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Nonlinear Model Predictive Control |
4 |
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Preface |
7 |
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Contents |
9 |
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Chapter 1: Introduction |
12 |
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1.1 What Is Nonlinear Model Predictive Control? |
12 |
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1.2 Where Did NMPC Come from? |
14 |
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1.3 How Is This Book Organized? |
16 |
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1.4 What Is Not Covered in This Book? |
20 |
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References |
21 |
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Chapter 2: Discrete Time and Sampled Data Systems |
23 |
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2.1 Discrete Time Systems |
23 |
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2.2 Sampled Data Systems |
26 |
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2.3 Stability of Discrete Time Systems |
38 |
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2.4 Stability of Sampled Data Systems |
45 |
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2.5 Notes and Extensions |
49 |
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2.6 Problems |
49 |
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References |
51 |
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Chapter 3: Nonlinear Model Predictive Control |
52 |
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3.1 The Basic NMPC Algorithm |
52 |
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3.2 Constraints |
54 |
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3.3 Variants of the Basic NMPC Algorithms |
59 |
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3.4 The Dynamic Programming Principle |
65 |
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3.5 Notes and Extensions |
71 |
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3.6 Problems |
73 |
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References |
74 |
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Chapter 4: Infinite Horizon Optimal Control |
76 |
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4.1 Definition and Well Posedness of the Problem |
76 |
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4.2 The Dynamic Programming Principle |
79 |
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4.3 Relaxed Dynamic Programming |
84 |
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4.4 Notes and Extensions |
90 |
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4.5 Problems |
92 |
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References |
93 |
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Chapter 5: Stability and Suboptimality Using Stabilizing Constraints |
95 |
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5.1 The Relaxed Dynamic Programming Approach |
95 |
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5.2 Equilibrium Endpoint Constraint |
96 |
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5.3 Lyapunov Function Terminal Cost |
103 |
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5.4 Suboptimality and Inverse Optimality |
109 |
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5.5 Notes and Extensions |
117 |
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5.6 Problems |
118 |
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References |
120 |
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Chapter 6: Stability and Suboptimality Without Stabilizing Constraints |
121 |
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6.1 Setting and Preliminaries |
121 |
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6.2 Asymptotic Controllability with Respect to l |
124 |
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6.3 Implications of the Controllability Assumption |
127 |
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6.4 Computation of alpha |
129 |
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6.5 Main Stability and Performance Results |
133 |
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6.6 Design of Good Running Costs l |
141 |
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6.7 Semiglobal and Practical Asymptotic Stability |
150 |
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6.8 Proof of Proposition 6.17 |
158 |
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6.9 Notes and Extensions |
167 |
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6.10 Problems |
169 |
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References |
170 |
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Chapter 7: Variants and Extensions |
172 |
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7.1 Mixed Constrained-Unconstrained Schemes |
172 |
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7.2 Unconstrained NMPC with Terminal Weights |
175 |
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7.3 Nonpositive Definite Running Cost |
177 |
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7.4 Multistep NMPC-Feedback Laws |
181 |
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7.5 Fast Sampling |
183 |
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7.6 Compensation of Computation Times |
187 |
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7.7 Online Measurement of alpha |
190 |
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7.8 Adaptive Optimization Horizon |
198 |
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7.9 Nonoptimal NMPC |
205 |
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7.10 Beyond Stabilization and Tracking |
214 |
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References |
216 |
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Chapter 8: Feasibility and Robustness |
218 |
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8.1 The Feasibility Problem |
218 |
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8.2 Feasibility of Unconstrained NMPC Using Exit Sets |
221 |
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8.3 Feasibility of Unconstrained NMPC Using Stability |
224 |
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8.4 Comparing Terminal Constrained vs. Unconstrained NMPC |
229 |
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8.5 Robustness: Basic Definition and Concepts |
232 |
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8.6 Robustness Without State Constraints |
234 |
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8.7 Examples for Nonrobustness Under State Constraints |
239 |
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8.8 Robustness with State Constraints via Robust-optimal Feasibility |
244 |
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8.9 Robustness with State Constraints via Continuity of VN |
248 |
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8.10 Notes and Extensions |
253 |
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8.11 Problems |
256 |
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References |
256 |
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Chapter 9: Numerical Discretization |
258 |
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9.1 Basic Solution Methods |
258 |
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9.2 Convergence Theory |
263 |
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9.3 Adaptive Step Size Control |
267 |
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9.4 Using the Methods Within the NMPC Algorithms |
271 |
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9.5 Numerical Approximation Errors and Stability |
273 |
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9.6 Notes and Extensions |
276 |
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9.7 Problems |
278 |
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References |
279 |
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Chapter 10: Numerical Optimal Control of Nonlinear Systems |
281 |
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10.1 Discretization of the NMPC Problem |
281 |
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Full Discretization |
285 |
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Recursive Discretization |
287 |
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Multiple Shooting Discretization |
289 |
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10.2 Unconstrained Optimization |
294 |
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10.3 Constrained Optimization |
298 |
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Active Set SQP Methods |
303 |
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Interior-Point Methods |
315 |
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10.4 Implementation Issues in NMPC |
321 |
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Structure of the Derivatives |
322 |
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Condensing |
326 |
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Optimality and Computing Tolerances |
327 |
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10.5 Warm Start of the NMPC Optimization |
330 |
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Initial Value Embedding |
331 |
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Sensitivity Based Warm Start |
334 |
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Shift Method |
336 |
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10.6 Nonoptimal NMPC |
337 |
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10.7 Notes and Extensions |
341 |
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10.8 Problems |
343 |
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References |
343 |
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Appendix NMPC Software Supporting This Book |
346 |
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A.1 The MATLAB NMPC Routine |
346 |
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A.2 Additional MATLAB and MAPLE Routines |
348 |
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A.3 The C++ NMPC Software |
350 |
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Glossary |
352 |
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Index |
358 |
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