Stabilizing receding horizon H controls for linear continuous time-varying systems

Ki Baek Kim, Tae Woong Yoon, Wook Hyun Kwon

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

In this note, new matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-varying systems. Under these conditions, nonincreasing and nondecreasing monotonicities of the saddle point value of a dynamic game are shown to be guaranteed. It is proved that the proposed terminal inequality conditions ensure the closed-loop stability of the receding horizon H control (RHHC). The stabilizing RHHC guarantees the H∞ norm bound of the closed-loop system. The proposed terminal inequality conditions for the monotonicity of the saddle point value and the closed-loop stability include most well-known existing terminal conditions as special cases. The results for time-invariant systems are obtained correspondingly from those in the time-varying case.

Original languageEnglish
Pages (from-to)1273-1279
Number of pages7
JournalIEEE Transactions on Automatic Control
Volume46
Issue number8
DOIs
Publication statusPublished - 2001 Aug 1

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Time varying systems
Closed loop systems

Keywords

  • H control
  • Monotonicity
  • Receding horizon control
  • Stability

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cite this

Stabilizing receding horizon H controls for linear continuous time-varying systems. / Kim, Ki Baek; Yoon, Tae Woong; Kwon, Wook Hyun.

In: IEEE Transactions on Automatic Control, Vol. 46, No. 8, 01.08.2001, p. 1273-1279.

Research output: Contribution to journalArticle

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