Simultaneous moving horizon estimation and control for nonlinear systems subject to bounded disturbances

Summary In this work, we address the output–feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimisation‐based problem that simultaneously estimates the state trajectory and computes future control inputs. It mi...

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Bibliographic Details
Published in:International journal of robust and nonlinear control 2023-09, Vol.33 (13), p.7811-7830
Main Authors: Deniz, Nestor, Sanchez, Guido, Murillo, Marina, Giovanini, Leonardo
Format: Article
Language:English
Subjects:
Control systems
Controllers
Disturbances
Feedback control
Liapunov functions
Nonlinear control
Nonlinear systems
Optimization
output feedback
receding horizon control and estimation
robust stability
Trajectory analysis
Trajectory control
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Summary:Summary In this work, we address the output–feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimisation‐based problem that simultaneously estimates the state trajectory and computes future control inputs. It minimizes a criterion that involves finite backward and forward horizons with respect to the unknown initial state, measurement noises and control input variables. The main novelty of this work relies on linking the lengths of the forward and backward windows with the closed‐loop stability, assuming detectability and decoding sufficient conditions to assure system stabilizability. It leads to a formulation that does not require to be a Control Lyapunov Function for the terminal cost of the controller. Simulation examples are carried out to compare the performance of solving simultaneously and independently the estimation and control problems. Furthermore, the examples show how the controller influences the length of the estimation window through its gain.
ISSN:1049-8923
1099-1239
DOI:10.1002/rnc.6799