Output Feedback Model Predictive Control: A Probabilistic Approach
نویسنده
چکیده
In this paper a novel approach for output-feedback model predictive control of discrete-time linear stochastic systems is presented, allowing for the presence of unbounded noise. The satisfaction of probabilistic constraints and the stability properties of the method are guaranteed by imposing suitable constraints on the mean and the variance of the state variable. A simulation example is presented, illustrating the effectiveness of the proposed control scheme.
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