Analysis of unconstrained nonlinear MPC schemes with time varying control horizon

Details Analysis of unconstrained nonlinear MPC schemes with time varying control horizon Analysis of unconstrained nonlinear MPC schemes with time varying control horizon

2010-06-13

arxiv.org/abs/1006.2529v1

SIAM Journal on Control and Optimization, 2010, pp. 4938 - 4962

Mathematics

Optimization and Control

Scientific paper

10.1137/090758696

For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal constraints. Based on our formula, we perform a detailed analysis of the impact of the optimization horizon and the possibly time varying control horizon on stability and performance of the closed loop.

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