Title
A new approach to stability analysis for constrained finite receding horizon control without end constraints
Abstract
We present a new approach to the stability analysis of finite receding horizon control applied to constrained linear systems. By relating the final predicted state to the current state through a bound on the ter- minal cost, it is shown that knowledge of upper and lower bounds for the finite horizon costs is sufficient to determine the stability of a receding horizon controller. This analysis is valid for receding horizon schemes with arbitrary positive-definite terminal weights and does not rely on the use of stabilizing constraints. The result is a computable test for stability, and two simple examples are used to illustrate its application.
Year
DOI
Venue
2000
10.1109/9.871760
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Stability analysis,Costs,Control systems,Linear systems,Predictive control,Infinite horizon,Testing,Predictive models,Constraint optimization,Automatic control
Mathematical optimization,Control theory,Linear system,Control theory,Upper and lower bounds,Horizon,Model predictive control,Finite horizon,Mathematics
Journal
Volume
Issue
ISSN
45
8
0018-9286
Citations 
PageRank 
References 
10
1.23
8
Authors
2
Name
Order
Citations
PageRank
J. A. Primbs17815.95
V. Nevistic26814.02