Stochastic receding horizon control with output feedback and bounded controls
نویسندگان
چکیده
منابع مشابه
Stochastic receding horizon control with output feedback and bounded controls
We study the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and incomplete state information. Given a suitable choice of causal control policies, we first present a slight extension of the Kalman filter to estimate the state optimally in mean-square sense. We then show how to augment the underlying optimization problem with a negative drift-...
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ژورنال
عنوان ژورنال: Automatica
سال: 2012
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2011.09.048