Connections between model predictive control and anti-windup strategies for dealing with saturating actuators

Model predictive control is a well established strategy for dealing with saturating actuator problems. The essential feature of the method is a receding horizon quadratic optimal control problem which is solved subject to input constraints. On the other hand, anti-windup methods are ad-hoc procedures which achieve input saturation in an instantaneous fashion. Both methods are known to perform well in practice and each has its strong advocates. In this paper, we explore connections between the methods. In particular, we show that there are cases in which anti-windup schemes are identical to MPC schemes. In other cases, we show that anti-windup has performance which is close to that of MPC strategies.