Practical NMPC suboptimality estimates along trajectories

L. Grüne, J. Pannek: Practical NMPC suboptimality estimates along trajectories
Systems & Control Letters 58, 161 - 168, 2009

Smart-Link: http://www.elsevier.com/locate/sysconle
DOI: 10.1016/j.sysconle.2008.10.012
Keywords: model predictive control; suboptimality estimates; stability
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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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