Constrained linear system with disturbance: stability under disturbance feedback

This paper proposes a control parametrization under Model Predictive Controller (MPC) framework for constrained linear discrete time systems with bounded additive disturbances. The proposed approach has the same feasible domain as that obtained from parametrization over the family of time-varying state feedback policies. In addition, the closed-loop system is stable in the sense that the state converges to a bounded set that has a characterization determined by a feedback gain.

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2006 Working Paper, National University of Singapore

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