Abstract
The receding horizon LQG control law was derived from the standard LQG problem by using the receding horizon concept. The state-space models were employed in our analysis, and the results of the analysis show that (1) there is a finite cost horizon, over which, the closed loop systems are always asymptotically stable; (2) the receding horizon LQG control with a design parameter in our model provides the robust stability properties.
| Original language | English |
|---|---|
| Pages (from-to) | 507-511 |
| Number of pages | 5 |
| Journal | Xibei Gongye Daxue Xuebao/Journal of Northwestern Polytechnical University |
| Volume | 14 |
| Issue number | 4 |
| State | Published - Nov 1996 |