Analytic approach to generalised predictive control of nonlinear systems

Various nonlinear predictive control methods for discrete-time systems have been developed. The main shortcoming of those methods is that online dynamic optimisation is required, which, in general, is non-convex, and its computational burden grows exponentially with the decision variables. Hence computational issue is an active subject in predictive control. Almost all engineering systems are described by continuous-time differential equations and it is natural to develop generalised predictive control (GPC) in a continuous-time setting. A new nonlinear GPC method is introduced in this paper. The result is based on four concepts: prediction via Taylor series expansion, receding horizon control, control constraints (within the moving horizon time frame) and optimisation