概率约束输出反馈随机预测控制研究

his paper designs output-feedback model predictive control for discrete-time stochastic linear systems. An augmented system of both estimated state and estimation erroris formulated. A series of polyhedrons is designed for uncertainty propagation of theaugmented system and handling probabilistic constraints. In particular, the polyhedron of estimation error is maintained over the repeated optimization such that the real system state is properly estimated. The resultant optimization problem of the controller is quadraticprogramming and is solved efficiently. A numerical example is given to illustrateperformance of the controller.