Move blocking strategies in receding horizon control

Abstract

In order to deal with the computational burden of optimal control, it is common practice to reduce the degrees of freedom by fixing the input or its derivatives to be constant over several time-steps. This policy is referred to as "move blocking". This paper addresses two issues. First, a survey of various move blocking strategies is presented and the shortcomings of these blocking policies, such as the lack of stability and constraint satisfaction guarantees, are illustrated. Second, a novel move blocking scheme, "moving window blocking" (MWB), is presented. In MWB, the blocking strategy is time-dependent such that the scheme yields stability and feasibility guarantees for the closed-loop system. Finally, the results of a large case-study are presented that illustrate the advantages and drawbacks of the various control strategies discussed in this paper.