SUBOPTIMALITY ANALYSIS OF RECEDING HORIZON CONTROL WITH TERMINAL CONSTRAINTS

This paper deals with the problem of suboptimality of RHC(receding horizon control) with Terminal Constraints for nonlinear discrete systems. Using the properties of receding finite-horizon optimization, we derive the upper bound of suboptimality of RHC for nonlinear systems. Then, a quantitative measure of suboptimality compared with traditional optimal control is obtained.when the result above is applied to linear systems.