Enhancements for Contractive Receding Horizon Control
Elijah Polak and S. Shankar Sastry
We propose a new stability constraint for contractive receding horizon control (RHC), which was inspired by a non-monotone line search rule for optimization algorithms. Previously proposed stability constraints for contractive RHC can be seen as special cases of our new constraint. The new stability constraint guarantees asymptotic stability, but it does not ensure the monotone decrease of the state to zero. The non-monotone nature of our constraint is less restrictive than previous contractive constraints, and in principle, should result in a larger region of attraction (stability region). We present simulation results which show that this is in fact the case. We also present several enhancements which result in a faster system response and/or a larger stability region.