Title :
Robust output-feedback integral MPC: a probabilistic approach
Author :
Kanev, Stoyan ; Verhaegen, Michel
Author_Institution :
Delft Center for Syst. & Control, Delft Univ. of Technol., Netherlands
Abstract :
In this paper a new approach for robust output-feedback control is presented. The approach consists of a combination of a Kalman filter and a finite-horizon MPC into one min-max (worst-case) optimization problem. The class of uncertainties considered is quite general as it is only assumed that the system matrices remain bounded over all uncertainties. In order to solve the underlying optimization problem an iterative approach is developed in a probabilistic framework.
Keywords :
Kalman filters; convergence; feedback; iterative methods; matrix algebra; minimax techniques; predictive control; robust control; uncertain systems; Kalman filter; convergence; iterative approach; min-max optimization problem; robust output feedback integral model predictive control; state space matrices; Constraint optimization; Control systems; Ellipsoids; Kalman filters; Peak to average power ratio; Predictive models; Robust control; Robustness; Symmetric matrices; Uncertainty;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272895
