A quadratic programming approach to constrained receding horizon H _∞ control

This work is a modified version of an earlier work which was based on ellipsoidal type feasible sets. Unlike the earlier work, polyhedral types of feasible sets are adopted to deal with the input constraints. The use of polyhedral sets enables the formulation of on-line algorithm in terms of QP(Quadratic Programming), which can be solved more efficiently than the semi-definite algorithm. A simple numerical example shows that the proposed method yields larger stabilizable sets with larger bounds on disturbances than the earlier approach.