Synthesis of constrained robust feedback policies and model predictive control

In this work, we develop a method based on robust control techniques to synthesize robust time-varying state-feedback policies for finite, infinite, and receding horizon control problems subject to convex quadratic state and input constraints. To ensure constraint satisfaction of our policy, we employ (initial state)-to-peak gain techniques. Based on this idea, we formulate linear matrix inequality conditions, which are simultaneously convex in the parameters of an affine control policy, a Lyapunov function along the trajectory and multiplier variables for the uncertainties in a time-varying linear fractional transformation model. In our experiments this approach is less conservative than standard tube-based robust model predictive control methods.Comment: Extended version of a contribution to be submitted to the European Control Conference 202