THE STABILITY OF CONSTRAINED RECEDING HORIZON CONTROL

An infinite horizon controller is developed that allows incorporation of input and state constraints in a receding horizon feedback strategy. For both stable and unstable linear plants, feasibility of the constraints guarantees nominal closed-loop stability for all choices of the tuning parameters in the control law. The constraints' feasibility can be checked efficiently with a linear program. It is always possible to remove state constraints in the early portion of the infinite horizon to make them feasible. The controller's implementation requires only the solution of finite dimensional quadratic programs.