IEEE Transactions on Automatic Control, Vol.49, No.12, 2248-2253, 2004
Design of receding horizon controls for constrained time-varying systems
In this note, we propose a generalized stabilizing receding horizon control scheme for input/state constrained linear discrete time-varying 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 the proposed scheme that improve feasibility or on-line computation time. Through simulation examples, we illustrate the results of these schemes.
Keywords:constrained system;linear matrix inequality (LMI);receding horizon control (RHC);stability;time-varying