Output-feedback robust adaptive receding horizon controller design

This paper presents an output-feedback robust adaptive receding horizon controller for a linear system with uncertain time-varying parameters. The controller employs two steps. The first step is to estimate parameter bounds from a known parameter update model and measurement data with bounded but unknown noises, recursively. Based on these bounds, the second step is to construct an output-feedback robust receding horizon controller to the estimated parameter bounds. Using parameter set inclusion and terminal inequality conditions, closed-loop system stability is guaranteed. A numerical example is included to illustrate the proposed results.