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.
|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|
|Publication status||Published - 2004|