A Globally Convergent Multistep Receding Horizon Adaptive Controller

In this paper we give a complete proof of global convergence of the prediction error and establish asymptotic optimality for a direct adaptive controller based on multistep quadratic cost minimization with a receding horizon philosophy. The only substantial assumption is, as in [1], the knowledge of the first Ny (Ny-optimization horizon) impulse response coefficients of the plant. The technical hurdles for the development of a comprehensive convergence theory of this type of controllers are also highlighted.