Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizon

L. Grüne, J. Pannek, M. Seehafer, K. Worthmann: Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizon
in: Proceedings of the 51st IEEE Conference on Decision and Control, Maui, Hawaii, 2012, 2605 - 2610

Keywords: Nonlinear Model Predictive Control, Stability of Nonlinear Systems; Lyapunov Methods
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Abstract:

For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical formula which can be employed in order to determine a prediction horizon length for which asymptotic stability or a performance guarantee is ensured. Based on this formula a sensitivity analysis with respect to the prediction and the possibly time varying control horizon is carried out.

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