Generalised predictive control with end-point state weighting

Abstract

Generalised predictive control with end-point state weighting is an extension of generalised predictive control (GPC) by including a weighting of the state vector at the end-point of the receding time frame. A zero weight reduces the algorithm to GPC, whereas an infinite weight gives constrained receding horizon predictive control. Guaranteed stability properties are derived based on the use of nonzero weighting. These stability results hold for any horizon greater than or equal to one. Some illustrative simulations are given.