Robust Tube-Enhanced Multi-Stage NMPC With Stability Guarantees

We propose a robust Nonlinear Model Predictive Control (NMPC) scheme that provides an improved trade-off between optimality and complexity when compared to other available strategies. Two controllers are employed in the proposed framework: A multi-stage primary controller that optimizes a given objective in the presence of uncertainties with tightened constraints and a multi-stage ancillary controller that tracks the predicted tree of state and input trajectories of the primary controller. The primary controller optimizes the original objective by considering different realizations of the most significant uncertainties in the predictions. The ancillary controller provides robustness against other uncertainties by tracking the predicted tree of state and input trajectories of the primary controller. We establish sufficient conditions for closed-loop stability. The advantages of the scheme are demonstrated for a continuous stirred tank reactor (CSTR) example.