Robust receding horizon control for constrained linear fractional transformation parameter-dependent systems

Abstract

A robust receding horizon control (RHC) scheme is proposed for parameter-dependent linear systems with linear fractional parameter dependency and input–output constraints. The cost function is defined over a moving finite horizon as the quadratic performance for future parameter trajectories. The robust stability of the proposed RHC scheme is guaranteed using a parameter-dependent control Lyapunov function as the terminal penalty term, which is available through off-line synthesis procedure. Moreover, it is shown that the domain of attraction will be enlarged and the controlled performance of the RHC scheme will be gradually improved as the upper bound of performance is monotonically decreasing on-line. Both off-line robust control synthesis and on-line RHC computation are formulated and solved using linear matrix inequality optimisation techniques.