Receding horizon predictive controls and generalized predictive controls with their equivalance and stability

In this paper, we developed a Receding Horizon Predictive Control for Stochastic state space models(RHPCS). RHPCS was designed to minimize a quadratic cost function. RHPCS consists of Receding Horizon Tracking Control(RHTC) and a state observer. It was shown that RHPCS is equivalent to Generalized Predictive Control(GPC) when the underlying state space model is equivalent to the I/O model used in the design of GPC. The equivalence between GPC and RHPCS was shown through. the comparison of the transfer functions of the two controllers. RHPCS provides a time-invarient optimal control law for systems for which GPC can not be used. The stability properties of RHPCS was derived. From the GPC's equivalence to RHPCS, the stability properties of GPC were shown to be the same as those for RHTC.