Robust optimization-based control of constrained linear discrete time systems with bounded disturbances

In this paper we consider robust control of discrete-time linear time-invariant systems affected by bounded additive disturbance inputs with state and control constraints. The method is based on an interpolation technique between several local unconstrained robust optimal controllers. At each time instant a quadratic programming (QP) problem is solved on-line. Proofs of recursive feasibility and input-to-state stability of the closed loop are provided.