An efficient off-line formulation of robust model predictive control using linear matrix inequalities

The practicality of model predictive control (MPC) is partially limited by its ability to solve optimization problems in real time. Moreover, on-line computational demand for synthesizing a robust MPC algorithm will likely grow significantly with the problem size. In this paper, we use the concept of an asymptotically stable invariant ellipsoid to develop a robust constrained MPC algorithm which gives a sequence of explicit control laws corresponding to a sequence of asymptotically stable invariant ellipsoids constructed off-line one within another in state space. This off-line approach can address a broad class of model uncertainty descriptions with guaranteed robust stability of the closed-loop system and substantial reduction of the on-line MPC computation. The controller design is illustrated with two examples.