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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:
author
organization
publishing date
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
2009-02-09 09:12:51
date last changed
2017-10-29 03:53:41
@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},
  keyword      = {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},
  volume       = {53},
  year         = {2008},
}