TY  - JOUR
KW  - Economic MPC; LQR; Stability theory for MPC
Y1  - 2014///
A1  - Zanon, Mario
A1  - Gros, Sébastien
A1  - Diehl, Moritz
UR  - http://doi.org/10.1016/j.jprocont.2014.04.023
VL  - 24
SP  - 1273
TI  - Indefinite linear MPC and approximated economic MPC for nonlinear systems
AV  - restricted
IS  - 8
JF  - Journal of Process Control
PB  - Elsevier
EP  - 1281
ID  - eprints4018
N2  - 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.
SN  - 0959-1524
ER  -