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Finite Receding Horizon Control: A General Framework for Stability and Performance Analysis

Author(s):

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

vol. AUT97-06
Abstract:

A receding horizon (RH) implementation of finite horizon linear-quadratic optimal control, which can be computed by solving the Riccati difference equation, is considered. Conditions for finite horizon based RH control to be stabilizing, and within specified bounds of the optimal infinite horizon performance are derived. These results do not rely on end constraints or monotonicity arguments. The approach used is shown to be a unifying framework which encompasses a large portion of previously known stability results. Here the results for the unconstrained case are presented, and the corresponding computational schemes for testing the stability and performance are proposed. An extension to the constrained case will be presented in a separate report.

Year:

1997
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { NevPri:1997:IFA_1456,
    author={V. Nevistic and J.A Primbs},
    title={{Finite Receding Horizon Control: A General Framework for
	  Stability and Performance Analysis}},
    institution={},
    year={1997},
    number={},
    address={},
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=1456}
}
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