Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizon

Authors:
Lars Grüne;Jürgen Pannek;Martin Seehafer;Karl Worthmann
Affiliations:
lars.gruene@uni-bayreuth.de and juergen.pannek@uni-bayreuth.de and martin.seehafer@uni-bayreuth.de and karl.worthmann@uni-bayreuth.de;-;-;-
Venue:
SIAM Journal on Control and Optimization
Year:
2010

Citing 3
Cited 2

Stability of a truncated infinite constrained receding horizon scheme: the general discrete nonlinear case

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Analysis and Design of Unconstrained Nonlinear MPC Schemes for Finite and Infinite Dimensional Systems

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Survey Constrained model predictive control: Stability and optimality

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Unconstrained model predictive control and suboptimality estimates for nonlinear continuous-time systems

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Generalized terminal state constraint for model predictive control

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Abstract

For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal constraints. Based on our formula, we perform a detailed analysis of the impact of the optimization horizon and the possibly time varying control horizon on stability and performance of the closed loop.