Neighboring extremal solution for discrete-time optimal control problems with state inequality constraints

A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach generalizes the method proposed in (R. Ghaemi et al., 2007) to the case when the results of (R. Ghaemi et al., 2007) become inapplicable: one with constraints which depend only on states but not inputs and another with over-determined input-state constraints. The application of the proposed method leads to a computationally efficient model predictive control algorithm, which is described in conjunction with a numerical example, to illustrate the utility of the proposed approach.