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.

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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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6 citations in Scopus
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4 citations in Web of Science®

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ID Code: 70839
Item Type: Journal Article
Refereed: Yes
Additional Information: Special Issue: Advances in constrained linear model predictive control
Keywords: Stochastic optimal control, Constrained control, Output feedback
DOI: 10.1002/rnc.888
ISSN: 1099-1239
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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