Quadratic costs do not always work in MPC
@article{Mller2017QuadraticCD, title={Quadratic costs do not always work in MPC}, author={M. M{\"u}ller and K. Worthmann}, journal={Autom.}, year={2017}, volume={82}, pages={269-277} }
Abstract We consider model predictive control (MPC) without terminal costs and constraints. Firstly, we rigorously show that MPC based on quadratic stage costs may fail, i.e., there does not exist a prediction horizon length such that a (controlled) equilibrium is asymptotically stable for the MPC closed loop although the system is, e.g., finite time controllable. Hence, stability properties of the infinite horizon optimal control problem are, in general, not preserved in MPC as long as purely… CONTINUE READING
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