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Finite horizon model predictive control with ellipsoid mapping of uncertain linear systems

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4 Author(s)
Yu, S. ; Dept. of Control Sci. & Eng., Jilin Univ., Changchun, China ; Böhm, C. ; Chen, H. ; Allgöwer, F.

A model predictive control scheme was proposed for discrete-time uncertain linear systems subject to input constraints. The cost functional to be minimised is a finite horizon quadratic cost, which describes the performance of the corresponding nominal system. The control action is specified in terms of both feedback and open-loop components. The open-loop part of the control action steers the centre of associated ellipsoids into a set around the origin, while the feedback component forces the actual system states to remain in those ellipsoids. Both feedback and open-loop control are determined online by repeatedly solving a convex optimisation problem. The predictive control scheme guarantees recursive feasibility and robust stability if the convex optimisation problem is feasible at the initial time instant. A numerical example illustrates the effectiveness of the proposed approach.

Published in:

Control Theory & Applications, IET  (Volume:6 ,  Issue: 18 )