Linear programming approach to constrained robust predictive control

A receding horizon predictive control algorithm for systems with model uncertainty and input constraints is developed. The proposed algorithm adopts the receding horizon dual-mode (i.e. free control moves and invariant set) paradigm. The approach is novel in that it provides a convenient way of combining predictions of control moves, which are optimal in the sense of worst case performance, with large target invariant sets. Unlike earlier approaches which are based on QP or Semidefinite Programming, here computational complexity is reduced through the use of LP.