Robust Performance and Adaptation Using Receding Horizon H-infinity Control of Time Varying Systems

In this paper we construct suboptimal H-infinity controllers which satisfy a new robust performance condition, using the receding horizon technique. A method is described for the synthesis of H-infinity controllers online, making use of the exact plant model only on a finite interval extending into the future. Inequalities based on the two Riccati differential equation solution to the finite horizon H-infinity problem are derived, and the resulting freedom is exploited to construct H-infinity controllers which have a closed loop induced norm less than a prespecified value for all plants within a set, which is described in terms of the future variation of the plant. Dual results, with a possible adaptive interpretation, are also constructed.