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Assessment and Future Directions of Nonlinear Model Predictive ...

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166 H.G. Bock et al.in a straightforward way. Given suitable choices <strong>of</strong> the objective function <strong>and</strong>the final state constraint (3f), stability <strong>of</strong> the nominal NMPC dynamics can beproven [6, 7, 16].The present article is concerned with efficient ways to calculate the feedbackcontrol ū(x 0 ) or a suitable approximation in real-time while the considered processmoves on.2.3 Direct Multiple Shooting for DAEOur approaches to the online solution <strong>of</strong> the optimal control problem (3a)–(3f)– the real-time iteration schemes – are based on the direct multiple shootingmethod [5] for DAE models [15], which is briefly reviewed in this section.Parameterization <strong>of</strong> the Infinite Optimization ProblemThe parameterization <strong>of</strong> the infinite optimization problem consists <strong>of</strong> two steps.For a suitable partition <strong>of</strong> the time horizon [0,T p ]intoN subintervals [t i ,t i+1 ],,0=t 0 0 is non-increasing on t ∈ [t i ,t i+1 ].Consistency <strong>of</strong> the algebraic states is ensured by adding consistency conditions(7c) for each multiple shooting node at t i in the overall NLP defined in the nextsection. For more details on the relaxation <strong>of</strong> the DAE the reader is referred,e.g. to [4, 15, 18].Since the trajectories x i (t) <strong>and</strong>z i (t) ontheinterval[t i ,t i+1 ] are functions<strong>of</strong> the initial values s i := (s x i ,sz i ) <strong>and</strong> control parameters u i only, they will bereferred to as x i (t; s i ,u i )<strong>and</strong>z i (t; s i ,u i ) in the following. The integral part <strong>of</strong>the cost function is evaluated on each interval independently:

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