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Stability and feasibility of state constrained MPC without stabilizing terminal constraints

Title data

Boccia, Andrea ; Grüne, Lars ; Worthmann, Karl:
Stability and feasibility of state constrained MPC without stabilizing terminal constraints.
In: Systems & Control Letters. Vol. 72 (October 2014) . - pp. 14-21.
ISSN 0167-6911
DOI: https://doi.org/10.1016/j.sysconle.2014.08.002

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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
DFG GrantGR1569/12-2

Project financing: Andere
European Union "FP7-People-ITN" programme; Deutsche Forschungsgemeinschaft

Abstract in another language

In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but imposing state and control constraints. Under a local controllability assumption we show that every level set of the infinite horizon optimal value function is contained in the basin of attraction of the asymptotically stable equilibrium for suciently large optimization horizon N. For stabilizable linear systems we show the same for any compact subset of the interior of the viability kernel. Moreover, estimates for the necessary horizon length N are given via an analysis of the optimal value function at the boundary of the viability kernel.

Further data

Item Type: Article in a journal
Refereed: Yes
Additional notes: MATLAB M-File for Example 14 in the paper: mpc_ExampleBGW.m (see details in first version)
Keywords: model predictive control; stability; recursive feasibility
Subject classification: Mathematics Subject Classification Code: 49M20 (93B40)
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: 09 Mar 2015 14:58
Last Modified: 19 Mar 2015 08:31
URI: https://eref.uni-bayreuth.de/id/eprint/7723

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