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

URN to cite this document: urn:nbn:de:bvb:703-epub-2017-7

Title data

Grüne, Lars ; Palma, Vryan Gil:
Robustness of performance and stability for multistep and updated multistep MPC schemes.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 30 S.

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Project information

Project title:
Project's official titleProject's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)264735-SADCO

Project financing: 7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union

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.

Further data

Item Type: Preprint, postprint
Keywords: optimal control; model predictive control; robustness against perturbations
Subject classification: Mathematics Subject Classification Code: 49K20 93B52 49M37 (49L20)
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2017-7
Date Deposited: 17 Apr 2015 07:42
Last Modified: 28 Mar 2019 15:21
URI: https://epub.uni-bayreuth.de/id/eprint/2017

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