Tuning SISO offset-free Model Predictive Control based on ARX models

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In this paper, we present a tuning methodology for a simple offset-free SISO Model Predictive Controller (MPC) based on autoregressive models with exogenous inputs (ARX models). ARX models simplify system identification as they can be identified from data using convex optimization. Furthermore, the proposed controller is simple to tune as it has only one free tuning parameter. These two features are advantageous in predictive process control as they simplify industrial commissioning of MPC. Disturbance rejection and offset-free control is important in industrial process control. To achieve offset-free control in face of unknown disturbances or model-plant mismatch, integrators must be introduced in either the estimator or the regulator. Traditionally, offset-free control is achieved using Brownian disturbance models in the estimator. In this paper we achieve offset-free control by extending the noise model with a filter containing an integrator. This filter is a first order ARMA model. By simulation and analysis, we argue that it is independent of the parameterization of the underlying linear plant; while the tuning of traditional disturbance models is system dependent. Using this insight, we present MPC for SISO systems based on ARX models combined with the first order filter. We derive expressions for the closed-loop variance of the unconstrained MPC based on a state space representation in innovation form and use these expressions to develop a tuning procedure for the regulator. We establish formal equivalence between GPC and state space based off-set free MPC. By simulation we demonstrate this procedure for a third order system. The offset-free ARX MPC demonstrates satisfactory set point tracking and rejection of an unmeasured step disturbance for a simulated furnace with a long time delay.
Original languageEnglish
JournalJournal of Process Control
Issue number10
Pages (from-to)1997-2007
Publication statusPublished - 2012


  • Model Predictive Control
  • Autoregressive models
  • Disturbance modeling
  • Controller tuning


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