A game theoretic approach to moving horizon control.
Lall S. and Glover K.
Advances in Model-Based Predictive Control, 1994Abstract
A control law is constructed for a linear time varying system by solving a two player zero sum differential game on a moving horizon, the game being that which is used to construct an H-infinity controller on a finite horizon. Conditions are given under which this controller results in a stable system and satisfies an infinite horizon H-infinity norm bound. A risk sensitive formulation is used to provide a state estimator in the observation feedback case.
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BibTex Entry
- @InBook{,
- author = {Lall S. and Glover K.},
- publisher = {Oxford University Press},
- title = {A game theoretic approach to moving horizon control. },
- year = {1994}
- }
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