### 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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Pages | 2249-2254 |

Number of pages | 6 |

Publication status | Published - 2005 |

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 |

### Keywords

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

### ASJC Scopus subject areas

- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering

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## Cite this

*Receding horizon finite memory control for linear discrete-time systems with general system matrix*. 2249-2254. Paper presented at SICE Annual Conference 2005, Okayama, Japan.