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A Fast Multiscale Method for Approximate Explicit Model Predictive Control

Author(s):

S. Summers
Conference/Journal:

IfA Internal Seminar Series
Abstract:

A model predictive control law is given by the solution to a parameteric optimization problem that can be pre-computed offline and provides an explicit optimal map from state to control input. In this talk, an algorithm is introduced based on classical wavelet multiresolution analysis that returns a low complexity explicit model predictive control law built on a hierarchy of second order interpolating wavelets. It is proven that the resulting interpolation is everywhere feasible. Further, tests to confirm stability and to compute a bound on the performance loss are introduced. Since the controller approximation is built on a gridded hierarchy, the evaluation of the control law in real-time systems is naturally fast and runs in a bounded logarithmic time.

Year:

2009
Type of Publication:

(06)Talk
Supervisor:

J. Lygeros

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