Robust output-feedback integral MPC: a probabilistic approach

In this paper a new approach for robust output-feedback control is presented. The approach consists of a combination of a Kalman filter and a finite-horizon MPC into one min-max (worst-case) optimization problem. The class of uncertainties considered is quite general as it is only assumed that the system matrices remain bounded over all uncertainties. In order to solve the underlying optimization problem an iterative approach is developed in a probabilistic framework.

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