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On stabilizing receding horizon controls for linear continuous time-invariant systems

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2 Author(s)
Wook Hyun Kwon ; Sch. of Electr. Eng., Seoul Nat. Univ., South Korea ; Ki Baek Kim

In this paper, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-invariant systems under which nonincreasing or nondecreasing monotonicities of the optimal cost are guaranteed. It is shown that the proposed terminal inequality conditions guarantee the closed-loop stability of the receding horizon control with additional conditions of observability or controllability. The proposed terminal inequality conditions for the cost monotonicity and the closed-loop stability include most well-known existing terminal conditions as special cases

Published in:

IEEE Transactions on Automatic Control  (Volume:45 ,  Issue: 7 )