NCS: Receding Horizon Control

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In this lecture the receding horizon control (RHC) principle is described and the main ingredients required for its stability are discussed. After a brief review of Lyapunov stability, the use of terminal cost, constraint and controller is shown in a discrete-time constrained nonlinear system formulation. Treatment of stability is also illustrated in a continuous-time unconstrained nonlinear system setting, using a control Lyapunov function (CLF)-based terminal cost.

Lecture Materials

Lecture: Receding Horizon Control


  • Constrained model predictive control: Stability and optimality, D. Q. Mayne, J. B. Rawlings, C. V. Rao and P. O. M. Scokaert. Automatica, 2000, Vol. 36, No. 6, pp. 789-814. This is one of the most referenced comprehensive survey papers on MPC. Gives a nice overview about its history and explains the most important issues and various approaches.

  • Online Control Customization via Optimization-Based Control, R. M. Murray et al. In Software-Enabled Control: Information Technology for Dynamical Systems, T. Samad and G. Balas (eds.), IEEE Press, 2001. This paper talks about the CLF-based nonlinear RHC approach and its application on the Caltech ducted fan using NTG.

Additional Resources