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Implementation of stabilizing receding horizon controls for time-varying systems

Kim, Ki Baek (2002) Implementation of stabilizing receding horizon controls for time-varying systems. Automatica, 38 (10). pp. 1705-1711. ISSN 0005-1098. doi:10.1016/S0005-1098(02)00087-0.

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In this paper, a new stabilizing receding horizon control (RHC) scheme is proposed for linear discrete time-varying systems, which can be easily implemented by using linear matrix inequality (LMI) optimization. The control scheme is based on the minimization of the finite horizon cost with a finite terminal weighting matrix. The resulting stabilizing RHC scheme leads to time-varying finite terminal weighting matrices even for time-invariant systems, which is more general than in the case of using constant matrices. Based on the proposed scheme, another implementation method is also discussed for easy computation and numerical feasibility consideration of LMI optimization, although the second method does not guarantee the closed-loop stability theoretically. Through a simulation example, the effectiveness of the proposed schemes is illustrated.

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Additional Information:© 2002 Elsevier Science Ltd. This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor R. Srikant under the direction of Editor Tamer Basar. This work was supported by the Brain Korea 21 Project and the Post-doctoral Fellowship Program of Korea Science & Engineering Foundation (KOSEF). I am grateful to the associate editor and reviewer for helpful comments. I would also like to thank Soo WonKim, Deanof Center for Semiconductor Technology of Korea University for his hospitality during my staying in 2000–2001, Tae-Woong Yoon, Professor of Korea University for his financial support in 2000, and Steven Low, Professor of California Institute of Technology for his local help where this work was done.
Funding AgencyGrant Number
Brain Korea 21 ProjectUNSPECIFIED
Korea Science and Engineering FoundationUNSPECIFIED
Subject Keywords:RHC; Time-varying systems; Terminal weighting matrix; LMI
Issue or Number:10
Record Number:CaltechAUTHORS:20170810-131347665
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Official Citation:Ki Baek Kim, Implementation of stabilizing receding horizon controls for time-varying systems, Automatica, Volume 38, Issue 10, October 2002, Pages 1705-1711, ISSN 0005-1098, (
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:80181
Deposited By: Pengcheng You
Deposited On:11 Aug 2017 20:07
Last Modified:15 Nov 2021 17:53

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