BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Whither discrete-time model predictive control? - Gabriele Pannocc
 hia\, University of Pisa
DTSTART:20140306T150000Z
DTEND:20140306T160000Z
UID:TALK51233@talks.cam.ac.uk
CONTACT:Tim Hughes
DESCRIPTION:In this talk I discuss and propose an efficient computational 
 procedure for the continuous time\, input constrained\, infinite horizon\,
  linear quadratic regulator problem (CLQR). To ensure satisfaction of the 
 constraints\, the input is approximated as a piecewise linear function on 
 a finite time discretization. The solution of this approximate problem is 
 a standard quadratic program. A novel lower bound on the infinite dimensio
 nal CLQR problem is developed\, and the discretization is adaptively refin
 ed until a user supplied error tolerance on the CLQR cost is achieved. The
  offline storage of the required quadrature matrices at several levels of 
 discretization tailors the method for online use as required in model pred
 ictive control (MPC). The performance of the proposed algorithm is then co
 mpared with the standard discrete time MPC algorithms. The proposed method
  is shown to be significantly more efficient than standard discrete time M
 PC that uses a sample time short enough to generate a cost close to the CL
 QR solution.
LOCATION:Cambridge University Engineering Department\, LR3
END:VEVENT
END:VCALENDAR