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ARENBERG DOCTORAL SCHOOL Faculty of Engineering Science Embedded Model Predictive Control and Moving Horizon Estimation for Mechatronics Applications Milan Vukov Dissertationpresentedinpartial fulfillmentoftherequirementsforthe degreeofDoctorinEngineeringScience April 2015 Embedded Model Predictive Control and Moving Horizon Estimation for Mechatronics Applications MilanVUKOV Examinationcommittee: Dissertationpresentedinpartial Prof.dr.ir.D.Vandermeulen,chair fulfillmentoftherequirementsfor Prof.dr.M.Diehl,supervisor thedegreeofDoctor Prof.dr.ir.J.Swevers,co-supervisor inEngineeringScience Dr.H.J.Ferreau,co-supervisor (ABBCorporateResearch) Prof.dr.ir.H.Bruyninckx Prof.dr.ir.M.Moonen Prof.dr.ir.F.Logist Prof.dr.J.BagterpJørgensen (TechnicalUniversityofDenmark) April2015 ©2015KULeuven–FacultyofEngineeringScience Uitgegevenineigenbeheer,MilanVukov,KasteelparkArenberg10,B-3001Heverlee(Belgium) Allerechtenvoorbehouden.Nietsuitdezeuitgavemagwordenvermenigvuldigden/ofopenbaargemaakt worden door middel van druk, fotokopie, microfilm, elektronisch of op welke andere wijze ook zonder voorafgaandeschriftelijketoestemmingvandeuitgever. Allrightsreserved.Nopartofthepublicationmaybereproducedinanyformbyprint,photoprint,microfilm, electronicoranyothermeanswithoutwrittenpermissionfromthepublisher. Acknowledgments I still feel quite strange in this, new, situation. Almost four and a half years ago,atthebeginningofmyPhDadventure,reachingtheendseemednearly impossible.Yet,aftermanyhoursofwork,manyupsandabitmoredowns, manycollaborationsandhelpfromanumberofveryfinepeopletheadventure cametotheend. MyfirstofficialmeetingwithmysupervisorMoritzDiehlwasinaparknear NaamsepoortinLeuven.QuiteatypicalIwouldsay.LaterwhenIjoinedhis groupIrealizedenvironmentinthegroupwasatypicalaswell,fullofflexibility. Moritz, I would like to thank you for a given opportunity to pursue a PhD degreeinyourgroupandsharingyourvastenthusiasmwithme.Moreover,I amgratefulforyouralwayspositiveattitude,nomatterhowdifficultsituations weencountered. IwouldliketothankallthemembersofmyPhDjury,prof.JanSwevers,Hans JoachimFerreau,prof.HermanBruyninckx,prof.MarcMoonen,prof.Filip Logist and prof. John Bagterp Jørgensen, for their valuable comments and remarksgivenonmyresearchandthePhDmanuscript.Inaddition,Ithank Joachimforguidingmeintheearlystagesofmystudies,occasionallyreminding meofthebiggerpicture. FundingbytheEUprojectsFP7-EMBOCON,ERCHIGHWINDandEurostars SMARTisgratefullyacknowledged. Andrew Wagner and I spent countless hours in the kite lab. We used to work hard, but sometimes just goofing off. Thanks for helping me out with i ii ACKNOWLEDGMENTS myproblems,ideasandgivingsometimesnegativefeedbackthatmademe thinkevenmore.Besidesworkingtogetheronresearchactivities,GregHorn infectedmewithPythonandtaughtmetheAmericanslang.Thanksforthat! Thanks to Sébastien Gros sometimes chaotic trains of thoughts in my mind wereputontherighttracks.ItwasmypleasuretoworkwithGianlucaFrison. IwishIhadmetyouearlier.BrainstormingsessionswithJoelAnderssonare highlyappreciated.Ihavealwaysenjoyedthemverymuch. Ihadachancetospendqualitytimeandcollaboratewithmanysmartpeople ImetontheArenbergcampus.Here,Iwouldliketoexpressmygratitudeto HammadAhmad,MaxBögli,JanickFrasch,KurtGeebelen,JorisGillis,Boris Houska,TomKraus,AdelehMohammadi,ReinhartPaelinck,RienQuirynen, MichalSalajandMarioZanon. AbigthanksalsogoestoAlexanderDomahidiforprovidingexcellenttech supportforhissolvers.Moreover,IamgratefultoTobiasGlückforsharinghis pendulummodels. Theincreasingamountofadministrativetaskswascarriedoutwiththeefficient support from Veronique Cortens, Jacqueline De bruyn, Ida Tassens, Elsy VermoesenandJohnVos.Thankyouverymuchforyourefforts! DuringmyinternshipatAmpyxPowerin2013,Ihadachancetoexperiencelife inastartup.Ithankeveryonethereformakingmefeelwelcomedandlikea partoftheteam.Despitetheirbusyschedules,SörenandMatalwaysmanaged tobehelpfulandenthusiastic.Thankyoualotguys! Theex-YucrewmademystayinLeuvenevenmorememorable.Iamindebted toIvanandBogdaninsomanyways,particularlyfortheperiodwhenIjust movedtoLeuven.Moreover,Iowethanks,innoparticularorder,to:LićVu, TićMa,Mire,Paja,Ilija,Marija&Topke,Ljilja,Jelena,Milica&Danilo,Dušan, Anđelo,Gorana&Ivan,Ivana,Damjan,Marina&Bane. MymotherDušanka,sisterJovanaandfatherRatomirhavealwaysencouraged me,sharedtheirloveandsupport.Thankyouforbeingthereformeandmaking thosehundredsofkilometersbetweenuslooksmall.Iwouldalsoliketothank mymother-andfather-in-law,NadaandPetar,fortheirgeneroushelpinthe finalstageofmyPhD. I can hardly imagine finishing this adventure without my family, my wife SnežanaandoursonNikola.Snežana,thankyouforjustlisteningtomystories abouttechnical&researchrelatedsillystuff,thoughIknewmostofthemwere ACKNOWLEDGMENTS iii boring and uninteresting to you. Knowing how much hard for maintenance I was,youdidareallygoodjobbeingmyvoiceofreason,patientandalways encouraging.Thankyouforbelievinginme,thankyouforyourlimitlesslove. Tisimojludikamenspoticanja. MilanVukov Leuven,April2015 Abstract The concepts of Model Predictive Control (MPC) and Moving Horizon Estimation (MHE) received widespread acceptance in both industry and academia.Thisisduetotheabilitytoexplicitlydefineobjectivesandconstraints intheframeworkofdynamicoptimization.Thosekeyfactseventuallyleadto improvedcontrolperformance.Progressintheareaofoptimizationalgorithms and computational hardware in the last two decades have extended the applicability of numerical optimization to mechatronics applications. In particular,theapplicabilitywasextendedforsmall-scalesystemswithtime constants in micro- and millisecond range. Following the success convex quadraticprogramming(QP)solversmadeinlinearMPC,theideashavebeen extendedfornonlinearMPCandMHE. This thesis aims to further reduce the gap between academia and industry. WithoptimizedsoftwarefornonlinearMPCandMHEandextendedproblem formulationswecanefficientlyhandlecomplexnonlinearsystems,possibly working under nonlinear constraints. We present recent extensions to the ACADOCodeGenerationTool(CGT).Oncespecified,theproblemstructure isexploitedofflinebythetoolthatgeneratesthetailoredcodeoptimizedfor executioninreal-timeenvironments.Wedemonstratethestrengthofthenewly developedfeaturesofthetoolinnumericalsimulationsandtworeal-world applications. Ournumericalsimulationsshowreadinesstoeffectivelytreatproblemsonboth shortandlonghorizons.Forthesystemswithafewstatesandfewcontrols solution times in the microsecond range are observed. Our largest test case involvesanMPCformulationcomprising33states,3controls,andaprediction v vi ABSTRACT horizonof50steps.Thistestcasecomprises1800optimizationvariablesandis possibletosolveonmodernhardwareinunder50milliseconds.Foranothertest problemwherelongpredictionhorizonsarethenecessity,weobservesolution timeslessthan4millisecondsinatestcasewiththehorizonof150steps. ThefirstexperimentalstudyistheapplicationofnonlinearMPCandMHEtoa laboratoryscaleoverheadcrane.Herewepresentcomputationalperformance oftwogenerationsoftheACADOCGT.Usingtheoriginalimplementationof thetoolandonlyanMPCcontrollerinthefirstcontrolscenario,weachieved executiontimescloseto1millisecond.Withtherecentlyoptimizedcode,we attainednearlythesameexecutiontimes,nowwithbothnonlinearMHEand theMPCintheloop.Inaddition,withthemoreoptimizedcodewereached averageruntimesforthenonlinearMPCthreetimesfasterthanwiththeoriginal implementation. Theaimofthesecondreal-worldapplicationistovalidatethecomputational performanceoftheauto-generatedMHEandMPCsolversonanexperimental setupforrotationalstart-upofanairbornewindenergysystem.Thesystem modeldescribescomplexnonlineardynamicscomprising27differentialstates, 1 algebraic state and 4 controls. The results confirm that nonlinear MPC formulationwithmorethan1500optimizationvariablesissolvedinjustless than5millisecondsreducingthetotalfeedbacktimetobelow10milliseconds.

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Brainstorming sessions with Joel Andersson are applicability of numerical optimization to mechatronics applications. In particular, the formulations we can efficiently handle complex nonlinear systems, possibly working under
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.