Output feedback receding horizon control for uncertain LTV systems

In this paper, a robust receding horizon controller for uncertain linear time-varying systems is presented in the dynamic output-feedback form. The existing output-feedback receding horizon controller in the literature is composed of a state observer and a static controller associated with the observer states (similar to LQC control), where the fundamental assumption is that the state observer will supply the exact states as time goes up. The performance of those controllers may be much degraded and even the closed-loop stability may not be guaranteed when the system suffers from disturbances and uncertainties or is time-varying. The proposed controller, which is not necessary to have the state-observer, overcomes such difficulties. Using matrix inequality conditions on the terminal weighting matrix, the closed-loop system stability is guaranteed. Numerical examples are ...