On the Infinite Horizon Performance of Receding Horizon Controllers

Title data

Grüne, Lars ; Rantzer, Anders:
On the Infinite Horizon Performance of Receding Horizon Controllers.
In: IEEE Transactions on Automatic Control. Vol. 53 (2008) Issue 9 . - pp. 2100-2111.
ISSN 1558-2523
DOI: https://doi.org/10.1109/TAC.2008.927799

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Abstract in another language

Receding horizon control is a well established approach for control of systems with constraints and nonlinearities. Optimization over an infinite time-horizon, which is often computationally intractable, is therein replaced by a sequence of finite horizon problems. This paper provides a method to quantify the performance degradation that comes with this approximation. Results are provided for problems both with and without terminal costs and constraints and for both exactly and practically asymptotically stabilizable systems.