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Robust one‐step receding horizon control for constrained systems
Author(s) -
Park ByungGun,
Lee JaeWon,
Kwon Wook Hyun
Publication year - 1999
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/(sici)1099-1239(199906)9:7<381::aid-rnc409>3.0.co;2-#
Subject(s) - horizon , control theory (sociology) , control (management) , computer science , robust control , control system , mathematics , engineering , artificial intelligence , geometry , electrical engineering
This paper proposes a robust receding horizon control scheme for discrete‐time uncertain linear systems with input and state constraints. The control scheme is based on the minimization of the worst‐case one‐step finite horizon cost with a finite terminal weighting matrix. It is shown that the proposed receding horizon control robustly asymptotically stabilizes uncertain constrained systems under some matrix inequality conditions on the terminal weighting matrices. This robust receding horizon control scheme has a larger feasible initial‐state set and a more general structure than existing robust receding horizon controls for uncertain constrained systems under the same design parameters. The proposed controller is obtained using semidefinite programming. Copyright © 1999 John Wiley & Sons, Ltd.