Receding horizon control for input-delayed systems

This paper presents a receding horizon control (RHC) for an input-delayed system. To begin with, by using the generalized Riccati method, the finite horizon optimal control is derived for a quadratic cost function including two terminal weighting terms. The RHC is easily obtained by changing the initial and final times of the finite horizon optimal control. A linear matrix inequality (LMI) condition on two terminal weighting matrices is proposed to obtain the cost monotonicity property, under which the optimal cost on the horizon is monotonically nonincreasing with time and hence the asymptotical stability is guaranteed only if an observability condition is met. It is shown through simulation that the proposed RHC stabilizes the input-delayed system effectively and its performance can be tuned by adjusting weighting matrices with respect to the state and the input.