A real‐time algorithm for nonlinear receding horizon control using multiple shooting and continuation/Krylov method |
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| Authors: | Yuichi Shimizu Toshiyuki Ohtsuka Moritz Diehl |
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| Affiliation: | 1. Chassis Engineering Division II, Toyota Development Center II, Toyota Motor Corporation, 1 Toyota‐Cho, Toyota, Aichi 471‐8572, Japan;2. Department of Systems Innovation, Graduate School of Engineering Science, Osaka University, 1‐3 Machikaneyama, Toyonaka, Osaka 560‐8531, Japan;3. Electrical Engineering Department, Katholieke Universiteit Leuven, Kasteelpark Arenberg 10, 3001 Leuven‐Heverlee, Belgium |
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| Abstract: | In this paper, we propose a real‐time algorithm for nonlinear receding horizon control using multiple shooting and the continuation/GMRES method. Multiple shooting is expected to improve numerical accuracy in calculations for solving boundary value problems. The continuation method is combined with a Krylov subspace method, GMRES, to update unknown quantities by solving a linear equation. At the same time, we apply condensing, which reduces the size of the linear equation, to speed up numerical calculations. A numerical example shows that both numerical accuracy and computational speed improve using the proposed algorithm by combining multiple shooting with condensing. Copyright © 2008 John Wiley & Sons, Ltd. |
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| Keywords: | nonlinear systems receding horizon control real‐time algorithm continuation method Krylov subspace method |
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