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New robust stable MPC using linear matrix inequalities

This paper addresses the stability of Model Predictive Control (MPC) with output feedback. The proposed controller uses a new state-space formulation of the system, and the control problem is presented as an LMI optimization problem. The stability condition for the closed loop is included as a Lyapunov inequality. The resulting optimization problem becomes nonlinear with the inclusion of the stabilizing condition. A suboptimal solution is developed and the problem reduces to a pair of coupled LMI problems. An iterative solution that converges to a stable output feedback gain is proposed. A polytopic set of process models can be considered. A simulation example is included in the paper and shows that the proposed strategy eliminates the usual practice of enforcing robustness by detuning the MP controller.

model predictive control; output feedback; linear matrix inequalities; robust stability


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