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)

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 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
Pages2208-2213
Publication statusPublished - 2004

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