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

Titelangaben

Köhler, Johannes ; Zeilinger, Melanie ; Grüne, Lars:
Stability and performance analysis of NMPC : Detectable stage costs and general terminal costs.
In: IEEE Transactions on Automatic Control. Bd. 68 (2023) Heft 10 . - S. 6114-6129.
ISSN 1558-2523
DOI: https://doi.org/10.1109/TAC.2023.3235244

Weitere URLs

Abstract

We provide a stability and performance analysis for nonlinear model predictive control (NMPC) schemes subject to input constraints. 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 with numerical examples.