Enlarged terminal sets guaranteeing stability of receding horizon control

The purpose of this paper is to relax the terminal conditions typically used to ensure stability in model predictive control, thereby enlarging the domain of attraction for a given prediction horizon. Using some recent results, we present novel conditions that employ, as the terminal cost, the finite-horizon cost resulting from a nonlinear controller u = −sat(Kx) and, as the terminal constraint set, the set in which this controller is optimal for the finite-horizon constrained optimal control problem. It is shown that this solution provides a considerably larger terminal constraint set than is usually employed in stability proofs for model predictive control.