Immersion-based model predictive control of constrained nonlinear systems: Polyflow approximation (2011.13255v2)

Abstract: In the framework of Model Predictive Control (MPC), the control input is typically computed by solving optimization problems repeatedly online. For general nonlinear systems, the online optimization problems are non-convex and computationally expensive or even intractable. In this paper, we propose to circumvent this issue by computing a high-dimensional linear embedding of discrete-time nonlinear systems. The computation relies on an algebraic condition related to the immersibility property of nonlinear systems and can be implemented offline. With the high-dimensional linear model, we then define and solve a convex online MPC problem. We also provide an interpretation of our approach under the Koopman operator framework.