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Preprints, Working Papers, ... Year : 2014

Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes

Abstract

We consider a model predictive control approach to approximate the solution of in nite horizon optimal control problems for perturbed nonlinear discrete time systems. By reducing the number of re-optimizations, the computational load can be lowered considerably at the expense of reduced robustness of the closed-loop solution against perturbations. In this paper, we propose and analyze an update strategy based on re-optimizations on shrinking horizons which is computationally less expensive than that based on full horizon re-optimization, and at the same time allowing for rigorously quanti able robust performance estimates
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Dates and versions

hal-01098334 , version 1 (05-01-2015)

Identifiers

  • HAL Id : hal-01098334 , version 1

Cite

Lars Grüne, Vryan Gil Palma. Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes . 2014. ⟨hal-01098334⟩
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