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Stability & Feasibility of Receding Horizon Control

Author(s):

P. Grieder, P.A. Parrilo, M. Morari
Conference/Journal:

vol. AUT02-14
Abstract:

In this paper we present a novel approach to test stability and feasibility of discrete-time LTI systems subject to a piece-wise affine control law, as is the case in Receding Horizon Control (RHC). The validation procedure in this paper consists of two independent parts. For stability, a quadratic or piece-wise quadratic (PWQ) Lyapunov function is computed by solving LMIs. Furthermore, sufficient conditions for the existence of such functions are given. To guarantee feasibility, an exact method using reachability sets is proposed. A faster but conservative alternative based on LMIs is also given.

Year:

2002
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { GriPar:2002:IFA_237,
    author={P. Grieder and P.A. Parrilo and M. Morari},
    title={{Stability \& Feasibility of Receding Horizon Control}},
    institution={},
    year={2002},
    number={},
    address={},
    month=sep,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=237}
}
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