ROBUST RECEDING HORIZON OPTIMAL-CONTROL

Receding horizon optimal control is a special case of model predictive control in which optimal controls are computed based on predicted pro cess conditions over some suitable time horizon. The controls are regu larly recomputed in light of new measurements from the plant or change s in predicted conditions. It is important to allow for state constrai nts in this computation and we present a new algorithm which deals wit h this problem for systems described by DAEs of any index. It is also important to take account of uncertainty in both the model and the pre dicted inputs and we discuss possible approaches to deal with this.