A frozen time receding horizon control for a linear continuous time-varying system

Abstract

In this study a frozen time receding horizon control (RHC) for a linear continuous time-varying system and its stability conditions, which can be obtained easily, are proposed. As the frozen future states are considered in the frozen time RHC, its control law is obtained by the time-invariant Riccati equations solved by forward iteration, which differ from the conventional RHC. The stability of the proposed control law can be ensured by the conventional time-invariant stability condition of RHC with the additional conditions of design matrices, such as the matrix inequality condition and the horizon-based stability condition. Therefore, the proposed control law can be applied to real physical systems effectively, in comparison with the conventional time-varying RHC, and its performance is proved by numerical simulation.

Keywords

receding horizon control frozen time approach horizon size stability

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