Receding horizon iterative dynamic programming with discrete time models

This contribution proposes a modified version of the Iterative Dynamic Prog ramming (IDP) method. Two main differences to the original method are intro duced. The new algorithm deals with discrete-time input-output models compa red to continuous-time state-space models described by a set of ODE/DAE use d in the original method. The main purpose of these modifications is to red uce computational load of the original method, estimate the process models more easily, and to enable its use on-line in receding horizon predictive c ontrol framework. (C) 2001 Elsevier Science Ltd. All rights reserved.