Auromatica, Vol. 31, No. 2, pp.

281436, 1995
Copyright 0 1995 Elswier Science Ltd
Pergamon ooos1098(94)oooa6-7 Printed in Great Britain. All rights reserved
ccm-109m5 $9.50 + 0.00

Brief Paper

An Extension of Newton-type Algorithms for Nonlinear

Process Control*
NUN0 M. C. DE OLIVEIRA t#t and LORENZ T. BIEGLERt

Key Words-Process control; chemical industry; model reference control; nonlinear control systems;
nonlinear programming; quadratic programming.

Abstract-This study extends the multistep, Newton-type properties under appropriate conditions. An additional
formulation [Li and Biegler (1989) C/tern. Eng. Res. Des., 67, advantage of the method is that it provides a consistent
562-5771 for nonlinear constrained process control. The treatment of both linear and nonlinear models.
computation of the control law is based on an augmented The next two sections describe the computational
performance index, which improves the performance of the formulation with a review of the stability properties in
method over the original formulation. A number of Section 3. In particular, we show that in the absence of active
modifications are also introduced in the computational constraints, the method becomes a nonlinear extension of the
algorithm to extend the range of problems, eliminate linear quadratic regulator, which guarantees closed-loop
steady-state offsets, and extend the output predictive horizon stability for a large range of tuning parameters. Finally, the
to infinity. We show that the global stability properties of the application of this algorithm to various process examples is
original Newton controller are preserved by the present considered in Section 4.
modifications. Moreover in the absence of active constraints,
the method behaves as an extension of the linear quadratic
regulator for, exhibiting therefore excellent stability pro- 2. Computational framework
perties for a large range of tuning parameters. The The use of operator theory for the synthesis of nonlinear
capabilities of the method are illustrated by application to control systems was first suggested by Economou (1985).
various process examples. This proposed Newton approach was later generalized by Li
and Biegler (1989) to an SQP algorithm, in order to allow the
inclusion of process constraints, and the consideration of a
1. Introduction multistep predictive horizon. Here, we consider in this
In the last decade, a substantial increase in the use of section a modified multistep Newton-type formulation based
optimization based predictive algorithms for process control on a more general quadratic performance index, for a
was observed. Model predictive control methods based on process model of the form
linear models have been tested extensively, and are presently
well-accepted in industrial practice; they are seen to provide
2 =&(x, u, d), (la)
control systems with relatively high performance and
reliability (Garcia et al, 1989). Alternative formulations for Y = g,(x). (Lb)
predictive control using nonlinear process models have also
been considered. These extensions have been recently where u E R”e represents the vector of system inputs
reviewed by Bequette (1991). Nonlinear model predictive (manipulations), x E Iw”s is the vector of state variables,
control (MPC) algorithms are advantageous in situations y E lR”o is the vector of system outputs, and d E LW is a
where substantial incentives for improved control quality vector of disturbances. It is assumed that n, s ni, that f, and
exist, due to the strong nonlinear nature of the system itself g, are continuously differentiable functions.
or when large changes in the operating conditions can be In order to simplify the determination of the optimal
anticipated during routine operation, such as in batch control laws, a discrete-time framework is used. Denoting the
processes, or during the start-up and shutdown of continuous present sampling instant by tk, the correspondent input and
processes. output predictive horizons are designated by %$ = [tk, tk +
This paper describes a nonlinear control algorithm that rik] and %& = [tk, cl, + t,J, respectively. This allows the
extends the basic Newton formalism of Li and Biegler (1989). correspondent predictive problem at tk to be formulated as
A number of important characteristics demonstrated by this
approach make the algorithm particularly attractive for
process control. These include a computationally efficient minJZi("7Y) =
u* I,%
2 (Yk+i- Y,p,k+i)TQyi(Yk+i-Ysp,k+i)
i=l
method for the determination of the model sensitivities and
the successive quadratic programming (SQP) nature of the + hk+i-I - u,,k+,-dTQui(Uk+r-,
- u,.k+i--l),
algorithm, together with the existence of global convergence
(24
* Received 25 April 1993; revised 10 January 1994; revised i= fp(x,u, 4, PI
20 March 1994; received in final form 14 April 1994. This
paper was not presented at any IFAC meeting. This paper Y = &Ax). (2c)
was recommended for publication in revised form by
Associate Editor B. Wayne Bequette under the direction of
Y/SY 'Y"? (24
Editor Yaman Arkun. Corresponding author Professor L. T. U,5U~U, and u(t) = u(rk + r,, - T);
Biegler. Tel. +I 412 268 2232; Fax +l 412 268 7139.
t Department of Chemical Engineering, Carnegie Mellon t E [zk + tih, rk + tohI. (2e)
University, Pittsburgh, PA 15213, U.S.A.
$ Present address: Department of Chemical Engineering, Here, u, E R”a represents a reference input trajectory,
Universidade de Coimbra, Large Marques de Pombal, 3000 accomplishing the same role as y,, for the outputs, and
Coimbra, Portugal. compatible to these set-points. The notation can be simplified

281
282
by de&ring the augmented input and output vectors for a
predictive trajectory, as
and a nominal input trajectory
ii E lR”P’= [UZ i;+] u:+,,,~.,]‘r.
At each iteration, the difference between the current and
reference input trajectories is represented by AU = V - V.
Since the Newton framework requires a linearized
approximation of the system equations, we consider the
expansion _of Y in Taylor series around the nominal
trajectory Y
Y = Y + Y”,AV,
with Y, = aY/X//,=, E 5?(n~p)x(n~m),The dynamic matrix
y, represents the sensitivity of the process to input changes
around the nominal trajectory considered. It can be
expressed in terms of the derivatives of the state transition
function of (la), leading to a lower block triangular matrix
Ym defined by
0 ifj > i,
ifj <m,
~tn,j =
S,, otherwise,
i g
if i = j,
S = Ck+,Ik+, 1
1, i C,+,(II$L, Qk+,-,,,)Ik +, ~I otherwise.
Here C corresponds to the derivative of the output function,
while @ and F represent the sensitivities of the nonlinear
model (la) to changes in the initial conditions and inputs,
respectively. These two quantities can be computed exactly
by integration of a set of linear equations together with the
process model (Li and Biegler, 1989).
Using the linearized model given by (3) and defining
V’ = V, - V, with E = ySp- Y, this can be expressed as the
following quadratic program (QP):
I-$LI~=(E-L&AV)~Q,(E -L&AU)
+ (AV - V’)TQ,(AV ~ V’), (64
V,d c AU 5 Cl,,<,, (6b)
ylds Y,AV 5 Y,d, (6~)
with lJld = V, - 0, VU, = V,, - 6, V’ = V7 - i?, Y,d = Y, - y,
and Y, = Y, - Y. Here Q, = diag {Q,,} E Rg(n~p)x(n~p),and
Q2 = diag {Q,} E lRtn~m)xtnlm?In comparison to (6) the
objective function considered by Li and Biegler (1989)
corresponds to Q, = Inop and Qz = 0. However, the use of the
augmented performance index (2a) gives the method
improved stability properties, as discussed in Section 3.
The algorithm for the determination of the nonlinear
control law is stated below. It assumes that each nonlinear
optimization problem for a given predictive horizon is
iterated until convergence, and that the value of the state
vector xk is also available to the control algorithm.
Conrrol algorithm (converged form). Using the initial
conditions tk = to, X* = xg and U = V,:
Step 1. At t= I~, set i = 0 (iteration count for the QP
subproblem).
Step 2. Starting with the initial condition x~, integrate the
state and sensitivity equations (la) in the output predictive
horizon %&, for the nominal trajectory V = U. This gives x,
and Ik+,. Compute also the output sensitivities Ck+l,
t_;
>...>P). _
Step 3. From X compute Y and E, update the deviation
bounds Vid, VU,,, &,, Yud and solve the corresponding QP (6)
for AU.
Step 4. Using a line search, determine an appropriate step
sjze h_ for the current input correction dV = AAV. Update
VcVtdV.
Step 5. Check whether the convergence criteria for V have
Brief Papers
been satisfied. If so, implement uk = V,, and update ii for
the next interval as
V=[ii;+, li:+z ... li:+,mz Liz+,-, U:+,_,]r.
Go to Step 1, with I = r,,,.
Step 6. If the convergence criteria for V are still not
satisfied, check the QP iteration counter i. If i <nma,., go
back to Step 2, with ici + 1. Else, signal difficulty in
convergence.
Since the Newton method is only guaranteed to be locally
convergent, the line search phase of Step 4 is required to
enforce a global descent property in the method. A detailed
description of this step can be found in Oliveira (1994).
2.1. Elimination of steady-state offset with plant/model
mismarch. An important practical objective is the capability
of obtaining a response without steady-state errors, in the
(3) presence of a limited mismatch between the plant and the
process model available. To avoid this difficulty, the control
loop must include an integrator element to eliminate the
steady-state offsets resulting from step disturbances. The
integrator can be added directly to the nonlinear model (l),
or defined more efficiently in terms of the discrete sensitivity
coefficients of the formulation. In this latter case, an
additional state equation of the form
zk+,=zk+r~-, +k,(y,+-~s~,~+r), i = 1,. ,p,
(4) Zk = zo.
with zk E R”o, k, E Iw”~““~, is added to the discrete model.
Using the deviation variables denoted in a generic form by
(5) the ’ superscript, with u’ = u - ri, x’ =x -X, the first-order
approximation of this state equation is given by
ik+r=fk+r-, +kl(~k+r+Ck+i(4k+r~,X;+r-l +rk+,-&--1))
- k1.vsp.k t,.
Similarly, defining z;+, = ik +, - Z,,+,, leads to the following
augmented LTV approximation for the system equations:
(74
0)
The correspondent augmented predictive model equations
can therefore be written as Y = Y + y,,,AV, where
p = [yT z;lT, y”=_ky ?3=, (i = k, , p). The augmented
dynamic matrix Y, is obtained from (5), by replacing the
sensitivity coefficients C, @ and I by -their augmented
counterparts in (7). Defining also Qy = diag {Q,, I,,$
Ysr = rY,& OIT,allows the control algorithm described m
Section 2 to be used directly.
2.2. Control law computation for an infinite output
horizon. It is well-known that large predictive horizons make
the stability properties of the resultant control law less
dependent on the tuning parameters of the algorithm. The
previous algorithm can be extended to use an infinite output
horizon, by introduction of a number of rearrangements that
deal with the fact that some of the previous quantities would
have an infinite-dimension in this case.
We assume here, that the open-loop system to be
controlled is already largely asymptotically stable. Since the
formulation requires a set-point for the infinite horizon, we
assume also that the specified set-point trajectory converges
to a finite and feasible limit y*. In this case, it can be shown
that the linear and quadratic terms of (6a) are given by
W
b, = -2 2 ST,Q,,E, - 2QY,V,‘, i, j = 1,. , m, (8b)
*=,
where bi E l??~ and H, E Iw”~““~represent the linear and
 Brief Papers

Hessian block elements of (6a), respectively.
corresponds to the Kronecker delta
while Sjj is given by (5). A more detailed treatment
issue is given in Oliveira (1994).
3. Stability properties
Results in this section comprise a generalization of the
stability results of Li and Biegler (1989) for OL-stable
systems and a general unconstrained treatment. The effects
of the presence of active constraints on the closed-loop
stability, including some soft-constraint handling strategies
are presented in Oliveira and Biegler (1994). For open-loop
asymptotically stable systems, Li and Biegler (1989)
demonstrate that with Q, = Z, Qz = 0 the controller can be
made globally stable, by choosing a sufficiently long sampling
time, and using a line-search algorithm to enforce a descent
property. The next theorem shows that similar properties
exist for the formulation presented in the last section.
Theorem 1. Assume that the open-loop nonlinear system
described by (1) is largely asymptotically stable, and that a
constant set-point y,, = y* is used. For (1y, - y*llo, 2 6 > 0,
the application of the multistep Newton-type controller
correspondent to the previous algorithm with m,p > 1
converges monotonically for sampling times T > T*, where
T* is finite. Therefore we have
II Ys+I -Y*l12a,<IlYs-Y*ll$y.
The proof for this theorem can be found in the Appendix.
It relies on the fact that for open-loop asymptotically stable
systems, a sufficiently large but finite T can be found such
that 119115l, for any small predetermined E. Therefore
choosing T > T*, where
guarantees the stability of the Newton controller with
open-loop asymptotically stable systems. This situation is
representative of the characteristics of the majority of
chemical processes. However, since the above results rely on
the boundedness of the sensitivity coefficients, they do not
extend to the OL-unstable case. In fact, a strong statement
Here S,, The first one is a Continuous Stirred-tank Reactor (CSTR),
and the second is a Fluid Catalytic Cracking (FCC) unit.
Both of these examples exhibit interesting characteristics in
terms of nonlinear behavior over an extended range of
operating conditions.
4.1. CSTR example. The system considered here consists
of this of an ideal CSTR with an isothermal pseudo first-order
reaction A + B +P, in the presence of an excess
concentration of A (Oliveira, 1994). The corresponding
process model is
~=(c,,-**)~+(c”‘-“~)~-~. (W
We assume that both state variables are measured and that
the process output is given by {x1, x2}. The vector of
manipulated variables is {u,, uZ}, while Car and Ca,
constitute potential input disturbances. Under nominal
operating conditions this model can be shown to have three
possible equilibrium points, with the middle one being
OL-unstable.
For simulation, we used a sampling time T = 1, predictive
horizons with 10 sampling intervals and Q, = diag{l, l},
Q, = diag (0.01, 0.01).Figures 1 and 2 illustrate the response
of the closed-loop system to a +lO% step change in C,,, at
t = 1. Despite being unmeasured and unpredicted by the
control algorithm, this disturbance is well rejected; for
comparison the correspondent open-loop response goes to a
steady state of x~,+~= 9.4. Since the disturbance is not
explicitly accounted for by the controller, the final steady
states of the output variables exhibit a small offset when no
integral action is used (about 0.4%). This offset is, however,
eliminated when integral action is added, as can be observed
from the corresponding output profiles. Using a tolerance
Ed” = 0.5 X 10w3, the number of iterations required reached a
maximum of five or six during the sampling times where the
major change (disturbance or set-point change) occurred,
and was typically smaller after that (around two). This
resulted in a total computational time of about 1 minute of
CPU time for each case, using a mixture of ‘Mathematics’
(Wolfram, 1988) and Fortran code, on DecStation 5ooO/240.
4.2. FCC example. Next we consider the control of a FCC
I.

about the non-existence of global stability properties of I04

unstable systems can be made (Sontag, 1984). Also, the
requirement of a sufficiently large sampling time might not 102
always be readily met in practice. This motivates us to look
closer at the stabilization properties of the underlying
; 100 .U . .. .
state-feedback structure. -*-h-*-c.+-.++-
In the absence of constraints, the predictive control
problem at r = rk is given by (6a). The optimal solution for 98
this case can be obtained in analytical form, leading to the
control law 96
J
f~ = (CQ,% + Q&‘(%Q,E* + QzU,), 0 5 10 13 20

with E* = Y,, - Y*, where Y* corresponds to the system t

response for a zero input. Hence, the extended Newton :
formulation behaves in the unconstrained case as a ,.i
generalization of the discrete Linear Quadratic Regulator 0.68
(LQR) control for nonlinear models, possessing therefore
similar properties to this last approach, with both infinite 0.66
horizons and finite horizons with additional stabilization
conditions (see Oliveira (1994) for additional details). These 2
0.64
modifications allow the unconstrained Newton-type con-
troller to achieve closed-loop stability with a perfect model,
without requiring an extensive search for the appropriate 0.62
tuning parameters. As mentioned, a detailed treatment of the
effects of the presence of active constraints can be found in 0.60 -I

Oliveira and Biegler (1994) and Oliveira (1994). ” 5 10 15 20

t
4. Examples Fig. 1. Output response to a 10% step change in CB1 (. . .
We consider, in this section, the application of the previous open-loop; --- k, = 0; - k, = {l, 1)). The dots indicate the
algorithm to the control of two nonlinear process examples. discrete sampling points used.
284 Brief Papers
1.05
Table I. Steady state values for the FCC model: (a)
OL-unstable point; (b) stable steady state

(4 (b)
Steady state values Unstable Stable

C,, (lb coke/lb cat) 7.985 x 10-s 7.167 x 10-a

r,, (OF) 957.6 1149
0.85
C,, (lb coke/lb cat) 2.347 x lo- ’ 3.589 x lo-“
T’p(“F) II63 1396
0.80

The selection of control objectives was based both on the

1.1
2 1.05
1.00
0.95 I set-point is reached at the end of the second interval, with
0 5 10 15 20
Fig. 2. Input profiles for a 10% step change in CHI (.
open-loop; --- k, = 0; - k, = {l, 1)).
process. These units are commonly used to convert heavy
petroleum feedstocks into lighter hydrocarbon products; a
key step in petroleum refining. The present study is based on
the semi-empirical model of Lee and Kugelman (1973).
which consists of balance equations for the mass of coke
(carbonaceous material) and energy, both in the reactor and
regenerator vessels (Oliveira, 1994). The state variables are
C, (coke content in the spent catalyst), TX (reactor bed
temperature), C, (coke content in the regenerated catalyst)
and Trs (regenerator bed temperature). The model considers
also five main input variables, which are F, (air flow rate), T,
(air temperature), F; (feed rate), G (feed temperature) and 6
(catalyst recirculation rate).
state variables with more direct effects on the reaction
environment and potential difficulties on their measurements.
We adopted in this study T,, and C, as controlled variables,
while using F, and F, as manipulated variables. For
simulation, a sampling time of 0.5 hours and predictive
horizons with 5 sampling intervals were used. The tuning
parameters in the objective were chosen as QY=
diag {l, O.OOl}, and Q, = diag {O.l, O.l}. Figure 3 illustrates
the behavior of the process during an unanticipated change
in the set-point, from point (a) to (b) of Table 1. In the
absence of saturation of the input constraints, the new
just a small overshoot in C,,. This indicates that a more
cautious response can also be achieved, by imposing
additional limits on the rate of change of the manipulations,
if desired. The corresponding input profiles are presented in
Fig. 4.
More iterations were required in the present case to
converge the input profile to optimality, in comparison to the
previous example. The maximum number of iterations during
a given predictive horizon was 15, over the intervals where
the largest changes occurred. This number decreases to 2
iterations at the end of each profile, when the final value of
the response is approached. Each run required around 5
minutes of CPU time, in a DecStation 5000/240, for a control
horizon of 10 hours.
5. Conclusions
An extended formulation of a Newton-type algorithm for
nonlinear model predictive control was presented. The

1200

722500
1150
722000
1100
,K d 721500
+
1050
721000

1000 720500

950 J
0 I 2 3 4 5 I 2 3 4 5
t t

0.0025

9.70 106
0.0020
9.65 IO6
p 0.0015
v z 9.60 lo6

0.0010 9.55 106

0.0005 9.50 106

L
0 I 2 3 4 5 0 I 2 3 4 5

Fig. 3. System response to an unanticipated set-point change Fig. 4. Input profiles for an unanticipated set-point change
from the operating point (a) to (b). from (a) to (b).
 Brief Papers 285

proposed approach is based on the use of an augmented From (A.l) and (A.2)
quadratic performance index and leads to a computationally
efficient framework for nonlinear model predictive control. J2W = II%+, - Y*IIzp~ IIYk -y*112py+ O(a). (A.3)
In addition, the inclusion of an integral term to eliminate Assuming now that O< 6 <Jz(O) -&(Au~), where 6 is a
steady-state offsets, and the possibility of extending the small positive number, and because Js(Au,.) only involves
predictive horizon to infinity are considered. 9*+,, we have from the convexity of Jz
The stability properties of the method are considerably
improved by the extended formulation. In the unconstrained J2(AAuk) - J2(0) 5 A(Js(Auk) -12(O)) < -Aa. (A.4)
case, the controller becomes a nonlinear extension of LQR,
which guarantees good stability properties with a large range Now substituting (A.3) into (A.4) and for E sufficiently small
of tuning parameters. that O(c) < 612, we have
The algorithm was successfully applied with two nonlinear
models. In particular, the behavior demonstrated with the J2(A~~)~Ily~-~*ll1p,+~~~)-~A~ll~~-~*ll~~-~.
FCC model illustrates the efficacy of the method for
challenging nonlinear systems. Simultaneously, the small (A.5)
computational times required with both examples demonstr-
ate the feasibility of the on-line implementation of this Also
nonlinear strategy. llyk+i -y*ll’p+ A2 IlAu~ll&~Jz(AW + WA*). 64.6)

Choosing A so that O(A’) < SA/4, we have from (A.5) and

Acknowledgements-Financial support from the Department (A.6) the desired result for m = p = 1:
of Energy, in the form of grant DE-FGOZ85ER13396 is
gratefully acknowledged. The first author is also grateful for llY*+1 -y*v q 5 llyk.+1- y*ll$~+ A2 IIWl&,
additional financial support provided by the University of
Coimbra and FLAD. A more complete description of the
control alaorithm is available as Technical Renort 06-157.
Engineering Research Design Center, Carnegie Mellon Note, that if the control problem is solved to optimality in
University, Pittsburgh, PA. This report is also available on each horizon then Jf 5 J2(AAuk) < J2(0) it Jz follows from the
the Internet by anonymous ftp from ftp.deq.uc.pt (IP address NLP, and the desired result is also obtained immediately. In
192.84.13.35). the multistep case, optimality conditions of (6) can be written
as
References
Bequette, B. W. (1991). Nonlinear control of chemical
2(CQ, % + Q&W - ‘WtQ, E - 2Q2U’

processes-a review. Ind. Eng. Chem. Res., 30,1391-1413. + (Au,, - Au/) + %(A,, - Ay,) = 0, (A.7a)
Economou, C. G. (1985). An Operator Theory Approach to A:u(AU - U,) = 0, A:,(-AU + U,J = 0, (A.7b)
Nonlinear Controller Desian. Ph.D. Thesis. California
AT&&AU - Y&) = 0, A;,(-&AU + Y,‘,)= 0, (A.7c)
Institute of Technology, Pasadena, CA.
Garcia, C. E., D. M. Prett and M. Morari (1989). Model A,ZO, (A.7d)
predictive control: theory and practice-a survey. AU E ]I&, U,], X,AU l [Y/d, Y&l. (A.7e)
Automatica, 25,335-348.
Lee, W. and A. M. Kugelman (1973). Number of steady-state Also for large but finite T such that ]]ek ]I = O(e), the matrix
operating points and local stability of open-loop fluid 9, becomes
catalytic cracker. Ind. Eng. Chem. Process Des. Develop.,
l2,197-204.
Li, W. C. and L. T. Biegler (1989). Multistep, Newton-type
control strategies for constrained nonlinear processes.
Chem. Eng. R& Des., 67, 562-577.
Oliveira. N. M. C. and L. T. Biealer (1994). Constraint
handling and stability propertie: of ‘model predictive
control. AIChE. J., 40, 1138-1155.
Oliveira, N. M. C. (1994). Newton-type algorithms for
Nonlinear Constrained Chemical Process Control. Ph.D.
Thesis, Carnegie Mellon University, Pittsburgh, PA.
Sontag, E. D. (1984). An algebraic approach to bounded (‘4.8)

controllability of linear systems. ht. 1. Control, 39,

For m > 1, taking into account the block diagonal structure
181-188.
of Qi = diag {Q,}, Q2 = diag{Q,}, the first equation in
Wolfram, S. (1988). Mathematics. A System for Doing
(A.7b) becomes
Mathematics by Computer. Addison-Wesley, Redwood
City, CA. 2[(C,+,r,)TQ,(C,+,r,) + Q, + o(~~)lAu,
+ O(E)bUk+,+. . . + O(E~-~)AU~+,,-,
Appendix
- 2](C,+,I,)TQ,e,+, + O(e)] - 2Quu; + (L - L/h
Proof of Theorem 1. Here we start by looking at the single
controller (with m = p = l), and examine a single iteration of + [(~k+lwTQy(h.u - bh + wi = 0,
the Newton algorithm. The solution from (6) is Auf, and for
with ek+, = y* -yk+,. Note that AU remains always bounded
a stepsize A E [0, l] and a constant set-point ysp =y*, the
as l --) 0, since (ymQ, ym + QJ is positive definite. Assuming
objective is defined by
that (6) has a feasible solution, the previous equation can
therefore be written as
J2Wuk) = lIPk+l- y*ll'a+ A2 IIA~,cl12ak. (A.11
AU, = [(ck+lrk)TQy(ck+lrk) + QY]-’

We assume now that a sufficiently large sampling time but

finite T is used, so that ]]@,I]= O(E), for a small predefined 2
(Ayu - Ay’)‘)
positive quantity E. From (3) we have yk+, =&+, +
AC, 4,TkAu,, and + Q
”
& _ (huu - *“h
1 + Ote)

=
2
Au* + O(c), (A.9)
 Brief Papers

where Au* represents the solution of the single step J,(hAu,) < jlyk -y*l&+ O(e) - Sh + O(e*).
controller. A large T, therefore, has a decoupling effect in
the computation of the control law (6), and thus Hence, for sufficiently small E, such that O(r) < 6A/2, the
yk+, =yz+, + O(e). Clearly J2(Auk) =&(A@) + O(8), and remainder of the previous proof applies, and we have the
from (AS) desired result from (A.6). 0