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Suboptimal receding horizon control for continuous-time systems | IEEE Conference Publication | IEEE Xplore

Suboptimal receding horizon control for continuous-time systems


Abstract:

In this paper, a continuous-time optimal control problem is approached in a sub-optimal way by introducing the concept of suboptimal value function, which is any function...Show More

Abstract:

In this paper, a continuous-time optimal control problem is approached in a sub-optimal way by introducing the concept of suboptimal value function, which is any function satisfying the Hamilton-Jacobi-Bellman inequality. It is shown that as long as the Euler Approximating System (EAS) of a given continuous-time plant admits a positive definite convex suboptimal value function, it is possible to determine a stabilizing control for the continuous-time system whose cost not only converges to the optimal, but it is also upper bounded by the discrete-time cost no matter how the "discretization time parameter" is chosen.
Date of Conference: 10-13 December 2002
Date Added to IEEE Xplore: 10 March 2003
Print ISBN:0-7803-7516-5
Print ISSN: 0191-2216
Conference Location: Las Vegas, NV, USA

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