Stabilizing receding horizon control: a unified continuous/discrete time formulation

Investigates the monotonicity properties of the solution of the Riccati difference equation using the delta operator formulation. This leads to a unified stability analysis of the receding horizon optimal control. The underlying results are shown to converge smoothly to the seminal results derived for continuous time systems as the sampling rate increases, and parallel those derived for the shift operator. A stabilizing procedure is proposed from the relationship between the monotonicity and stability results.<>