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IMA Journal of Mathematical Control and Information 1994 11(4):321-340; doi:10.1093/imamci/11.4.321
© 1994 by Institute of Mathematics and its Applications
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Nonlinear stabilization using discontinuous moving-horizon control

H. MICHALSKA1 and R. B. VINTER2

1Department of Electrical Engineering, McGill University, 3480 University Street, Montréal, P.Q. H3A 2A7 Canada1
2Department of Electrical Engineering, Imperial College of Science, Technology and Medicine London SW7 2BY

The moving-horizon control strategy provides a relatively simple method for determining feedback control for nonlinear systems. This type of control has been shown to be globally asymptotically stabilizing when applied to a class of time-invariant nonlinear systems. An additional feature that makes the moving-horizon control attractive for applications is that it is robust and allows for construction of feedback control in the presence of control and state constraints imposed on the system. In this paper, we allow the moving-horizon feedback law to be discontinuous, and extend the previous results to general nonlinear time-varying systems with state constraints. We also discuss the robustness of moving-horizon control to model-system error.


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