Title :
Stabilizing receding horizon control: a unified continuous/discrete time formulation
Author :
Bouslimani, M. ; Saad, M.M. ; Dugard, L.
Author_Institution :
Lab. d´´Autom. de Grenoble, St. Martin d´´Heres, France
Abstract :
Investigates the monotonicity properties of the solution of the Riccati difference equation using the delta operator formulation. This leads to a unified stability analysis of the receding horizon optimal control. The underlying results are shown to converge smoothly to the seminal results derived for continuous time systems as the sampling rate increases, and parallel those derived for the shift operator. A stabilizing procedure is proposed from the relationship between the monotonicity and stability results
Keywords :
difference equations; discrete time systems; nonlinear differential equations; optimal control; stability; Riccati difference equation; monotonicity properties; receding horizon optimal control; sampling rate; stabilizing receding horizon control; unified continuous/discrete time formulation; Automatic control; Continuous time systems; Difference equations; Discrete time systems; Optimal control; Regulators; Riccati equations; Sampling methods; Stability analysis; Symmetric matrices;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325397
