Certainty equivalence in constrained linear systems subject to stochastic disturbances

I. Batina; A.A. Stoorvogel; S. Weiland

Certainty equivalence in constrained linear systems subject to stochastic disturbances

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

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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 language	English
Title of host publication	Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004
Place of Publication	Piscataway NJ, USA
Publisher	Institute of Electrical and Electronics Engineers
Pages	2208-2213
Publication status	Published - 2004

Cite this

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title = "Certainty equivalence in constrained linear systems subject to stochastic disturbances",

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.",

author = "I. Batina and A.A. Stoorvogel and S. Weiland",

year = "2004",

language = "English",

pages = "2208--2213",

booktitle = "Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004",

publisher = "Institute of Electrical and Electronics Engineers",

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Certainty equivalence in constrained linear systems subject to stochastic disturbances. / Batina, I.; Stoorvogel, A.A.; Weiland, S.
Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004. Piscataway NJ, USA: Institute of Electrical and Electronics Engineers, 2004. p. 2208-2213.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Certainty equivalence in constrained linear systems subject to stochastic disturbances

AU - Batina, I.

AU - Stoorvogel, A.A.

AU - Weiland, S.

PY - 2004

Y1 - 2004

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AB - 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.

M3 - Conference contribution

SP - 2208

EP - 2213

BT - Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004

PB - Institute of Electrical and Electronics Engineers

CY - Piscataway NJ, USA

ER -

Certainty equivalence in constrained linear systems subject to stochastic disturbances

Abstract

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