Stability margins of nonlinear receding-horizon control via inverse optimality |
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| Authors: | L. Magni R. Sepulchre |
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| Affiliation: | aDipartimento di Informatica e Sistemistica, Universitá di Pavia, via Ferrata 1, 27100 Pavia, Italy;bInstitut Montefiore, B28, Université de Liege, 4000 Liege Sart-Tilman, Belgium |
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| Abstract: | Using the nonlinear analog of the Fake Riccati equation developed for linear systems, we derive an inverse optimality result for several receding-horizon control schemes. This inverse optimality result unifies stability proofs and shows that receding-horizon control possesses the stability margins of optimal control laws. |
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| Keywords: | Receding-horizon control Nonlinear control Optimal control HJB equation Robustness |
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