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Stability of receding horizon control of nonlinear systems

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2 Author(s)
Costa, E.F. ; Fac. de Engenharia Eletrica e de Computacao, UNICAMP, Campinas, Brazil ; do VaI, J.B.R.

This paper focuses on the stability of receding horizon control of general nonlinear systems. We employ a recent result on the convergence of the cost functional and we show that the cost induces a Lyapunov function along the receding horizon trajectories. The result requires a notion of detectability of nonlinear systems and a condition on the horizon length. Contrary to the usual approaches, we do not impose end-point constraints or special terminal weighting. In the particular linear setting, we show that the requirements imposed in the general case are reduced to the standard detectability and stabilizability conditions.

Published in:

Decision and Control, 2003. Proceedings. 42nd IEEE Conference on  (Volume:3 )

Date of Conference:

9-12 Dec. 2003