Certainty equivalence in constrained linear systems subject to stochastic disturbances

Ivo Batina, Antonie Arij Stoorvogel, Siep Weiland

    Research output: Contribution to conferencePaperAcademicpeer-review

    4 Citations (Scopus)
    49 Downloads (Pure)

    Abstract

    A sufficient condition is provided under which the optimal controller of a constrained optimization problem can be synthesized by combining an optimal state estimator with an optimal static state feedback. An application of a model predictive controller is considered that involves both input and state constraints in a system that is subject to stochastic disturbances.
    Original languageUndefined
    Pages2208-2213
    Number of pages6
    Publication statusPublished - Jul 2004
    Event2004 American Control Conference, ACC 2004 - Boston, United States
    Duration: 30 Jun 20042 Jul 2004

    Conference

    Conference2004 American Control Conference, ACC 2004
    Abbreviated titleACC
    CountryUnited States
    CityBoston
    Period30/06/042/07/04

    Keywords

    • EWI-16653
    • IR-69048

    Cite this

    Batina, I., Stoorvogel, A. A., & Weiland, S. (2004). Certainty equivalence in constrained linear systems subject to stochastic disturbances. 2208-2213. Paper presented at 2004 American Control Conference, ACC 2004, Boston, United States.