Robust output feedback NMPC with guaranteed constraint satisfaction

Nonlinear Model Predictive Control (NMPC) employs a plant model to compute a sequence of optimal control inputs for a finite horizon. As, in reality, there always exists a plant-model mismatch and not all states of the plant can be measured, the NMPC scheme must be robust to plant uncertainties and to estimation errors. Different robust NMPC strategies have been proposed to deal with these uncertainties. Among them, a multi-stage NMPC, which is based upon a scenario tree of future plant evolutions, is less conservative compared to worst-case open-loop approaches because the presence of feedback at future sampling instants is explicitly considered. In multi-stage output feedback NMPC, additional scenarios are created by sampling the innovations that are used to estimate the future states of the plant along the scenario tree. In this paper, we refine our previously published approach to include state estimation errors. Moreover we extend the scheme to guarantee robust constraint satisfaction by calculating reachable sets using Taylor models. The method is demonstrated for a nonlinear chemical process example.