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A new approach to stability analysis for constrained finite receding horizon control without end constraints

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2 Author(s)
Primbs, James A. ; California Inst. of Technol., Pasadena, CA, USA ; Nevistic, V.

We present a new approach to the stability analysis of finite receding horizon control applied to constrained linear systems. By relating the final predicted state to the current state through a bound on the terminal cost, it is shown that knowledge of upper and lower bounds for the finite horizon costs is sufficient to determine the stability of a receding horizon controller. This analysis is valid for receding horizon schemes with arbitrary positive-definite terminal weights and does not rely on the use of stabilizing constraints. The result is a computable test for stability, and two simple examples are used to illustrate its application

Published in:

Automatic Control, IEEE Transactions on  (Volume:45 ,  Issue: 8 )

Date of Publication:

Aug 2000

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