Nonlinear receding horizon control of an underactuated hovercraft with a multiple-shooting-based algorithm

In this paper, we propose a real-time algorithm for nonlinear receding horizon control using multiple shooting and the continuation/GMRES method. The multiple shooting is expected to improve numerical accuracy and stability in calculations for solving a boundary value problem. The continuation method is combined with a Krylov-subspace method, GMRES, to update unknown quantities by solving a linear equation. At the same time, we apply condensing, which reduces the size of the linear equation, to speed up numerical calculations. The proposed algorithm is applied to an underactuated hovercraft. Computational results show that the proposed algorithm is superior to a conventional one in the numerical accuracy and stability