Receding-horizon MIMO LQ controller design with guaranteed stability (Q1372757)

The discrete MIMO LQ problem with receding horizon is considered. The initialization of the Riccati equation becomes simple if the input multirate sampling with sampling multiplicities given by the controllability index is used. The design, which is related to predictive control and iterative algorithms of the Kleinmann type, guarantees the stability of the closed loop system on any sufficiently long finite optimization horizon.