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This paper presents a systematic tuning approach for linear model predictive controllers based on the computationally attractive minimum variance covariance constrained control (MVC 3 ) problem. Unfortunately, the linear feedback policy generated by the MVC 3 problem is incompatible with the algorithmic framework of predictive control, in which the primary tuning vehicle is the selection of objective function weights. The main result of this paper is to show that all linear feedbacks generated by the MVC 3 problem exhibit the property of inverse optimality with respect to an appropriately defined linear quadratic regulator (LQR) problem. Thus, the proposed tuning scheme is a two-step procedure: application of the MVC 3 problem to achieve tuning objectives, followed by application of inverse optimality to determine the predictive control weights from the MVC 3 -generated linear feedback.

The Integrated Gasification Combined Cycle (IGCC) possesses many benefits over traditional power generation plants, ranging from increased efficiency to flex-fuel and carbon capture opportunities. A lesser-known benefit of the IGCC configuration is the ability to load track electricity market demands. The idea being that process modifications to enable dispatch capabilities will allow for a time-shift of power production away from periods of low energy value to periods of high value. The work begins with an illustration of Economic Model Predictive Control (EMPC) as a vehicle to exploit dispatch capabilities by pursuing the objective of maximizing revenue directly. However, implementation of EMPC can result in unexpected and, at times, pathological closed-loop behavior, including inventory creep and bang–bang actuation. To address these issues, an infinite-horizon version of EMPC is developed and shown to avoid many of the performance issues observed in the finite-horizon version. The paper concludes with an in-depth discussion of energy value forecasting and how the quality of forecasts can be incorporated into the design of the infinite-horizon EMPC controller.