Economic receding horizon control without terminal constraints
Economic receding horizon control without terminal constraints
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DOI：
10.1016/j.automatica.2012.12.003
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发表时间：
2013-03
期刊：
影响因子：
--
通讯作者：
Lars Grüne
中科院分区：
文献类型：
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作者：
Lars Grüne
我们考虑了一种没有终端约束的滚动时域控制方案，其中阶段成本由经济标准定义，即， 不一定与稳定或跟踪问题有关。我们分析了所得到的滚动时域控制器的性能，特别侧重于相应的平均无限时域问题的最佳稳态的情况下。使用收费公路的性质和适当的可控性，我们证明了附近的最优性能的控制器和收敛的闭环解的最佳稳态附近。两个例子说明了我们的研究结果的数字，并显示如何验证强加的假设。
We consider a receding horizon control scheme without terminal constraints in which the stage cost is defined by economic criteria, i.e., not necessarily linked to a stabilization or tracking problem. We analyze the performance of the resulting receding horizon controller with a particular focus on the case of optimal steady states for the corresponding averaged infinite horizon problem. Using a turnpike property and suitable controllability properties we prove near optimal performance of the controller and convergence of the closed loop solution to a neighborhood of the optimal steady state. Two examples illustrate our findings numerically and show how to verify the imposed assumptions.