Linear Time-Varying Robust Model Predictive Control for Discrete-Time Nonlinear Systems

This paper presents a robust model predictive controller for discrete-time nonlinear systems, subject to state and input constraints and unknown but bounded input disturbances. The prediction model uses a linearized time-varying version of the original discrete-time system. The proposed optimization problem includes the initial state of the current nominal model of the system as an optimization variable, which allows to guarantee robust exponential stability of a disturbance invariant set for the discrete-time nonlinear system. From simulations, it is possible to verify the proposed algorithm is real-time capable, since the problem is convex and posed as a quadratic program.