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Disturbance attenuation for constrained discrete-time systems via receding horizon controls

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1 Author(s)
Ki Baek Kim ; INRIA-ENS, Paris, France

In this note, we propose new receding horizon H control (RHHC) schemes for linear input-constrained discrete time-invariant systems with disturbances. The proposed control schemes are based on the dynamic game problem of a finite-horizon cost function with a fixed finite terminal weighting matrix and a one-horizon cost function with time-varying finite terminal weighting matrices, respectively. We show that the resulting RHHCs guarantee closed-loop stability in the absence of disturbances and H norm bound for 2-norm bounded disturbances. We also show that the proposed schemes can easily be implemented via linear matrix inequality optimization. We illustrate the effectiveness of the proposed schemes through simulations.

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Automatic Control, IEEE Transactions on  (Volume:49 ,  Issue: 5 )