2000 character limit reached
Approximation of Continuous-Time Infinite-Horizon Optimal Control Problems Arising in Model Predictive Control - Supplementary Notes (1608.08823v1)
Published 31 Aug 2016 in math.OC and cs.SY
Abstract: These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a finite dimensional representation of the dynamics is obtained via a Galerkin approach. It is shown that the two approximations provide lower, respectively upper bounds on the optimal cost of the underlying infinite dimensional optimal control problem. These bounds get tighter as the number of basis functions is increased. In addition, conditions guaranteeing convergence to the cost of the underlying problem are provided.