Title :
Certainty equivalence in constrained linear systems subject to stochastic disturbances
Author :
Batina, Ivo ; Stoorvogel, Anton A. ; Weiland, Siep
Author_Institution :
Dept. of Electr. Eng., Math. & Comp., Delft Univ. of Technol., Netherlands
fDate :
June 30 2004-July 2 2004
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.
Keywords :
optimal control; optimisation; predictive control; state estimation; state feedback; stochastic processes; constrained linear system; constrained optimization problem; model predictive control; optimal control; state estimation; static state feedback; stochastic disturbances;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4
