### Abstract

In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems with general system matrix. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed-form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter for the system with general system matrix. The stability of the RHFMC is investigated for stochastic systems under inequality condition on the finite terminal weighting matrix.

Original language | English |
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Title of host publication | Proceedings of the SICE Annual Conference |

Pages | 2249-2254 |

Number of pages | 6 |

Publication status | Published - 2005 Dec 1 |

Externally published | Yes |

Event | SICE Annual Conference 2005 - Okayama, Japan Duration: 2005 Aug 8 → 2005 Aug 10 |

### Other

Other | SICE Annual Conference 2005 |
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Country | Japan |

City | Okayama |

Period | 05/8/8 → 05/8/10 |

### Fingerprint

### Keywords

- Finite memory
- FIR
- General system matrix
- Output feedback
- Predictive cotnrol
- Receding horizon

### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*Proceedings of the SICE Annual Conference*(pp. 2249-2254)

**Receding horizon finite memory control for linear discrete-time systems with general system matrix.** / Ahn, Choon Ki; Han, Soohee; Quan, Zhonghua; Kwon, Wook Hyun.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

*Proceedings of the SICE Annual Conference.*pp. 2249-2254, SICE Annual Conference 2005, Okayama, Japan, 05/8/8.

}

TY - GEN

T1 - Receding horizon finite memory control for linear discrete-time systems with general system matrix

AU - Ahn, Choon Ki

AU - Han, Soohee

AU - Quan, Zhonghua

AU - Kwon, Wook Hyun

PY - 2005/12/1

Y1 - 2005/12/1

N2 - In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems with general system matrix. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed-form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter for the system with general system matrix. The stability of the RHFMC is investigated for stochastic systems under inequality condition on the finite terminal weighting matrix.

AB - In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems with general system matrix. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed-form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter for the system with general system matrix. The stability of the RHFMC is investigated for stochastic systems under inequality condition on the finite terminal weighting matrix.

KW - Finite memory

KW - FIR

KW - General system matrix

KW - Output feedback

KW - Predictive cotnrol

KW - Receding horizon

UR - http://www.scopus.com/inward/record.url?scp=33645313790&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33645313790&partnerID=8YFLogxK

M3 - Conference contribution

AN - SCOPUS:33645313790

SP - 2249

EP - 2254

BT - Proceedings of the SICE Annual Conference

ER -