A Feasible Moving Horizon ${\cal H}_{\infty}$ Control Scheme for Constrained Uncertain Linear Systems

This note presents a robust moving horizon H
_infin
control scheme that achieves disturbance attenuation with performance adaptation or for a prescribed level. The on-line solved optimization problem is a Lagrange relaxation of the constrained minimax problem, with the benefit of achieving feasibility in the moving horizon implementation. Uncertainties are incorporated by the use of the full block multiplier technique. Simulation and comparison results are given