Abstract---We present in this paper a novel nonlinear model predictive control scheme that guarantees asymptotic c1osed-loop stability. The scheme can be applied to both stable and unstable systems with input constraints. The objective functional to be minimized consists of an integral square error (ISE) part over a finite time horizon plus a quadratic terminal cost. The terminal state penalty matrix of the terminal cost term has to be chosen as the solution of an appropriate Lyapunov equation. Furthermore, the setup includes a terminal inequality constraint that forces the states at the end of the finite prediction horizon to lie within a prescribed terminal region. If the Jacobian linearization of the nonlinear system to be controlled is stabilizable, we prove that feasibility of the open-loop optimal control problem at time t = 0 implies asymptotic stability of the closed-loop system. The size of the region of attraction is only restricted by the requirement for feasibility of the optimization problem due to the input and terminal inequality constraints and is thus maximal in some sense. ~)
We consider the problem of designing robust statefeedback controllers for discrete-time linear time-invariant systems, based directly on measured data. The proposed design procedures require no model knowledge, but only a single openloop data trajectory, which may be affected by noise. First, a data-driven characterization of the uncertain class of closedloop matrices under state-feedback is derived. By considering this parametrization in the robust control framework, we design data-driven state-feedback gains with guarantees on stability and performance, containing, e.g., the H∞-control problem as a special case. Further, we show how the proposed framework can be extended to take partial model knowledge into account. The validity of the proposed approach is illustrated via a numerical example.
The purpose of this paper is twofold. In the first part we give a review on the current state of nonlinear model predictive control (NMPC). After a brief presentation of the basic principle of predictive control we outline some of the theoretical, computational, and implementational aspects of this control strategy. Most of the theoretical developments in the area of NMPC are based on the assumption that the full state is available for measurement, an assumption that does not hold in the typical practical case. Thus, in the second part of this paper we focus on the output feedback problem in NMPC. After a brief overview on existing output feedback NMPC approaches we derive conditions that guarantee stability of the closed-loop if an NMPC state feedback controller is used together with a full state observer for the recovery of the system state.
Abstract-Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference between existence of a solution and feasibility of a suitable, a priori known candidate solution. Subsequently, a Stochastic Model Predictive Control algorithm which unifies previous results is derived, leaving the designer the option to balance an increased feasible region against guaranteed bounds on the asymptotic average performance and convergence time. Besides typical performance bounds, under mild assumptions, we prove asymptotic stability in probability of the minimal robust positively invariant set obtained by the unconstrained LQ-optimal controller. A numerical example, demonstrating the efficacy of the proposed approach in comparison with classical, recursively feasible Stochastic MPC and Robust MPC, is provided.
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