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.
CITATION STYLE
Kouvaritakis, B., & Cannon, M. (2014). Stochastic Model Predictive Control. In Encyclopedia of Systems and Control (pp. 1–9). Springer London. https://doi.org/10.1007/978-1-4471-5102-9_7-1
Mendeley helps you to discover research relevant for your work.