Stability and Performance Analysis of Model Predictive Control of Uncertain Linear Systems

Abstract

Model mismatch often presents significant challenges in model-based controller design. This paper investigates model predictive control (MPC) for uncertain linear systems with input constraints, where the uncertainty is characterized by a parametric mismatch between the true system and its estimated model. The main contributions of this work are twofold. First, a theoretical performance bound is derived using relaxed dynamic programming. This bound provides a novel insight into how the prediction horizon and modeling errors affect the suboptimality of the MPC controller to the oracle infinite-horizon optimal controller, which has complete knowledge of the true system. Second, sufficient conditions are established under which the nominal MPC controller, which relies solely on the estimated system model, can stabilize the true system despite model mismatch. Numerical simulations are presented to validate these theoretical results, demonstrating the practical applicability of the derived conditions and bounds. These findings offer practical guidelines for achieving desired modeling accuracy and selecting an appropriate prediction horizon in designing certainty-equivalence MPC controllers for uncertain linear systems.