Maximum Likelihood Identification of Linear Models With Integrating Disturbances for Offset-Free Control

• 成果类型: Article
• 署名作者: Kuntz, Steven J.; Rawlings, James B.
• 署名单位: University of California System; University of California Santa Barbara
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2025.3547607
• 发表日期: 2025
• 页码: 5675-5689
• 关键词: Linear matrix inequalities; Eigenvalues and eigenfunctions; Maximum likelihood estimation; Kalman filters; Sparse matrices; Tuning; Technological innovation; optimization; Linear systems; training; identification for control; Kalman filtering; Linear matrix inequalities (LMIs); model predictive control (MPC); optimal control

摘要

This article addresses the maximum likelihood identification of models for offset-free model predictive control, where linear time-invariant models are augmented with (fictitious) uncontrollable integrating modes, called integrating disturbances. The states and disturbances are typically estimated with a Kalman filter. The disturbance estimates effectively provide integral control, so the quality of the disturbance model (and resulting filter) directly influences the control performance. We implement eigenvalue constraints to protect against undesirable filter behavior (unstable or marginally stable modes, high-frequency oscillations). Specifically, we consider the class of linear matrix inequality (LMI) regions for eigenvalue constraints. These LMI regions are open sets by default, so we introduce a barrier function method to create tightened, but closed, eigenvalue constraints. To solve the resulting nonlinear semidefinite program, we approximate it as a nonlinear program using a Cholesky factorization method that exploits known sparsity structures of semidefinite optimization variables and matrix inequalities. The algorithm is applied to real-world data taken from two physical systems: a low-cost benchmark temperature microcontroller suitable for classroom laboratories, and an industrial-scale chemical reactor at Eastman Chemical's plant in Kingsport, TN.