• DocumentCode
    1751570
  • 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
  • Volume
    3
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    2412
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2001. Proceedings of the 2001
  • Conference_Location
    Arlington, VA
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-6495-3
  • Type

    conf

  • DOI
    10.1109/ACC.2001.946114
  • Filename
    946114
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1751570