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The Development of Neural Network Based System Identification ...

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174 CHAPTER 6 NEURAL NETWORK BASED PREDICTIVE CONTROL SYSTEM<br />

input variable constraints, matrices C 1 and C 2 are defined as follows:<br />

⎡ ⎤<br />

⎡<br />

⎤<br />

I<br />

I 0 0 · · · 0<br />

I<br />

I I 0 · · · 0<br />

C 1 =<br />

I<br />

; C 2 =<br />

I I I · · · 0<br />

⎢.<br />

⎥<br />

⎢.<br />

⎥<br />

⎣ ⎦<br />

⎣<br />

⎦<br />

I<br />

I I I · · · 0<br />

In the cost function (6.31), the matrix Φ T Φ + ¯R is also known as the Hessian<br />

matrix and is assumed to be positive definite. Since the cost function in Equation (6.31)<br />

is considered quadratic with linear inequality constraints, the problem <strong>of</strong> minimising<br />

the cost function becomes the equivalent problem for finding the optimal solution in<br />

Quadratic Programming (QP) study. <strong>The</strong> constraint equation in Equation (6.35) can<br />

be expressed in a compact form as:<br />

M∆U ≤ γ (6.36)<br />

where M is a matrix representing the constraints with its number <strong>of</strong> rows equal to the<br />

number <strong>of</strong> constraints and the number <strong>of</strong> column equal to the dimension <strong>of</strong> vector ∆U<br />

(if considering SISO case). When the system is fully imposed with all three types <strong>of</strong><br />

constraints, the number <strong>of</strong> constraints are equal to D = (4 × m × N c ) + (2 × q × N p ),<br />

where the constant m is the number <strong>of</strong> inputs and the constant q is the number <strong>of</strong><br />

outputs in the system.<br />

6.8.1 <strong>The</strong> Hildreth’s Quadratic Programming Procedure<br />

In the formulation <strong>of</strong> MPC problem, constraints imposed in the problem formulation<br />

represent the desired range <strong>of</strong> operation for the plant. <strong>The</strong> Active Set method, Primal<br />

Dual Inferior Point method, Hildreth’s QP procedure and Shor’s r-Algorithm are some<br />

examples <strong>of</strong> methods that handle optimisation solutions involving constraints [Wang,<br />

2009d, Truong, 2007, Luenberger and Ye, 2008]. In the Active Set method, the active<br />

constraints (constraints that meet the condition M∆U = γ) need to be identified along

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