Certainty equivalence in constrained linear systems subject to stochastic disturbances


Share/Save/Bookmark

Batina, Ivo and Stoorvogel, Anton A. and Weiland, Siep (2004) Certainty equivalence in constrained linear systems subject to stochastic disturbances. In: American Control Conference, ACC 2004, 30 June - 2 July 2004, Boston, Massachusetts, USA (pp. pp. 2208-2213).

[img] PDF
Restricted to UT campus only
: Request a copy
231kB
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.
Item Type:Conference or Workshop Item
Copyright:© 2004 IEEE
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/69048
Official URL:http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=1383789&isnumber=30143
Export this item as:BibTeX
EndNote
HTML Citation
Reference Manager

 

Repository Staff Only: item control page