Stability analysis of output feedback receding horizon controller with Kalman-Bucy filter

This paper proposed a model predictive controller with state observer for the system whose internal state can not be fully measured. The proposed controller is constructed by the combination of the receding horizon optimal regulator and the Kalman-Bucy type IIR state observer in the sense of the certainty equivalence principle. The stability of the controlled system is analyzed in the same way as the previous method proposed by Kwon et al. The stability conditions are given by Riccati differential inequality and Lyapunov differential inequality. The feasibility of the proposed method is shown by a simple numerical example.