Indefinite Linear MPC and Approximated Economic MPC for Nonlinear Systems - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Documents Associated With Scientific Events Year : 2014

Indefinite Linear MPC and Approximated Economic MPC for Nonlinear Systems

Abstract

This talk presents some new results where it has been shown that any stabilizing indefinite LQR or MPC scheme can be reformulated as a positive definite one. First, the conditions for the existence of a stabilizing indefinite LQR are given. Then, two transformations under which the LQR is unchanged are introduced. By combining these two transformations, the problem is reformulated in a form for which it is easy to prove the existence of a positive definite equivalent formulation using Lyapunov arguments. The results are finally extended to the case of a finite horizon and a terminal cost different from the LQR cost-to-go. The talk concludes by proposing a tracking nonlinear MPC formulation that approximately solves economic nonlinear MPC. The derivation is based on the results for the linear quadratic indefinite case and therefore relies on a local stabilizability assumption. The interest of such an approximated scheme is twofold as a) it has the stability properties of tracking schemes and b) it allowes the deployment of efficient numerical methods.
Fichier principal
Vignette du fichier
Zanon-NETCO2014.pdf (9.04 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-01030531 , version 1 (22-07-2014)

Identifiers

  • HAL Id : hal-01030531 , version 1

Cite

Mario Zanon, Sebastien Gros, Moritz Diehl. Indefinite Linear MPC and Approximated Economic MPC for Nonlinear Systems. NETCO 2014 - New Trends in Optimal Control, Jun 2014, Tours, France. ⟨hal-01030531⟩
476 View
243 Download

Share

Gmail Facebook X LinkedIn More