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Economic model predictive control without terminal constraints: optimal periodic operation

URN to cite this document: urn:nbn:de:bvb:703-epub-2139-8

Title data

Müller, Matthias A. ; Grüne, Lars:
Economic model predictive control without terminal constraints: optimal periodic operation.
Institute for Systems Theory and Automatic Control, University of Stuttgart, Department of Mathematics, University of Bayreuth
Bayreuth , 2015 . - 8 S.

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periodic_eco_MPC.pdf - Accepted Version
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Project information

Project title:
Project's official titleProject's id
DFG-Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"GR1569/13-1
Cluster of Excellence in Simulation Technology (SimTech)EXC 310/1

Project financing: Deutsche Forschungsgemeinschaft

Abstract

In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating regime is not steady-state operation, but periodic behavior. We first show by means of two counterexamples, that a classical receding horizon control scheme does not necessarily result in an optimal closed-loop performance. Instead, a multi-step MPC scheme may be needed in order to establish near optimal performance of the closed-loop system. This behavior is analyzed in detail, and we derive checkable dissipativity-like conditions in order to obtain closed-loop performance guarantees.

Further data

Item Type: Preprint, postprint
Keywords: model predictive control; performance estimates; optimal periodic operation; multi-step MPC scheme
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: 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)
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
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2139-8
Date Deposited: 29 Jul 2015 05:42
Last Modified: 28 Mar 2019 15:10
URI: https://epub.uni-bayreuth.de/id/eprint/2139

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