STABILITY MARGINS OF NONLINEAR RECEDING-HORIZON CONTROL VIA INVERSE OPTIMALITY

摘要

Using the nonlinear analog of the Fake Riccati equation developed for linear systems, we derive an inverse optimality result for several receding-horizon control schemes. This inverse optimality result unifies stability proofs and shows that receding-horizon control possesses the stability margins of optimal control laws. (C) 1997 Elsevier Science B.V. [References: 14]