A multiscale approximation scheme for explicit model predictive control with stability, feasibility, and performance guarantees

In this paper, an algorithm is introduced based on classical wavelet multiresolution analysis that returns a low complexity explicit model predictive control law built on a hierarchy of second order interpolating wavelets. It is proven that the resulting interpolation is everywhere feasible. Further, tests to confirm stability and to compute a bound on the performance loss are introduced. Since the controller approximation is built on a gridded hierarchy, the evaluation of the control law in real-time systems is naturally fast and runs in a bounded logarithmic time. A simple example is provided which both illustrates the approach and motivates further research in this direction.

Published in:
Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference, 6327-6332
Presented at:
Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC), Shanghai, China, 15-18 December 2009

Note: The status of this file is: EPFL only

 Record created 2011-10-24, last modified 2018-01-28

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