Robust Output Feedback Model Predictive Control for Constrained Linear Systems under Uncertainty Based on Feed Forward and Positive Invariant Feedback Control

Abstract

This paper provides a novel solution to the problem of robust output feedback model predictive control of constrained, linear, discrete-time systems in the presence of additive but bounded state and output disturbances. The overall controller consists of two components, a stable state estimator and a tube based, robustly stabilizing model predictive controller. The proposed robust output-feedback controller requires the on-line solution of a quadratic program, which is only marginally more complex then a standard model predictive control formulation. The closed loop system renders a specified invariant set robustly exponentially stable.