RECEDING HORIZON LINEAR QUADRATIC CONTROL WITH FINITE INPUT CONSTRAINT SETS

Abstract By exploring the geometry of the underlying constrained optimization, a finitely parameterized solution to the discrete time receding horizon linear quadratic control problem with a finite input constraint set is obtained. The resulting controller gives rise to a closed loop system which is piece-wise affine in the plant state. The switching regions are polytopes and are related to those obtained when dealing with ξ (saturation-like) constraint sets.

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