Input constrained receding horizon H_∞ control: Quadratic programming approach

This work is a modified version of an earlier work that was based on ellipsoidal type feasible sets. Unlike the earlier work, polyhedral types of invariant and feasible sets are adopted to deal with 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 semi-definite algorithms. A simple numerical example shows that the proposed method yields larger stabilizable sets with greater bounds on disturbances than is the case in the earlier approach.