Robust control of linear time-varying systems with constraints

Abstract

In this paper, we generalize the robust MPC algorithm proposed by Campo and Morari for control of uncertain linear time-varying systems, represented by finite impulse response models, with constraints. A necessary and sufficient condition on the set of plants for guaranteeing robust asymptotic stability of the closed-loop system is stated. Although these results hold for any uncertainty description expressed in the time domain, the on-line computational complexity of the resulting optimization problem depends on the uncertainty description. For a class of uncertainty descriptions, we show that the optimization problem can be cast as a linear program of moderate size. The algorithm is demonstrated on a simple example. Copyright © 2000 John Wiley & Sons, Ltd.