Title :
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
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);
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2010.2057912
