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Zbl 0751.93059
Tadmor, Gilead
Receding horizon revisited: An easy way to robustly stabilize and LTV system. (English)
[J] Syst. Control Lett. 18, No.4, 285-294 (1992). ISSN 0167-6911

Summary: Stabilization schemes are often based on infinite horizon optimization of a non-singular cost functional. For such schemes to make sense in a time varying context, a fairly good knowledge of the system parameters at all times is a prerequisite. That is a major disadvantage in adaptive implementations. When applicable, the receding horizon approach overcomes this difficulty as, though it relies on general qualitative long-term properties (such as controllability), it requires quantitative knowledge only of (temporally) local parameter values. Work done on receding horizon stabilization during the 1970's focused on LQ (=`$H\sb 2$') optimization criteria. Looking for a stabilization method which carriers also the robustness properties of infinite horizon $H\sb \infty$ design, we consider here local minimization of the $L\sb 2$-induced I/O norm (=`$H\sb \infty$ optimization') as the design objective. Both state and observation based feedback scheme are derived, and relations to finite and infinite horizon optimization are discussed.

MSC 2000:: *93C99 Control systems, guided systems
93C35 Multivariable, multidimensional control systems

Keywords: time-dependent

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