Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes

Lars Grüne (1) , Vryan Gil Palma (1)

1 Mathematisches Institut [Bayreuth]

We consider a model predictive control approach to approximate the solution of innite horizon optimal control problems for perturbed nonlinear discrete time systems. By reducing the number of re-optimizations, the computational load can be lowered considerably at the expense of reduced robustness of the closed-loop solution against perturbations. In this paper, we propose and analyze an update strategy based on re-optimizations on shrinking horizons which is computationally less expensive than that based on full horizon re-optimization, and at the same time allowing for rigorously quantiable robust performance estimates

Domaines: Optimisation et contrôle [math.OC]

Lars Grüne, Vryan Gil Palma. Robustness of Performance and Stability for Multistep and Updated Multistep MPC Schemes . 2014. ⟨hal-01098334⟩