9Optimisation

9.1 Introduction

In Chapter 7 a need was identified for the optimal choice of control moves in model predictive control (MPC). In the case of the linear quadratic regulator (LQR) (Section 7.6.5), an optimal control policy was obtained explicitly by means of dynamic programming. Likewise, an objective function was minimised explicitly to obtain optimal future control moves in the unconstrained version of the dynamic matrix controller (DMC) (Section 7.8.2). In the more general context of optimal predictive control of hybrid systems, the focus was on preparation of the problem specification for a numerical optimisation solution. Yet other instances of explicit optimisation have been encountered in plant data reconciliation (Section ...

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