Abstract
In this paper, 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 an H∞ norm bound of the close-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 language | English |
|---|---|
| Pages (from-to) | 148-153 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 1 |
| Publication status | Published - 2000 |
| Event | 39th IEEE Confernce on Decision and Control - Sydney, NSW, Australia Duration: 2000 Dec 12 → 2000 Dec 15 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modelling and Simulation
- Control and Optimization