On Stability of Constrained Receding Horizon Control with Finite Terminal Weighting Matrix |
| |
Authors: | JAE-WON LEE WOOK HYUN KWON JINHOON CHOI |
| |
Affiliation: | †Systems and Control Sector, Samsung Advanced Institute of Technology, Suwon, P.O. Box 111, South Korea;‡School of Electrical Engineering, Seoul National University, Seoul, South Korea;§Department of Chemical Engineering, Sogang University, South Korea |
| |
Abstract: | In this paper, a new stabilizing receding horizon control, based on a finite input and state horizon cost with a finite terminal weighting matrix, is proposed for time-varying discrete linear systems with constraints. We propose matrix inequality conditions on the terminal weighting matrix under which closed-loop stability is guaranteed for both cases of unconstrained and constrained systems with input and state constraints. We show that such a terminal weighting matrix can be obtained by solving a linear matrix inequality (LMI). In the case of constrained time-invariant systems, an artificial invariant ellipsoid constraint is introduced in order to relax the conventional terminal equality constraint and to handle constraints. Using the invariant ellipsoid constraints, a feasibility condition of the optimization problem is presented and a region of attraction is characterized for constrained systems with the proposed receding horizon control. |
| |
Keywords: | Discrete time-time system predictive control constraints stability |
本文献已被 ScienceDirect 等数据库收录! |
|