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An Improved Receding Horizon Control for Time-Delay Systems

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Abstract

In this paper, we propose an improved version of receding horizon control for systems with state delays. The proposed control guarantees closed-loop stability for a wider class of state-delay systems than the existing one. For expanded applications, a more generalized cost function, with three terminal weighting terms, is employed and minimized. Terminal weighting matrices are chosen to achieve the property that the optimal cost monotonically decreases with time. It turns out that the stability condition depends on the delay size and then it is less conservative than the existing delay-independent one. The simulation study shows that the proposed control scheme guarantees closed-loop stability even for state-delay systems that cannot be stabilized by the existing receding horizon control.

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Acknowledgments

This research was supported in part by Korea Electric Power Corporation Research Institute through Korea Electrical Engineering & Science Research Institute (grant number: 13GA04), by the MSIP (Ministry of Science, ICT and Future Planning), Korea, under the “IT Consilience creative Program” (NIPA-2014-H0201-14-1001) supervised by the NIPA (National IT Industry Promotion Agency), and by Inha Research Grant.

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Correspondence to Soohee Han.

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Lee, Y.S., Han, S. An Improved Receding Horizon Control for Time-Delay Systems. J Optim Theory Appl 165, 627–638 (2015). https://doi.org/10.1007/s10957-014-0658-8

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  • DOI: https://doi.org/10.1007/s10957-014-0658-8

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