On stability of constrained receding horizon control with finite terminal weighting matrix (Q1295009)

The paper investigates a variant of the receding horizon control method with finite terminal weighting matrix for linear time-varying discrete-time systems. A matrix inequality condition is given which shows some similarity with the result given by \textit{W. H. Kwon}, \textit{A. M. Bruckstein} and \textit{T. Kailath} [Int. J. Control 37, 631-643 (1983; Zbl 0504.93051)]. Both the constrained and unconstrained cases are studied. The formulated stability results are only valid under somewhat more stringent assumptions: e.g. \(Q_{k} \geq \alpha I\), \(\alpha >0\) should be assumed. In the case of constrained time invariant systems, a so-called invariant ellipsoid is introduced.