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Reducing the Prediction Horizon in NMPC: An Algorithm Based Approach

机译:降低NmpC中的预测视界:一种基于算法的方法

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摘要

In order to guarantee stability, known results for MPC without additionalterminal costs or endpoint constraints often require rather large predictionhorizons. Still, stable behavior of closed loop solutions can often be observedeven for shorter horizons. Here, we make use of the recent observation thatstability can be guaranteed for smaller prediction horizons via Lyapunovarguments if more than only the first control is implemented. Since such aprocedure may be harmful in terms of robustness, we derive conditions whichallow to increase the rate at which state measurements are used for feedbackwhile maintaining stability and desired performance specifications. Our maincontribution consists in developing two algorithms based on the deducedconditions and a corresponding stability theorem which ensures asymptoticstability for the MPC closed loop for significantly shorter predictionhorizons.
机译:为了保证稳定性,已知的MPC结果在没有额外终端成本或端点约束的情况下,通常需要相当大的预测水平。尽管如此,即使对于较短的视野,也经常可以观察到闭环解决方案的稳定行为。在这里,我们利用最近的观察结果,如果仅执行了第一个控制,则可以通过Lyapunovarguments保证较小预测范围的稳定性。由于这样的过程在鲁棒性方面可能是有害的,因此我们得出了可以提高状态测量用于反馈的速率,同时又保持稳定性和所需性能指标的条件。我们的主要贡献在于,根据推导条件和相应的稳定性定理开发两种算法,以确保MPC闭环的渐近稳定性,从而显着缩短预测水平。

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