Title :
Analysis of unconstrained nonlinear MPC schemes with time varying control horizon
Author :
Grune, Lars ; Pannek, J. ; Seehafer, M. ; Worthmann, Karl
Author_Institution :
Math. Inst., Univ. of Bayreuth, Bayreuth, Germany
Abstract :
For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical formula which can be employed in order to determine a prediction horizon length for which asymptotic stability or a performance guarantee is ensured. Based on this formula a sensitivity analysis with respect to the prediction and the possibly time varying control horizon is carried out.
Keywords :
controllability; discrete time systems; nonlinear control systems; predictive control; sensitivity analysis; stability; time-varying systems; analytical formula; asymptotic stability; controllability condition; costs; model predictive control; nonlinear discrete time systems; performance guarantee; prediction horizon length; sensitivity analysis; stability condition; terminal constraints; time varying control horizon; unconstrained nonlinear MPC schemes; Asymptotic stability; Indexes; Numerical stability; Optimal control; Optimization; Stability criteria;
Conference_Titel :
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location :
Maui, HI
Print_ISBN :
978-1-4673-2065-8
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2012.6426581