Receding Horizon Finite Memory Controls for Output Feedback Controls of Discrete-Time State Space Systems
| Authors: | Ahn Choon Ki, Seoul national university, Korea, Republic of
Kwon Wook Hyun, Seoul national university, Korea, Republic of
Han Soohee, Seoul national university, Korea, Republic of |
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| Topic: | 2.4 Optimal Control |
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| Session: | Optimal Control in Stochastic Systems |
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| Keywords: | Receding horizon, finite memory, FIR, Predictive cotnrol |
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Abstract
In this paper, a new type of output feedback control, called areceding horizon finite memory control (RHFMC), is proposed forstochastic discrete-time state space systems. Constraints such aslinearity and finite memory structure with respect to an input andan output, and unbiasedness from the optimal state feedbackcontrol are required in advance. The proposed RHFMC is chosen tominimize an optimal criterion with these constraints. The RHFMC isobtained in an explicit closed form using the output and inputinformation on the recent time interval. It is shown that theRHFMC consists of a receding horizon control and an FIR filter.The stability of the RHFMC is investigated for stochastic systems.
