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In this paper, we propose a real-time algorithm for nonlinear receding horizon control of descriptor systems using the continuation/GMRES (C/GMRES) method and multiple shooting. The continuation method is combined with a Krylov subspace method, GMRES, to update unknown quantities by solving a linear equation. The proposed algorithm can deal with descriptor systems that cannot be dealt with by the conventional C/GMRES algorithm. We apply the proposed method to a parking problem of a four-wheel vehicle.