Analysis of unconstrained nonlinear MPC schemes with varying control horizon

L. Grüne, J. Pannek, M. Seehafer, K. Worthmann: Analysis of unconstrained nonlinear MPC schemes with varying control horizon
SIAM Journal on Control and Optimization 48 (8), 4938 - 4962, 2010

Smart-Link: http://www.siam.org/journals/sicon.php
DOI: 10.1137/090758696
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Abstract:

For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal constraints. Based on our formula, we perform a detailed analysis of the impact of the optimization horizon and the possibly time varying control horizon on stability and performance of the closed loop.

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