Economic model predictive control without terminal constraints for optimal periodic behavior

In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating behavior is not steady-state operation, but periodic behavior. We first show by means of a counterexample, that a classical receding horizon control scheme does not necessari...

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Published inAutomatica (Oxford) Vol. 70; pp. 128 - 139
Main Authors Muellera, Matthias A, Grueneb, Lars
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.08.2016
Subjects
Online AccessGet full text
ISSN0005-1098
1873-2836
DOI10.1016/j.automatica.2016.03.024

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Abstract In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating behavior is not steady-state operation, but periodic behavior. We first show by means of a counterexample, that a classical receding horizon control scheme does not necessarily result in an optimal closed-loop behavior. Instead, a multi-step MPC scheme may be needed in order to establish near optimal performance of the closed-loop system. This behavior is analyzed in detail, and we show that under suitable dissipativity and controllability conditions, desired closed-loop performance guarantees as well as convergence to the optimal periodic orbit can be established.
AbstractList In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating behavior is not steady-state operation, but periodic behavior. We first show by means of a counterexample, that a classical receding horizon control scheme does not necessarily result in an optimal closed-loop behavior. Instead, a multi-step MPC scheme may be needed in order to establish near optimal performance of the closed-loop system. This behavior is analyzed in detail, and we show that under suitable dissipativity and controllability conditions, desired closed-loop performance guarantees as well as convergence to the optimal periodic orbit can be established.
Author Grüne, Lars
Müller, Matthias A.
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Keywords Optimal periodic operation
Economic model predictive control
Nonlinear systems
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Snippet In this paper, we analyze economic model predictive control schemes without terminal constraints, where the optimal operating behavior is not steady-state...
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SubjectTerms Controllability
Convergence
Dissipation
Economic analysis
Economic model predictive control
Horizon
Nonlinear systems
Optimal periodic operation
Optimization
Predictive control
Terminal constraints
Title Economic model predictive control without terminal constraints for optimal periodic behavior
URI https://dx.doi.org/10.1016/j.automatica.2016.03.024
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