Multiple-Horizon predictive control for Markov/switched linear systems

Finite Horizon Robust Model Predictive Control Using Linear Matrix Inequalities

In this paper, we develop a finite horizon model predictive control algorithm which is robust to model uncertainties. A moving average system matrix is constructed to capture model uncertainties and facilitate future output predictions. The paper is focused on step tracking control. Using linear matrix inequality techniques, the design is converted into a semi-definite optimization problem. Clo...

Model Based Predictive Control for Linear Systems

General receding horizon control for linear time-delay systems

Improved results on receding horizon control (RHC), or model predictive control (MPC), for linear state-delay systems is proposed. The proposed RHC has guaranteed closed-loop stability for wider class of state-delay systems than exiting RHC for state-delay systems. The proposed RHC is obtained by minimizing a new cost function that includes three terminal weighting terms, which are closely rela...

Characterisation of Receding Horizon Control for Constrained Linear Systems

This paper characterises the geometric structure of receding horizon control (RHC) of linear, discrete-time systems, subject to a quadratic performance index and linear constraints. The geometric insights so obtained are exploited to derive a closed-form solution for the case where the total number of constraints is less than or equal to the number of degrees of freedom, represented by the numb...

Infinite horizon optimal control and stabilizability for linear descriptor systems

In this paper we construct an infinite horizon LQ optimal controller for a linear stationary differential-algebraic equation (DAE) and prove that stabilizability from the given initial state is necessary and sufficient for the controller existence. We also solve the problem of finite horizon LQ optimal control. Our approach is based on ideas from linear geometric control theory that allows one ...