Contraction Analysis of Continuation Method for Suboptimal Model Predictive Control

Abstract

This letter presents contraction analysis of continuation method for suboptimal model predictive control. A contraction metric is proposed that reflects hierarchical dynamics inherent in the continuation method and, thus, leads us to a pair of tractable matrix inequalities characterizing contraction of closed-loop system controlled by the continuation method. A numerical example verifies our contraction analysis and demonstrates the tractability of the presented matrix inequalities.