Geodesic
An infinite horizon predictive control algorithm based on multivariable input-output models
International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 2, pp. 167-180.

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In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving on-line a quadratic programming problem. Additionally, it is shown how free and forced responses can be calculated without the necessity of solving a matrix Diophantine equation.
Keywords: model predictive control, stability, infinite horizon, singular value decomposition, quadratic programming
Mots-clés : sterowanie predykcyjne, horyzont nieskończony, programowanie kwadratowe 
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Ławryńczuk, M.; Tatjewski, P. An infinite horizon predictive control algorithm based on multivariable input-output models. International Journal of Applied Mathematics and Computer Science, Tome 14 (2004) no. 2, pp. 167-180. http://geodesic.mathdoc.fr/item/IJAMCS_2004_14_2_a4/

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