Affine and predictive control policies for a class of nonlinear systems

The input-state linear horizon (ISLH) for a nonlinear discrete-time system is defined as the smallest number of time steps it takes the system input to appear nonlinearly in the state variable. In this paper, we employ the latter concept and show that the class of constraint admissible N-step affine state-feedback policies is equivalent to the associated class of constraint admissible disturbance-feedback policies, provided that N is less than the system’s ISLH. The result generalizes a recent result in Goulart, P. J., Kerrigan, E. C., Maciejowski, J. M. (2006). Optimization over state feedback policies for robust control with constraints. Automatica, 42(4), 523-533] and is significant because it enables one: (i) to determine a constraint admissible state-feedback policy by employing well-known convex optimization techniques; and (ii) to guarantee robust recursive feasibility of a class of model predictive control (MPC) policies by imposing a suitable terminal constraint. In particular, we propose an input-to-state stabilizing MPC policy for a class of nonlinear systems with bounded disturbance inputs and mixed polytopic constraints on the state and the control input. At each time step, the proposed MPC policy requires the solution of a single convex quadratic programme parameterized by the current system state.