Real-time receding horizon control algorithm for nonlinear discrete-time system

A novel real-time receding horizon control (RHC) strategy is presented for nonlinear discrete-time systems with quadratic criteria for fast controller response. First, the original problem is reduced to the nonlinear-quadratic regulator design for an off-line system by a novel successive approximation approach (SAA) based on vector iteration. By introducing an adjoint vector to compensate the separated nonlinearities in the system and an optimal state-feedback law is obtained by a feasible iterative process. Only the compensate term need to be calculated online in order to reduce the computation costs. Simulations are conducted to demonstrate the feasibility and optimality of the control law obtained.