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. 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. The stability of the RHFMC is investigated for stochastic systems.
|Title of host publication||Proceedings of the 16th IFAC World Congress, IFAC 2005|
|Number of pages||6|
|ISBN (Print)||008045108X, 9780080451084|
|Publication status||Published - 2005|
|Name||IFAC Proceedings Volumes (IFAC-PapersOnline)|
Bibliographical noteFunding Information:
1 This work was supported by the SNU BK21-IT Program.
- Finite memory
- Predictive cotnrol
- Receding horizon
ASJC Scopus subject areas
- Control and Systems Engineering