非线性模型预测控制_Chapter4.pdfVIP

Chapter 4 In?nite Horizon Optimal Control In this chapter we give an introduction to nonlinear in?nite horizon optimal control. The dynamic programming principle as well as several consequences of this prin- ciple are proved. One of the main results of this chapter is that the in?nite horizon optimal feedback law asymptotically stabilizes the system and that the in?nite hori- zon optimal value function is a Lyapunov function for the closed loop system. Moti- vated by this property we formulate a relaxed version of the dynamic programming principle, which allows to prove stability and suboptimality results for nonoptimal feedback laws and without using the optimal value function. A practical version of this principle is provided, too. These results will be central in the following chapters for the stability and performance analysis of NMPC algorithms. For the special case of sampled-data systems we ?nally show that for suitable integral costs asymptotic stability of the continuous time sampled data closed loop system follows from the asymptotic stability of the associated discrete time system. 4.1 De?nition and Well Posedness of the Problem For the ?nite horizon optimal control problems from the previous chapter we can de?ne in?nite horizon counterparts by replacing the upper limits N ? 1inthere- spective sums by ∞. Since for this in?nite horizon formulation the terminal state xu(N) vanishes from the problem, it is not reasonable to consider terminal con- straints. Furthermore, we will not consider any weights in the in?nite horizon case. Hence, the most general in?nite horizon problem we consider is the following:   ∞   minimize J∞ n, x0,u(·) :=  n + k,xu(k, x0), u(k) k=0 n (OCP∞) · ∈ U∞ with respect to u( ) (x0), subject to  xu(0,x0