A continuation/GMRES method for fast computation of nonlinear receding horizon control (Q1433056)

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A continuation/GMRES method for fast computation of nonlinear receding horizon control
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    A continuation/GMRES method for fast computation of nonlinear receding horizon control (English)
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    15 June 2004
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    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.
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    receding horizon control
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    nonlinear control
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    real-time optimization
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    continuation method
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    GMRES
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