Receding Horizon Control with an Infinite Horizon

Receding horizon control, also called model predictive control, is an optimal control-based method for finding constrained feedback controllers. Several of the standard formulations provide no stability guarantees even if an optimum exists. In this paper, we extend the concept of model predictive control to an infinite horizon to show that such a formulation guarantees the stability of the resulting feedback controller. We also introduce a framework for analysis of receding horizon controllers that will allow future study of other important properties of receding horizon controllers, such as robustness and continuity of feedback control laws.