Anti-windup and model predictive control: Reflections and connections

Anti-windup strategies for dealing with input constraints date from the ear liest stages of automatic control. They are ad-hoc procedures which achieve input saturation in an instantaneous fashion. Not surprisingly, anti-windu p methods have a strong appeal to practitioners because of their simplicity . On the other hand, model predictive control (MPC) is a well established s trategy for dealing with input constraint problems. The essential feature o f the method is a receding horizon optimal quadratic control problem which is solved subject to input constraints. Both methods are known to perform w ell in practice and each has its strong advocates. In this paper, ive explo re connections between the methods for constrained single-input linear syst ems. In particular, we show that there are cases in which anti-windup schem es are identical to MPC schemes. In other cases, we show that anti-windup h as performance which is close to that of MPC strategies. These comparisons are facilitated by formulating a general class of anti-windup algorithms in a form which highlights the connection with the state space formulations w hich are traditionally used in the MPC area.