Stabilizing Receding Horizon $H_\infty$ Control for Linear Discrete Time-varying Systems

This paper presents sufficient conditions7 for monotonicity of the saddle point value for receding-horizon H$\infty$ control(RHHC). The resulting monotonicity is used to prove the stability of the closed-loop. Under these sufficient conditions the well-known terminal equality condition is handled as a special case and the condition on the state weighting matrix is weakened so as to include even the zero matrix. The whole procedure is much simpler than the previous results and thus is expected to be easily extended for constrained delayed and/or nonlinear systems with the RHHC.