Implications of discretization on dissipativity and economic model predictive control
Autor: | Olumuyiwa I. Olanrewaju, Jan M. Maciejowski |
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Přispěvatelé: | Maciejowski, Jan [0000-0001-8281-8364], Apollo - University of Cambridge Repository |
Rok vydání: | 2017 |
Předmět: |
0209 industrial biotechnology
Mathematical optimization 021103 operations research Discretization 0211 other engineering and technologies Stability (learning theory) Process (computing) 02 engineering and technology Optimal control Industrial and Manufacturing Engineering Computer Science Applications Set (abstract data type) Model predictive control Economic model predictive control 020901 industrial engineering & automation Control and Systems Engineering Control theory Modeling and Simulation Dissipative system Direct collocation Dissipativity Stability Mathematics |
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 |
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