Analysis of unconstrained nonlinear MPC schemes with time varying control horizon
Lars Gr\"une, J\"urgen Pannek, Martin Seehafer, Karl Worthmann
TL;DR
This paper provides an analytical suboptimality estimate for unconstrained nonlinear MPC schemes with time-varying control horizons, analyzing their stability and performance without terminal constraints.
Contribution
It introduces a new formula for suboptimality estimates and analyzes how the optimization and control horizons affect stability and performance.
Findings
Suboptimality estimate formula for nonlinear MPC
Impact of control horizon variation on stability
Performance analysis without terminal constraints
Abstract
For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal constraints. Based on our formula, we perform a detailed analysis of the impact of the optimization horizon and the possibly time varying control horizon on stability and performance of the closed loop.
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