Abstract
In this note, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-varying systems. Under these conditions, nonincreasing and nondecreasing monotonicities of the saddle point value of a dynamic game are shown to be guaranteed. It is proved that the proposed terminal inequality conditions ensure the closed-loop stability of the receding horizon H∞ control (RHHC). The stabilizing RHHC guarantees the H∞ norm bound of the closed-loop system. The proposed terminal inequality conditions for the monotonicity of the saddle point value and the closed-loop stability include most well-known existing terminal conditions as special cases. The results for time-invariant systems are obtained correspondingly from those in the time-varying case.
Original language | English |
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Pages (from-to) | 1273-1279 |
Number of pages | 7 |
Journal | IEEE Transactions on Automatic Control |
Volume | 46 |
Issue number | 8 |
DOIs | |
Publication status | Published - 2001 Aug |
Keywords
- H control
- Monotonicity
- Receding horizon control
- Stability
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering