Analysis and Design of Unconstrained Nonlinear MPC Schemes for Finite and Infinite Dimensional Systems

Abstract

We present a technique for computing stability and performance bounds for unconstrained nonlinear model predictive control (MPC) schemes. The technique relies on controllability properties of the system under consideration, and the computation can be formulated as an optimization problem whose complexity is independent of the state space dimension. Based on the insight obtained from the numerical solution of this problem, we derive design guidelines for nonlinear MPC schemes which guarantee stability of the closed loop for small optimization horizons. These guidelines are illustrated by a finite and an infinite dimensional example.

MSC codes

  1. 49N35
  2. 93D15
  3. 93B05

Keywords

  1. model predictive control
  2. suboptimality
  3. stability
  4. controllability
  5. linear programming
  6. controller design
  7. infinite dimensional system

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Published In

cover image SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Pages: 1206 - 1228
ISSN (online): 1095-7138

History

Submitted: 9 November 2007
Accepted: 3 December 2008
Published online: 25 March 2009

MSC codes

  1. 49N35
  2. 93D15
  3. 93B05

Keywords

  1. model predictive control
  2. suboptimality
  3. stability
  4. controllability
  5. linear programming
  6. controller design
  7. infinite dimensional system

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