An approach to variable time receding horizon control

SUMMARY This paper proposes a method for the design of a predictive controller with variable step sizes. Instead of using a fixed sampling frequency, the switching times are incorporated into an optimization problem, thus resulting in an adaptive step‐size control process. The controller with the variable time steps is shown to require less tuning and reduces the number of expensive model evaluations. An alternate solution approach had to be implemented to accommodate the new formulation. Stability is proven in a context that does not require terminal cost or constraints. Copyright © 2011 John Wiley & Sons, Ltd.