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Stable stochastic receding horizon control of linear systems with bounded control inputs

Author(s):

P. Hokayem, D. Chatterjee, F. Ramponi, G. Chaloulos, J. Lygeros
Conference/Journal:

Mathematical Theory of Networks and Systems, Budapest, Hungary, vol. 1, pp. 31-36
Abstract:

We address stability of receding horizon control for stochastic linear systems with additive noise and bounded control authority. We construct tractable and recursively feasible receding horizon control policies that ensure a mean-square bounded system in closed-loop if the noise has bounded forth-order moment, the unexcited system is stabilizable, the system matrix $A$ is Lyapunov stable, and there is large enough control authority.

Year:

2010
Type of Publication:

(01)Article
Supervisor:

J. Lygeros

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% Autogenerated BibTeX entry
@InProceedings { HokEtal:2010:IFA_3579,
    author={P. Hokayem and D. Chatterjee and F. Ramponi and G. Chaloulos and J.
	  Lygeros},
    title={{Stable stochastic receding horizon control of linear
	  systems with bounded control inputs}},
    booktitle={Mathematical Theory of Networks and Systems},
    pages={31--36},
    year={2010},
    address={Budapest, Hungary},
    month=jul,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3579}
}
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