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On the Infinite Horizon Performance of Receding Horizon Controllers

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005567
URN to cite this document: urn:nbn:de:bvb:703-epub-5567-5

Title data

Grüne, Lars ; Rantzer, Anders:
On the Infinite Horizon Performance of Receding Horizon Controllers.
Bayreuth , 2007

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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 therein 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 and for both exactly and practically asymptotically stabilizable systems.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Erscheint in: IEEE Transactions on Automatic Control. Bd. 53 (Oktober 2008) Heft 9 . - S. 2100-2111; https://doi.org/10.1109/TAC.2008.927799
Keywords: Receding horizon control; model predictive control; dynamic programming;
suboptimality
DDC Subjects: 500 Science
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
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)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5567-5
Date Deposited: 20 May 2021 07:53
Last Modified: 15 Jun 2021 09:22
URI: https://epub.uni-bayreuth.de/id/eprint/5567
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