Weighted receding horizon predictive control and its related GPC with guaranteed stability

Develops a receding horizon predictive control (RHPC) with terminal output weighting for stochastic state space models, which consists of receding horizon tracking control (RHTC) and receding horizon filter (RHF). A modified GPC is suggested for I/O models, which has the same transfer function as RHPC with RBF. It is shown that the standard GPC is a special case of this modified GPC. It is also shown that RHPC with infinite terminal output weighting and its related modified GPC guarantee the closed-loop stability of linear systems.<
>