Title :
On asymptotic stability of a receding horizon control scheme
Author :
Stoorvogel, Anton A. ; Weiland, Siep ; Ludlage, Jobert H A
Author_Institution :
Dept. of Math., Eindhoven Univ. of Technol., Netherlands
fDate :
6/21/1905 12:00:00 AM
Abstract :
The stability of the receding horizon control scheme is investigated. A finite time quadratic optimization criterion is considered with a variable end-point penalty of the final state. For inner systems, a class of end-point weights is characterized that guarantee asymptotic stability of the system when controlled with a receding horizon optimal controller. In particular, it is shown that the receding horizon optimal controller stabilizes the system with an arbitrary small end-point penalty, provided the control horizon is sufficiently large
Keywords :
asymptotic stability; model reference adaptive control systems; multivariable control systems; optimal control; predictive control; quadratic programming; stability criteria; asymptotic stability; end-point weights; finite time quadratic optimization criterion; inner systems; receding horizon optimal controller; variable end-point penalty; Asymptotic stability; Control design; Control systems; Electrical equipment industry; Industrial control; Mathematics; Optimal control; Predictive control; Predictive models; Refining;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.827926
