Robust moving horizon estimation based output feedback economic model predictive control

Abstract In this work, we develop an economic model predictive control scheme for a class of nonlinear systems with bounded process and measurement noise. In order to achieve fast convergence of the state estimates to the actual system state as well as the robustness of the observer to measurement and process noise, a deterministic (high-gain) observer is first applied for a small time period with continuous output measurements to drive the estimation error to a small value; after this initial small time period, a robust moving horizon estimation scheme is used on-line to provide more accurate and smoother state estimates. In the design of the robust moving horizon estimation scheme, the deterministic observer is used to calculate reference estimates and confidence regions that contain the actual system state. Within the confidence regions, the moving horizon estimation scheme is allowed to optimize its estimates. The output feedback economic model predictive controller is designed via Lyapunov techniques based on state estimates provided by the deterministic observer and the moving horizon estimation scheme. The stability of the closed-loop system is analyzed rigorously and conditions that ensure the closed-loop stability are derived. Extensive simulations based on a chemical process example illustrate the effectiveness of the proposed approach.

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