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On the stability of constrained MPC without terminal constraint

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4 Author(s)
Limon, D. ; Dept. de Ingenieria de Sistemas y Autom.a, Univ. de Sevilla, Spain ; Alamo, T. ; Salas, F. ; Camacho, E.F.

The usual way to guarantee stability of model predictive control (MPC) strategies is based on a terminal cost function and a terminal constraint region. This note analyzes the stability of MPC when the terminal constraint is removed. This is particularly interesting when the system is unconstrained on the state. In this case, the computational burden of the optimization problem does not have to be increased by introducing terminal state constraints due to stabilizing reasons. A region in which the terminal constraint can be removed from the optimization problem is characterized depending on some of the design parameters of MPC. This region is a domain of attraction of the MPC without terminal constraint. Based on this result, it is proved that weighting the terminal cost, this domain of attraction of the MPC controller without terminal constraint is enlarged reaching (practically) the same domain of attraction of the MPC with terminal constraint; moreover, a practical procedure to calculate the stabilizing weighting factor for a given initial state is shown. Finally, these results are extended to the case of suboptimal solutions and an asymptotically stabilizing suboptimal controller without terminal constraint is presented.

Published in:

Automatic Control, IEEE Transactions on  (Volume:51 ,  Issue: 5 )