Robust output feedback model predictive control for linear systems via moving horizon estimation

Abstract

This paper provides a simple approach to the problem of robust output feedback model predictive control (MPC) for linear systems with state and input constraints, subject to bounded state disturbances and output measurement errors. The problem of estimating the state is addressed by using moving horizon estimation (MHE). For such an MHE estimator, it is shown that the state estimation error converges and stays in some set, which is taken into account in the design of the output feedback MPC controllers. In the MPC formulation where the nominal system is considered, the constraints are tightened in a monotonic sequence such that satisfaction of the input and state constraints is guaranteed. Robust stability of an invariant set for the closed-loop original system is ensured. The performance of the approach is assessed via a numerical example.