Abstract
In this paper, a general receding horizon control is first proposed for time-delay systems. A linear matrix inequality(LMI) condition on the terminal weighting matrix is proposed for time-delay systems, under which nonincreasing monotonicity of the optimal cost is guaranteed. It is shown that the proposed terminal inequality condition with an additional observability condition guarantees closed-loop stability of receding horizon control(RHC). A RHC with input and state constraints is also proposed. Using the invariant ellipsoid constraints, a feasibility condition and a region of attraction are characterized for the proposed receding horizon control with input and state constraints.
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