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Explicit output-feedback receding-horizon control with constraints

An output-feedback control scheme is proposed based on the certainty equivalence [CE] principle and explicit solutions to the problem are investigated. It is assumed that the full state of the system is not measured and, instead, a measured output corrupted with measurement noise is available. It is also assumed that the control inputs are subject to polyhedral constraints. The CE control implementation uses a receding-horizon control law to compute the control action based on a state estimate obtained from a moving horizon state estimator. The structure of the solution is given by a piece-wise affine function of the parameters of the problem and a partition of the parameter space into polyhedral regions. The parameterized regions and coefficients of the piece-wise affine function can be pre-computed offline, allowing a simplified approach in implementing the output-feedback controller online