TOWARDS JOINT STATE ESTIMATION AND CONTROL IN MINIMAX MPC

Abstract A new approach to minimax MPC for systems with bounded external system disturbances and measurement errors is introduced. It is shown that joint deterministic state estimation and minimax MPC can be written as an optimization problem with linear and quadratic matrix inequalities. By linearizing the quadratic matrix inequality, a semidefinite program is obtained. A simulation study indicates that solving the joint problem can improve performance.

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