Stabilizing receding horizon H controls for linear continuous time-varying systems

Ki Baek Kim, Tae Woong Yoon, Wook Hyun Kwon

    Research output: Contribution to journalArticlepeer-review

    26 Citations (Scopus)

    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 languageEnglish
    Pages (from-to)1273-1279
    Number of pages7
    JournalIEEE Transactions on Automatic Control
    Volume46
    Issue number8
    DOIs
    Publication statusPublished - 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

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