An effcient iterative approach for dynamic output feedback robust model predictive control

The problem of dynamic output feedback robust model predictive control (MPC) for linear parameter varying (LPV) system with bounded disturbance is addressed. In the previous approaches, an inner iteration loop handles the mutual inverse Lyapunov matrices by applying the cone complementary approach, and an outer iteration loop minimizes the performance cost by iterating the inner loop. By utilizing a linearization method to handle the mutual inverse Lyapunov matrices, the new approach in this paper utilizes a single iteration loop to replace the double iteration loops in the previous approach, so that the computational burden can be greatly reduced. The recursive feasibility and closed-loop stability are guaranteed. A numerical example is given to illustrate the effectiveness of the proposed approach.