The stability of constrained receding horizon control

An infinite horizon controller that allows incorporation of input and state constraints in a receding horizon feedback strategy is developed. For both stable and unstable linear plants, feasibility of the contraints guarantees nominal closed-loop stability for all choices of the tuning parameters in the control law. The constraints´ feasibility can be checked efficiently with a linear program. It is always possible to remove state constraints in the early portion of the infinite horizon to make them feasible. The controller´s implementation requires only the solution of finite-dimensional quadratic programs