We present new results on stochastic stability of linear discrete-time systems with additive uncertainty under several receding horizon control policies. We guarantee bounded variance of the closed-loop system under each policy via appending a stability constraint to the existing optimization routine of the corresponding policy.

This paper studies the performance of networked control systems with a receding horizon controller. It is also assumed that there exists exogenous noise signal in feedback channel, modeled as a stochastic process. The impact of this noise on the closed-loop system performance is examined through both theoretical analysis and numerical experiments. An adaptive compensator is proposed to assist t...

This paper reports on a receding horizon filtering for mobile robot systems with cross-correlated sensor noises and uncertainties. Also, the effect of uncertain parameters in the state of the tracking error model performance is considered. A distributed fusion receding horizon filter is proposed. The distributed fusion filtering algorithm represents the optimal linear combination of the local f...