Risk‐adjusted output feedback receding horizon control of constrained linear parameter varying systems

Abstract

In the past few years, control of linear parameter varying (LPV) systems has been the object of considerable attention, as a way of formalizing the intuitively appealing idea of gain scheduling control for nonlinear systems. However, currently available LPV techniques are both computationally demanding and (potentially) very conservative. In this paper, we propose to address these difficulties by combining receding horizon and risk‐adjusted techniques. The resulting controllers are guaranteed to stabilize the plant and have computational complexity that increases polynomially, rather than exponentially, with the prediction horizon. Copyright © 2007 John Wiley & Sons, Ltd.