Systems Science Seminar

Adaptive Horizon Model Predictive Control

Arthur J Krener

Naval Post Graduate School, Department of Applied Mathematics
Tuesday, October 04, 2016
4:30pm - 5:30pm
FXB 1109

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About the Event

Adaptive Horizon Model Predictive Control (AHMPC) is a scheme for varying the horizon length of Model Predictive Control (MPC) as needed. Its goal is to achieve stabilization with horizons as small as possible so that it can be used on faster or more complicated dynamic process. Beside the standard requirements of MPC including a terminal cost that is a control Lyapunov function, AHMPC requires a terminal feedback that turns the control Lyapunov function into a standard Lyapunov function in some domain around the operating point. But this domain need not be known explicitly. Just as MPC does not compute off-line the optimal cost and the optimal feedback over a large domain instead it computes these quantities on-line when and where they are needed, AHMPC does not compute off-line the domain on which the terminal cost is a control Lyapunov function instead it computes on-line when a state is in this domain. AHMPC verifies in real time that stabilization is being achieved. This is particularly important when dealing with nonlinear systems because the nonlinear programs that MPC passes to the nonlinear program solver are typically nonconvex. Therefore the solver may return local rather than global solutions and these may fail to be stabilizing. AHMPC detects when the solutions are not stabilizing. If so there is a need to pass different initial guesses to the solver to find global solutions or at least local solutions that are stabilizing.


Arthur Krener is a mathematician whose research interests are in developing methods for the control and estimation of nonlinear dynamical systems and stochastic processes. In 1971 he received the PhD in Mathematics from the University of California, Berkeley and joined the faculty of the University of California, Davis. He retired from UCD in 2006 as a Distinguished Professor of Mathematics and he currently is a Distinguished Visiting Professor at the Naval Postgraduate School. He has also held visiting positions at Harvard University, Imperial College, NASA Ames Research Center, the University of California, Berkeley, the University of Paris, the University of Maryland, the University of Padua and North Carolina State University. His research has been continuously funded since 1975 by NSF, NASA, AFOSR and ONR.

Additional Information

Contact: Judi Jones

Phone: 763-8557


Sponsor(s): ECE - Robotics

Faculty Sponsor: Jessy Grizzle

Open to: Public