Stability-constrained model predictive control

Author

Cheng, Xu ; Krogh, Bruce H.

Author_Institution

Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA

Volume

46

Issue

11

fYear

2001

fDate

11/1/2001 12:00:00 AM

Firstpage

1816

Lastpage

1820

Abstract

This paper presents a new approach to guaranteeing stability of model predictive control (MPC). A stability constraint is computed and propagated forward at each stage as a constraint on the magnitude of the predicted state vector for a state-space controllable-form realization. It is shown that asymptotic stability is guaranteed for the case of constrained multi-input linear time-invariant systems under full-state measurement or with state estimation for any prediction horizon and any optimization objective function

Keywords

asymptotic stability; linear systems; optimal control; optimisation; predictive control; state estimation; state-space methods; asymptotic stability; constrained control; linear systems; linear time-invariant systems; model based control; optimal control; optimization; predictive control; state estimation; state-space; Asymptotic stability; Constraint optimization; Forward contracts; Linear systems; Open loop systems; Optimal control; Predictive control; Predictive models; State estimation; Vectors;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.964698

Filename

964698