Analysis of unconstrained nonlinear MPC schemes with time varying control horizon
arXiv:1006.2529 · doi:10.1137/090758696
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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