A tracking MPC formulation that is locally equivalent to economic MPC

Zanon, Mario and Gros, Sébastien and Diehl, Moritz A tracking MPC formulation that is locally equivalent to economic MPC. Journal of Process Control, 45. pp. 30-42. ISSN 0959-1524 (2016)

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Abstract

The stability proof for economic Model Predictive Control (MPC) is in general difficult to establish. In contrast, tracking MPC has well-established and practically applicable stability guarantees, but can yield poor closed-loop performance in terms of the selected economic criterion. In this paper, we derive a formal procedure to design a tracking MPC scheme so as to locally approximate the behaviour of economic MPC. Given an economic stage cost, the desired tracking stage cost can therefore be computed automatically. Because tracking MPC guarantees stability of the closed-loop system, our procedure succeeds if and only if economic MPC is locally stabilising. This fact can be used to certify whether economic MPC is not stabilising. We illustrate the theoretical developments in a simulated example.

Item Type:	Article
Identification Number:	https://doi.org/10.1016/j.jprocont.2016.06.006
Uncontrolled Keywords:	Economic MPC; Stability theory for MPC; Formal design of tracking MPC
Subjects:	T Technology > T Technology (General)
Research Area:	Computer Science and Applications
Depositing User:	Mario Zanon
Date Deposited:	09 Mar 2018 14:17
Last Modified:	09 Mar 2018 14:17
URI:	http://eprints.imtlucca.it/id/eprint/4011

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