On the Infinite Horizon Performance of Receding Horizon Controllers

Lars Grüne, Anders Rantzer

Research output: Contribution to journalArticlepeer-review

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.
Original languageEnglish
Pages (from-to)2100-2111
JournalIEEE Transactions on Automatic Control
Volume53
Issue number9
DOIs
Publication statusPublished - 2008

Subject classification (UKÄ)

  • Control Engineering

Free keywords

  • receding horizon
  • Dynamic programming
  • model predictive control (MPC)
  • control (RHC)
  • suboptimality

Fingerprint

Dive into the research topics of 'On the Infinite Horizon Performance of Receding Horizon Controllers'. Together they form a unique fingerprint.

Cite this