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

Title data

Grüne, Lars ; Palma, Vryan Gil:
Robustness of performance and stability for multistep and updated multistep MPC schemes.
Department of Mathematics, University of Bayreuth
In: Discrete and Continuous Dynamical Systems. Series A. Vol. 35 (September 2015) Issue 9 . - pp. 4385-4414.
ISSN 1078-0947
DOI: https://doi.org/10.3934/dcds.2015.35.4385

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Project information

Project title:
Project's official titleProject's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)264735-SADCO

Project financing: 7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union

Abstract in another language

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.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: optimal control; model predictive control; robustness against perturbations
Subject classification: Mathematics Subject Classification Code: 49K20 93B52 49M37 (49L20)
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 27 Apr 2015 13:25
Last Modified: 05 Feb 2018 13:28
URI: https://eref.uni-bayreuth.de/id/eprint/11248

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