Computers & Chemical Engineering, Vol.21, No.12, 1389-1393, 1997
Stability of model predictive control with time-varying weights
In this paper, we show that the stability of constrained Model Predictive Control (MPC) systems can be guaranteed by using time-varying weights. It unifies two popular MPC algorithms with guaranteed stability - Infinite Horizon MPC and MPC with End Constraint. Use of time-varying weights may also be useful in analyzing stability properties of MPC for linear time-varying systems as well as uncertain linear systems.
Keywords:SYSTEMS