Neighboring extremal solution for discrete-time optimal control problems with state inequality constraints

A neighboring extremal control method is proposed for discrete-time optimal control problems subject to a general class of inequality constraints. The approach generalizes the method proposed in [7] to the case when the results of [7] become inapplicable: one with constraints which depend only on states but not inputs and another with over-determined input-state constraints. The application of the proposed method leads to a computationally efficient model predictive control algorithm, which is described in conjunction with a numerical example, to illustrate the utility of the proposed approach.