Primbs, James A. and Nevistić, Vesna (1993) Constrained Finite Receding Horizon Linear Quadratic Control. California Institute of Technology , Pasadena, CA. (Unpublished) http://resolver.caltech.edu/CaltechCDSTR:1997.002
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Abstract
Issues of feasibility, stability and performance are considered for a finite horizon formulation of receding horizon control (RHC) for linear systems under mixed linear state and control constraints. It is shown that for a sufficiently long horizon, a receding horizon policy will remain feasible and result in stability, even when no end constraint is imposed. In addition, offline finite horizon calculations can be used to determine not only a stabilizing horizon length, but guaranteed performance bounds for the receding horizon policy. These calculations are demonstrated on two examples.
| Item Type: | Report or Paper (Technical Report) |
|---|---|
| Group: | Control and Dynamical Systems Technical Reports |
| Subject Keywords: | predictive control, optimal control, linear systems |
| Record Number: | CaltechCDSTR:1997.002 |
| Persistent URL: | http://resolver.caltech.edu/CaltechCDSTR:1997.002 |
| Usage Policy: | You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format. |
| ID Code: | 28066 |
| Collection: | CaltechCDSTR |
| Deposited By: | Imported from CaltechCDSTR |
| Deposited On: | 02 Sep 2006 |
| Last Modified: | 26 Dec 2012 14:29 |
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