Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizons

2012/03/30 by Grüne, Lars, Pannek, Jürgen, Seehafer, Martin +1
#49J15 #93B05 #93B52 #93C57 #93D15 #93D20 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1203.6783

Abstract

For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical formula which can be employed in order to determine a prediction horizon length for which asymptotic stability or a performance guarantee is ensured. Based on this formula a sensitivity analysis with respect to the prediction and the possibly time varying control horizon is carried out.

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