On asymptotic stability of a receding horizon control scheme

Author

Stoorvogel, Anton A. ; Weiland, Siep ; Ludlage, Jobert H A

Author_Institution

Dept. of Math., Eindhoven Univ. of Technol., Netherlands

Volume

4

fYear

1999

fDate

6/21/1905 12:00:00 AM

Firstpage

3684

Abstract

The stability of the receding horizon control scheme is investigated. A finite time quadratic optimization criterion is considered with a variable end-point penalty of the final state. For inner systems, a class of end-point weights is characterized that guarantee asymptotic stability of the system when controlled with a receding horizon optimal controller. In particular, it is shown that the receding horizon optimal controller stabilizes the system with an arbitrary small end-point penalty, provided the control horizon is sufficiently large

Keywords

asymptotic stability; model reference adaptive control systems; multivariable control systems; optimal control; predictive control; quadratic programming; stability criteria; asymptotic stability; end-point weights; finite time quadratic optimization criterion; inner systems; receding horizon optimal controller; variable end-point penalty; Asymptotic stability; Control design; Control systems; Electrical equipment industry; Industrial control; Mathematics; Optimal control; Predictive control; Predictive models; Refining;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1999. Proceedings of the 38th IEEE Conference on

Conference_Location

Phoenix, AZ

ISSN

0191-2216

Print_ISBN

0-7803-5250-5

Type

conf

DOI

10.1109/CDC.1999.827926

Filename

827926