Predictive control by local linearization of a Takagi-Sugeno fuzzy model
J.A. Roubos R. Babuška P.M. Bruijn H.B. Verbruggen
Control Engineering Laboratory, Faculty of Information Technology and Systems
Delft University of Technology, Mekelweg 4, P.O. Box 5031, 2600 GA Delft, The Netherlands
tel: +31 15 783371, fax: +31 15 626738, e-mail: j.a.roubos@et.tudelft.nl
Abstract
Linear model based predictive control (MBPC) has many
advantages but also drawbacks over nonlinear MBPC. In
this paper a possibility of using Linear MBPC to control non-
linear systems is investigated. Takagi-Sugeno fuzzy models
are chosen as the model structure. Local linear models can
be derived from the linear rule consequents in a straight-
forward way. Each sample time a local linear model is cal-
culated and used to calculate the next incremental control
action using Linear MBPC. This receding horizon controller
is used in the IMC scheme to correct for model mismatch.
Two simulation examples are given: a SISO liquid level pro-
cess and a MIMO liquid level process with two inputs and
four outputs.
Keywords: Predictive control, multivariable (MIMO)
systems, Takagi-Sugeno fuzzy model.
1 Introduction
The term fuzzy model based predictive control (FMBPC) is
used with several different meanings in the literature. First,
a fuzzy model can be used as a predictor in MBPC [1, 2, 3],
second, the constraints or objective functions can be fuzzy
[4], and third, the optimizer can be based on fuzzy rules [5].
In this paper, the use of Takagi-Sugeno fuzzy models [6] in
MBPC is investigated. Model based controllers use an in-
ternal model to predict future outputs. These future outputs
can be calculated by using different optimization methods,
dependent on the system and objective description. Gener-
ally, preference is given to problems that can be optimized
by using convex optimization methods.
MBPC [7] consist of four basic elements; (i) a model, which
describes the process, (ii) a goal, defined by an objective
function, (iii) optional constraints on the system and control
variables, and (iv) an optimization procedure. The model
must give a good description of the system and may be
black-box, gray-box or a white-box model.The objective
function is a function of the predicted future system inputs
and outputs. Often the difference between system outputs
and a reference trajectory is used in combination with a cost
function on the control effort. A special case is the quadratic
form (Eq. 1), mostly referred to as generalised predictive
control (GPC), which can be solved analytically for linear
systems without constraints. With constraints, the optim-
ization problem is a convex Quadratic Programming (QP)
problem, which can efficiently be solved numerically. The
quadratic form is given by:
Hp
X Hc
X
J= k(rk+i , y^k+i )k2P + k(uk+i,1 )k2Q ; (1)
i=1 i=1
i i
where P i and Qi are positive definite weight matrices. On
the other hand, when the model is nonlinear or the objective
function is not quadratic, a nonlinear optimization prob-
lem must be solved. Nonlinear optimization techniques are
mostly slow due to computational complexity and are not
always able to find the global optimum. These problems
become worse in the MIMO case. In this paper, MBPC
of a continuously linearized (every sample) Takagi-Sugeno
fuzzy model [6] is investigated to overcome this problem.
The TS-fuzzy model is used to model the nonlinear system
and the linear consequents are used to obtain a linear model
at each sample instant. The obtained model is used in GPC
in the IMC scheme [8].
2 Modeling and Control
2.1 Fuzzy Modeling
Takagi-Sugeno (TS) fuzzy models are suitable to model a
large class of nonlinear systems [9, 10, 11]. Consider a
MIMO system with ni inputs: u 2 U  IRni , and no
y n
outputs: 2 Y  IR . This system will be approximated
o
by a collection of coupled MISO discrete-time fuzzy models.
Denote q ,1 the backward shift operator: q ,1 y k( )= (
def
y k,
1) , where y is a signal sampled at discrete time instants k .
 
Denote by and polynomials in q ,1 , e.g., = + 0
+ +
1 q,1 2 q,2 : : :. Given two integers, m  n, define
an ordered sequence of delayed samples of the signal y as:
fy(k)gnm def
=[y(k,m); y(k,m,1); : : : ; y(k,m,n+1)] :
The MISO models are of the input–output NARX type:
yl (k + 1) = Fl (xl (k)) ; l = 1; 2; : : :; no ; (2)
where the regression vector xl (k ) is given by:
xl (k) = fy1(k)gn0 1 ; : : : ; fyn (k)gn0 ;
yl
o
ylno
2.2.1 Linear state-space MBPC
In Linear MBPC [7], a linear model is used to predict
^
the output y as a function of the predicted control signal
^( + )
u k; : : : ; k Hp , with Hp the prediction horizon. The ob-
jective function, given by Eq.(1), is minimized for a given

fu1 (k + 1)gnn 11 ; : : : ; fun (k + 1)gnn :

 reference trajectory. The signal u may change over the con-
ul
dl i
ulni
dlni ( )
trol horizon Hc Hc  Hp and remains constant between
Here ny and nu are the number of delayed outputs and
Hc and Hp . A linear model in state-space description is
inputs, respectively, and nd is the number of pure (transport)
given by:
delays from the input to the output. ny is an no  no (k + 1) = Ax(k) + Bu(k) ;
matrix, and nu , nd are no  ni matrices. Fl are rule-based
x
fuzzy models of the Takagi–Sugeno (TS) type [6]. With the y(k ) = C x(k ) : (5)
antecendent in the conjunctive form, the rules are: For the locally linearized system, these equations become:
Rli : ()

If xl1 k is li1 and : : : and xlp (k) is

lip (k + 1) = x(k) + Ax(k) , x0) + B(u(k) , u0) ;
( + 1) =  y( ) +  u(k) + li
x
then yli k li k li y(k ) = C x(k ) ;
i = 1; 2; : : :; Kl :
(6)
(3)
where x0 and u0 define the linearization point. The A , B  ,
Here
li is the antecedent fuzzy set of the ith rule,  and
and C matrices are used in a Linear MBPC algorithm (given
 are vectors of polynomials and  is the offset vector. in appendix A). Constraints on the control action (u;
u)
Kl is the number of rules in the lth model. The fuzzy and the system output y) are handled in a straightforward
sets
can be defined by multivariate membership func-
tions ! (x(k )): IRp ! [0; 1], where pl =
Pn
j =1 ylj +
n
l o
way. The resulting Quadratic Programming (QP) problem
Pn can efficiently be solved with a standard MATLAB function.
j =1 nulj is the dimension of the antecedent space [9].The
i

MIMO TS rules are estimated from input-output system

2.2.2 Linearization of TS model
data. A Gustafson-Kessel cluster algorithm is used to obtain
multivariate membership functions. Thereafter TS-rules are A
At each sample time, the local  and  matrices are B
derived with a least squares algorithm. A description of calculated as follows: Calculate the degrees of fulfillment
the used method and the MATLAB software for automatic (x( ))
!i k of the antecedents, using product as the fuzzy
MIMO TS model extraction is given in [12]. logic and operator. The rule inference gives:
The choice of the right NARX structure is very important.
!li (xl (k))
yli (k + 1)
PK
One can use physical knowledge to choose a proper struc-
ture (see Sec. 3.2). Another method is a search through a
yl (k + 1) = i=1 P
K ! (x (k )) ; (7)
i=1 li l
l

(large) set of possible structures. Furthermore, the quality

of the model is highly dependent on the information con- yli (k + 1) = ( li y(k) + li u(k) + li ) ; (8)
Define   and   as:
tent of the input-output data set. It is difficult to design a
good identification signal, especially for MIMO systems. l l
i=1 !li (xl (k ))
 li
Filtered random signals with additional white noise seem PK
 =l ;
i=1 !li (xl (k ))
to be appropriate at the moment. These signals go slowly PKl (9)
through the whole control domain and continuously excite

i=1 !li (xl (k ))
 li

the system. The performance of the models is measured by PK
the variance accounted for (VAF) index given by: l = ;
i=1 !li (xl (k ))
PK (10)

(Y , Ym) ;  l

VAF = 100%
1 , varvar (Y ) (4) Define x; u and y for the state-space description as:

where Y is the true output and Ym is the simulated output. x(k) = [x1(k); x1(k , 1); : : : ; x1 (k , ny1); : : : ; (11)
xn (k ); xn (k , 1); : : : ; xn (k , nyn )]T ;
o o o o

2.2 Linear Model Based Predictive Control

u (k)=[u1(k , nd1 + 1); u1(k , nd1); : : : ; (12)
u1 (k , nd1 , nu1 + 1); : : : ; un (k , nd + 1);
Local linearization of Takagi-Sugeno fuzzy models is in-
i ni
vestigated in order to extend the operation range of linear
model based predictive controllers. un (k , nd ); : : : ; un (k , nd , nun + 1)]T ;
i ni i ni i
 yk ()=[ () ()
x1 k ; x2 k ; : : : ; xno k T : (13) ( )] 0.1
A

Flow (l/s)
The local linear system matrices are now derived as follows:
A  is a Pno nyj  Pno nyj 1 matrix:
j =1 j =1 (= ) 0.05

2 1;1 1;2 : : : : : : : : : : : : 1;1 3

0
6 1 0 0 ::: 0 7
0 500 1000 1500 2000 2500
6 .. .. 7 1
6 0 1 0 7 B

Level (m)
. .
6 7
6 .. .. .. 7
6 0 ::: . . . 7 0.5
6   
2;1 2;2 : : : : : : : : : : : : 2;1 7
A =6
6
7
7 ; (14) 0
6 .. .. .. .. 7
0
0 500 1000 1500 2000 2500
6 . . . . 7
6
6
  
n ;1 n ;2 : : : : : : : : : : : : n ;1 7
7
1
C

Level (m)
::: 0 1 ::: 0
o
0 0
o o
6 7
6 7 0.5
4 .. .. .. .. .. .. 5
. . . . . .
0 ::: 0 0 ::: 1 0 0

B is a j=1 n2uj  j=1 nuj (= 2) matrix:3

 Pn o
Pn i
2500 3000 3500 4000
Time (s)
4500 5000

1;1 1;2 : : : 1;2

6 0 ::: ::: 0 7 Figure 1. A. Control signal for identification,
6 .. ..7 B. Identification data, C. TS model (dashed
6 7
6 . .7
6 0 ::: ::: 0 7 line) validation.
B =6
6 2;1 2;2 ::: 
2;2 77; (15)
6 7
6 .. .. .. .. 7
6 . . . . 7
6
4 n ;1 n ;2 : : :
o o

no ;2 7
5 3.1 SISO liquid level process
. .. .. .
.. . . ..
The proposed controller is simulated for a SISO liquid level
and C is a no  Pnj=1 nyj matrix:
o
process. The process involves a tank of uniform horizontal
2 3 cross-section, with a restricted liquid outlet in its base. The
1 0 ::: ::: ::: ::: 0 control problem is to follow level setpoint changes by ad-
C=4 ..
.
..
.
..
.
.. 5 :
. (16) justing the flow rate of the liquid entering the tank. This
0 ::: ::: 1 0 ::: 0 example is taken from [14], where the process is described
The ones in C are positioned such that yl(k) = xl (k). by the equation:
p
2.2.3 IMC scheme h_ = 1=S (Fi ,  h)) ; (17)

The Linear MBPC algorithm is used within the internal where S is the horizontal cross-sectional area ( ,3 m2 ), h 10
model control (IMC) scheme, which is used to compensate
for process disturbances, measurement noise and modeling
errors [9, 13]. In general, the IMC scheme consists of three
parts [8]: 1) an internal model to predict the effect of control
actions on the process output, 2) a feedback filter to achieve
robustness, and 3) a controller to optimize the process. Fig.
2 gives the local linearized model in the LMBPC scheme
with an internal model and a feedback to compensate for
disturbances and modeling errors. m is the output of the
at every sample step locally linearized TS model. This
block has its own state and is integrated internally. The
difference between the process output and the linearized
y
model output m is fed back with a feedback gain.
11 and u(k) is
12 then
3 Examples
21 and u(k) is
22 then
In this section, two examples with water vessel systems
are presented. Both examples are simulations and easy to
31 and u(k) is
32 then
understand. The dynamic structure however is similar to
real applications in industry.
is the level of liquid in the tank,  is a flow coefficient (equal
to 1), and Fi is the inlet liquid flowrate. This model was
simulated in SIMULINK in order to obtain input-output data
sequences for identification (Fig. 1a,b). The control signal
is limited to [0.02, 0.1] (l/s) and has a sample time of 10 (s).
The first 250 sample points are used for identification and the
next 250 sample points are used for model validation (Fig.
1c). The fuzzy model contains three rules with projected
y clusters in the antecedents (Fig. 3) and a first order NARX
structure in the consequents. The VAF performance index
for this model is 98.0%. The rules of the TS model are:
y
1: If y(k) is
y(k + 1) = 3:69
10,1 y(k) + 4:35
10,1 u(k) , 6:31
10,2 ;
2: If y(k) is
y(k + 1) = 5:30
10,1 y(k) + 5:73
10,1 u(k) , 1:69
10,1 ;
3: If y(k) is
y(k + 1) = 6:11
10,1 y(k) + 7:61
10,1 u(k) , 3:75
10,1 :
 Figure 2. Locally linearized TS model in the MBPC scheme with an internal model and a feedback to
compensate for disturbances and modeling errors.
Membership (−)

1
1 1

0.5 0.5 0.8

0 0
0 0.5 1 0 0.05 0.1 0.6

Level (m)
Level (m) Flow (l/s)

0.4
Figure 3. Membership functions for single
vessel liquid level process; 11 ; 12 ; 13 (left)

and 21 ; 22 ; 23 (right). 0.2

0
0 200 400 600 800 1000
Time (s)
This model is used in the IMC scheme (Fig. 2) with
a one-step-ahead prediction, i.e. Hc Hp , the cri- = =1
terion weights P and Q are 1 and 0, respectively and the
Figure 4. System tracking of three different
reference trajectories with step changes.
feedback gain is set at 0.5. The tracking performance for
three reference trajectories with step changes of 0.05 and
0.10 (m) is shown in Fig. 4. The system reacts with small 2
overshoot after each step change. This overshoot is due to 0 0 3
p 6 01 0
linearization errors and can be influenced by changing the h + 4 S1 3 0 75 Fin ; (18)
weights in the criterion, a different feedback gain or, a differ- 1
0 S1 4
;

;
ent reference filter. The performance is good in comparison
with the fuzzy relational model based controller described where S1;j and S2;j are the inlet and the outlet area of tank j ,
by Postlethwaite [14]. The overshoots are smaller and the g is the gravity constant (equal to 9.81), ri;j is the restriction
controller anticipates very well on future references. parameters from vessel i to vessel j and fin;j the water flow
into vessel j . In this case, the variables are chosen:
h
3.2 MIMO liquid level process r3;1 r3;2 i =
0:8 0:2 i ; h
r4;1 r4;2
0:2 0:8 (19)

The same controller is used for a liquid level process in a h ,3

S = 10 10,3 10,3 10,3 i :
10 10,6 10,6 10,6
, 6
dual cascaded configuration (Fig. 7) given by: (20)

2
, SS21 11 p2g
;
0 r3;1 SS21 31 p2g r4;1 AS21 41 p2g 3
; ; The structure of the MIMO model is selected by using the
, SS21 22 2g r3;2 SS21 32 p2g r4;2 AS21 42 p2g 7
p
; ; ; insight in the physical structure of the system as follows:
6 0 ; ; ;
1 2
0 1 13 2
0 03 2
0 03
h_ = 6
6
;
S 2 3p
; ; 7
7
4 0 0 , S1 3 2g 0 5 ny = 4 00 1 1 1 5 ; nu = 4 0 05; n = 40 05 :
;
d
, SS21 44 p2g
;
0 1 0 1 0 1 0 (21)
0 0 0 ;
; 0 0 0 1 0 1 0 1
 1.5 Q1 Q2

Flow (l/s)
1
0.5
h3 h4
0
1.5 3 4
Flow (l/s)
1
0.5
0
1.5
Flow (l/s)

1
h1
0.5 h2
0 1 2
1.5
Flow (l/s)

1
0.5
0
0 2000 4000 6000 8000 10000
Figure 7. Liquid level process with four cas-
caded vessels.
Figure 5. Comparison of the process out- 1
put (solid line) with the fuzzy model (dashed-

h1 (m)
0.5
dotted line).
0
1

h2 (m)
0.01 0.5
Q1 (l/s)

0
0.005
1

h3 (m)
0
0 2000 4000 6000 8000 10000 0.5
0.01
0
Q2 (l/s)

0.005
1
h4 (m)

0.5
0
0 2000 4000 6000 8000 10000
Time (s)
0
0 2000 4000 6000
Time (s)
Figure 6. Input data for identification.
(a) Outputs for four vessel liquid level process.
0.01
Q1 (l/s)

Vessel 1 and 2 cannot influence vessel 3 and 4 because the 0.005

water cannot flow back. Also vessel 1 cannot influence ves- 0

sel 2, and vessel 3 cannot influence vessel 4. The inputs for 0.01
Q2 (l/s)

identification are shown in Fig. 5. Because of the symmetry 0.005

in the system, the same data set with interchanged inputs
and outputs can be used for validation, i.e., the outputs h1
0
0 2000 4000 6000

and h3 are put in place of h2 and h4 . The identified model

Time (s)

has a VAF-value of [99.3, 98.7, 99.5, 99.0]% which shows (b) Control input for solid lines.
a high similarity with the simulated process. A comparison 0.01
Q1 (l/s)

of the TS model with the process data is shown in Fig. 6. 0.005

The MIMO TS model is used in the proposed LMBPC struc- 0

ture. The controller is simulated for various setpoint changes
= 1
0.01
using Hp Hc , . First, a set of steady states is determ-
Q2 (l/s)

0.005
ined for the system using constant inputs. The reference
0
trajectories with setpoint changes are designed using these 0 2000 4000 6000
Time (s)
steady states. The feedback gain is set at 0.5. The sim-
ulation result for two different sets of reference trajector- (c) Control input for dashed dotted lines.
ies is given in Fig. 8a. The weight matrices in Eq.(1) are
P= diag ; ; ; and ([1 1 1 1]) Q=
diag ; . The calcu- ([0 0]) Figure 8. Controller performance for two dif-
lated control actions are given in Fig. 8b and Fig. 8c. ferent trajectories.
4 Conclusions
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