Multi-step \(H_\infty\) generalized predictive control (Q1273743)

A version of the Generalized \(H_\infty\) \((GH_\infty)\) control law based on the Linear Quadratic Gaussian (LQG) embedding solution procedure is derived. A multi-step LQG predictive control problem (the cost function includes all cross-products) is solved under the special choice of common dynamic weighting terms. The solution gives rise to a novel multi-step \(H_\infty\) control law which involves different controllers at different future time-instants. The derived multi-step \(H_\infty\) control has common main properties with \(GH_\infty\) and General Predictive Control (GPC). For example, the stability and robustness are the same as for the \(GH_\infty\), the cost on the future error and control action is dealt with as for the GPC.