Continuation model predictive control on smooth manifolds

Abstract: Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. Continuation MPC, suggested by T.~Ohtsuka in 2004, uses Krylov-Newton iterations. Continuation MPC is suitable for nonlinear problems and has been recently adopted for minimum time problems. We extend the continuation MPC approach to a case where the state is implicitly constrained to a smooth manifold. We propose an algorithm for on-line controller implementation and demonstrate its numerical effectiveness for a test problem on a hemisphere.