Constrained Finite Receding Horizon Linear Quadratic Control

Primbs, James A. and Nevistic, Vesna (1993) Constrained Finite Receding Horizon Linear Quadratic Control. Technical Report. California Institute of Technology, Pasadena, CA. [CaltechCDSTR:1997.002]

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Abstract

Issues of feasibility, stability and performance are considered for a finite horizon formulation of receding horizon control (RHC) for linear systems under mixed linear state and control constraints. It is shown that for a sufficiently long horizon, a receding horizon policy will remain feasible and result in stability, even when no end constraint is imposed. In addition, offline finite horizon calculations can be used to determine not only a stabilizing horizon length, but guaranteed performance bounds for the receding horizon policy. These calculations are demonstrated on two examples.

EPrint Type:	Monograph (Technical Report)
Uncontrolled Keywords:	predictive control, optimal control, linear systems
Subjects:	All Records
ID Code:	91
Deposited By:	Caltech Library System
Deposited On:	02 September 2006
Unique Identifier:	CaltechCDSTR:1997.002
Official Persistent URL:	http://resolver.caltech.edu/CaltechCDSTR:1997.002
Usage Policy:	You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.

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