A game theoretic approach to moving horizon control

A control law is constructed for a linear time varying system by solving a two player zero sum diierential game on a moving horizon, the game being that which is used to construct an H 1 controller on a nite horizon. Conditions are given under which this controller results in a stable system and satisses an innnite horizon H 1 norm bound. A risk sensitive formulation is used to provide a state estimator in the observation feedback case.

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