Moving horizon control of nonlinear systems with input saturation, disturbances and plant uncertainty

We present a moving horizon feedback system, based on constrained optimal control algorithms, for nonlinear plants with input saturation, disturbances and plant uncertainty. The system is a non-conventional sampled-data system: its sampling periods vary from sampling instant to sampling instant, and the control during the sampling time is not constant, but determined by the solution of an open loop optimal control problem. We show that the proposed moving horizon control system is robustly stable and is capable of attenuating L∞ bounded disturbances.