xT x2 . An innite sequence
x:={x1,x2,. . .,},
P
T
with xi2R, is said to be in lp2 if 1
i1 xi xi < 1.
The rest of the paper is organized as follows. Section 2
is devoted to the formulation of the state-feedback
robust MPC problem in the framework of LFT-type
uncertain systems, and a sucient synthesis condition is
provided with its stability proof. In Section 3, modeling
issues relevant to the CSTR problem is rst addressed
and will be shown having large eect on the performance of robust MPC. Then the robust MPC controller
is designed for the uncertain CSTR model with enforced
input and state constraints. The case study of CSTR
problem benets both as demonstration of the robust
MPC technique and benchmark to compare with conventional MPC approaches. The conclusions will be
drawn from Section 4.

F. Wu / Journal of Process Control 11 (2001) 649659

2. Robust model predictive control

2.1. Problem formulation
Consider a discrete-time uncertain linear system T of
Fig. 1, in which T is decomposed into a known linear
time-invariant part G and an uncertain part
.
n
Particularly, the uncertain system T: ln2u ! l2y is given
by
2
3 2
32
3
xk 1
A B0
B2
xk
4 zk 5 4 C0 D00 D02 54 wk 5
1
yk
uk
C2 D20 D22
wk
kzk

where x(k)2Rn, u(k)2Rnu, yk 2 Rny and wk, zk 2

Rnw . All of the state-space matrices have compatible
dimensions. Generally, D0060 and the state-space data
depends on the uncertainty in LFT fashion. This is reasonable because the constrained outputs are often
aected by uncertainties.
is a time-varying, structured
uncertainty which belongs to


D : diagf1 Ir1 ; . . . ; S IrS ;
S1 ; . . . ;
SF : i :

m
m
3
l2 ! l2 ; ki k41;
Sj : l j ! l j ;
Sj 41;
2

i 1; . . . ; S; j 1; . . . ; Fg;
whereP
the operator
PF norm on i,
j is the induced l2 norm
S
and
r

i
i1
j1 mj nw . This general uncertainty
description includes linear time-invariant (LTI) uncertainty, and ane structured uncertainties discussed in
[12] as special cases. Consequently, a scaling set D is
considered


D : diagfD1 ; . . . ; DS ; dS1 Im1 ; . . . ; dSF ImF :
Di 2 Sri ri ; Di > 0; dSj 2 R; dSj > 0; i 1; . . . ; S;
j 1; . . . ; Fg:

(A1) State x is measurable in real-time,

(A2) The uncertain system (1)(2) is robustly stabilizable, i.e. there exist matrices X2Snn, X>0, F 2 Rnu n
and S2D, such that


X
0


S
1

"



A B2 FT

C0 D02 FT

BT0
A B2 F
C0 D02 F

B0
D00

DT00
>0

Let x(k+i|k), y(k+i|k) denote the predicted state and

output based on the measurement at step k. u(k+i|k) is
the predicted control action for step (k+i). In particular, x(k|k)=x(k), y(k|k)=y(k) and ukjk uk. Over
innite horizon [k,1), a ``worst-case'' performance
index of the structured uncertain system at step k is
dened as
J1 k :max

2D

1 n
X
xT k ijkQxk ijk
i0

o
u k ijkRuk ijk

with respect to the uncertainty set D: Q 2 Snn ; R 2

Snu nu are tuning parameters. At each sampling time k,
the control objective of the robust MPC problem is to
minimize the cost function J1(k) subject to model
uncertainty and input/output constraints. This can be
formally dened as
Denition 1. (Robust MPC problem). Given the uncertain
linear system (1)(2) with its uncertainty set D, and
state measurement at sampling
k as x(k), dene the
Ptime
p
p-tuple of integers {`1,. . .,`
},
`
nu and the q-tuple

p
1
P
of integers {m1,. . .,mq}, q1 m ny ; and partition the
input and output conformably. The robust MPC problem at
step k is feasible if the optimization problem
min

It is clear that for any
2D and D2D,
D=D

holds. It is assumed that

651

J1 k


max u k ijk 4u;max  1; . . . ; p
i50


max y k ijk 4y;max  1; . . . ; q;

ukijk;i0;1;...

subj: to

i50

is solvable.
Note that both component-wise peak-bounded and
Euclidean norm-bounded input and output constraints
are included, which must be satised over innite time
horizon.
2.2. State-feedback robust MPC synthesis
Fig. 1. Uncertain system y=Tuu.

The rationale behind the robust MPC synthesis is,

rst over-bound the cost function J1(k), then minimize

652

F. Wu / Journal of Process Control 11 (2001) 649659

the upper bound. Specically, given a Lyapunov function V(x) satises

 T

x k ijkQxk ijk uT k ijkRuk ijk
4Vxk ijk Vxk i 1jk;
then summing up above inequality from k to 1, it follows that J1 k4Vxk for any
2 D. In addition, the
input and output constraints will put more restrictions
on the feasible solution. Modeling uncertainty can be
incorporated using the S-procedure [3,24]. The synthesis
condition of robust MPC is provided in the following
theorem.
Theorem 2. For a scalar g>0, the robust MPC problem
is feasible at step k and J1(k)<g if there exist matrices
X 2 Snn , X>0, Y 2 Rnu n and S2D, T 2D, =1,. . .,q,
such that
2
1
1
X
0
YT R2 XQ2 XAT YT BT2
6
6
0
S
0
0
SBT0
6
1
6
R2 Y
0
Inu
0
0
6
6
1
6
2
QX
0
0
In
0
6
6
4 AX B2 Y
B0 S
0
0
X
C0 X D02 Y

D00 S
3

5

1
xT k
50;
xk
X
u2;max I
YT


Y
50  1; 2;


; p;
X

0
y2;max X
6
6
0
T
6
6C X D Y D Y
4 2;
22;
20;
C0 X D02 Y
D00 T
T
T T 3
XC0 Y D02
7
T DT00
7
750;
5
0

9
wk ijk
k izk ijk;

10

where
k i 2 D: From Eq. (10), it is easy to see that

for any  2 D
wk ijkT  1 wk ijk4zk ijkT  1 zk ijk;
which is equivalent to


xk ijk T
"

wk ijk
C0 D02 FT  1 C0 D02 F

C0 D02 FT  1 D00
DT00  1 D00

11

Proof. Suppose that conditions (5)(8) are satised at

step k. Using the state-feedback control law uk ijk
Fxk ijk YX 1 xk ijk; the closed-loop system is
given by
3
2
3 2
xk i 1jk
A B2 F
B2 

7 xk ijk
6
7 6
zk

ijk

D
F
D
;
4
5 4 0
02
00 5
wk ijk
yk ijk
C2 D22 F D20

DT00  1 C0 D02 F


xk ijk

50:
wk ijk

XCT0 YT DT02
7
SDT00
7
7
7
0
7 > 0;
7
0
7
7
5
0

respectively. A robustly stabilizing state-feedback controller is given by F=YX 1.

XCT2; YT DT22;
T DT20;
Im
0

T
where the rows of Y, and the rows of C2, D20, D22 are
partitioned conformably to the p-tuple and q-tuple

Dene a Lyapunov function V(x):= xTX 1x. By Schur

complement, condition (5) can be rewritten as
#
 1
 "
X
0
A B2 FT C0 D02 FT
0
S 1
BT0
DT00
"
#
 1


1
1
A B2 F
B0
X
0
1 FT R2 Q2

0
S 1 C0 D02 F D00
0
0
" 1
#
R2 F 0
> 0:
12
1
Q2 0
Pre-multiply [xT(k+i|k) wT(k+i|k)] and post-multiply its
transpose on both sides of above equation, it is clear that
the closed-loop system forms a contractive mapping from
[xT k ijk wT k ijk] to [xT k i 1jk zT k ijk]
[18], i.e.
xT k i 1jkX 1 xk i 1jk
zT k ijkS 1 zk ijk < xT k ijkX 1 xk ijk
wT k ijkS 1 wk ijk:
Because zT k ijkS 1 zk ijk5wT k ijkS 1 wk
ijk, one get

F. Wu / Journal of Process Control 11 (2001) 649659

xT k i 1jkX 1 xk i 1jk
< xT k ijkX 1 xk ijk 8i50:

13

 T
1
x k ijkX 1 xk ijk i0 is a strictly decreasing
sequence and bounded below by 0. So limi ! 1 xk
ijk 0 and the uncertain system is robustly stabilized.
Multiply (12) from the left by [xT(k+i|k) wT(k+i|k)]
and its transpose from the right side, and observe (11),
one has
xT k ijkQxk ijk uT k ijkRuk ijk
< Vxk ijk

Vxk i 1jk;

653

over the entire horizon, then it goes back to a robust

controller. However, in the presence of uncertainty, the
controller may have a strong dependence on the state of
the system as shown by [12]. Thus solving the optimization problem on-line will improve the performance
signicantly.
From the proof of Theorem 2, it is clear that (12) is
always satised if the uncertain system is robustly stabilizable. So it is feasible for any choice of Q,R50
(simply picking large enough ). In other words, change
of parameters Q,R will not aect feasibility of the optimization problem, but the performance level.
2.3. Robust stability

which leads to J1(k)<V(x(k))4g.

From condition (8), we got for each partitioned output
" 2
# "
#
y;max I
0
C2; D22; FT C0 D02 FT
DT20;
DT00
0
T 1
"
#

I
0
C2; D22; F D20;

50;
0 T 1
C0 D02 F
D00

Theorem 2 states that the closed-loop system is

robustly stable if the same state-feedback control law is
implemented after step k. Since the optimization problem will be solved for each sampling time, the stability
of robust MPC algorithm over the entire horizon needs
to be determined. The following theorem guarantees
asymptotic stability of robust MPC as long as the optimization problem is feasible at its initial step.

which implies [using (11)]

C2; D22; Fxk ijk D20; wk ijk 2 4y2
;max ;

Theorem 5 ([12]). The feasible state-feedback robust

MPC law provided by Theorem 2 stabilizes the uncertain
linear system (1)(2) asymptotically.

for any i50

and
(k+i)2D. Therefore, maxi50


yn k ijk 4y;max ;  1; 2; . . . q:
Similarly for each partitioned input

2

2
max u k 1jk max Y X 1 xk ijk
i50
i50

2
4 max Y X 1 v

Proof. For clarity, the optimal solution of LMIs (5)(8)

at step j will be denoted by Xj , j , Yj , Sj etc
From (13), it is easy to see that

vT X 1 v41

4lmax Y X 1 YT ;
which is less than u2;max by (7).

&

Remark 3. The solvability condition given in Theorem 2 is

sucient only. However, general scaling matrices S and
T, =1, 2,. . . q were used to reduce the conservatism of
robust MPC algorithm, which is slightly better than the
results in [12]. The trade-o is more variables involved in
the on-line optimization problem. It is also possible to
explore the realness of uncertain parameters using additional variables [8].
Remark 4. A single X was enforced in conditions (5)(8).
Although this is common in practice to obtain a tractable
LMI problem, such a assumption is potentially conservative [7].
The robust MPC scheme provided by Theorem 2 has
mixed avor of robust control and model predictive
control. For example, if the state-feedback controller
calculated from the rst step optimization is implemented

xT k 1Xk 1 xk 141;
given xT(k)Xk 1x(k)41 and x(k+1) as one instance of
x(k+1|k). So the optimal solution at step k is also a
feasible solution of (5)(8) for all steps afterwards.
Secondly, because Xk+1,gk+1 is the optimal solution
but Xk, gk only a feasible solution at step (k+1), it holds
1
xk 14 k xT k 1Xk 1 xk 1
k1 xT k 1Xk1

Combined with (13), then

1
xk 1 < k xkXk 1 xk 8k50:
k1 xT k 1Xk1
n
o1
So j xT jXj 1 xj
is a strictly decreasing sequence
j0

and bounded below by 0. Moreover, limj ! 1 xj 0

because j>0 and Xj is positive-denite.
&

3. Industrial problem
In this section, a nonlinear, continuous-time stirred
tank reactor (CSTR) problem will be considered. The

654

F. Wu / Journal of Process Control 11 (2001) 649659

control problem of CSTR has been studied using various control techniques. To exploit its input and output
constraints explicitly, the robust MPC technique is
applied here for constrained controller design. The application to the CSTR model will demonstrate usefulness
of robust MPC to industrial problems, and serve as a
benchmark to evaluate its advantages and drawbacks to
conventional MPC techniques.
3.1. Modeling of CSTR
Stirred tank reactors are commonly encountered in
process industries. The CSTR problem discussed here
represents a rst-order, irreversible, exothermic kinetics
reaction (A!B). The mass and energy balances of the
reaction are described by the following nonlinear dierential equations [22].
dCA Qf

CAf
dt
V
dT Qf

Tf
dt
V

CA
T

k0 CA e

Ea
RI T;

k0 CA

He
Cp

14
Ea
RI T

UAh
T
VCp

Tc :
15

Two state variables of the model are reactant concentration CA and reactor temperature T, and the
manipulated variable is cooling water temperature Tc.
The meanings of all other symbols are listed in Table 1.
To reveal the relevant dynamics, Eqs. (14) and (15) are
normalized using dimensionless variables x1, x2, u and d,
:
x1
x2

x1 Da 1
x2 BDa 1

x1 e

x2
1x2 = ;

x1 e

x2
1x2 =

16
x2 u d;

where
CAf CA
T Tf 0
Tc Tf 0
x2 :
u :
Tf 0
Tf 0
CAf
Tf Tf 0
d :
Tf 0

HCAf
V
UAh
B :
Da : k0 e  :
 :
Qf
Cp Tf 0
VCp
Ea
:
RI Tf 0
x1 :

Due to its nonlinear characteristics, previous theoretical interest in control of CSTRs was largely based on
nonlinear geometric control theory, such as feedback
linearization techniques. In practice, PID controls are
widely used and robustness has been achieved through
somewhat ad-hoc controller tuning. The major shortcoming of these techniques is lack of robustness guarantees.

Robust control technique is able to address its robust

properties. But before its application, certain type of
problem reformulation is required to t into robust
control framework.
Ref. [6] derived a rigorous uncertain linear model
from the CSTR plant using conic sector bounded nonlinear uncertainties. Specically, given an equilibrium
(x10, x20, u0) of the CSTR model and its operating window
[x10 x1r ; x10 x1r  x20 x2r ; x20 x2r ] in phase
plane, one can formulate an uncertain linear system
which accommodates the behavior of the original nonlinear plant (possibly conservatively). Let x1 :
x10 x~ 1 ; x2 : x20 x~ 2 and u u0 u~, then
2: 3 2
3
C11
C12
1 1 0 0
x~ 1
6: 7 6
6 x~ 2 7 6 BC11  BC12   B B   7
7
6 7 6
7
6 7 6
7
R
0
0
0
0
0
11
6 z1 7 6
7
6 76
6 z2 7 6
0
R12
0 0 0 07
7
6 7 6
7
6 7 4
1
0
0 0 0 05
4 y1 5
0

y2
3
x~ 1
6 x~ 2 7
6 7
6 7
6 w1 7
6 7
6w 7
6 27
6 7
4 u~ 5
2

18

d


w1
w2

where
C11


1
0
h

0
2



z1
z2


141 ; 2 41; LTV;

19

i
x20 x2r
Da e1x20 x2r = =2;
i
x20 x2r
Da e1x20 x2r = =2;
#
x x
x
x

x20 x2r

Da e1x20 x2r =

h
x20 x2r
R11 Da e1x20 x2r =
"
20 2r
Da 1 x10 1x2020 x2r2r =
1x
x =
e
e 20 2r ;
C12
2x2r
x20 x2r
x20 i
2r
Da 1 x10 h 1xx20 x
e 20 x2r = e1x20 x2r = 2e1x20 = :
R12
2x2r

Furthermore, an additional integral action is introduced to eliminate the steady state error in the rst
state, that is
:
x~ 3 x~ 1 :
20
The state x~ 3 is articial and available for state-feedback
use. It will be incorporated into the optimization cost
function to penalize the tracking error of the rst state.
No hard constraint will be put on this articial state.
Another approach for nonlinear system modeling is
through global linearization [3,14]. Consider a nonlinear
system with the equilibrium (0,0,0)

F. Wu / Journal of Process Control 11 (2001) 649659

Table 1
Relevant constants for the CSTR dynamic model
Reaction area
Feed concentration
Heat capacity
Activation energy
Heat of reaction
Reaction rate constant
Feed stream ow rate
Ideal gas temperature
Actual feed temperature
Nominal feed temperature
Overall heat transfer coecient
Reactor volume

Ah
CAf
Cp
Ea

H
k0
Qf
RI
Tf
Tf0
U
V

:
xt fxt; ut; dt;

21

yt gxt; ut; dt:

22

Suppose its Jacobian matrix lies in a convex polytope

,
i.e.
2
3
@f @f @f
6 @x @u @d 7
4 @f @g @g 5 2
8x; u; d;
@x @u @d
then every trajectory of the original system (21)(22) is
also a trajectory of the uncertain system described by
the polytope
. Global linearization is useful because it
provides a systematic procedure for nonlinear model
approximation. Nevertheless, the uncertain model
derived from this approach is generally conservative
compared with conic sector method. It is worthy to
mention that the degree of conservatism associated with
a specic modeling strategy has direct impact on the
successful implementation of robust MPC design.
All derivatives of the CSTR model are computable
analytically. The resultant uncertain system from global
linearization approach has the same structure as (18)
(19). While C11, R11 remain unchanged, other coecients of the uncertain model become

2r
Da 1 x10 x1r 1xx20 x
e 20 x2r =
C12
2
1 x20 x2r =

Da 1 x10 x1r 1xx20 xx2r =

e 20 2r =2;
1 x20 x2r = 2

R12

2r
Da 1 x10 x1r 1xx20 x
e 20 x2r =
2
1 x20 x2r =

Da 1 x10 x1r 1xx20 xx2r =
20 2r
e
=2:
1 x20 x2r = 2

Indeed, such a model is found much more conservative

than the previous one. Thus it would only be used for
comparison reason in sequel.

655

To apply robust MPC results of Theorem 2, the

uncertain linear system (18)(20) is discretized using a
sampling time Ts=0.1 and Euler approximation.
3.2. Robust MPC design and simulation
Robust controllers for CSTR were developed [1,6]
using structured singular value (-synthesis). One
drawback of their approaches is that some realistic
design requirements, such as bounded control eort and
states were not incorporated into the design stage.
Consequently, the input/output constraints were handled
implicitly by either choosing weighting functions or
tuning lter parameters.
On the contrary, the robust MPC technique is developed
with the capacity to handle input/output constraints and
model mismatch. Through on-line constrained optimization, robust MPC will try to nd the best control prole
subject to modeling uncertainty and input/output constraints at each step, and update the control action when
new measurement is available. Although the state-feedback gain at each step is known, an explicit controller
formula over entire horizon is generally not available.
The control performance of robust MPC will be evaluated through extensive nonlinear simulations. The
control objectives of the CSTR problem include set
point tracking and regulation of reactant concentration
with respect to the perturbation in feed temperature.
Relevant constants for the case study are given in Table
2. It is easy to verify that both uncertain systems are
robustly stabilizable over the operating window, i.e.
condition (5) along is always satised.
It is conceivable that not every point in the operating
window would be feasible. This is partly due to inadequate uncertain system modeling, and the conservatism
associated with the solvability condition in Theorem 2.
As mentioned in Remark 3, feasibility conditions (5)(8)
could be conservative because a common X is enforced.
To determine whether robust MPC is applicable to the
CSTR problem, a global search was performed to nd
its feasible region. Recall that feasibility of an operating
point can be checked by its rst step optimization. Most

Table 2
Parameter settings for the case study



B
Da
Equilibrium (x10, x20,u0)
Operating window
[x10 x1r,x10+x1r][x20 x2r,x20+x2r]
Input constraint umax
Output constraint ymax

1.0
0.3
20.0
1.0
0.072
(0.3,1.96,7.5)
[0,0.6][0,3.92]
10
[0.3,1.96,1]

656

F. Wu / Journal of Process Control 11 (2001) 649659

points within the operating window are feasible in conic

sector case. On the other hand, the feasibility domain
was sought using the uncertain model from global linearization, and a much smaller region was found. The feasible sets for both uncertain models were plotted in Fig.
2. Generally, the level of control input (umax) is related
to the operating point. Thus these regions only reect
the situation when umax=10.
Some suggestions to improve feasibility of the optimization problem can be given:
increase umax, ymax to relax the optimization problem,
reduce the operating window of the nonlinear system.
The rst scenario of the case study is about set point
tracking without disturbance using robust model predictive controller. It is assumed that the set point is origin
of the uncertain system, i.e. the equilibrium (x10,x20,u0).
Therefore the transition of operating conditions can be
viewed as driving from dierent initial conditions to the
equilibrium. Note that it is not possible to shift the
uncertain model as suggested in [10,12] because of timevarying uncertainty.
Several initial conditions in the operating window are
randomly chosen as (0.02,1.1), (0.1,0.4), (0.5, 0.1) and
(0.57, 0.3). The parameters R, Q in the cost function (4) are
Q diagf1; 1; 1g; R 1;

23

The tracking performance from these initial conditions were simulated in Fig. 3. Clearly, states x1,x2
approached their set point quickly (less than 2.5 time
units) while constraints on input and states were satised over the entire horizon. Since the optimization
index is dened over innite horizon and its upper
bound is always nite during the simulation, this
implies both states converge asymptotically to the equilibrium. On the other hand, the constrained robust
state-feedback controller constructed from initial optimization was implemented, and the convergence rate of
states x1,x2 was found much slower in this case. So the
strategy of on-line optimization is well justied.
For the CSTR problem, the proposed synthesis condition will be the same as Kothare's results because the
block size of uncertainty 1, 2 is 1. However, if we
assume 1=2, then it is possible to reduce the conservatism associated with the synthesis condition in [12]
utilizing full block diagonal scaling matrix. Given initial
condition (0.57, 0.3), the one-step optimization with full
block S produces =434.15 compared with =2150.0
resulting from Kothare's synthesis condition. This
clearly demonstrates the advantage of full block diagonal scaling over diagonal matrix.
Secondly, the disturbance rejection ability of the
robust MPC is examined. Although robust MPC was

Fig. 2. Feasibility regions of both uncertain models: 1. Conic sector approach (solid), 2. global linearization approach (dash).

F. Wu / Journal of Process Control 11 (2001) 649659

originally developed for non-disturbance uncertain

models, it can be applied to the situation when disturbance exists. The time-varying disturbance trajectory
is given by

dt

8
<
:

1
0:5  t
1

657

04t < 3
3 34t < 7
t57

Using the same parameters R,Q as (23) rst, the control performance of robust MPC was found quite sluggish. Then Q, R were changed to Q=diag{106, 106,
106}, R=10 2 respectively, reasonable tracking performance was obtained. Simulation results for both cases
were shown in Fig. 4. Clearly, the disturbance was lard
gely cancelled by control input, which is about
.
Both states x1, x2 moved away from their initial values
rst, then went back gradually. The deviation of the
second state from its initial value is relatively large, and
it can be reduced using another integrator.
3.3. Comparison
Despite of their superuous similarity, robust MPC
dierentiates from conventional MPC techniques in
several aspects.

Fig. 3. Set point tracking from various initial conditions; 1. (0.02, 1.1)
(solid), 2. (0.1, 0.4) (dash dot), 3. (0.5, 0.1) (dot), 4. (0.57, 0.3) (dash).
(a) normalized reactant concentration x1; (b) normalized reactor temperature x2; (c) normalized cooling water temperature u.

. Modeling: Conventional MPC are largely based on

nominal LTI models, while robust MPC is able to
take into account model uncertainty. It was shown
by the case study that choosing ``right'' uncertain
model for a given nonlinear system may have large
eect on the performance of robust MPC design.
Conventional MPC techniques are generally not
applicable to nonlinear systems, and its extension
to nonlinear case is still an active research area.
. Stability: The robust stability of robust MPC is
closely related to the feasibility of the optimization
problem, which can be determined by the rst step
optimization. In contrast, this information can
only be obtained for conventional MPC when online optimization breaks down or passes through
the entire horizon.
. Tuning: The optimization parameters Q, R often
plays an important role for the stability of conventional MPC design. They have no inuence on
the stability of robust MPC, but its performance.
Therefore parameter tuning is a relatively simple
matter for robust MPC design.
. Flexibility: Conventional MPC is quite exible to
specify time-varying input and output constraints,
and time-varying tuning parameters Q, R. While this
is possible for robust MPC, its feasibility needs to be
determined. Moreover, symmetric input/output constraints are assumed in current robust MPC scheme.
. Feedback form: Only state-feedback robust MPC
is developed based on LMI formulation. However,
output feedback controllers are often required in
practice when not all states are measurable. This
may requires some iterative computational scheme
like DK iteration.

658

F. Wu / Journal of Process Control 11 (2001) 649659

Fig. 4. Disturbance rejection with dierent parameters: 1. Q=diag{1,1,1}, R=1 (solid), 2. Q=diag(106,106,106}, R=10
reactant concentration x1; (b) normalized reactor temperature x2; (c) normalized cooling water temperature u.

4. Concluding remarks
Motivated by the work of [1214], the robust MPC
technique was generalized to an important class of
uncertain linear systems with LFT-type perturbations.

(dash). (a) normalized

This class of uncertain systems is general enough and

relevant to nonlinear system modeling. LMI-based
robust MPC methodology was shown capable to incorporate both modeling uncertainty and input/output
constraints into an on-line optimization problem. A

F. Wu / Journal of Process Control 11 (2001) 649659

sucient synthesis condition was derived and formulated as LMI optimization, from which the control
action can be calculated. The stability of robust MPC is
guaranteed as long as the optimization problem is solvable at the initial step. Then a constrained CSTR problem was considered using robust MPC design
technique. The simulation results support the applicability of this control technique to industrial problems.
It was further shown that the performance of robust
MPC is closely related to the uncertain model derived
from original nonlinear plant. Finally, its relative merits
to conventional MPC were carefully evaluated. Needless to say, the main advantage of robust MPC technique is its capability to deal with both model mismatch
and constraints as well as stability guarantee. Hopefully
such a discussion will reveal current limitations of
robust MPC and possible directions for its future
development.
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