L2 anti-windup via receding horizon optimal control

The nonlinear L₂ anti-windup framework introduced by Teel and Kapoor (1997) reduces the anti-windup synthesis problem to a state feedback synthesis problem for linear systems with input saturation and input matched L₂ disturbances. In this paper, such a state feedback is synthesized using receding horizon optimal control techniques, and its equivalent piecewise affine closed-form is computed using the techniques of Bemporad et al. (2002). The properties of the resulting anti-windup compensation scheme are analyzed in the paper, and its performance is investigated through a simulation example.