Nonlinear multi-objective receding horizon design utilizing state-dependent formulation

Abstract

The art of multi-objective design is to extract the best compromise among conflicting requirements. The analytical multi-objective parameter synthesis adopts closed-form specifications that make the multi-objective design in linear systems computationally efficient. In this paper, the analytical multi-objective parameter synthesis method is extended to nonlinear systems via the state-dependent coefficients parametrization method in combination with the receding horizon control technique. The novel contributions presented in this paper are demonstrated on two fronts. First, the objective functions in infinite-time domain are replaced by equivalent finite-time functions with certain terminal terms, where the analytical formulations for the finite-time functions are made available and offer a computationally cost-effective approach. Second, the stability is addressed by adopting the receding horizon control technique. In addition, the proposed design approach shows benefits over the conventional nonlinear optimal control method. Two numerical examples further demonstrate the promising features of the proposed design framework.