On stability of constrained receding horizon control with finite terminal weighting matrix (Q1295009): Difference between revisions

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Latest revision as of 09:23, 30 July 2024

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On stability of constrained receding horizon control with finite terminal weighting matrix
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    On stability of constrained receding horizon control with finite terminal weighting matrix (English)
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    11 April 2000
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    The paper investigates a variant of the receding horizon control method with finite terminal weighting matrix for linear time-varying discrete-time systems. A matrix inequality condition is given which shows some similarity with the result given by \textit{W. H. Kwon}, \textit{A. M. Bruckstein} and \textit{T. Kailath} [Int. J. Control 37, 631-643 (1983; Zbl 0504.93051)]. Both the constrained and unconstrained cases are studied. The formulated stability results are only valid under somewhat more stringent assumptions: e.g. \(Q_{k} \geq \alpha I\), \(\alpha >0\) should be assumed. In the case of constrained time invariant systems, a so-called invariant ellipsoid is introduced.
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    discrete-time systems
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    predictive control
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    constraints
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    stabilization
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    receding horizon
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