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Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations. (English) Zbl 0622.93044
Stability results are given for a class of feedback systems arising from the regulation of imte-varying discrete-time systems using optimal infinite-horizon and moving-horizon feedback laws. The class is characterized by joint constraints on the state and the control, a general nonlinear cost function and nonlinear equations of motion possessing two special properties. It is shown that weak conditions on the cost function and the constraints are sufficient to guarantee uniform asymptotic stability of both the optimal infinite-horizon and moving- horizon feedback systems. The infinite-horizon cost associated with the moving-horizon feedback law approaches the optimal infinite-horizon cost as the moving-horizon is extended.

93C55 Discrete-time control/observation systems
93C10 Nonlinear systems in control theory
93D20 Asymptotic stability in control theory
Full Text: DOI
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