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

David Q. Mayne, Sasa V. Rakovic, Rolf Findeisen, Frank Allgöwer

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.