A receding horizon approach to the multiobjective control problem

This paper deals with a multiobjective control problem for nonlinear discrete time systems. The problem consists in finding a control strategy which minimizes a number of performance indexes subject to state and control constraints. A solution to this problem through the receding horizon (RH) approach is proposed. Under standard assumptions, it is shown that the resulting control law guarantees closed-loop stability. The proposed method is also used to provide a robustly stabilizing solution to the well known H₂-H_infin control problem for a class of bounded disturbances and/or parameter uncertainties. At the end of the paper, two numeric examples are described in order to highlight the stabilizing action of the predictive control law.