Title :
Stochastic output feedback model predictive control
Author :
Pérez, Tristan ; Goodwin, Graham C.
Author_Institution :
Dept. of Electr. & Comput. Eng., Newcastle Univ., Callaghan, NSW, Australia
Abstract :
This paper addresses the issue of output feedback model predictive control for linear systems with input constraints and stochastic disturbances. We show that the optimal policy uses the Kalman filter for state estimation, but the resultant state estimates are not utilized in a certainty equivalence control law
Keywords :
Kalman filters; dynamic programming; feedback; linear systems; optimal control; predictive control; state estimation; stochastic systems; Kalman Filter; dynamic programming; linear systems; model predictive control; optimal control; output feedback; state estimation; stochastic disturbances; Dynamic programming; Linear systems; Optimal control; Output feedback; Predictive control; Predictive models; Riccati equations; State estimation; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 2001. Proceedings of the 2001
Conference_Location :
Arlington, VA
Print_ISBN :
0-7803-6495-3
DOI :
10.1109/ACC.2001.946114
