The analysis of optimization based controllers

Many control techniques employ on-line optimization in the determination of a control policy. We develop a framework which provides suucient convex conditions, in the form of Linear Matrix Inequalities (LMIs), for the analysis of constrained quadratic based optimization schemes. These results encompass standard robustness analysis problems for a wide variety of receding horizon control schemes, including polytopic, structured, and measurement uncertainty for schemes with or without observers or input and output constraints. A simple example illustrates the methodology.