Autocovariance-based plant-model mismatch estimation for linear model predictive control

In this paper, we present autocovariance-based estimation as a novel methodology for determining plant-model mismatch for multiple-input, multiple-output systems operating under model predictive control. Considering discrete-time, linear time invariant systems under reasonable assumptions, we derive explicit expressions of the autocovariances of the system inputs and outputs as functions of the plant-model mismatch. We then formulate the mismatch estimation problem as a global optimization aimed at minimizing the discrepancy between the theoretical autocovariance estimates and the corresponding values computed from historical closed-loop operating data. Practical considerations related to implementing these ideas are discussed, and the results are illustrated with a chemical process case study.