Stability-guaranteed horizon size for receding horizon control

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E90-A, Issue 2, 2007, Pages 523-525

  Quan, Zhonghua ^a   Han, Soohee ^a   Kwon, Wook Hyun ^a  

^a Seoul National University   (South Korea)

Author keywords

Riccati equation; Stability guaranteed horizon size; Stabilizing observer; Stabilizing receding horizon control

Indexed keywords

CONTROL SYSTEM ANALYSIS; COSTS; MATHEMATICAL MODELS; PARAMETER ESTIMATION;

COST FUNCTION; RECEDING HORIZON CONTROL (RHC); RICCATI EQUATION; STABILITY GUARANTEED HORIZON SIZE (SGHS); STABILIZING OBSERVERS;

SYSTEMS ANALYSIS;

EID: 33847161578     PISSN: 09168508     EISSN: 17451337     Source Type: Journal    
DOI: 10.1093/ietfec/e90-a.2.523     Document Type: Article

References (11)

1. W.H. Kwon and A.E. Pearson, "On feedback stabilization of time-varying discrete linear systems," IEEE Trans. Autom. Control, vol.23, no.3, pp.479-481, 1978.
2. ∞ control problem," Automatica, vol.37, pp.429-435, 2001.
3. W.H. Kwon and A.E. Pearson, "A modified quadratic cost problem and feedback stabilization of a linear system," IEEE Trans. Autom. Control, vol.22, no.5, pp.838-842, 1977.
4. J.W. Lee, W.H. Kwon, and J.H. Choi, "On stability of constrained receding horizon control with finite terminal weighting matrix," Automatica, vol.34, no.12, pp.1607-1612, 1998.
5. S.S. Keerthi and E.G. Gilbert, "Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations," J. Optim. Theory Appl., vol.57, pp.265-293, 1988.
6. W.H. Kwon and D.G. Byun, "Receding horizon tracking control as a predictive control and its stability properties," Int. J. Control, vol.50, no.5, pp.1807-1824, 1989.
7. A. Jadbabaie, J. Yu, and J. Hauser, "Unconstrained receding horizon control with no terminal cost," Proc. 2001 ACC, pp.3055-3060, Arlington, VA, 2001.
8. A. Jadbabaie and J. Hauser, "On the stability of receding horizon control with a general terminal cost," IEEE Trans. Autom. Control, vol.50, no.5, pp.674-678, 2005.
9. R.A. Horn and C.R. Johnson, Matrix Analysis, Cambridge University Press, Cambridge, 1985.
10. H.H. Choi, "Upper matrix bounds for the discrete algebraic Riccati matrix equation," IEEE Trans. Autom. Control, vol.46, no.3, pp.504-508, 2001.
11. W.H. Kwon, Y.S. Moon, and S.C. Ahn, "Bounds in algebraic Riccati and Lyapunov equations: A survey and some new results," Int. J. Control, vol.64, no.3, pp.377-389, 1996.