H∞ Output Feedback Control of Constrained Systems via Moving Horizon Strategy

This paper addresses the H∞ output feedback control problem for discrete-time systems with actuator saturation. Initially, a constrained H∞ output feedback control approach is presented in the framework of linear matrix inequalities (LMI) optimization. Under certain assumptions on the disturbance energy bound, closed-loop H∞ performance is achieved. Furthermore, the moving horizon strategy is applied to an online management of the control performance so that the closed-loop system can satisfy control constraints in the case of unexpected large disturbances. A dissipation constraint is derived to achieve the moving horizon closed-loop system dissipative. Simulation results show that the constrained H∞ controller works effectively under the disturbance assumption and that the moving horizon H∞ controller can trade-off automatically between satisfying control constraints and enhancing performance.