Quadratic costs do not always work in MPC

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  • Universität Stuttgart
  • Technische Universität Ilmenau
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OriginalspracheEnglisch
Seiten (von - bis)269-277
Seitenumfang9
FachzeitschriftAutomatica
Jahrgang82
Frühes Online-Datum22 Mai 2017
PublikationsstatusVeröffentlicht - 1 Aug. 2017
Extern publiziertJa

Abstract

We consider model predictive control (MPC) without terminal costs and constraints. Firstly, we rigorously show that MPC based on quadratic stage costs may fail, i.e., there does not exist a prediction horizon length such that a (controlled) equilibrium is asymptotically stable for the MPC closed loop although the system is, e.g., finite time controllable. Hence, stability properties of the infinite horizon optimal control problem are, in general, not preserved in MPC as long as purely quadratic costs are employed. This shows the necessity of using the stage cost as a design parameter to achieve asymptotic stability. Furthermore, we relax the standard controllability assumption employed in MPC without terminal costs and constraints to alleviate its verification.

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Quadratic costs do not always work in MPC. / Müller, Matthias A.; Worthmann, Karl.
in: Automatica, Jahrgang 82, 01.08.2017, S. 269-277.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Müller MA, Worthmann K. Quadratic costs do not always work in MPC. Automatica. 2017 Aug 1;82:269-277. Epub 2017 Mai 22. doi: 10.1016/j.automatica.2017.04.058
Müller, Matthias A. ; Worthmann, Karl. / Quadratic costs do not always work in MPC. in: Automatica. 2017 ; Jahrgang 82. S. 269-277.
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