Receding-Horizon Control for Linear Time-Delay Systems

Improved results on receding horizon control (RHC), or model predictive control (MPC), for linear state-delay systems is proposed. The proposed RHC has guaranteed closed-loop stability for wider class of state-delay systems than exiting RHC for state-delay systems. The proposed RHC is obtained by minimizing a new cost function that includes three terminal weighting terms, which are closely related to the closed-loop stability. Firstly, the solution of the proposed RHC is derived using the variational approach. Secondly, a delay-dependent matrix inequality condition to find stability-guaranteeing terminal weighting matrices is proposed. Simulation study shows that the proposed RHC has guaranteed closed-loop stability even for a state-delay system that cannot be handled by the existing RHC.