This paper deals with unconstrained receding horizon control of nonlinear systems with a general, non-negative terminal cost. Earlier results have indicated that when the terminal cost is a suitable local control Lyapunov function, the receding horizon scheme is stabilizing for any horizon length. In a recent paper, the authors show that there always exist a uniform horizon length which guarantees stability of the receding horizon scheme over any sub-level set of the finite horizon cost when the terminal cost is identically zero. In this paper, we extend this result to the case where the terminal cost is a general non-negative function.
Date of this Version
nonlinear control systems, predictive control, stability, general terminal cost, model predictive control, nonlinear systems, optimal control, unconstrained receding horizon control, uniform horizon length
Date Posted: 30 April 2005