Receding horizon finite memory control for linear discrete-time systems with general system matrix

Choon Ki Ahn, Soohee Han, Zhonghua Quan, Wook Hyun Kwon

Research output: Contribution to conferencePaperpeer-review


In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems with general system matrix. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed-form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter for the system with general system matrix. The stability of the RHFMC is investigated for stochastic systems under inequality condition on the finite terminal weighting matrix.

Original languageEnglish
Number of pages6
Publication statusPublished - 2005
Externally publishedYes
EventSICE Annual Conference 2005 - Okayama, Japan
Duration: 2005 Aug 82005 Aug 10


OtherSICE Annual Conference 2005


  • FIR
  • Finite memory
  • General system matrix
  • Output feedback
  • Predictive cotnrol
  • Receding horizon

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering


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