Title :
On stabilizing receding horizon controls for linear continuous time-invariant systems
Author :
Kwon, Wook Hyun ; Kim, Ki Baek
Author_Institution :
Sch. of Electr. Eng., Seoul Nat. Univ., South Korea
fDate :
7/1/2000 12:00:00 AM
Abstract :
In this paper, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-invariant systems under which nonincreasing or nondecreasing monotonicities of the optimal cost are guaranteed. It is shown that the proposed terminal inequality conditions guarantee the closed-loop stability of the receding horizon control with additional conditions of observability or controllability. The proposed terminal inequality conditions for the cost monotonicity and the closed-loop stability include most well-known existing terminal conditions as special cases
Keywords :
Closed loop systems; Continuous time systems; Controllability; Linear systems; Matrix algebra; Observability; Predictive control; Stability; closed-loop systems; continuous time systems; controllability; linear time-invariant systems; matrix inequality; observability; receding horizon controls; stability; Automatic control; Control systems; Cost function; Linear matrix inequalities; Linear systems; Lyapunov method; Optimal control; Stability; Stochastic processes; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
