NMPC suboptimality estimates for sampled-data continuous systems

L. Grüne, M. von Lossow, K. Worthmann: NMPC suboptimality estimates for sampled-data continuous systems
in: Recent Advances in Optimization and its Applications in Engineering, M. Diehl, F. Glineur, E. Jarlebring, W. Michiels (eds.)
Springer Verlag, 2010, 329 - 338

DOI: 10.1007/978-3-642-12598-0_29
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Abstract:

In this paper we investigate the performance of unconstrained nonlinear model predictive control (NMPC) schemes, i.e., schemes in which no additional terminal constraints or terminal costs are added to the finite horizon problem in order to enforce stability properties. Particularly, we consider the application of the recent stability and performance estimates from [Grüne 2009] and [Grüne et al. 2009] to sampled data systems with fast sampling. We demonstrate that the direct application of these results to such systems yields very pessimistic estimates and show that this problem can be fixed by including additional continuity properties into our analysis.

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