Stochastic tube MPC with state estimation

An output feedback Model Predictive Control (MPC) strategy for linear systems with additive stochastic disturbances and probabilistic constraints is proposed. Given the probability distributions of the disturbance input, the measurement noise and the initial state estimation error, the distributions...

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Bibliographic Details
Main Authors: Cannon, M, Cheng, Q, Kouvaritakis, B, Rakovic, S
Format: Journal article
Language:English
Published: 2012