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Keywords:

  • NMPC, EKF, robust stability, target setting

SUMMARY

This work deals with the closed-loop robust stability of nonlinear model predictive control (NMPC) coupled with an extended Kalman filter (EKF). First, we point out the gaps between the practical formulations and theoretical research. Then, we show that the estimation error dynamics of an EKF are input-to-state stable (ISS) in the presence of nonvanishing perturbations. Moreover, a target setting optimization problem is proposed to solve the target state corresponding to the desired set points, which are used in the objective function in NMPC formulation. Thus, the objective function is a Lyapunov function candidate, and the input-to-state practical stability (ISpS) of the closed-loop system can be established. Moreover, we see that the stability property deteriorates because of the estimation error. Simulation results of the proposed scheme are presented.Copyright © 2012 John Wiley & Sons, Ltd.