Stability and Incremental Improvement of Suboptimal MPC Without Terminal Constraints

Author

Graichen, Knut ; Kugi, Andreas

Author_Institution

Inst. of Meas., Univ. of Ulm, Ulm, Germany

Volume

55

Issue

11

fYear

2010

Firstpage

2576

Lastpage

2580

Abstract

The stability of suboptimal model predictive control (MPC) without terminal constraints is investigated for continuous-time nonlinear systems under input constraints. Exponential stability and decay of the optimization error are guaranteed if the number of optimization steps in each sampling instant satisfies a lower bound that depends on the convergence ratio of the underlying optimization algorithm. The decay of the optimization error shows the incremental improvement of the suboptimal MPC scheme.

Keywords

asymptotic stability; continuous time systems; nonlinear control systems; optimal control; optimisation; predictive control; continuous-time nonlinear systems; convergence ratio; decay; exponential stability; incremental improvement; optimization error; suboptimal MPC; suboptimal model predictive control; terminal constraints; Asymptotic stability; Automatic control; Convergence; Cost function; Iterative methods; Nonlinear systems; Optimal control; Predictive control; Predictive models; Sampling methods; Control Lyapunov function (CLF); model predictive control (MPC); optimal control problem (OCP);

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/TAC.2010.2057912

Filename

5510095