Problem with mpc controller for a LPV system

[Ali Reza]

Hi

I am new to casadi.I am writing a code to design a mpc controller for a LPV system. Everything seems simple but  the output doesn't follow the set point. I checked it multiple times, but no improvement was achieved.

Tnx for Help

[Joris Gillis]

Hi there,

You have a linear system and quadratic objective, so best is to to start from an infinite-horizon unconstrained controller (lqr in Matlab).

Compare that result with an unconstrained MPC with long horizon; and only then check behavior when constraints are added and horizon becomes very short.

The jump from infinite-horizon to finite-horizon brings stability issues. It may be that you need a terminal/arrival cost as well as a terminal set constraint.

Consult any textbook on linear MPC for this.

Some remarks on your code:

 - D has wrong dimensions
 - your joint x,y update is wrong; write y=Cx+Du before x=Ax+Bu

 - you have a single Opti instance that you grow by adding variables and constraints all the time.

   Instead, do a fresh Opti instance for each sampling time, or do a parametric one upfront.

Best regards,

  Joris

[Ali Reza]

Dear  Joris 

thank you for your help.