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

Choon Ki Ahn, Soohee Han, Zhonghua Quan, Wook Hyun Kwon

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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 languageEnglish
Title of host publicationProceedings of the SICE Annual Conference
Pages2249-2254
Number of pages6
Publication statusPublished - 2005 Dec 1
Externally publishedYes
EventSICE Annual Conference 2005 - Okayama, Japan
Duration: 2005 Aug 82005 Aug 10

Other

OtherSICE Annual Conference 2005
CountryJapan
CityOkayama
Period05/8/805/8/10

Fingerprint

Data storage equipment
Feedback control
Stochastic systems
FIR filters
State feedback

Keywords

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

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Ahn, C. K., Han, S., Quan, Z., & Kwon, W. H. (2005). Receding horizon finite memory control for linear discrete-time systems with general system matrix. In 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.

Proceedings of the SICE Annual Conference. 2005. p. 2249-2254.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Ahn, CK, Han, S, Quan, Z & Kwon, WH 2005, Receding horizon finite memory control for linear discrete-time systems with general system matrix. in Proceedings of the SICE Annual Conference. pp. 2249-2254, SICE Annual Conference 2005, Okayama, Japan, 05/8/8.
Ahn CK, Han S, Quan Z, Kwon WH. Receding horizon finite memory control for linear discrete-time systems with general system matrix. In Proceedings of the SICE Annual Conference. 2005. p. 2249-2254
Ahn, Choon Ki ; Han, Soohee ; Quan, Zhonghua ; Kwon, Wook Hyun. / Receding horizon finite memory control for linear discrete-time systems with general system matrix. Proceedings of the SICE Annual Conference. 2005. pp. 2249-2254
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