Suboptimality estimates for receding horizon controllers

Titelangaben

Grüne, Lars ; Ratzer, A.:
Suboptimality estimates for receding horizon controllers.
Bayreuth , 2006

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Abstract

Receding horizon control is a well established approach for control of systems with constraints and nonlinearities. Optimization over an infinite time-horizon, which is often computationally intractable, is therin replaced by a sequence of finite horizon problems. This paper provides a method to quantify the performance degradation that comes with this approximation. Results are provided for problems both with and without terminal costs and constraints. Stability proofs follow as special cases.