Stabilizing receding horizon H∞ control for LTV systems using extended terminal inequality condition

A terminal inequality condition is proposed for the receding horizon H_∞ control of continuous linear time varying (LTV) systems. The output feedback synthesis problem with a quadratic terminal cost is discussed for LTV systems using the receding horizon H_∞ control. First we propose an extended terminal inequality condition, which includes the terminal inequality condition proposed in a previous result as a special case. Second we discuss the output feedback control problem, where it is shown that the exponential stability of the closed loop system can be guaranteed using the block diagonal matrix under the extended terminal inequality condition proposed in the paper. Further, we show that the stabilizing receding horizon H_∞ control considered in the paper guarantees the induced norm bound of the closed loop system. Finally, a numerical example illustrates an application of the proposed technique.