Robustness Bound for Receding Horizon Finite Memory Control of Continuous-time State-space Systems

This paper presents a robustness bound (RB) of receding horizon finite memory controls (RHFMC) in Kwon, W.H. and Han, S. (2004) for continuous-time state-space systems with norm-bounded uncertainties. The proposed RB is obtained easily by solving a convex problem in terms of a linear matrix inequality (LMI). We show through numerical examples that the RHFMC can guarantee the robust stabilization for a larger class of uncertain systems than LQG controls when some poles of closed-loop systems are close to the imaginary axis in the complex plane