LQG for Constrained Linear Systems: Indirect Feedback Stochastic MPC with Kalman Filtering

no code implementations • 1 Dec 2022 • Simon Muntwiler, Kim P. Wabersich, Robert Miklos, Melanie N. Zeilinger

We present an output feedback stochastic model predictive control (SMPC) approach for linear systems subject to Gaussian disturbances and measurement noise and probabilistic constraints on system states and inputs.

Model Predictive Control