A simple receding horizon control for state delayed systems and its stability criterion

Abstract In this paper, a simple receding horizon (or model predictive) control for state delayed systems is presented and its solution is given in a closed form by a reduction method. While the control for a time-delay system is usually complex, the proposed controller is simple to construct and therefore can be simply implemented in real applications. To check the closed-loop stability of the proposed controller, a sufficient condition is provided by linear matrix inequalities. In addition, a numerical algorithm is presented for computing the eigenvalues of systems with distributed time delays, which can be used as a necessary and sufficient condition to check closed-loop stability. It is shown by simulation that this simple control can be a stabilizing control for time-delay systems.

[1]  M. Malek-Zavarei,et al.  Time-Delay Systems: Analysis, Optimization and Applications , 1987 .

[2]  G. Payre,et al.  Computation of Eigenvalues associated with functional differential equations , 1987 .

[3]  Jong Hae Kim,et al.  Robust control for parameter uncertain delay systems in state and control input , 1996, Autom..

[4]  G. Nicolao,et al.  Stabilizing receding-horizon control of nonlinear time-varying systems , 1998, IEEE Trans. Autom. Control..

[5]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[6]  V. Kolmanovskii,et al.  Stability of Functional Differential Equations , 1986 .

[7]  Li Yu,et al.  An LMI approach to guaranteed cost control of linear uncertain time-delay systems , 1999, Autom..

[8]  W. Kwon,et al.  A modified quadratic cost problem and feedback stabilization of a linear system , 1977 .

[9]  C. D. Souza,et al.  Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach , 1997, IEEE Trans. Autom. Control..

[10]  H. Banks,et al.  Optimal control of linear time-delay systems , 1969 .

[11]  W. Kwon,et al.  Memoryless H∞ controllers for state delayed systems , 1994, IEEE Trans. Autom. Control..

[12]  W. Kwon,et al.  On feedback stabilization of time-varying discrete linear systems , 1978 .

[13]  D. W. Ross,et al.  An Optimal Control Problem for Systems with Differential-Difference Equation Dynamics , 1969 .

[14]  A. Tsoi Explicit solution of a class of delay-differential equations , 1975 .

[15]  Young Soo Moon,et al.  Delay-dependent robust stabilization of uncertain state-delayed systems , 2001 .

[16]  J. Rawlings,et al.  The stability of constrained receding horizon control , 1993, IEEE Trans. Autom. Control..

[17]  Ian R. Petersen,et al.  Optimal quadratic guaranteed cost control of a class of uncertain time-delay systems , 1997 .

[18]  A. F. D. Santos,et al.  Solution of equations involving analytic functions , 1982 .

[19]  E. Gilbert,et al.  Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations , 1988 .

[20]  D. Ross Controller design for time lag systems via a quadratic criterion , 1971 .

[21]  M. Marcus,et al.  A Survey of Matrix Theory and Matrix Inequalities , 1965 .

[22]  Wook Hyun Kwon,et al.  On the stabilization of a discrete constant linear system , 1975 .

[23]  Ian R. Petersen,et al.  LMI approach to suboptimal guaranteed cost control for uncertain time-delay systems , 1998 .

[24]  Naser F. Al-Muthairi,et al.  Quadratic stabilization of continuous time systems with state-delay and norm-bounded time-varying uncertainties , 1994, IEEE Trans. Autom. Control..

[25]  D. Kleinman,et al.  An easy way to stabilize a linear constant system , 1970 .

[26]  A. Pearson,et al.  Feedback stabilization of linear autonomous time lag systems , 1986 .

[27]  Wook Hyun Kwon,et al.  Feedback stabilization of linear systems with delayed control , 1980 .

[28]  V. Wertz,et al.  Adaptive Optimal Control: The Thinking Man's G.P.C. , 1991 .

[29]  N. N. Krasovskii,et al.  Optimal processes in systems with time lag , 1963 .