Applications of wavelet to constrained generalized predictive control

A generalized predictive control (GPC) algorithm with constraint-handling properties is proposed, which retains computational simplicity. The constraint-handling is achieved by formulating an infinite-horizon receding problem. Online computational requirements for multi-time scale systems are reduced substantially by wavelets. We show that the blocking and condensation technology is conveniently applied after expressing the GPC and constraint equation in terms of wavelet bases.