Title :
Verifying stability of approximate explicit MPC
Author :
Hovd, Morten ; Scibilia, Francesco ; Maciejowski, Jan ; Olaru, Sorin
Author_Institution :
Eng. Cybern. Dept., Norwegian Univ. of Sci. & Technol., Trondheim, Norway
Abstract :
Several authors have proposed algorithms for approximate explicit MPC (Bemporad and Filippi, 2003). These algorithms have in common that they develop a stability criterion for approximate explicit MPC that require the approximate cost function to be within a certain distance from the optimal cost function. In this paper, stability is instead ascertained by considering only the cost function of the approximate MPC (model predictive control). If a region of the state space is found where the cost function is not decreasing, this indicates that an improved approximation (to the optimal control) is required in that region. If the approximate cost function is decreasing everywhere, no further refinement of the approximate MPC is necessary, since stability is guaranteed.
Keywords :
optimal control; predictive control; stability; approximate explicit MPC; cost function approximation; model predictive control; optimal control; optimal cost function; stability verification; state space; Automatic control; Cost function; Interpolation; Optimal control; Performance loss; Quadratic programming; Riccati equations; Stability criteria; State-space methods; Tail;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400788