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Constrained Finite Receding Horizon Linear Quadratic Control

Primbs, James A. and Nevistić, Vesna (1993) Constrained Finite Receding Horizon Linear Quadratic Control. California Institute of Technology , Pasadena, CA. (Unpublished)

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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:
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
Deposited By: Imported from CaltechCDSTR
Deposited On:02 Sep 2006
Last Modified:03 Oct 2019 03:28

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