Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC

Explicit MPC of constrained linear systems is known to result in a piecewise affine controller and therefore also piecewise affine closed loop dynamics. The complexity of such analytic formulations of the control law can grow exponentially with the prediction horizon. The suboptimal solutions offer...

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Main Authors: Morten Hovd, Sorin Olaru
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 2010-04-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/2010/MIC-2010-2-1.pdf
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author Morten Hovd
Sorin Olaru
author_facet Morten Hovd
Sorin Olaru
author_sort Morten Hovd
collection DOAJ
description Explicit MPC of constrained linear systems is known to result in a piecewise affine controller and therefore also piecewise affine closed loop dynamics. The complexity of such analytic formulations of the control law can grow exponentially with the prediction horizon. The suboptimal solutions offer a trade-off in terms of complexity and several approaches can be found in the literature for the construction of approximate MPC laws. In the present paper a piecewise quadratic (PWQ) Lyapunov function is used for the stability verification of an of approximate explicit Model Predictive Control (MPC). A novel relaxation method is proposed for the LMI criteria on the Lyapunov function design. This relaxation is applicable to the design of PWQ Lyapunov functions for discrete-time piecewise affine systems in general.
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spelling doaj.art-e706b9fcffab45b78a8e79c481e5bba92022-12-21T20:55:49ZengNorwegian Society of Automatic ControlModeling, Identification and Control0332-73531890-13282010-04-01312455310.4173/mic.2010.2.1Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPCMorten HovdSorin OlaruExplicit MPC of constrained linear systems is known to result in a piecewise affine controller and therefore also piecewise affine closed loop dynamics. The complexity of such analytic formulations of the control law can grow exponentially with the prediction horizon. The suboptimal solutions offer a trade-off in terms of complexity and several approaches can be found in the literature for the construction of approximate MPC laws. In the present paper a piecewise quadratic (PWQ) Lyapunov function is used for the stability verification of an of approximate explicit Model Predictive Control (MPC). A novel relaxation method is proposed for the LMI criteria on the Lyapunov function design. This relaxation is applicable to the design of PWQ Lyapunov functions for discrete-time piecewise affine systems in general.http://www.mic-journal.no/PDF/2010/MIC-2010-2-1.pdfPiecewise Quadratic Lyapunov functionLinear Matrix InequalitiesModel Predictive Control
spellingShingle Morten Hovd
Sorin Olaru
Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
Modeling, Identification and Control
Piecewise Quadratic Lyapunov function
Linear Matrix Inequalities
Model Predictive Control
title Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
title_full Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
title_fullStr Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
title_full_unstemmed Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
title_short Piecewise quadratic Lyapunov functions for stability verification of approximate explicit MPC
title_sort piecewise quadratic lyapunov functions for stability verification of approximate explicit mpc
topic Piecewise Quadratic Lyapunov function
Linear Matrix Inequalities
Model Predictive Control
url http://www.mic-journal.no/PDF/2010/MIC-2010-2-1.pdf
work_keys_str_mv AT mortenhovd piecewisequadraticlyapunovfunctionsforstabilityverificationofapproximateexplicitmpc
AT sorinolaru piecewisequadraticlyapunovfunctionsforstabilityverificationofapproximateexplicitmpc