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Horizon length was of no great importance to the performance of the
NMPC or the OIC. All horizon lengths between 30 and 45 time steps
had similar performance. Horizon lengths between 25 and 30 had
problems with the cart crashing to the walls. Horizons shorter than 25
time steps could not reliably perform the swing-up task because the
reference signal became too unrealistic.
Very long horizons were also problematic. First of all, they increase
the computational burden of the algorithm. The increase in the number
of the parameters often also leads into increase in the number of
local minima, which makes the optimisation problem more involved. In
addition, because only an approximative model of the system is
available, predictions far to the future become more unreliable. This
can lead the algorithm to choose an optimisation strategy which is not
feasible in practice.
Tapani Raiko
2005-05-23