In this paper, nonlinear receding horizon control (NMPC) is implemented on a laboratory quadruple-tank system, which is a nonlinear multi-variable process with state constraints as well as input constraints. A fast numerical algorithm called C/GMRES is employed to implement nonlinear receding horizon control of quadruple-tank system, in which the continuation method is combined with a fast algo...

We address stability of receding horizon control for stochastic linear systems with additive noise and bounded control authority. We construct tractable and recursively feasible receding horizon control policies that ensure a mean-square bounded system in closed-loop if the noise has bounded forthorder moment, the unexcited system is stabilizable, the system matrix A is Lyapunov stable, and the...

A receding horizon filtering problem for nonlinear continuous-time stochastic systems is considered. The paper presents the optimal receding horizon filtering equations. Derivation of the equations is based on the Kushner-Stratonovich and Fokker-Planck-Kolmogorov equations for conditional and unconditional density functions. This result could be a theoretical basis for the optimal control in no...

Title of thesis: A STUDY ON DISTRIBUTED RECEDING HORIZON CONTROL Wann-Jiun Ma, Master of Science, 2011 Thesis directed by: Professor Nuno Martins Department of Electrical and Computer Engineering We consider a distributed control problem comprising of multiple sub-systems with one-controller at each sub-system. We apply a recent result about suboptimal receding horizon control that analytically...

Issues of feasibility and stability are considered for a nite horizon formulation of receding horizon control for linear systems under mixed linear state and control constraints. We prove that given any compact set of initial conditions that is feasible for the innnite horizon problem, there exists a nite horizon length above which a receding horizon policy will provide both feasibility and sta...

This paper addresses the design of a nonlinear time-invariant, dynamic state feedback receding horizon controller, which guarantees constraint satisfaction, robust stability and offset-free control of constrained, linear time-invariant systems in the presence of time-varying setpoints and unmeasured, persistent, additive disturbances. First, this objective is obtained by designing a dynamic, li...

We present a receding horizon control algorithm for compensation of backlash at the input of a stable linear system under control rate constraints. The problem is first posed as a receding horizon optimal control problem by modelling backlash as a piecewise affine system with a state space partition consisting of three regions. This optimal control problem involves solving, at each step, 3 quad...