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A continuation/GMRES method for fast computation of nonlinear receding horizon control. (English) Zbl 1168.93340
The author deals with a numerical algorithm for nonlinear receding horizon control. The original continuous-time problem was first discretized over the horizon, and a two-point boundary-value problem was obtained to determine the sequence of control input for the discretzed problem. The proposed algorithm is demonstrated for a numerical example of a two-link arm whose dynamics is highly nonlinear. Numerical study shows that the proposed algorithm is faster than the conventional algorithms.

MSC:
93B40 Computational methods in systems theory (MSC2010)
93B51 Design techniques (robust design, computer-aided design, etc.)
Software:
L-BFGS; KELLEY
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