A framework for robustness analysis of constrained finite receding horizon control

A framework for robustness analysis of constrained finite receding horizon control is presented. We derive sufficient conditions for robust stability of the standard discrete-time linear-quadratic receding horizon control formulation with arbitrary terminal weights. The key is to view stability as an implication between quadratic forms, allowing an application of the S-procedure. Robustness with respect to plant/model mismatch as well as state measurement error is reduced to the feasibility of linear matrix inequalities. Examples demonstrate this approach.