A Real-Time Algorithm for Constrained Nonlinear Receding Horizon Control Based on Off-Line Singular Value Decomposition

Abstract

In this paper, a real-time algorithm for nonlinear receding horizon control using the continuation/GMRES method (C/GMRES) is proposed. The continuation method is combined with a Krylov subspace method, GMRES, to update control input by solving a linear equation. In addition, we utilize singular value decomposition, which reduces the size of the linear equation, for the off-line optimization result to speed up on-line calculations, and a barrier function to deal with constraints on the control input. Simulation results show that the proposed algorithm is faster than the conventional C/GMRES.