Robustness of performance and stability for multistep and updated multistep MPC schemes

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Grüne, Lars ; Palma, Vryan Gil:
Robustness of performance and stability for multistep and updated multistep MPC schemes.
In: Discrete and Continuous Dynamical Systems. Bd. 35 (2015) Heft 9 . - S. 4385-4414.
ISSN 1553-5231
DOI: https://doi.org/10.3934/dcds.2015.35.4385

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Abstract

We consider a model predictive control approach to approximate the solution of infinite 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 quantifiable robust performance estimates.