The analysis of optimization based controllers

Many control techniques employ on-line optimization in the determination of a control policy. We develop a framework which provides sufficient convex conditions, in the form of linear matrix inequalities, for the analysis of constrained quadratic based optimization schemes. These results encompass standard robustness analysis problems for a wide variety of receding horizon control schemes, including those with polytopic and structured uncertainty. A simple example illustrates the methodology. (C) 2001 Elsevier Science Ltd. All rights reserved.