Stability of finite horizon optimisation based control without terminal weight

Wen-Hua Chen

International Journal of Systems Science, 2022, vol. 53, issue 16, 3524-3537

Abstract: This paper presents a stability analysis tool for model predictive control (MPC) where control action is generated by optimising a cost function over a finite horizon. Stability analysis of MPC with a limited horizon but without terminal weight is a well-known challenging problem. We define a new value function based on an auxiliary one-step optimisation related to stage cost, namely optimal one-step value function (OSVF). It is shown that a finite horizon MPC can be made to be asymptotically stable if OSVF is a (local) control Lyapunov function (CLF). More specifically, by exploiting the CLF property of OSFV to construct a contractive terminal set, a new stabilising MPC algorithm (CMPC) is proposed. We show that CMPC is recursively feasible and guarantees stability under the condition that OSVF is a CLF. Checking this condition and estimation of the maximal terminal set are discussed. Numerical examples are presented to demonstrate the effectiveness of the proposed stability condition and corresponding CMPC algorithm.

Date: 2022
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DOI: 10.1080/00207721.2022.2093419

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