An improved mpc algorithm for norm-bounded uncertain linear systems

A novel robust predictive control algorithm is presented for input-saturated uncertain discrete-time linear systems described by structured norm-bounded uncertainties. The solution is based on the minimization, at each time instant, of a LMI convex optimiza- tion problem obtained by a recursive use of the S-procedure. Spe- cific features of this scheme are that is based on "closed-loop" predictions and that the ellipsoidal terminal constraint can, op- tionally. be updated on-line. The general case of N free control moves is presented. Stability and feasibility are proved and com- parisons with robust multi-model (polytopic) MPC algorithms are reported.