Receding horizon H infinity predictive control for linear state-delay systems

초록

This paper proposes the receding horizon H infinity predictive control (RHHPC) for systems with a state-delay. We first proposes a new cost function for a finite horizon dynamic game problem. The proposed cost function includes two terminal weighting terms, each of which is parameterized by a positive definite matrix, called a terminal weighting matrix. Secondly, we derive the RHHPC from the solution to the finite dynamic game problem. Thirdly, we propose an LMI condition under which the saddle point value satisfies the well-known nonincreasing monotonicity. Finally, we shows the asymptotic stability and H infinity norm boundedness of the closed-loop system controlled by the proposed RHHPC. Through a numerical example, we show that the proposed RHHC is stabilizing and satisfies the infinite horizon H infinity norm bound.