440
6, 2022
Nonlinear MPC Without Terminal Costs or
Constraints for Multi-Rotor Aerial Vehicles
Mahmoud A. K. Gomaa , Graduate Student Member, IEEE, Oscar De Silva , Member, IEEE,
George K. I. Mann , and Raymond G. Gosine
Abstract—This letter proposes a novel NMPC for multi-
rotor aerial vehicles which is designed without stabilizing
terminal costs or constraints in its cost function for sta-
bilization. A growth bound sequence is derived from a
tailored running cost to ensure the closed-loop stability
and provide a measure of the performance of the proposed
NMPC scheme. Furthermore, it facilitates the computa-
tion of a stabilizing prediction horizon that guarantees
the asymptotic stability of the system. The performance
of the proposed scheme is investigated through two sets
of numerical simulations and compared against the tradi-
tional NMPC scheme for the application as proposed in
(Kamel et al., 2017). The results show superior performance
of the proposed NMPC scheme in terms of tracking accu-
racy, convergence rate, and computation time.
Index Terms—Micro aerial vehicle, nonlinear model
predictive control, nonlinear systems, stability analysis.
I. I NTRODUCTION
ONLINEAR model predictive control (NMPC) has
N received increased popularity for controlling fast dynamic
robotic devices, including aerial vehicles [1]–[3]. NMPC tends
to be computationally demanding and implementing this con-
troller real-time on a dynamically fast system (e.g., robotic
devices) is quite challenging. Generally, fast solvers such
as CasADi [4] are required to be incorporated for efficient
deployment of NMPC algorithms. Additionally, the closed-
loop stability of receding horizon problems is not guaranteed
except for special cases such as when the prediction horizon
tends to infinity under some controllability assumptions such
as there exists a suitable upper bound on the optimal value
function [5]. Having an infinite (or very large) prediction hori-
zon is not practical due to the computational complexity, which
increases exponentially with the length of the prediction hori-
zon and the number of the manipulated variables [6], [7]. To
Manuscript received March 4, 2021; revised April 12, 2021; accepted
April 27, 2021. Date of publication May 10, 2021; date of cur-
rent version June 25, 2021. This work was supported in part by
the Natural Sciences and Engineering Research Council of Canada
(NSERC), and in part by Memorial University of Newfoundland, Canada.
Recommended by Senior Editor S. Tarbouriech. (Corresponding author:
Mahmoud A. K. Gomaa.)
The authors are with the Intelligent Systems Lab, Memorial
University of Newfoundland, St. John’s, NL A1B 3R5, Canada
(e-mail: makamel@mun.ca; oscar.desilva@mun.ca; gmann@mun.ca;
rgosine@mun.ca).
Digital Object Identifier 10.1109/LCSYS.2021.3078809
2475-1456 
c 2021 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
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IEEE CONTROL SYSTEMS LETTERS, VOL.
alleviate this issue some have introduced a terminal cost and/or
terminal constraints to the optimization problem [6], [8] (for a
thorough review see [9]). The terminal constraint reduces the
region of attraction, i.e., the feasible operating region of the
MPC scheme (refer [10, Sec. 7.4]).
Pioneering work reported in [11], [12] introduces a novel
method to design a finite optimal control problem without
using the stabilizing terminal costs or constraints. This par-
ticular design provides a larger stability region and improved
closed-loop performance. This method adopts a Lyapunov
function to represent the finite horizon value function without
terminal conditions, which allows the stability to be implied by
the monotonicity of the value function [12]. Grimm et al. [12]
showed that the asymptotic stability of the closed-loop system
can be guaranteed for a sufficiently long prediction horizon.
However, this initial study did not provide explicit bounds
for the length of the prediction horizon. A series of recent
studies [13]–[15] has ensured the closed-loop asymptotic sta-
bility relying on the concept of cost controllability, i.e., local
controllability condition (see [16], [17] for thorough details).
This particular feature allows the NMPC to be implemented
at a faster rate for nonlinear robotic systems while maintain-
ing closed-loop stability ([10, Sec. 7.4]). Continued with this
pioneering work, research work in [2], [18] effectively demon-
strated a real-time implementation of this method to stabilize
a ground robot system to operate fast on a given trajectory.
This ground robot uses the non-holonomic kinematic model,
which is generally open-loop stable.
The control of a quadrotor aerial vehicle is quite challeng-
ing mainly because the system is open-loop unstable, has 3D
geometric nonlinearity invoked by the rigid body dynamics,
and is under-actuated, i.e., it has only four control actions
(inputs) from the four rotors and six degrees of freedom state
parameterizing the quadrotor pose in space. Applying constant
motor inputs does not achieve stable flight, e.g., hovering,
thus sufficiently fast control actions are necessary to stabi-
lize and also to maintain smooth flights [19]. For trajectory
control of these vehicles, the controller requires to perform
all computations of the control algorithm in real-time using
resource-constrained onboard computers. Furthermore, the
mathematical model describing the system dynamic ignores
many other aero-dynamical interactions and therefore the con-
trol method should have sufficient robustness to compensate
the unmodelled dynamics of the MPC model [20]. Recent
work in [21] explains an NMPC scheme without terminal
constraints. However, the controller contained a feedback
GOMAA et al.: NONLINEAR MPC WITHOUT TERMINAL COSTS OR CONSTRAINTS FOR MULTI-ROTOR AERIAL VEHICLES
linearized system that requires the vehicle to be at an ini-
tial position closer to the equilibrium point in order for the
system to be stable.
Motivated by the research work in [2], [13], [14], this let-
ter provides the stability analysis based design of a novel
computationally-efficient NMPC scheme (with improved sta-
bility characteristics) with a tailored objective function without
terminal costs or constraints for control of a quadrotor type
aerial vehicle. Finally, this letter provides numerical valida-
tion of the robustness of the proposed scheme at various initial
conditions and system configurations and shows that it outper-
forms the traditional NMPC scheme used in [1]. The work in
[1] was considered in the comparative study as it proposes an
NMPC with terminal costs for the control of the full dynamics
(translation and rotation) of the quadrotor.
Notations: Q, R, and N denote the sets of rational, real,
and natural numbers, respectively, and Q≥0 , R≥0 , and N0 :=
N ∪ {0} are the sets of non-negative rational, real, and integer
numbers, respectively. A function ξ : R≥0 → R≥0 belongs to
class K if it is continuous and strictly increasing with ξ(0) = 0.
In addition, if ξ ∈ K is unbounded it is of class K∞ . A
function ζ : R≥0 × R≥0 → R≥0 belongs to class KL if it is
continuous and ζ (·, k) ∈ K∞ ∀k ∈ R≥0 and ζ (h, ·) is strictly
monotonically decaying to zero for each h > 0.
II. MPC AND A SYMPTOTIC S TABILITY W ITHOUT
441
with an optimal value function VN : X → R≥0 defined as
VN (xk ) := inf JN (xk , u) (3)
u∈U N (xk )
for N ∈ N∪{∞}. Solving the OCP while attaining the infimum
in (3) induces an optimal control function u∗ = u∗ (·, xk ) with
VN (xk ) = JN (xk , u∗ ). The NMPC algorithm aims at computing
a feedback law μN : X → U (defined as μN (k, x) = u∗ (0, xk ))
such that for each xk ∈ X the resulting closed-loop trajectory
xu (.; xk ) generated by system model (1), where xu (0; x0 ) = x0 ,
satisfies the constraints xu (k; x0 ) ∈ X and μN (xu (k; x0 )) ∈ U
for all k ∈ N0 , and is asymptotically stable.
A. Stability of MPC Without Terminal Costs or
Constraints
Neither the asymptotic stability of system (1) nor the recur-
sive feasibility can be guaranteed under the NMPC without
stabilizing conditions incorporated in its OCP. This section
explains the main findings from [2], [13], [14] that ensure
the asymptotic stability by computing a stabilizing prediction
horizon N through deriving a growth bound sequence that
satisfies the cost controllability condition [16]. A system is
asymptotic stable (e.g., at the origin) if there exists a function
β ∈ KL such that the closed-loop trajectory xμN (k, x0 ) has
the following condition, i.e.,
 
S TABILIZING C OSTS OR C ONSTRAINTS
Consider the following discrete-time nonlinear system,
x+ = fδ (x, u),
where fδ : Rn × Rm → Rn is a discrete-time analytic mapping,
δ is the sampling time, x ∈ X ⊆ Rn is the state vector, x+
xμ (k, x0 ) ≤ β(x0 , k), ∀k ∈ N0 , ∀x0 ∈ X. (4)
N
Firstly, the following assumptions are formulated, which are
crucial for proving the asymptotic stability.
(1) Assumption 1: Assume that there exist.
A1.1: A monotonically increasing and bounded sequence
(γi )i∈N such that
is the next evolution of x, u ∈ U ⊆ Rm is the control input Vi (x0 ) ≤ γi x0 − xr 2Q ∀i ∈ N (5)
vector, n is the number of states, and m is the number of
control inputs. The objective is to drive the system from an
initial state x0 to a reference state xr using least amount of
control effort and minimum tracking error. For this purpose,
0.
the NMPC scheme is defined with a predefined running cost
(x, u) : Rn × Rm → R≥0 that uses the nonlinear model (1)
holds for each x0 ∈ X, where x2Q represents the quadratic
form xT Qx and Q ∈ Rn×n is the weight matrix of the state
error and selected such that Q
A1.2: Two functions α1 , α2 ∈ K∞ satisfying
to compute a feedback control input. The admissibility of an α1 (x − xr ) ≤ ∗ (x) ≤ α2 (x − xr ) ∀x ∈ X (6)
input function is defined as follows. where, ∗ (x) := infu∈U 1 (x) (x, u).
Definition 1: For given admissible sets of states X and con- The performance bound of NMPC closed-loop can be
trol values U, and for initial states x0 ∈ X and N ∈ N, a defined as follows.
sequence of control values u = (u(0), u(1), . . . , u(N − 1)) ∈ Proposition 1: Let the closed-loop control sequence
UN is said to be admissible if the state trajectory μ (k, x) be admissible and given, and J∞ cl (x, μ ) :=
N∞ N
xu (·; x0 ) = (xu (0; x0 ), xu (1; x0 ), . . . , xu (N; x0 )), k=0 (xμN (k, x), μN (k, x)) be the closed-loop costs on the
infinite horizon. Then, the performance bound of the proposed
which is iteratively generated by the system model and pro- NMPC scheme can be defined as follows,
ceeded from xu (0; x0 ) = x0 , satisfies xu (k; x0 ) ∈ X ∀k ∈
{0, 1, . . . , N}. We denote this admissible control sequence for
cl
J∞ (x, μN ) ≤ αN−1 V∞ (x) (7)
x0 up to time N by u ∈ U N (x0 ). where, αN is the performance index, i.e., degree of
The NMPC algorithm solves iteratively an optimal control suboptimality.
problem (OCP) at each time instant with sampling time δ > 0 Hereinafter, the asymptotic stability is ensured by the
and prediction horizon N ∈ N≥2 . The solution of the OCP following theorem.
includes the minimization of a cost function JN : X × UN → Theorem 1: Consider an NMPC problem satisfying
R≥0 that sums up the running costs (x, u) along the predicted Assumption 1 and let the performance index αN be
trajectories. The cost function is defined as governed by

k+N−1 
JN (xk , u) := (xu (r, xk ), u(r)) (γN − 1) N k=2 (γk − 1)
(2) αN := 1 − N N . (8)
r=k k=2 γk − k=2 (γk − 1)

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442 IEEE CONTROL SYSTEMS LETTERS, VOL. 6, 2022

Kφ 1
φ̇(t) = φcmd (t) − φ(t)
τφ τφ
Kθ 1
θ̇ (t) = θcmd (t) − θ (t) (10)
τθ τθ
where, p and R := Rz (ψ) · Ry (θ ) · Rx (φ) are the vehicle posi-
tion vector and rotation matrix of the frame {B} respectively,
defined relative to {G}; v is the quadrotor velocity vector of
{B} relative to {G}; g is the gravitational acceleration; T is the
Fig. 1. Coordinate frames of the quadrotor system. mass normalized thrust; τφ and τθ are the time constants of
the inner-loop first-order model for the roll and pitch angles,
respectively; Kφ and Kθ are the gains of the same model;
and ē3 is the third standard basis vector. For simplicity, let
K
K̄φ = τφφ , τ̄φ = τ1φ , K̄θ = Kτθθ , and τ̄θ = τ1θ . Assuming
piecewise constant control inputs on each sampling interval
δ (in seconds), model (10) can be discretely expressed using
forward Euler integration as
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
x13 x46 03×1
⎢x ⎥ ⎢ −gē3 ⎥ ⎢Rē u ⎥
x+ = fδ (x, u) = ⎣ 46 ⎦ + δ · ⎣ + δ · ⎣ ¯ 3 1 ⎦ (11)
Fig. 2. Inner-outer loop control scheme for quadrotor system. ζ is the x7 −τ̄φ x7 ⎦ Kφ u2
Euler angles vector, ω is the angular velocity vector, Mφ , Mθ , and Mψ
are the applied torques for the three Euler angles, and the subscript r
x8 −τ̄θ x8 K¯θ u3
denotes the reference value.
where, x13 := p, x46 := v, x7 := φ, x8 := θ , u1 := T, u2 :=
φcmd , and u3 := θcmd . The state vector could be constrained
by ximin ≤ xi (k) ≤ ximax for all i = 1, . . . , 8 and k ∈ N0 . The
Then, if αN > 0, the relaxed Lyapunov inequality
control input constraints are defined as
VN (fδ (x, μN (x))) ≤ VN (x) − αN (x, μN (x)) (9) ⎧ ⎛ ⎞ ⎛ ⎞⎫
⎨ u1min u1max ⎬
holds for all x ∈ X and the NMPC closed-loop with horizon U := u ∈ Rm | ⎝−u2max ⎠ ≤ u(k) ≤ ⎝u2max ⎠ (12)
⎩ −u3max u3max ⎭
N is asymptotically stable. Additionally, Inequality (7) holds.
For the proof of Proposition 1 and Theorem 1, see [13] and
∀k ∈ N0 , where 0 < u1min < u1max , and u = [u1 , u2 , u3 ]T .
([10, Ch. 6]). The upper and lower bounds in A1.2 can be
simply guaranteed as given in [10], however, ensuring A1.1 is
not straightforward since the derivation of the growth bound B. Derivation of the Growth Bound
γi , i ∈ N is generally sophisticated as shown in Section III-B. Without lossof generality, the desired
T state is chosen as the
hovering xr = xr,1 xr,2 xr,3 01×5 , where 01×5 is a 1 × 5
III. S TABILITY A NALYSIS OF THE Q UADROTOR V EHICLE zero matrix. For this purpose, the following running cost is
AND THE G ROWTH F UNCTION
proposed, which is the key contribution in our work to derive
the growth bound in (5) and ensure the stability.
A. Quadrotor Vehicle Dynamics  2
Fig. 1 shows the body frame trajectory {B} attached to the (x, u) = x − xr 2Q + u − ũR (13)
u
center of gravity of a quadrotor with reference to a global
The first term penalizes the tracking error while the second
inertial frame {G}. The frame {B} orientation can be defined
term is a penalty related to the control inputs. Where, Q and
using Euler angles, roll (φ), pitch (θ ) and yaw (ψ), since the
Ru are the weight matrices of the tracking error and control
pitch and roll angles in this work are limited to zones which
actions, respectively. Expanding (13) yields the following
do not trigger the singularity in the system. The inner-outer
loop cascade control structure [22] shown in Fig. 2 is adopted 
8
 2
for this work. The inner control loop (low-level attitude con- (x, u) = qi xi − xr,i + r1 (u1 − ũ1 )2
troller) is modelled as a first-order system for the motor control i=1
as proposed in [1]. The inputs for the inner control loop are + r2 (u2 − ũ2 )2 + r3 (u3 − ũ3 )2 (14)
the commanded roll (φcmd ) and pitch (θcmd ) and the reference
yaw (ψr ) angles, and this loop generates the necessary control which is designed to satisfy the asymptotic stability conditions
inputs (torques) for the propeller motors. The outer trajec- presented in Theorem 2, where
tory tracking control loop receives the feedback information to g τ̄φ τ̄θ
generate the feed-forward command signals for the inner-loop ũ1 = , ũ2 = x7 , ũ3 = x8 ,
cx7 cx8 K̄φ K̄θ
controller. The first-order model sufficiently represents the
behavior of the inner loop and its parameters can be identified cx7 := cos(x7 ), and cx8 := cos(x8 ).
through classical system identification techniques [1]. Using (10) and (14) it can be found that (u1 − ũ1 ) penalizes
The nonlinear model of the quadrotor is defined as follows: the acceleration along ZB , (u2 − ũ2 ) penalizes the roll rate,
(u3 − ũ3 ) penalizes pitch rate, qi ∈ R≥0 , i = 1, 2, . . . , 8 are
ṗ(t) = v(t) the ith diagonal elements of the matrix Q, r1 , r2 , and r3 ∈ R≥0
v̇(t) = Rē3 T − gē3 are the ith diagonal elements of the matrix Ru .

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GOMAA et al.: NONLINEAR MPC WITHOUT TERMINAL COSTS OR CONSTRAINTS FOR MULTI-ROTOR AERIAL VEHICLES 443

The growth bound γi given in Assumption 1 can be obtained The second control input u2 was given in (11) as
by constructing a summable sequence cj ⊆ R≥0 , j ∈ N0 ,
 i−1 x7 [j + 1] = (1 − δ τ̄φ )x7 [j] + δ K¯φ u2 [j].
where ∞ j=0 cj < ∞, such that γi = j=0 cj , i ∈ N≥2 . For an
admissible control action ux0 = ux0 (j), j ∈ N0 , the sequence
cj satisfies the following inequality Thus, u2 is calculated as follows:
 ρ   ρ 
(xux0 (j; x0 ), ux0 (j)) ≤ cj x0 − xr 2Q λ − (j + 1)ρ λ − jρ
(15) x0,7 − (1 − δ τ̄φ ) x0,7 = δ K¯φ u2
λρ λρ
for all j ∈ N0 and x0 ∈ X, see [13] for more details. The
computation of the sequence cj and thus the growth bound γi The above is simplified to obtain u2 as follows:
is governed by the following theorem.
Theorem 2: Consider the system model (11) and running −Cρ + δ τ̄φ (λρ − jρ )
u2 = x0,7 . (21)
costs (14). Let the penalty parameters in (14) are given as δ K¯φ λρ
σ
r1 ≤ q6 , r2 ≤ σ K̄φ2 q7 , r3 ≤ σ K̄θ2 q8 (16) The third input u3 is obtained similar to u2 as
16
with weighting ratio σ ∈ Q, and let θ and φ ∈ [−60◦ , 60◦ ]. −Cρ + δ τ̄θ (λρ − jρ )
u3 = x0,8 . (22)
Then, condition (5) holds with γi = j=0 i−1
cj , i ∈ N≥2 , where δ K¯θ λρ
sequence cj is governed by
⎡ Applying (18), (20), (21), and (22) into (14) yields the running
⎛ ⎞2 ⎤
 ρ ρ 2 ρ−1

costs (23) along the resulting open-loop trajectories.
⎢ λ −j σ ρ ⎠ ⎥
cj := ⎣ + 2 2⎝ Ci ⎦ (17)
λ ρ δ λ (xux0 (j; x0 ), ux0 (j))
i=0
 
  8 Cρ 2
for j ∈ {0, 1, . . . , λ − 1}, where λ ∈ N≥2 is the number of λρ − jρ 2   2 δλρ
= qi x0,i − xr,i + r1 x2
steps required to perform any given maneuver, the exponent λρ c2 x7 c2 x8 0,6
ρ ∈ Q≥0 is adjusted for different trajectory shapes, and ρ Ci = 
i=1
2  2
ρ! −Cρ −Cρ
i!(ρ−i)! . Also, there exists a prediction horizon N ∈ N such + r2 2
x0,7 + r3 2
x0,8 (23)
that condition (8) holds and the NMPC closed-loop with N is δ K¯φ λρ δ K¯θ λρ
asymptotically stable.
The quadrotor trajectories can be chosen as straight lines, To this end, the bounding sequence cj can be found by
curves, or lattice shapes [23] based on the initial and final bounding the running costs (23) such that condition (15) is
states, prediction horizon, and sampling time. Therefore, for satisfied. We use the limit on the attitude angles as θ and φ ∈
each trajectory the initial state x0 ∈ X to the reference state [−60◦ , 60◦ ] as this bound captures the nominal non-aggressive
xr can be defined using a function given by; flight trajectories of the quadrotors. As a result, the second
 ρ   ρ term in (23) can be bounded as
λ − jρ j
x[j] = ρ
x0 + xr  2  ρ−1 
λ λρ Cρ
ρ i 2
 ρ δλρ 16 i=0 Ci j
j r1 x ≤ r1 2
2 2
x0,6
= x0 + (xr − x0 ), ∀j ∈ {0, 1, .., λ − 1}. (18) cos2 (x7 ) cos2 (x8 ) 0,6 δ λρ
λρ
Substitute (11) into (18) in order to find the required open- where, 1 cos2 (x7 ) cos2 (x8 ) has an upper bound of 16. Using
loop control inputs (ux0 ) for the maneuver. The first control condition (16) and recalling that j ≤ λ yield
input u1 was given in (11) as
C  ρ−1 2
x6 [j + 1] = x6 [j] − δg + δR33 u1 [j] ( δλρρ )2 16 λρ−1 i=0 ρ Ci
r1 x ≤ r1 2
2 2
x0,6
where, R33 = cx7 cx8 is the element in the third row and cos2 (x7 ) cos2 (x8 ) 0,6 δ λρ
third column in the rotation matrix R. Thus, the control input  2
ρ−1 ρ
u1x0 for all x0 ∈ X (or u1 for the sake of simplicity) can be i=0 Ci
≤ σ q6 2
x0,6
calculated as follows: δ 2 λ2
 ρ   ρ 
λ − (j + 1)ρ λ − jρ Moreover, the third and fourth terms in (23) can be bounded
x0,6 − x0,6
λρ λρ in the same manner as follows:
= −δg + δR33 u1 . (19)  2
  ρ−1 ρ
Using the binomial expansion, (19) reduces to −Cρ 2 2 1 i=0 Ci
 ρ−1  r2 x0,7 ≤ r2 2
x0,7
δ K¯φ λρ δ 2 K̄φ2 λ2
− i=0 ρ Ci ji  2
x0,6 + g = R33 u1 . ρ−1 ρ
δλρ i=0 Ci
ρ−1 ≤ σ q7 2
x0,7
Let Cρ = i=0 ρ Ci ji that yields, δ 2 λ2
 2
 2 ρ−1 ρ
C
C
g − δλρn x0,6 −Cρ i=0 i
u1 = . r3 2
x0,8 ≤ σ q8 2
x0,8
(20) ¯
δ Kθ λ ρ δ 2 λ2
cx7 cx8

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444 IEEE CONTROL SYSTEMS LETTERS, VOL. 6, 2022

As a result, the running costs (23) can be estimated by

 ρ 
λ − jρ 2  x0 − xf 2

(xux0 (j; x0 ), ux0 (j)) ≤ ρ
λ Q
⎛ ⎞2
ρ−1
 8
σ
+ 2 2⎝ ρ ⎠
Ci qi x0,i
δ λ
i=0 i=6
⎡ ⎛ ⎞2 ⎤
 ρ 2 ρ−1

⎢ λ −j
ρ σ ⎝ ρ ⎠ ⎥
 2
≤⎣ + Ci ⎦ x0 − xf
 (24)
λρ δ 2 λ2 Q
i=0

Fig. 3. (a) 3D trajectories of six simulation runs starting from various

Therefore, the bounding sequence cj in (15) can be attained
 initial positions, S1, S2, . . . , S6, and stabilizing at the final position (E).
as in (17). Finally, the growth bound γk := k−1j=0 cj , k ∈ N0 (b) Evolution of the value function.
can be obtained as given in Theorem 2 by
⎡ ⎛ ⎞2 ⎤

 ⎢ λ ρ − jρ
k−1  2 ρ−1

TABLE I
σ ρ ⎠ ⎥ C OMPARISON R ESULTS . E I S THE RMS E RROR IN MM . #I T. I S THE
γk = ⎣ ρ
+ 2 2⎝ Ci ⎦. (25) N UMBER OF I TERATIONS R EQUIRED TO S TABILIZE THE Q UADROTOR .
λ δ λ TA AND TM A RE THE AVERAGE AND M AXIMUM C OMPUTATION T IME OF
j=0 i=0
THE OCP AT E ACH I TERATION IN MS , R ESPECTIVELY

For the sake of simplicity and for better tracking, without

loss of generality, assume ρ = 1, that yields

1 ! 2 σ"
k−1 Iᴛ. Iᴛ.
γk = λ − 2λj + j 2
+
λ2 δ2
j=0
⎡ ⎤
1 ⎣ 2 
k−1 k−1
σ
= 2 j − 2λ2 j + (λ2 + 2 )k⎦
λ δ
j=0 j=0
k−1 k−1
while expanding j=0 j and j=0 j2 yields
The symbolic toolbox CasADi [4] is used to set up the
# $ OCP due to its high efficiency in implementing nonlin-
1 k3 k2 k σ
γk = 2 kλ2 − (k2 − k)λ + ( − + + 2 k) . ear optimizations. The direct multiple-shooting discretization
λ 3 2 6 δ method is employed to turn the OCP into a nonlinear program-
Feasible motion primitives of the quadrotor that guide the ming problem (NLP) and IPOPT is used as the solver. The
quadrotor from some initial state (position, velocity, and orien- dynamic model (11) is used for the state prediction required in
tation) to desired translational variables, e.g., position, velocity the solution of the OCP. The system parameters in system (10)
and acceleration, can be generated in the quadrotor’s jerk [24]. are given as; mass= 0.645 kg, τφ = 0.0914 s, Kφ = 0.7551,
Thus, in order to recover the thrust and attitude rates inputs τθ = 0.0984 s, and Kθ = 0.7226. The control inputs given
from this thrice differentiable trajectory, a prediction horizon in (12) are constrained by; u1min = 5 m/s2 , u1max = 15 m/s2 ,
of 4 is required, i.e., N ≥ 4. and u2max = u3max = 10◦ .
It can be noticed from (25) that the growth bound γk The simulation was conducted for six runs  to stabilize
T the
depends only on the sampling time δ, the exponent value ρ, quadrotor at the reference point xr = 0 0 1 01×5 from
the number of steps λ, and the weight ratio σ . Therefore, for various initial positions. The simulation terminates when the
a maneuver length λ ≥ N ≥ 4 and a weight ratio σ = δ 2 , the
performance index given in (8) is αN ∈ [0, 1) for all δ > 0 and
the system is asymptotically stable. In addition, the NMPC
algorithm is recursive feasible since Assumption 1 and the
conditions needed for the stability are met [25], [26].
IV. R ESULTS
This section presents the MATLAB numerical validation
for several point stabilization (hovering) and trajectory track-
ing problems, and the comparison with the traditional NMPC
scheme that incorporates terminal costs [1] and given by

N
stopping criterion x(k) − xr  ≤  is met for all k ∈ N, where
 > 0 is the error threshold and selected as  = 1 mm, oth-
erwise, it terminates after 30 s. The prediction horizon was
selected as given in [1] as N = 20 and the sampling time was
selected in the range of δ ∈ [0.01, 1] s.
The trajectories of the six runs are shown in Fig. 3(a). The
results show that the quadrotor may go from the initial position
to the final position in straight lines, curves, or lattice shape as
proposed in the proof of Theorem 2. The results show that the
proposed NMPC algorithm is able to asymptotically stabilize
the quadrotor from arbitrary initial states. Fig. 3(b) shows that
the evolution of the value function is monotonically decreasing
with time for all initial positions, which leads to the conclusion
JN (xk , u) = (x − xr 2Q + u − ur 2Ru ) + xN − xr 2T
k=1
where, T ∈ Rn×n is the terminal weight matrix and is
computed by solving the Algebraic Riccati Equation.
that conditions of Theorem 1 are successfully met and the
system is asymptotically stable.
The comparison results are given in Table I. It shows that
the proposed NMPC has asymptotically stabilized the quadro-
tor at the reference point while achieving stopping criteria in

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GOMAA et al.: NONLINEAR MPC WITHOUT TERMINAL COSTS OR CONSTRAINTS FOR MULTI-ROTOR AERIAL VEHICLES
Fig. 4. Point stabilization performance of the proposed and traditional
NMPC at δ = 0.01 s.
Fig. 5. Trajectory tracking performance of the proposed and traditional
NMPC schemes at (a) δ = 0.01 s. (b) δ = 0.1 s.
finite number of time steps at various sampling time δ with-
out updating the running cost (14) weighting parameters. In
contrast, the traditional NMPC failed to stabilize the quadro-
tor criteria or achieve the stopping criteria at small sampling
time, and requires larger convergence time than the proposed
NMPC. One sample of the comparison results is illustrated
in Fig. 4. It shows that the proposed NMPC has successfully
stabilized the quadrotor with faster convergence rate and less
value function. Moreover, Table I and Fig. 5 show the trajec-
tory tracking performance of a circular trajectory. It can be
observed that the proposed NMPC is robust against changing
the controller parameters, e.g., sampling time and can track
fast trajectories with lower computation time.
V. C ONCLUSION
From this study it can be concluded that implementing the
traditional NMPC for a highly nonlinear and unstable system,
such as a quadrotor, using a finite prediction horizon cannot
guarantee stability at certain system configurations, e.g., small
sampling time. From the simulation results it is clear that the
traditional NMPC can be stabilized only if the prediction hori-
zon is set to a larger value. However, for quadrotor vehicles
the sampling time interval is limited and requires faster execu-
tion with minimum computational cost. The proposed NMPC
provides a guaranteed stability for a variety of common tra-
jectories, and most importantly it has the ability to stabilize
the system at small sampling time intervals. This work facil-
itated the computation of a stabilizing prediction horizon and
its corresponding performance index through a derived growth
bound for a tailored running cost.
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