On stabilizing receding horizon controls for linear continuous time-invariant systems

In this paper, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-invariant systems under which nonincreasing or nondecreasing monotonicities of the optimal cost are guaranteed. It is shown that the proposed terminal inequality conditions guar...

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Bibliographic Details
Published inIEEE transactions on automatic control Vol. 45; no. 7; pp. 1329 - 1334
Main Authors Kwon, Wook Hyun, Kim, Ki Baek
Format Journal Article
LanguageEnglish
Published New York IEEE 01.07.2000
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects
Automatic control
Control equipment
Control systems
Controllability
Cost function
Horizon
Inequalities
Linear matrix inequalities
Linear systems
Lyapunov method
Mathematical analysis
Optimal control
Optimization
Stability
Stochastic processes
Sufficient conditions
Terminals
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Summary:In this paper, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-invariant systems under which nonincreasing or nondecreasing monotonicities of the optimal cost are guaranteed. It is shown that the proposed terminal inequality conditions guarantee the closed-loop stability of the receding horizon control with additional conditions of observability or controllability. The proposed terminal inequality conditions for the cost monotonicity and the closed-loop stability include most well-known existing terminal conditions as special cases.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0018-9286
1558-2523
DOI:10.1109/9.867037