Stability & Feasibility of Constrained Receding Horizon Control
نویسندگان
چکیده
In this paper we present an approach to test stability and feasibility of discrete-time LTI systems subject to constrained optimal control. The analysis is based on the feedback solution of the constrained optimal control problem formulated in a Receding Horizon fashion. The validation procedure consists of two independent parts. For stability, a piecewise quadratic Lyapunov function is computed by solving LMIs. Sufficient conditions for the existence of such functions are given. To guarantee feasibility, an efficient algorithm for computing invariant subsets of piecewise affine systems is presented. Finally, we demonstrate how this method may serve to obtain controllers of low complexity.
منابع مشابه
Feasibility and stability of constrained finite receding horizon control
Issues of feasibility and stability are considered for a nite horizon formulation of receding horizon control for linear systems under mixed linear state and control constraints. We prove that given any compact set of initial conditions that is feasible for the innnite horizon problem, there exists a nite horizon length above which a receding horizon policy will provide both feasibility and sta...
متن کاملA framework for robustness analysis of constrained finite receding horizon control
A framework for robustness analysis of input constrained nite receding horizon control is presented. Under the assumption of quadratic upper bounds on the nite horizon costs, we derive suucient conditions for robust stability of the standard discrete-time linear-quadratic receding horizon control formulation. This is achieved by recasting conditions for nominal and robust stability as an implic...
متن کاملReceding-horizon control of constrained uncertain linear systems with disturbances
The paper addresses receding-horizon (predictive) control for polytopic discrete-time systems subject to input/state constraints and unknown but bounded disturbances. The objective is to optimize nominal performance while guaranteeing robust stability and constraint satisfaction. The latter goal is achieved by exploiting robust invariant sets under linear and nonlinear control laws. Tradeoffs b...
متن کاملA new approach to stability analysis for constrained finite receding horizon control without end constraints
We present a new approach to the stability analysis of nite receding horizon control applied to constrained linear systems. By relating the nal predicted state to the current state through a bound on the terminal cost, it is shown that knowledge of upper and lower bounds for the nite horizon costs are suucient to determine the stability of a receding horizon controller. This analysis is valid f...
متن کاملA Comparison of Robust and Stochastic Receding Horizon Control
In this thesis we study receding horizon control strategies for stochastic discrete-time linear systems with additive noise. This study is divided into two parts: First, we compare the performance of different receding horizon control techniques under constrained and unconstrained control input settings for some representative systems. It appears from our simulations that while in an unconstrai...
متن کامل