Robust one-step receding horizon control for constrained systems

This paper proposes a robust receding horizon control scheme for discrete-time uncertain linear systems with input and state constraints. The control scheme is based on the minimization of the worst-case one-step finite horizon cost with a finite terminal weighting matrix. It is shown that the proposed receding horizon control robustly asymptotically stabilizes uncertain constrained systems under some matrix inequality conditions on the terminal weighting matrices. This robust receding horizon control scheme has a larger feasible initial-state set and a more general structure than existing robust receding horizon controls for uncertain constrained systems under the same design parameters. The proposed controller is obtained using semidefinite programming. Copyright © 1999 John Wiley & Sons, Ltd.