We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementation of the finite-horizon optimal control is stabilizing and within a specified tolerance of the infinite-horizon performance.
- Dynamic programming
- Receding horizon
- ℓ-optimal control
ASJC Scopus subject areas
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering