Indirect Radau pseudospectral method for the receding horizon control problem

To solve the receding horizon control (RHC) problem in an online manner, a novel numerical method called the indirect Radau pseudospectral method (IRPM) is proposed in this paper. Based on calculus of variations and the first-order necessary optimality condition, the RHC problem for linear time-varying (LTV) system is transformed into the two-point boundary value problem (TPBVP). The Radau pseudospectral approximation is employed to discretize the TPBVP into well-posed linear algebraic equations. The resulting linear algebraic equations are solved via a matrix partitioning approach afterwards to obtain the optimal feedback control law. For the nonlinear system, the linearization method or the quasi linearization method is employed to approximate the RHC problem with successive linear approximations. Subsequently, each linear problem is solved via the similar method which is used to solve the RHC problem for LTV system. Simulation results of three examples show that the IRPM is of high accuracy and of high compu-tation efficiency to solve the RHC problem and the stability of closed-loop systems is guaranteed.