Abstract
In this chapter we present a comprehensive stability and suboptimality analysis for NMPC schemes with stabilizing terminal constraints. Both endpoint constraints as well as regional constraints plus Lyapunov function terminal cost are covered. We show that viability of the state constraint set can be replaced by viability of the terminal constraint set in order to ensure feasibility of the NMPC optimal control problem along the closed loop trajectories. The “reversing of monotonicity” of the finite time optimal value functions is proved and used in order to apply the relaxed dynamic programming framework introduced in the previous chapter. Using this framework, stability, suboptimality (i.e., estimates about the infinite horizon performance of the NMPC closed loop system) and inverse optimality results are proved.
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Grüne, L., Pannek, J. (2011). Stability and Suboptimality Using Stabilizing Constraints. In: Nonlinear Model Predictive Control. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-0-85729-501-9_5
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DOI: https://doi.org/10.1007/978-0-85729-501-9_5
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