Moving horizon H∞H∞ control with performance adaptation for constrained linear systems

This paper presents a moving horizon H∞H∞ control formulation, where disturbance attenuation is explicitly considered and the performance is on-line adapted to satisfy time-domain constraints. The main ingredient is the introduction of a dissipation constraint, combined with on-line monitoring the dissipation level and minimizing H∞H∞ performance. A sufficient condition on the amplitude of the disturbances is derived to guarantee the feasibility of the optimization problem at each time. The proposed scheme offers the capability of automatically relaxing the performance level in order to obey hard time-domain constraints, while enhancing it when sufficient reserves have been accumulated in the dissipation level so as to improve performance.