High-order numerical integration for receding horizon control with a continuation method

Nonlinear receding horizon control (NRHC) requires a numerical integration method with high-precision and a low computational cost. Runge-Kutta-Gill (RKG) method is one of the numerical integration method with high-precision. However, it is difficult to apply the original RKG method to NRHC with the continuation method. In this paper, we propose a RKG-based numerical integration method for NRHC with continuation method. The numerical accuracy of the proposed method corresponds to those of the original RKG-method.