Application of robust open-loop and closed-loop model predictive control to processes with safety constraints

This paper presents an approach for robust open-loop and closed-loop control of nonlinear processes with safety constraints. The approach leads to trajectories that establish a dynamic safety margin if uncertain parameters and uncertain initial conditions are present. The algorithm utilizes the Unscented Transformation. It allows a 2nd order approximation of the first two statistical moments of the system´s output as a function of the stochastic system´s state and uncertain model parameters. Because the numerical burden is low, it can be used for optimization based online closed-loop process control as well.