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

K. B. Kim, T. W. Yoon

Research output: Contribution to journalConference articlepeer-review


In this paper, 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 an H norm bound of the close-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)148-153
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Publication statusPublished - 2000
Event39th IEEE Confernce on Decision and Control - Sydney, NSW, Australia
Duration: 2000 Dec 122000 Dec 15

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization


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