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Local Cost Optimization Based Distributed Predictive Control with Constraints  181


                                                        f
               In what follows we will prove that the feasible state x (k + s|k) satisfies the constraints (8.10)
                                                        i
             and (8.11) when (8.19) holds.
                                             f
               When l = 1, 2, … , N − 1, substitute x (k + l|k) in the constraint (8.10) with considering
                                             i
             (8.20), we can get
                              s
                             ∑
                                   ‖ f                 ‖
                                    ‖x (k + l|k) − ̂ x (k + l|k)‖
                                 s−l  i         i
                                   ‖                   ‖2
                             l=1
                                           s
                                      1   ∑     ‖ f
                                                                    ‖
                                  ≤             s−l ‖x (k + l|k) − ̂ x (k + l|k)‖
                                                             i
                                                  i
                                        (P )    ‖                   ‖P i
                                     min  i l=1
                                           s    √
                                      1   ∑       m 2        
                                  ≤             s−l   √                           (8.28)
                                        (P)           2 mm
                                     min  l=1             2
               Thus, when
                                           √      s
                                             m 2  ∑
                                                       s−l  ≤ 1
                                               min (P)  l=1
                     f
             the state x (k + s|k), s = 1, 2, … , N − 1, satisfies the constraint (8.10).
                     i
                                f
               Finally, when l = N, x (k + N|k) satisfies the constraint (8.11).
                                i
                                  ‖ f                   ‖         
                                                i
                                  ‖x (k + N|k) − ̂ x (k + N|k)‖ ≤ √               (8.29)
                                    i
                                                             2 m
                                  ‖                     ‖P i
             which shows that the constraint (8.11) is satisfied. This concludes the proof.
               In what follows we establish that, at time k, if conditions (8.18) and (8.20) are satisfied, then
              f
                           f
             x (k + s|k) and u (k + s|k), s = 1, 2, … , N, are a feasible solution of Problem 8.1.
              j,i          i
                                                              n
             Lemma 8.4 Suppose Assumptions 8.1–8.3 hold, x(k )∈ ℝ x , and conditions (8.18) and
                                                         0
             (8.20) are satisfied. For any k ≥ 0, if Problem 8.1 has a solution at every update time l,
                                 f
             l = 1, 2, … ,k − 1, then u (k + s|k)∈ U, for all s = 1, 2, … ,N − 1.
                                 i
                                                                          f
               Proof. Since Problem 8.1 has a feasible solution at l = 1, 2, … , k − 1, and u (k + s − 1|k)=
              p                                                        f  i
             u (k + s − 1|k − 1) for all s = 1, 2, … , N − 1, we only need to show that u (k + N − 1|k)∈ U.
              i                                                        i
               Since    has been chosen to satisfy the conditions of Lemma 8.1, K x ∈ U for all i ∈ P
                                                                      i i
                                                            f
                                                                                   f
             when x ∈Ω(  ). Consequently, a sufficient condition for u (k + N − 1|k)∈ U is that x (k +
                                                            i                      i
             N − 1|k)∈Ω(  ).
               In view of Lemmas 8.2 and 8.3, using the triangle inequality, we have
                           f                ‖ f                         ‖
                                                             i
                         ‖x (k + N − 1|k)‖ ≤ ‖x (k + N − 1|k) − ̂ x (k + N − 1|k)‖
                           i            P i   i
                                            ‖                           ‖P i
                                            + ̂ x (k + N − 1|k) ‖
                                              ‖
                                              ‖ i          ‖P i
                                                            
                                          ≤        √   + √
                                            2(q + 1) m   2 m
                                               
                                          ≤ √                                     (8.30)
                                              m
                    f
             that is, x (k + N|k)∈Ω (  ). This completes the proof.
                                i
                    i
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