@article{, author = {Emam, Mostafa; Gerdts, Matthias}, title = {Sensitivity updates for linear-quadratic optimization problems in multi-step model predictive control}, editor = {}, booktitle = {}, series = {}, journal = {Journal of Physics : Conference Series}, address = {}, publisher = {}, edition = {}, year = {2023}, isbn = {}, volume = {2514}, number = {}, pages = {012008}, url = {https://dx.doi.org/10.1088/1742-6596/2514/1/012008}, doi = {10.1088/1742-6596/2514/1/012008}, keywords = {}, abstract = {The paper discusses how parametric sensitivity analysis can be used in certain model predictive control (MPC) schemes. The sensitivity analysis will be performed with regard to the initial state measurement and update schemes will be derived that speed-up the computations. Throughout we restrict the discussion to linear-quadratic optimal control problems in discrete time, which frequently arise in tracking tasks with MPC. The derived tools from sensitivity analysis can be embedded into MPC schemes with a prediction step and multi-step MPC schemes with re-optimization and prediction step. Numerical experiments illustrating the sensitivity analysis are presented.}, note = {}, institution = {Universität der Bundeswehr München, Fakultät für Luft- und Raumfahrttechnik, LRT 1 - Institut für Angewandte Mathematik und Wissenschaftliches Rechnen, Professur: Gerdts, Matthias}, }