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Stability of model predictive control with mixed constraints. (English) Zbl 0846.93075

The authors derive stability conditions for model predictive control with hard constraints on the inputs and soft constraints on the outputs for an infinitely long output horizon. Both cases of state feedback and output feedback are treated. It is further demonstrated that the on-line optimization problem defining the model predictive controller can be posed as a finite-dimensional quadratic program even though the output constraints are specified over an infinite horizon.

MSC:

93D15 Stabilization of systems by feedback
93C55 Discrete-time control/observation systems
49N10 Linear-quadratic optimal control problems
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