On the Infinite Horizon Performance of Receding Horizon Controllers
Grüne, Lars and Rantzer, Anders LU
(2008)
In IEEE Transactions on Automatic Control
53(9).
p.2100-2111
- 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 therein 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 and for both exactly and practically asymptotically stabilizable systems.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1284691
- author
- Grüne, Lars
and Rantzer, Anders
LU
- organization
- publishing date
- 2008
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- receding horizon, Dynamic programming, model predictive control (MPC), control (RHC), suboptimality
- in
- IEEE Transactions on Automatic Control
- volume
- 53
- issue
- 9
- pages
- 2100 - 2111
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- external identifiers
-
- wos:000260220000010
- scopus:54349120326
- ISSN
- 0018-9286
- DOI
- 10.1109/TAC.2008.927799
- language
- English
- LU publication?
- yes
- id
- 9805287f-b7f4-4036-aca4-b354864aee28 (old id 1284691)
- date added to LUP
- 2016-04-01 13:42:16
- date last changed
- 2023-11-12 20:31:14
@article{9805287f-b7f4-4036-aca4-b354864aee28,
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 therein 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 and for both exactly and practically asymptotically stabilizable systems.}},
author = {{Grüne, Lars and Rantzer, Anders}},
issn = {{0018-9286}},
keywords = {{receding horizon; Dynamic programming; model predictive control (MPC); control (RHC); suboptimality}},
language = {{eng}},
number = {{9}},
pages = {{2100--2111}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
series = {{IEEE Transactions on Automatic Control}},
title = {{On the Infinite Horizon Performance of Receding Horizon Controllers}},
url = {{http://dx.doi.org/10.1109/TAC.2008.927799}},
doi = {{10.1109/TAC.2008.927799}},
volume = {{53}},
year = {{2008}},
}