In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving on-line a quadratic programming problem. Additionally, it is shown how free and forced responses can be calculated without the necessity of solving a matrix Diophantine equation.
@article{bwmeta1.element.bwnjournal-article-amcv14i2p167bwm, author = {\L awry\'nczuk, Maciej and Tatjewski, Piotr}, title = {An infinite horizon predictive control algorithm based on multivariable input-output models}, journal = {International Journal of Applied Mathematics and Computer Science}, volume = {14}, year = {2004}, pages = {167-180}, zbl = {1076.93019}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-amcv14i2p167bwm} }
Ławryńczuk, Maciej; Tatjewski, Piotr. An infinite horizon predictive control algorithm based on multivariable input-output models. International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) pp. 167-180. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-amcv14i2p167bwm/
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