Robust Receding Horizon Control for Constrained Uncertain LFT Systems with Bounded Disturbance

F. Wu and Y. Chen (USA)


Receding horizon control; uncertain LFT system; in put/output constraints; À½ control; LMI.


In this paper, we consider the problem of synthesizing ro bust state feedback control law for constrained uncertain LFT systems with bounded disturbance. A new Receding Horizon Control (RHC) scheme is proposed to achieve op timal À½ performance over a finite horizon Æ. The cost is minimized over control policies and maximized over uncer tainties and disturbances to yield a feedback control strat egy. The control gains on the moving window will be used as decision variables to reduce conservatism and improve performance. Closed-loop stability and feasibility are guar anteed by introducing a terminal cost Î and terminal con straint set derived from off-line robust control. The RHC synthesis condition is formulated as a set of LMIs, which can be solved efficiently on-line.

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