Indefinite linear MPC and approximated economic MPC for nonlinear systems

被引：39

作者：

Zanon, Mario ^{[1
]}

Gros, Sebastien ^{[2
]}

Diehl, Moritz ^{[1
,3
]}

机构：

[1] KU Leuven Univ, Dept ESAT STADIUS OPTEC, B-3001 Leuven, Belgium

[2] Chalmers, Dept Signals & Syst, SE-41296 Gothenburg, Sweden

[3] Univ Freiburg, Dept Microsyst Engn IMTEK, D-79110 Freiburg, Germany

来源：

JOURNAL OF PROCESS CONTROL | 2014年 / 24卷 / 08期

关键词：

Economic MPC; LQR; Stability theory for MPC; MODEL-PREDICTIVE CONTROL; ALGEBRAIC RICCATI EQUATION; OPTIMIZATION; COST;

D O I：

10.1016/j.jprocont.2014.04.023

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. (C) 2014 Elsevier Ltd. All rights reserved.

引用

页码：1273 / 1281

页数：9

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