NCCR Automation seminar series - Prof. Timm Faulwasser
Our NCCR Automation seminar series continues with Prof. Timm Faulwasser from TU Dortmund.
Title: Necessary and Sufficient Conditions for Stability in Predictive Control? - The Optimal Control Point of View
Abstract: Model Predictive Control (MPC) - or receding horizon optimal control - is a success story of advanced control in terms of industrial impact and continued research interest. Powerful numerical tools, MPC formulations which cover a variety of settings, as well as convergence and stability results evidence the maturity of MPC. Indeed numerous results in the literature state sufficient conditions for convergence and/or stability. Yet, necessary and sufficient conditions are - to the best of the author's knowledge - not known, and, given the variety of choices for MPC design, appear to be challenging.
In this talk, we approach the stability problem from the optimal control point of view, i.e. we analyze the closed loop leveraging the continuous-time maximum principle. We introduce the receding-horizon Hamiltonian - i.e., the value of the optimal control Hamiltonian along the sequence of OCPs solved - as a novel tool for closed-loop analysis. We show how this tool allows the statement of necessary and sufficient conditions for asymptotic convergence of the closed loop to the optimal steady state. We discuss the role of suboptimality and dissipativity in our analysis and we comment on possible extensions.
Biography: Prof. Timm Faulwasser has studied Engineering Cybernetics at the University of Stuttgart. From 2008 until 2012 he was a member of the International Max Planck Research School for Analysis, Design and Optimization in Chemical and Biochemical Process Engineering Magdeburg. In 2012 he obtained his PhD from the Department of Electrical Engineering and Information Engineering, Otto-von-Guericke University Magdeburg, Germany. After postdocs at EPFL, Switzerland, and at Karlsruhe Institute for Technology, Germany, he joined the Department of Electrical Engineering and Information Technology at TU Dortmund University, Germany in 2019. Currently, he serves as associate editor for IEEE Transactions on Automation Control, IEEE CSS Letters, European Journal of Control, and Mathematics of Control Systems and Signals. His research interests are optimization and control of uncertain nonlinear systems and cyber-physical networks with applications in energy, mechatronics, process control, climate economics and beyond.
You can find Prof. Faulwasser's talk on our YouTube channel.
