Certainty equivalence in constrained linear systems subject to stochastic disturbances

I. Batina, A.A. Stoorvogel, S. Weiland

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

4 Citations (Scopus)


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 languageEnglish
Title of host publicationProceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004
Place of PublicationPiscataway NJ, USA
PublisherInstitute of Electrical and Electronics Engineers
Publication statusPublished - 2004


Dive into the research topics of 'Certainty equivalence in constrained linear systems subject to stochastic disturbances'. Together they form a unique fingerprint.

Cite this