A receding-horizon (RH) optimal control scheme for a discrete-time non
linear dynamic system is presented. A non-quadratic cost function is c
onsidered and constraints are imposed on both the state and control ve
ctors. A stabilizing regulator is derived by adding a proper terminal
penalty function to the process cost. The control vector is generated
by means of a feedback control law computed off-line instead of comput
ing it on-line, as is done for existing RH regulators. The off-line co
mputation is performed by approximating the RH regulator by a multilay
er feedforward neural network. Bounds to this approximation are establ
ished. Algorithms are presented to determine some essential parameters
for the design of the neural regulator, i.e. the parameters character
izing the terminal cost function and the number of neural units in the
network implementing the regulator. Simulation results show the effec
tiveness of the proposed approach.