A framework for robustness analysis of constrained finite receding horizon control

A framework for robustness analysis of input-constrained finite receding horizon control is presented. Under the assumption of quadratic upper bounds on the finite horizon costs, we derive sufficient conditions for robust stability of the standard discrete-time linear-quadratic receding horizon control formulation. This is achieved by recasting conditions for nominal and robust stability as an implication between quadratic forms, lending itself to S-procedure tools which are used to convert robustness questions to tractable convex conditions. Robustness with respect to plant/model mismatch as well as for state measurement error is shown to reduce to the feasibility of linear matrix inequalities. Simple examples demonstrate the approach.

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