Disturbance preview and on-line optimization to improve system performance

We present a simple, self-contained formulation of a performance enhancing, stability preserving, receding horizon control strategy for a system where preview information is available for the disturbances. The simplicity of the derivation is due to (and its benefits somewhat offset by) a set of stringent and highly structured assumptions. The formulation has two notable features: it uses a suboptimal value function for terminal cost, and relies on optimization strategies that only require a trivial improvement property, allowing implementation as an "anytime" algorithm. An example of tracking control of an air-to-air missile illustrates the possible benefits of this control methodology.