On optimal control of constrained linear systems with imperfect state information and stochastic disturbances
Perez, Tristan, Haimovich, Hernan, & Goodwin, Graham C. (2004) On optimal control of constrained linear systems with imperfect state information and stochastic disturbances. International Journal of Robust and Nonlinear Control, 14(4), pp. 379-393.
We address the problem of finite horizon optimal control of discrete-time linear systems with input constraints and uncertainty. The uncertainty for the problem analysed is related to incomplete state information (output feedback) and stochastic disturbances. We analyse the complexities associated with finding optimal solutions. We also consider two suboptimal strategies that could be employed for larger optimization horizons.
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|Item Type:||Journal Article|
|Additional Information:||Special Issue: Advances in constrained linear model predictive control|
|Keywords:||Stochastic optimal control, Constrained control, Output feedback|
|Divisions:||Current > Schools > School of Electrical Engineering & Computer Science
Current > QUT Faculties and Divisions > Science & Engineering Faculty
|Copyright Owner:||Copyright 2004 John Wiley & Sons, Ltd.|
|Deposited On:||01 May 2014 01:05|
|Last Modified:||01 May 2014 01:05|
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