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Stability of Model Predictive Control with Soft Constraints

Zheng, A. and Morari, M. (1994) Stability of Model Predictive Control with Soft Constraints. California Institute of Technology , Pasadena, CA. (Unpublished)

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We derive stability conditions for Model Predictive Control (MPC) with hard constraints on the inputs and "soft" constraints on the outputs for an infinitely long output horizon. We show that with state feedback MPC is globally asymptotically stabilizing if and only if all the eigenvalues of the open loop system are in the closed unit disk. With output feedback the eigenvalues must be strictly inside the unit circle. The on-line optimization problem defining MPC can be posed as a finite dimensional quadratic program even though the output constraints are specified over an infinite horizon.

Item Type:Report or Paper (Technical Report)
Group:Control and Dynamical Systems Technical Reports
Record Number:CaltechCDSTR:1993.025
Persistent URL:
Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:28051
Deposited By: Imported from CaltechCDSTR
Deposited On:31 Aug 2006
Last Modified:03 Oct 2019 03:28

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