Title :
Stability-constrained model predictive control
Author :
Cheng, Xu ; Krogh, Bruce H.
Author_Institution :
Dept. of Electr. & Comput. Eng., Carnegie Mellon Univ., Pittsburgh, PA, USA
fDate :
11/1/2001 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on