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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 title Project'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.
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