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Optimal invariance via receding horizon control

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005625
URN to cite this document: urn:nbn:de:bvb:703-epub-5625-8

Title data

Grüne, Lars:
Optimal invariance via receding horizon control.
Bayreuth , 2011

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Abstract

We analyze the performance of receding horizon controllers for the problem of keeping the state of a system within a given admissible set while minimizing an averaged functional. This problem does not satisfy the usual conditions needed for the analysis of receding horizon schemes. We give conditions under which approximate optimal performance can be guaranteed without imposing terminal constraints and illustrate our results by means of two numerical examples.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erscheint in:
50th IEEE Conference on Decision and Control and European Control Conference. - Piscataway, NJ : IEEE , 2011 . - S. 2668-2673
DOI: https://doi.org/10.1109/CDC.2011.6160242
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-5625-8
Date Deposited: 26 May 2021 12:58
Last Modified: 08 Jun 2021 07:37
URI: https://epub.uni-bayreuth.de/id/eprint/5625
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