Design of Stabilizing Receding Horizon Controls for Constrained Linear Time-Varying Systems
نویسنده
چکیده
In this paper, we propose a generalized stabilizing receding horizon control (RHC) scheme for input/state constrained linear discrete time-varying systems that improves feasibility and on-line computation on the constrained finite-horizon optimization problem, compared with existing schemes. The control scheme is based on a time-varying horizon cost function with time-varying terminal weighting matrices, which can easily be implemented via linear matrix inequality (LMI) optimization. We discuss modifications of the proposed scheme that improve feasibility or on-line computation time. Through various simulation examples, we illustrate the results of these schemes. Key-words: RHC, constrained, time-varying, stability, feasibility, computation time. INRIA-ENS, 45 rue d’Ulm 75005, Paris, France, [email protected]. This work was funded in part by the AlcatelINRIA OSC ’End-to-End Performance Evaluation of Packet Networks’. in ria -0 00 71 56 9, v er si on 1 23 M ay 2 00 6 Conception de contrôles stabilisateurs à horizon fuyant pour des systèmes linéaires contraints et variables dans le temps Résumé : Nous proposons dans cet article un nouveau cadre pour le contrôle stabilisateur à horizon fuyant pour des systèmes linéaires variables dans le temps, discrets et contraints en entrée/sortie. Par rapport aux cadres existants, cette nouvelle approche améliore la faisabilité et le calcul en ligne de l’optimisation sous contraintes à horizon fini. Ce cadre est basé sur une fonction de coût à horizon variable dans le temps avec des matrices de poids associées à l’état terminal qui peuvent facilement être obtenues par des optimisations basées sur des inégalités matricielles. Nous discutons des modifications du cadre proposé qui améliorent la faisabilité et le calcul en ligne. La simulation de divers exemples illustre les résultats obtenus dans ce cadre. Mots-clés : RHC, contraintes, temps variable, stabilité, faisabilité, temps du calcul. in ria -0 00 71 56 9, v er si on 1 23 M ay 2 00 6 Design of Stabilizing Receding Horizon Controls 3
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