Linear Reduced Order Model Predictive Control

Abstract: Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless, high-dimensional models arise in many settings, for example discretization methods for generating finite-dimensional approximations to partial differential equations can result in models with thousands to millions of dimensions. In such cases, reduced order models (ROMs) can significantly reduce computational requirements, but model approximation error must be considered to guarantee controller performance. In this work, a reduced order model predictive control (ROMPC) scheme is proposed to solve robust, output feedback, constrained optimal control problems for high-dimensional linear systems. Computational efficiency is obtained by using projection-based ROMs, and guarantees on robust constraint satisfaction and stability are provided. Performance of the approach is demonstrated in simulation for several examples, including an aircraft control problem leveraging an inviscid computational fluid dynamics model with dimension 998,930.