Gruene, Lars (Univ. of Bayreuth), Rantzer, Anders (Lund Univ.)

Suboptimality Estimates for Receding Horizon Controllers

Scheduled for presentation during the Regular Session "Model Predictive Control I" (MoA10), Monday, July 24, 2006, 11:40−12:05, Room 103

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on April 26, 2024

Abstract

Receding horizon control is a well established approach for control of systems with constraints and nonlinearities. Optimization over an infinite time-horizon, which is often computationally intractable, is therin replaced by a sequence of finite horizon problems. This paper provides a method to quantify the performance degradation that comes with this approximation. Results are provided for problems both with and without terminal costs and constraints. Stability proofs follow as special cases.