Simultaneous state estimation and control for nonlinear systems subject to bounded disturbances

In this work, we address the problem to solve simultaneously state estimation and control of nonlinear systems under bounded disturbances using a moving horizon approach. Besides, necessary and sufficient conditions to guaranty the existence of a feasible solution are given, as well as stability results. The problem is posed as an optimization-based formulation which simultaneously estimates the optimal state trajectory and computes the future control actions to steer the system to a desired region of operation. Besides, computations of the length of the window required to neglect the effects of the initial conditions of the estimator part and the window length necessary to steer the state of the system to the desired operation region despite the disturbances are given.

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