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Preface to the Second Edition |
7 |
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Preface to the First Edition |
9 |
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Contents |
11 |
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1 Introduction |
15 |
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1.1 What Is Nonlinear Model Predictive Control? |
15 |
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1.2 Where Did NMPC Come From? |
17 |
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1.3 How Is This Book Organized? |
19 |
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1.4 What Is Not Covered in This Book? |
23 |
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References |
24 |
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2 Discrete Time and Sampled Data Systems |
26 |
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2.1 Discrete Time Systems |
26 |
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2.2 Sampled Data Systems |
29 |
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2.3 Stability of Discrete Time Systems |
42 |
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2.4 Stability of Sampled Data Systems |
50 |
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2.5 Notes and Extensions |
53 |
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References |
56 |
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3 Nonlinear Model Predictive Control |
57 |
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3.1 The Basic NMPC Algorithm |
57 |
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3.2 Constraints |
60 |
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3.3 Variants of the Basic NMPC Algorithms |
64 |
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3.4 The Dynamic Programming Principle |
70 |
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3.5 Notes and Extensions |
76 |
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References |
80 |
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4 Infinite Horizon Optimal Control |
82 |
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4.1 Definition and Well Posedness of the Problem |
82 |
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4.2 The Dynamic Programming Principle |
85 |
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4.3 Relaxed Dynamic Programming |
91 |
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4.4 Notes and Extensions |
97 |
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References |
100 |
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5 Stability and Suboptimality Using Stabilizing Terminal Conditions |
102 |
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5.1 The Relaxed Dynamic Programming Approach |
102 |
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5.2 Equilibrium Endpoint Constraint |
103 |
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5.3 Lyapunov Function Terminal Cost |
110 |
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5.4 Suboptimality and Inverse Optimality |
118 |
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5.5 Notes and Extensions |
126 |
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References |
129 |
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6 Stability and Suboptimality Without Stabilizing Terminal Conditions |
131 |
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6.1 Setting and Preliminaries |
131 |
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6.2 Bounds on VN and Asymptotic Controllability with Respect to ell |
135 |
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6.3 Implications of the Bound on VN |
139 |
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6.4 Computation of ? |
140 |
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6.5 Main Stability and Performance Results |
145 |
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6.6 Design of Good Stage Costs ell |
154 |
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6.7 Semiglobal and Practical Asymptotic Stability |
164 |
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6.8 Proof of Proposition 6.18 |
173 |
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6.9 Notes and Extensions |
182 |
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References |
186 |
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7 Feasibility and Robustness |
187 |
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7.1 The Feasibility Problem |
187 |
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7.2 Feasibility of Unconstrained NMPC Using Exit Sets |
190 |
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7.3 Feasibility of Unconstrained NMPC Using Stability |
194 |
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7.4 Comparing NMPC with and Without Terminal Conditions |
198 |
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7.5 Robustness: Basic Definition and Concepts |
202 |
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7.6 Robustness Without State Constraints |
204 |
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7.7 Examples for Nonrobustness Under State Constraints |
209 |
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7.8 Robustness with State Constraints via Robust-Optimal Feasibility |
214 |
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7.9 Robustness with State Constraints via Continuity of VN |
219 |
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7.10 Notes and Extensions |
225 |
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References |
228 |
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8 Economic NMPC |
230 |
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8.1 Setting |
230 |
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8.2 Averaged Performance with Terminal Conditions |
232 |
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8.3 Asymptotic Stability with Terminal Conditions |
236 |
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8.4 Non-averaged and Transient Performance with Terminal Conditions |
240 |
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8.5 Averaged Optimality Without Terminal Conditions |
248 |
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8.6 Practical Asymptotic Stability Without Terminal Conditions |
252 |
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8.7 Non-averaged and Transient Performance Without Terminal Conditions |
257 |
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8.8 Notes and Extensions |
264 |
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References |
266 |
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9 Distributed NMPC |
268 |
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9.1 Background and Problem Formulation |
268 |
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9.2 Classification of Connectedness |
270 |
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9.3 Problem Classes for Different Levels of Connectedness |
281 |
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9.4 Asymptotic Stability and Convergence |
285 |
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9.5 Communication and Coordination Schemes |
290 |
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9.6 Notes and Extensions |
301 |
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References |
303 |
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10 Variants and Extensions |
305 |
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10.1 Schemes with Mixed Terminal Conditions |
305 |
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10.2 Unconstrained NMPC with Terminal Weights |
309 |
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10.3 Nonpositive Definite Stage Cost |
310 |
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10.4 Multistep NMPC-Feedback Laws |
314 |
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10.5 Fast Sampling |
316 |
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10.6 Compensation of Computation Times |
320 |
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10.7 Online Measurement of ? |
324 |
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10.8 Adaptive Optimization Horizon |
333 |
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10.9 Nonoptimal NMPC |
340 |
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References |
349 |
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11 Numerical Discretization |
351 |
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11.1 Basic Solution Methods |
351 |
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11.2 Convergence Theory |
356 |
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11.3 Adaptive Step Size Control |
361 |
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11.4 Using the Methods Within the NMPC Algorithms |
365 |
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11.5 Numerical Approximation Errors and Stability |
367 |
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11.6 Notes and Extensions |
371 |
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References |
374 |
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12 Numerical Optimal Control of Nonlinear Systems |
375 |
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12.1 Discretization of the NMPC Problem |
375 |
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12.2 Unconstrained Optimization |
388 |
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12.3 Constrained Optimization |
393 |
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12.4 Implementation Issues in NMPC |
416 |
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12.5 Warm Start of the NMPC Optimization |
426 |
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12.6 Nonoptimal NMPC |
434 |
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12.7 Notes and Extensions |
438 |
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References |
440 |
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Appendix A NMPC Software Supporting This Book |
443 |
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Appendix B Glossary |
449 |
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Index |
456 |
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