A State-Dependent Updating Period For Certified Real-Time Model Predictive Control

Abstract

In this paper, a state-dependent control updating period framework is proposed that leads to real-time implementable Model Predictive Control with certified practical stability results and constraints satisfaction. The scheme is illustrated and validated using new certification bound that is derived in the case where the Fast Gradient iteration is used through a penalty method to solve generally constrained convex optimization problems. Both the certification bound computation and its use in the state-dependent updating period framework are illustrated in the particular case of linear MPC. An illustrative example involving a chain of four integrators is used to show the explicit computation of the state-dependent control updating scheme.