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Robust Receding Horizon Control - Analysis & Synthesis


P. Grieder

IEEE Conference on Decision and Control, Maui, USA

In this talk, a combined receding horizon control (RHC) analysis and synthesis technique for constrained linear time-invariant systems subject to parametric or additive uncertainty is introduced. The proposed method consists of two components. First, the maximum robust control invariant set is computed along with the associated piece-wise affine (PWA) feedback law. This computation is based on an iterative solution of multi-parametric quadratic programs (mp-QP). Second, the obtained PWA feedback law is analyzed for robust stability. This analysis is based on linear matrix inequalities (LMI). The combination of these two components guarantees robust stability and constraint satisfaction for all time. The resulting controller also optimizes finite-time nominal performance. Robust performance is not enforced. The resulting constrained linear regulator is of very low complexity.


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