Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations

  • S. S. Keerthi
  • E. G. Gilbert
Contributed Papers


Stability results are given for a class of feedback systems arising from the regulation of time-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and moving-horizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving horizon is extended.

Key Words

Discrete-time systems infinite-horizon optimal control moving-horizon control state-control constraints nonquadratic cost functions stability 


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Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • S. S. Keerthi
    • 1
  • E. G. Gilbert
    • 2
  1. 1.School of AutomationIndian Institute of ScienceBangaloreIndia
  2. 2.Department of Aerospace EngineeringUniversity of MichiganAnn Arbor

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