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From linear to nonlinear MPC: bridging the gap via the real-time iteration. (English) Zbl 1430.93062
Summary: Linear model predictive control (MPC) can be currently deployed at outstanding speeds, thanks to recent progress in algorithms for solving online the underlying structured quadratic programs. In contrast, nonlinear MPC (NMPC) requires the deployment of more elaborate algorithms, which require longer computation times than linear MPC. Nonetheless, computational speeds for NMPC comparable to those of MPC are now regularly reported, provided that the adequate algorithms are used. In this paper, we aim at clarifying the similarities and differences between linear MPC and NMPC. In particular, we focus our analysis on NMPC based on the real-time iteration (RTI) scheme, as this technique has been successfully tested and, in some applications, requires computational times that are only marginally larger than linear MPC. The goal of the paper is to promote the understanding of RTI-based NMPC within the linear MPC community.

MSC:
93B45 Model predictive control
93C05 Linear systems in control theory
93C10 Nonlinear systems in control theory
90C20 Quadratic programming
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