Trajectory based suboptimality estimates for receding horizon controllers

L. Grüne, J. Pannek: Trajectory based suboptimality estimates for receding horizon controllers
in: Proceedings of the 18th International Symposium on Mathematical Theory of Networks and Systems (MTNS2008), CD-Rom, Paper 023.pdf, 6 pages, Blacksburg, Virginia, 2008,

Smart-Link: http://www.cpe.vt.edu/mtns08/
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Abstract:

In this paper we develop and illustrate methods for estimating the degree of suboptimality of receding horizon schemes with respect to infinite horizon optimal control. The proposed a posteriori and a priori methods yield estimates which are evaluated online along the computed closed-loop trajectories and only use numerical information which is readily available in the scheme.

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