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Analysis of unconstrained nonlinear MPC schemes with time varying control horizon
Preprint
13 June 2010
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Abstract
For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal constraints. Based on our formula, we perform a detailed analysis of the impact of the optimization horizon and the possibly time varying control horizon on stability and performance of the closed loop.