A receding horizon control for linear system subjected to input magnitude and rate saturation

This paper proposes a static (LQR) plus a dynamic compensation scheme for input magnitude and rate constrained linear system to cope with the windup phenomenon. Given a linear static controller for such a linear system designed without considering its input constraints, an additional receding horizon type dynamic compensator based on Pontryagin's minimum principle is added to account for the constraints. To determine the required initial condition of the proposed dynamic compensator, a simple iterative scheme is also given in the context. Then the stability property of the resulting closed-loop system is investigated through a corresponding Lyapunov function.