STABILITY OF A TRUNCATED INFINITE CONSTRAINED RECEDING HORIZON SCHEME - THE GENERAL DISCRETE NONLINEAR CASE

Some results concerning the constrained receding horizon formulation with infinite and truncated prediction horizon are presented. In this formulation a distinction is made between prediction and control horizons. The main result is a generalization of a known fact for linear systems, namely that, under certain technical requirements, the asymptotic stability of the above formulation holds for a sufficiently large finite prediction horizon. Existence results are also provided under stabilizability assumptions.