Time-distributed optimization for shrinking horizon MPC

Abstract

This paper proposes a strategy for implementing shrinking horizon Model Predictive Control (MPC) using a limited number of optimization iterations at each timestep. Offline and online certification methods are presented for determining a time-varying bound on the number of optimization iterations that ensures the closed-loop system satisfies a specified terminal constraint. An axisymmetric spacecraft spin stabilization example is reported to demonstrate the certification procedure.