Robustness of performance and stability for  multistep and updated multistep MPC schemes

Lars Grüne; Vryan Gil Palma

doi:10.3934/dcds.2015.35.4385

Article Contents

2015, Volume 35, Issue 9: 4385-4414. Doi: 10.3934/dcds.2015.35.4385

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Robustness of performance and stability for multistep and updated multistep MPC schemes

Lars Grüne^1, and
Vryan Gil Palma^1,

1.
University of Bayreuth, Chair of Applied Mathematics, Universitätsstraße 30, 95440 Bayreuth

Received: May 2014

Revised: August 2014

Published: May 2017

Abstract / Introduction Related Papers Cited by

Abstract

We consider a model predictive control approach to approximate the solution of infinite horizon optimal control problems for perturbed nonlinear discrete time systems. By reducing the number of re-optimizations, the computational load can be lowered considerably at the expense of reduced robustness of the closed-loop solution against perturbations. In this paper, we propose and analyze an update strategy based on re-optimizations on shrinking horizons which is computationally less expensive than that based on full horizon re-optimization, and at the same time allowing for rigorously quantifiable robust performance estimates.

Keywords:

Mathematics Subject Classification: Primary: 49K20, 93B52, 49M37; Secondary: 49L20.

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