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New Robust Model Predictive Control for Uncertain Systems with Input Constraints Using Relaxation Matrices

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Abstract

In this paper, we propose a new robust model predictive control (MPC) method for time-varying uncertain systems with input constraints. We formulate the problem as a minimization of the worst-case finite-horizon cost function subject to a new sufficient condition for cost monotonicity. The proposed MPC technique uses relaxation matrices to derive a less conservative terminal inequality condition. The relaxation matrices improve feasibility and system performance. The optimization problem is solved by semidefinite programming involving linear matrix inequalities (LMIs). A numerical example shows the effectiveness of the proposed method.

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Correspondence to J. H. Park.

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Communicated by M. Corless.

The authors thank the associate editor and two anonymous referees for careful reading and useful suggestions.

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Lee, S.M., Won, S.C. & Park, J.H. New Robust Model Predictive Control for Uncertain Systems with Input Constraints Using Relaxation Matrices. J Optim Theory Appl 138, 221–234 (2008). https://doi.org/10.1007/s10957-008-9375-5

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  • DOI: https://doi.org/10.1007/s10957-008-9375-5

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