A New Formulation of Receding Horizon Stabilising Control without Terminal Constraint on the State

Abstract

A new formulation of the open loop optimal control problem is shown to be possible and possesses even stronger stabilising properties than those previously discussed. It is hence documented, contrary to what was understood previously, that the receding horizon control strategy is not delimited to clamped end-point open loop control problem formulations. Due to the absence of the terminal state constraint, the new formulation is shown to permit short optimisation horizons which facilitates on-line repetitive solution of the receding horizon open loop control problem.