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

MTNS 2006 Paper Abstract

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Paper TuA10.1

Shimizu, Yuichi (Osaka Univ.), Ohtsuka, Toshiyuki (Osaka Univ.), Diehl, Moritz (Uni Heidelberg)

A Real-Time Algorithm for Nonlinear Receding Horizon Control Using Multiple Shooting and Continuation-Krylov Method

Scheduled for presentation during the Regular Session "Model Predictive Control II" (TuA10), Tuesday, July 25, 2006, 10:25−10:50, 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 June 23, 2024

Keywords Optimal control, Control of nonlinear systems, Dynamic programming

Abstract

We propose a real-time algorithm for nonlinear receding horizon control using multiple shooting and the continuation-Krylov method. The multiple shooting is expected to improve numerical accuracy and stability in calculations for solving a boundary value problem. The continuation method is combined with a Krylov-subspace method to update unknown quantities by solving a linear equation. At the same time, we apply condensing, which reduces the size of the linear equation, to speed up numerical calculations. Computational results show that the numerical accuracy and stability of the proposed algorithm are superior to those of a conventional one.