Design of receding horizon controls for constrained time-varying systems

• Published in: IEEE transactions on automatic control Vol. 49; no. 12; pp. 2248 - 2253
• Main Author: Kim, K.B.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.12.2004; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Applied sciences; Computation; Computational modeling; Computer science; control theory; systems; Constrained system; Constraint optimization; Constraints; Control equipment; Control system analysis; Control systems; Control theory. Systems; Cost function; Current control; Exact sciences and technology; Feasibility; Feedback; Horizon; Linear matrix inequalities; linear matrix inequality (LMI); Mathematical analysis; On-line systems; receding horizon control (RHC); Sampling methods; Stability; Terminals; Time varying systems; time-varying; Finite horizon; Time varying system; Model predictive control; Stability; Discrete time; Linear matrix inequality; Linear time; Feasibility; Constrained optimization
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2004.838491

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.