733

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

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

Revised April 2002
### Abstract:

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.

*Heidi Sestrich*

*11/28/2000*
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