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Constrained Finite Receding Horizon Control: Stability and Performance Analysis

Author(s):

J.A Primbs, V. Nevistic
Conference/Journal:

vol. AUT97-07
Abstract:

The unifying framework for stability and performance analysis of finite receding horizon control for linear systems which handles mixed state and control constraints is presented. It is shown that for sufficiently large horizon lengths, the stability of a receding horizon policy is guaranteed without using artificial end constraints. Furthermore, off-line finite horizon calculations can be used to determine not only a stabilizing horizon length, but also guaranteed performance bounds for the receding horizon policy. The corresponding computational schemes are proposed and their properties are demonstrated on two examples.

Year:

1997
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { PriNev:1997:IFA_1451,
    author={J.A Primbs and V. Nevistic},
    title={{Constrained Finite Receding Horizon Control: Stability and
	  Performance Analysis}},
    institution={},
    year={1997},
    number={},
    address={},
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=1451}
}
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