RecedingHorizonControl.pdf

Receding Horizon Control ´ Marıa M. Seron September 2004 Centre for Complex Dynamic Systems and Control The Receding Horizon Control Principle Fixed horizon optimisation leads to a control sequence u u , which begins at the current time i and ends at i iN1 some future time i N 1. This fixed horizon solution suffers from two potential drawbacks: (i) Something unexpected may happen to the system at some time over the future interval [i i N 1] that was not predicted by (or included in) the model. This would render the fixed control choices u u obsolete. i iN1 (ii) As one approaches the final time i N 1, the control law typically “gives up trying” since there is too little time to go to achieve anything useful in terms of objective function reduction. Centre for Complex Dynamic Systems and Control The Receding Horizon Control Principle The above two problems are addressed by the idea of receding horizon optimisation. This idea can be summarised as follows: (i) At time i and for the current state x , solve an optimal control i problem over a fixed future interval, say [i i N 1], taking into account the current and future constraints. (ii) Apply only the first step in the resulting optimal control sequence. (iii) Measure the state reached at time i 1. (iv) Repeat the fixed horizon optimisation at time i 1 over the future inte