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NMPC Suboptimality Estimates for Sampled-Data Continuous Systems

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005621
URN to cite this document: urn:nbn:de:bvb:703-epub-5621-6

Title data

Grüne, Lars ; von Lossow, Marcus ; Worthmann, Karl:
NMPC Suboptimality Estimates for Sampled-Data Continuous Systems.
Bayreuth , 2010

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Abstract

In this paper we investigate the performance of unconstrained nonlinear model predictive control (NMPC) schemes, i.e., schemes in which no additional terminal constraints or terminal costs are added to the finite horizon problem in order to enforce stability properties. Particularly, we consider the application of the recent stability and performance estimates from [Grüne 2009] and [Grüne et al. 2009] to sampled data systems with fast sampling. We demonstrate that the direct application of these results to such systems yields very pessimistic estimates and show that this problem can be fixed by including additional continuity properties into our analysis.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erscheint in:
Diehl, Moritz ; Glineur, Francois ; Jarlebring, Elias ; Michiels, Wim (Hrsg.): Recent Advances in Optimization and its Applications in Engineering. - Berlin : Springer , 2010 . - S. 329-338
DOI: https://doi.org/10.1007/978-3-642-12598-0_29
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-5621-6
Date Deposited: 26 May 2021 11:49
Last Modified: 09 Jun 2021 07:22
URI: https://epub.uni-bayreuth.de/id/eprint/5621
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