Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints

Titelangaben

Boccia, Andrea ; Grüne, Lars ; Worthmann, Karl:
Stability and feasibility of state-constrained linear MPC without stabilizing terminal constraints.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 8 S.

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Abstract

This paper is concerned with stability and recursive feasibility of constrained linear receding horizon control schemes without terminal constraints and costs. Particular attention is paid to characterize the basin of attraction X of the asymptotically stable equilibrium. For stabilizable linear systems with quadratic costs and convex constraints we show that any compact subset of the interior of the viability kernel is contained in X for sufficiently large optimization horizon N. An analysis at the boundary of the viability kernel provides a connection between the growth of the infinite horizon optimal value function and stationarity of the feasible sets. Several examples are provided which illustrate the results obtained.