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Stability and performance analysis of NMPC : Detectable stage costs and general terminal costs

Title data

Köhler, Johannes ; Zeilinger, Melanie ; Grüne, Lars:
Stability and performance analysis of NMPC : Detectable stage costs and general terminal costs.
Bayreuth ; Zürich , 2021 . - 16 p.

Official URL: Volltext

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Abstract in another language

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes. Given an exponential stabilizability and detectability condition w.r.t. the employed state cost, we provide a sufficiently long prediction horizon to ensure asymptotic stability and a desired performance bound w.r.t. the infinite-horizon optimal controller. Compared to existing results, the provided analysis is applicable to positive semi-definite (detectable) cost functions, provides tight bounds using a linear programming analysis, and allows for a seamless integration of general positive-definite terminal cost functions in the analysis. The practical applicability of the derived theoretical results are demonstrated in a numerical example.

Further data

Item Type: Preprint, postprint
Refereed: Yes
Keywords: model predictive control; detectability; stability; performance estimates
Institutions of the University: 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)
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
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 26 Oct 2021 08:00
Last Modified: 26 Oct 2021 08:00
URI: https://eref.uni-bayreuth.de/id/eprint/67470