How far ahead should a controller planned in a twin with the wrong plant pole look?

What it found

A receding-horizon controller uses the H-step gain of a twin whose pole is m× the real one; the real cost of that fixed gain is exact (matched to simulation within 0.3%). When the twin overstates the pole the gain rises with H past the real optimum, so cost is not monotone in the horizon: at m=2 (a=0.9, r=1) the real cost is 1.81 at H=2 and 3.97 at H=60 against an optimum of 1.48, and the saving rises from 12% to 91% as control cost goes from 0.1 to 20. The twin cannot see this (its own claim falls from 9.5 to 3.5 as H grows, ranking horizons backwards); the two-step controller stays stable up to m=(1+a)(r+b²q)/(abq) (4.22 vs 2.51 for H=60 at r=1). A terminal cost equal to the twin’s Riccati solution removes the effect. Stylised: scalar linear-Gaussian, only the pole wrong, best horizon chosen with the real cost known.

A figure from its own output

Paper, code and results

• README and method
• White paper
• Experiments and results
• Code
• Tests

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.