Design of Receding Horizon Controls for Constrained Time-Varying Systems

K.B. Kim
2004 IEEE Transactions on Automatic Control  
In this note, we propose a generalized stabilizing receding horizon control scheme for input/state constrained linear discrete timevarying systems that improves feasibility and on-line computation on the constrained finite-horizon optimization problem, compared with existing schemes. The control scheme is based on a time-varying horizon cost function with time-varying terminal weighting matrices, which can easily be implemented via linear matrix inequality technique. We discuss modifications of
more » ... ss modifications of the proposed scheme that improve feasibility or on-line computation time. Through simulation examples, we illustrate the results of these schemes. Index Terms-Constrained system, linear matrix inequality (LMI), receding horizon control (RHC), stability, time-varying.
doi:10.1109/tac.2004.838491 fatcat:77suhzfrxratzpl2i2bxs4bak4