This paper considers trajectory planning problems for autonomous robots in information gathering tasks. The objective of the planning is to maximize the information gathered within a finite time horizon. It is assumed that either the Extended Kalman Filter (EKF) or the Extended Information Filter (EIF) is applied to estimate the features of interest and the information gathered is expressed by the covariance matrix or information matrix. It is shown that the planning process can be formulated as an optimal control problem for a nonlinear control system with a gradually identified model. This naturally leads to the Model Predictive Control (MPC) planning strategy, which uses the updated knowledge about the model to solve a finite horizon optimal control problem at each time step and only executes the first control action. The proposed MPC framework is demonstrated through solutions to two challenging information gathering tasks: 1) Simultaneous planning, localization, and map building ...