Stability and performance guarantees for model predictive control algorithms without terminal constraints
نویسندگان
چکیده
A typical bottleneck of model predictive control algorithms is the computational burden in order to compute the receding horizon feedback law which is predominantly determined by the length of the prediction horizon. Based on a relaxed Lyapunov inequality we present techniques which allow us to show stability and suboptimality estimates for a reduced prediction horizon. In particular, the known structural properties of suboptimality estimates based on a controllability condition are used to cut the gap between theoretic stability results and numerical observations.
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