Stabilizing receding horizon H-infinity controls for linear continuous time-varying systems

New matrix inequality conditions on the terminal weighting matrices are proposed for linear continuous time-varying systems. Under these conditions, nonincreasing and nondecreasing monotonicities of the saddle point value of a dynamic game are shown to be guaranteed. It is proved that the proposed terminal inequality conditions ensure the closed-loop stability of the receding horizon H-infinity control (RHHC). The stabilizing RHHC guarantees the H-infinity norm bound of the closed-loop system. The proposed terminal inequality conditions for the monotonicity of the saddle point value and the closed-loop stability include most well-known existing terminal conditions as special cases. The results for time-invariant systems are obtained respectively from those in the time-varying case. (Author)