Nonlinear MPC versus MPC using on-line linearisation - A comparative study

One of the main drawbacks of NMPC schemes is the enormous computational effort these controllers require. On the other hand, linear MPC methods can be implemented solving just Quadratic Programming (QP) or Linear Programming (LP) problems. In this paper, an alternative implementation of NMPC suggested by De Keyser (1998) is implemented to reduce the computational effort. This methodology is based on on-line linearisation and solves and iterative procedure which, if convergent, provides with the solution of the NMPC problem. This controller is tested and compared with the purely nonlinear MPC schemes.