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.
|Number of pages||6|
|Publication status||Published - Jul 2004|
|Event||2004 American Control Conference, ACC 2004 - Boston, United States|
Duration: 30 Jun 2004 → 2 Jul 2004
|Conference||2004 American Control Conference, ACC 2004|
|Period||30/06/04 → 2/07/04|
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.