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Economic model predictive control without terminal constraints: optimal periodic operation

Title data

Müller, Matthias A. ; Grüne, Lars:
Economic model predictive control without terminal constraints: optimal periodic operation.
Institute for Systems Theory and Automatic Control, University of Stuttgart; Department of Mathematics, University of Bayreuth
Bayreuth, Germany , 2015 . - 8 p.

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Official URL: Volltext

Project information

Project title:
Project's official titleProject's id
DFG-Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"GR1569/13-1
Cluster of Excellence in Simulation Technology (SimTech)EXC 310/1

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating regime is not steady-state operation, but periodic behavior. We first show by means of two counterexamples, that a classical receding horizon control scheme does not necessarily result in an optimal closed-loop performance. Instead, a multi-step MPC scheme may be needed in order to establish near optimal performance of the closed-loop system. This behavior is analyzed in detail, and we derive checkable dissipativity-like conditions in order to obtain closed-loop performance guarantees.

Further data

Item Type: Preprint, postprint, working paper, discussion paper
Keywords: model predictive control; performance estimates; optimal periodic operation; multi-step MPC scheme
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
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
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 04 May 2015 08:10
Last Modified: 29 Jul 2015 05:44
URI: https://eref.uni-bayreuth.de/id/eprint/11845

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