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Stabilizing receding horizon H controls for linear continuous time-varying systems

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3 Author(s)
Ki Baek Kim ; Center for Semicond. Technol., Korea Univ., Seoul, South Korea ; Tae-Woong Yoon ; Wook Hyun Kwon

In this note, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-varying systems. Under these conditions, nonincreasing and nondecreasing monotonicities of the saddle point value of a dynamic game are shown to be guaranteed. It is proved that the proposed terminal inequality conditions ensure the closed-loop stability of the receding horizon H control (RHHC). The stabilizing RHHC guarantees the H norm bound of the closed-loop system. The proposed terminal inequality conditions for the monotonicity of the saddle point value and the closed-loop stability include most well-known existing terminal conditions as special cases. The results for time-invariant systems are obtained correspondingly from those in the time-varying case

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Automatic Control, IEEE Transactions on  (Volume:46 ,  Issue: 8 )