Robustness bound for receding horizon finite memory control: Lyapunov-Krasovskii approach

This article presents a robustness bound (RB) of receding horizon finite memory control (RHFMC) (Kwon, W.H., and Han, S. (2004), Receding Horizon Finite Memory Controls of Output Feedback Controls for State Space Systems, IEEE Transactions on Automatic Control, 49, 1905-1915) for continuous-time state-space systems with norm-bounded uncertainties. The proposed RB is easily obtained by solving a convex problem in terms of a linear matrix inequality. We show through a numerical example that the RHFMC can guarantee the robust stabilisation for a larger class of uncertain systems than linear quadratic Gaussian controls when some poles of closed-loop systems are close to an imaginary axis in the complex plane.