The Guaranteed Bound of Horizon Size for the Stabilizing Receding Horizon Control

  • Quan, ZhongHua (School Of Electrical Engineering and Computer Science, Seoul National University) ;
  • Han, Soo-Hee (Engineering Research Center for Advanced Control&Instrumentation, Seoul National University) ;
  • Kwon, Wook-Hyun (School Of Electrical Engineering and Computer Science, Seoul National University)
  • Published : 2004.08.25

Abstract

In this paper, we derive the guaranteed bound of the horizon size for the stabilizing receding horizon control(RHC). From the convergence property of the solution to the Riccati equation, it is shown that the lower bound can be represented in terms of the parameters in the given system model, which makes an off-line calculation possible. Additionally, it is shown to be able to obtain the stabilizing RHC without respect to the final weighting matrix. The proposed guaranteed bound is obtained numerically via simulation.

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