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Indefinite linear MPC and approximated economic MPC for nonlinear systems

Zanon, Mario and Gros, Sébastien and Diehl, Moritz Indefinite linear MPC and approximated economic MPC for nonlinear systems. Journal of Process Control, 24 (8). pp. 1273-1281. ISSN 0959-1524 (2014)

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The stability proof for economic model predictive control (MPC) relies on strict dissipativity, which is in general hard to check. In this contribution, we will first analyze the linear quadratic case with possibly indefinite cost. The conditions for stability will be recalled and it will be shown that every stabilizing LQR/MPC has an equivalent positive definite LQR/MPC which yields the same open loop and closed loop behavior. This analysis will then be used to formulate an approximated nonlinear economic MPC scheme, which has stability guarantees. An example will be used to illustrate the proposed technique and show its potential in terms of performance.

Item Type: Article
Identification Number: 10.1016/j.jprocont.2014.04.023
Uncontrolled Keywords: Economic MPC; LQR; Stability theory for MPC
Subjects: T Technology > T Technology (General)
Research Area: Computer Science and Applications
Depositing User: Mario Zanon
Date Deposited: 12 Mar 2018 09:30
Last Modified: 12 Mar 2018 09:30
URI: http://eprints.imtlucca.it/id/eprint/4018

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