THE STABILITY OF CONSTRAINED RECEDING HORIZON CONTROL

An infinite horizon controller is developed that allows incorporation of input and state constraints in a receding horizon feedback strategy . For both stable and unstable linear plants, feasibility of the const raints guarantees nominal closed-loop stability for all choices of the tuning parameters in the control law. The constraints' feasibility ca n be checked efficiently with a linear program. It is always possible to remove state constraints in the early portion of the infinite horiz on to make them feasible. The controller's implementation requires onl y the solution of finite dimensional quadratic programs.