Abstract

Abstract In this paper, a new stabilizing receding horizon control (RHC) scheme is proposed for linear continuous time-invariant systems with input and state constraints. The control scheme is based on the minimization of the finite horizon cost with a finite terminal weighting matrix subject to constraints. A new algorithm is suggested to implement the RHC scheme for a constrained receding horizon guidance law (CRHG). The proposed CRHG, which does not use information on the time-to-go, is obtained by using linear matrix inequality (LMI) optimization. Through simulation examples, the performance of the proposed CRHG is illustrated.

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