Stabilization of Strictly Pre-Dissipative Receding Horizon Linear Quadratic Control by Terminal Costs

Mario Zanon, Lars Grüne

Abstract: Asymptotic stability in receding horizon control is obtained under a strict pre-dissipativity assumption, in the presence of suitable state constraints. In this paper we analyze how terminal constraints can be replaced by suitable terminal costs. We restrict to the linear-quadratic setting as that allows us to obtain stronger results, while we analyze the full nonlinear case in a separate contribution.