Certainty equivalence in constrained linear systems subject to Stochastic disturbances

被引：0

作者：

Batina, N ^{[1
]}

Stoorvogel, AA ^{[1
]}

Weiland, S ^{[1
]}

机构：

[1] Delft Univ Technol, Dept Elect Engn Math & Comp, NL-2600 GA Delft, Netherlands

来源：

PROCEEDINGS OF THE 2004 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 2004年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：2208 / 2213

页数：6

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