In this paper, a new stabilizing receding horizon control (RHC) scheme is p
roposed for linear continuous time-invariant systems with input and state c
onstraints. The control scheme is based on the minimization of the finite h
orizon cost with a finite terminal weighting matrix subject to constraints.
A new algorithm is suggested to implement the RHC scheme for a constrained
receding horizon guidance law (CRHG). The proposed CRHG, which does not us
e information on the time-to-go, is obtained by using linear matrix inequal
ity (LMI) optimization. Through simulation examples, the performance of the
proposed CRHG is illustrated. (C) 2001 Published by Elsevier Science Ltd.