Stability and feasibility of state constrained MPC without stabilizing terminal constraints

In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but imposing state and control constraints. Under a local controllability assumption we show that every level set of the infinite horizon optimal val...

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Published inSystems & control letters Vol. 72; pp. 14 - 21
Main Authors Boccia, Andrea, Grüne, Lars, Worthmann, Karl
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.10.2014
Elsevier
Subjects
Feasibility
Linear systems
Mathematics
Nonlinear control
Optimal control
Optimal value functions
Optimization and Control
Predictive control
Stability
State constraints
Linear systems
Stability
Optimal control
State constraints
Feasibility
Optimal value functions
Nonlinear control
Predictive control
Online AccessGet full text
ISSN0167-6911
1872-7956
DOI10.1016/j.sysconle.2014.08.002

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Abstract In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but imposing state and control constraints. Under a local controllability assumption we show that every level set of the infinite horizon optimal value function is contained in the basin of attraction of the asymptotically stable equilibrium for sufficiently large optimization horizon N. For stabilizable linear systems we show the same for any compact subset of the interior of the viability kernel. Moreover, estimates for the necessary horizon length N are given via an analysis of the optimal value function at the boundary of the viability kernel.
AbstractList In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but imposing state and control constraints. Under a local controllability assumption we show that every level set of the infinite horizon optimal value function is contained in the basin of attraction of the asymptotically stable equilibrium for sufficiently large optimization horizon N. For stabilizable linear systems we show the same for any compact subset of the interior of the viability kernel. Moreover, estimates for the necessary horizon length N are given via an analysis of the optimal value function at the boundary of the viability kernel.
In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but imposing state and control constraints. Under a local controllability assumption we show that every level set of the infinite horizon optimal value function is contained in the basin of attraction of the asymptotically stable equilibrium for sufficiently large optimization horizon N. For stabilizable linear systems we show the same for any compact subset of the interior of the viability kernel. Moreover, estimates for the necessary horizon length N are given via an analysis of the optimal value function at the boundary of the viability kernel.
Author Grüne, Lars
Boccia, Andrea
Worthmann, Karl
Author_xml – sequence: 1
  givenname: Andrea
  orcidid: 0000-0002-8628-0159
  surname: Boccia
  fullname: Boccia, Andrea
  email: a.boccia@imperial.ac.uk
  organization: Control and Power Group, Electrical and Electronic Engineering, Imperial College London, United Kingdom
– sequence: 2
  givenname: Lars
  surname: Grüne
  fullname: Grüne, Lars
  email: lars.gruene@uni-bayreuth.de
  organization: Mathematical Institute, University of Bayreuth, 95440 Bayreuth, Germany
– sequence: 3
  givenname: Karl
  orcidid: 0000-0002-1450-2373
  surname: Worthmann
  fullname: Worthmann, Karl
  email: karl.worthmann@tu-ilmenau.de, karl.worthmann@googlemail.com
  organization: Institut für Mathematik, Technische Universität Ilmenau, 98693 Ilmenau, Germany
BackLink https://inria.hal.science/hal-00942897$$DView record in HAL
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Keywords Linear systems
Stability
Optimal control
State constraints
Feasibility
Optimal value functions
Nonlinear control
Predictive control
Language English
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  doi: 10.1016/j.sysconle.2014.08.002
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Snippet In this paper we investigate stability and recursive feasibility of a nonlinear receding horizon control scheme without terminal constraints and costs but...
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elsevier
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SubjectTerms Feasibility
Linear systems
Mathematics
Nonlinear control
Optimal control
Optimal value functions
Optimization and Control
Predictive control
Stability
State constraints
Title Stability and feasibility of state constrained MPC without stabilizing terminal constraints
URI https://dx.doi.org/10.1016/j.sysconle.2014.08.002
https://inria.hal.science/hal-00942897
Volume 72
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