Generic Design of Dynamic State Feedback Using Receding-Horizon Schemes

Abstract

In this chapter, it is shown that the receding-horizon principle can be used to derive a generic design methodology of stabilizing dynamic state feedback. The basic idea is to push towards its extreme limit the newly developed idea of real-time optimization. According to this idea [29, 7], one should compute one iteration of an optimization subroutine that aims to solve the open-loop optimal control problem used in the receding-horizon control scheme, apply the result to the real process and move to the next sampling instant. Recall that in the earlier and classical versions of receding-horizon control implementation, one waits for the optimization subroutine to end before the result is applied to the process.