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Stability Analysis of Constrained Nonlinear Model Predictive Control with Terminal Weighting

This paper investigates stability of model predictive control (MPC) for nonlinear constrained systems. New stability results for the MPC algorithms with terminal weighting are proposed using the dynamic programming method, which gives new criteria for choosing state, control and terminal weighting in the performance index to achieve stability of MPC algorithms. Illustrative examples are given to show that by combining this condition with existing ones, much less conservative results can be generated.