Exponential stability of constrained receding horizon control with terminal ellipsoid constraints

Author

Lee, Jae-Won

Author_Institution

Syst. & Control Sector, Samsung Adv. Inst. of Technol., Kyungki, South Korea

Volume

45

Issue

1

fYear

2000

fDate

1/1/2000 12:00:00 AM

Firstpage

83

Lastpage

88

Abstract

In this paper, state- and output-feedback receding horizon controllers are proposed for linear discrete time systems with input and state constraints. The proposed receding horizon controllers are obtained from the finite horizon optimization problem with the finite terminal weighting matrix and the artificial invariant ellipsoid constraint, which is less restrictive than the conventional terminal equality constraint. Both hard constraints and mixed constraints are considered in the state-feedback case, and mixed constraints are considered in the output-feedback case. It is shown that all proposed state- and output-feedback receding horizon controllers guarantee the exponential stability of closed-loop systems for all feasible initial sets using the Lyapunov approach

Keywords

Lyapunov methods; asymptotic stability; controllers; discrete time systems; linear systems; stability; state feedback; Lyapunov approach; artificial invariant ellipsoid constraint; closed-loop systems; constrained receding horizon control; exponential stability; finite horizon optimization problem; finite terminal weighting matrix; hard constraints; linear discrete time systems; mixed constraints; output-feedback; state constraints; state-feedback; terminal ellipsoid constraints; terminal equality constraint; Asymptotic stability; Automatic control; Constraint optimization; Control systems; Discrete time systems; Ellipsoids; Linear systems; Observers; Size control; State estimation;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.827359

Filename

827359