Robust performance and adaptation using receding horizon H∞ control of time varying systems

Constructs suboptimal H_∞ controllers which satisfy a new robust performance condition, using the receding horizon technique. A method is described for the synthesis of H_∞ controllers online, making use of the exact plant model only on a finite interval extending into the future. Inequalities based on the two Riccati differential equation solution to the finite horizon H_∞ problem are derived, and the resulting freedom is exploited to construct H_∞ controllers which have a closed loop induced norm less than a prespecified value for all plants within a set, which is described in terms of the future variation of the plant. Dual results, with a possible adaptive interpretation, are also constructed