Implications of discretization on dissipativity and economic model predictive control

Autor: Olumuyiwa I. Olanrewaju, Jan M. Maciejowski
Přispěvatelé: Maciejowski, Jan [0000-0001-8281-8364], Apollo - University of Cambridge Repository
Rok vydání: 2017
Předmět:
Zdroj: Journal of Process Control. 49:1-8
ISSN: 0959-1524
Popis: © 2016 Elsevier LtdEconomic model predictive control, where a generic cost is employed as the objective function to be minimized, has recently gained much attention in model predictive control literature. Stability proof of the resulting closed-loop system is often based on strict dissipativity of the system with respect to the objective function. In this paper, starting with a continuous-time setup, we consider the ‘discretize then optimize’ approach to solving continuous-time optimal control problems and investigate the effect of the discretization process on the closed-loop system. We show that while the continuous-time system may be strictly dissipative with respect to the objective function, it is possible that the resulting closed-loop system is unstable if the discrete-approximation of the continuous-time optimal control problem is not properly set up. We use a popular example from the economic MPC literature to illustrate our results.
Databáze: OpenAIRE