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Min-max Model Predictive Control of Nonlinear Systems: A Unifying Overview on Stability


D. M. Raimondo, Daniel Limon, Mircea Lazar, Lalo Magni, Eduardo Camacho

European Journal of Control, vol. 15, no. 1, pp. 5-21

Min-max model predictive control (MPC) is one of the few techniques suitable for robust stabilization of uncertain nonlinear systems subject to constraints. Stability issues as well as robustness have been recently studied and some novel contributions on this topic have appeared in the literature. In this survey, we distill from an extensive literature a general framework for synthesizing min-max MPC schemes with an a priori robust stability guarantee. First, we introduce a general prediction model that covers a wide class of uncertainties, which includes bounded disturbances as well as state and input dependent disturbances (uncertainties). Second, we extend the notion of regional input-to-state stability (ISS) in order to fit the considered class of uncertainties. Then, we establish that the standard minmax approach can only guarantee practical stability. We concentrate our attention on two different solutions for solving this problem. The first one is based on a particular design of the stage cost of the performance index, which leads to a H infinity strategy, while the second one is based on a dual-mode strategy. Under fairly mild assumptions both controllers guarantee ISS of the resulting closed-loop system. Moreover, it is shown that the nonlinear auxiliary control law introduced in [29] to solve the H infinity problem can be used, for nonlinear systems affine in control, in all the proposed min-max schemes and also in presence of state-independent disturbances. A simulation example illustrates the techniques surveyed in this article.


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% Autogenerated BibTeX entry
@Article { RaiEtal:2009:IFA_3285,
    author={D. M. Raimondo and Daniel Limon and Mircea Lazar and Lalo Magni and Eduardo Camacho},
    title={{Min-max Model Predictive Control of Nonlinear Systems: A
	  Unifying Overview on Stability}},
    journal={European Journal of Control},
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