Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Dual-Sampling-Rate Moving Horizon Control of a Class of Linear Systems with Input Saturation and Plant Uncertainty

Publication Date

November, 2000

Publication Type

Tech Report


A. Brockwell, E. Polak, R. Evans and D. Ralph


Moving horizon control is a type of sampled-data feedback control in which the control over each sampling interval is determined by the solution of an open-loop optimal control problem. We develop a dual-sampling-rate moving horizon control scheme for a class of linear, continuous-time plants with strict input saturation constraints, in the presence of plant uncertainty and input disturbances. Our control scheme has two components: a slow-sampling moving horizon controller for a nominal plant, and a fast-sampling state-feedback controller whose function is to force the actual plant to emulate the nominal plant. The design of the moving horizon controller takes into account the non-negligible computation time required to compute the optimal control trajectory.

We prove local stability of the resulting feedback system and illustrate its performance with simulations. In these simulations, our dual-sampling-rate controller exhibits performance that is considerably superior to its single-sampling-rate moving horizon controller counterpart.

Revised (04/02)