Suboptimal Shrinking Horizon MPC with a Lower Hessian Condition Number from Adjustable Terminal Cost

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Hauptverfasser: van Leeuwen, Steven, Kolmanovsky, Ilya
Format: Preprint
Veröffentlicht: 2025
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author van Leeuwen, Steven
Kolmanovsky, Ilya
author_facet van Leeuwen, Steven
Kolmanovsky, Ilya
contents A strategy for reducing the number of iterations and computational burden in shrinking horizon Model Predictive Control (SH-MPC) when steering into a prescribed terminal set despite unmeasured disturbances is proposed. This strategy exploits dynamic adjustment of the terminal cost weight and horizon length while ensuring that the terminal set is reached within a desired number of steps. A lower Hessian condition number which facilitates the computational reduction is proved under assumptions, and an example of spacecraft nutation damping using the proposed approach is reported.
format Preprint
id arxiv_https___arxiv_org_abs_2512_03410
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Suboptimal Shrinking Horizon MPC with a Lower Hessian Condition Number from Adjustable Terminal Cost
van Leeuwen, Steven
Kolmanovsky, Ilya
Optimization and Control
A strategy for reducing the number of iterations and computational burden in shrinking horizon Model Predictive Control (SH-MPC) when steering into a prescribed terminal set despite unmeasured disturbances is proposed. This strategy exploits dynamic adjustment of the terminal cost weight and horizon length while ensuring that the terminal set is reached within a desired number of steps. A lower Hessian condition number which facilitates the computational reduction is proved under assumptions, and an example of spacecraft nutation damping using the proposed approach is reported.
title Suboptimal Shrinking Horizon MPC with a Lower Hessian Condition Number from Adjustable Terminal Cost
topic Optimization and Control
url https://arxiv.org/abs/2512.03410