Jan M. Maciejowski

Edward N. Hartley, Jan M. Maciejowski

This technical report presents a method for designing a constrained output-feedback model predictive controller (MPC) that behaves in the same way as an existing baseline stabilising linear time invariant output-feedback controller when constraints are inactive. The baseline controller is cast into an observer-compensator form and an inverse-optimal cost function is used as the basis of the MPC controller. The available degrees of design freedom are explored, and some guidelines provided for the selection of an appropriate observer-compensator realisation that will best allow exploitation of the constraint-handling and redundancy management capabilities of MPC. Consideration is given to output setpoint tracking, and the method is demonstrated with three different multivariable plants of varying complexity.

Dexiang Zhou, Keck Voon Ling, Weng Khuen Ho et al.

In this paper, instead of the usual Gaussian noise assumption, $t$-distribution noise is assumed. A Maximum Likelihood Estimator using the most recent N measurements is proposed for the Auto-Regressive-Moving-Average with eXogenous input (ARMAX) process with this assumption. The proposed estimator is robust to outliers because the `thick tail' of the t-distribution reduces the effect of large errors in the likelihood function. Instead of solving the resulting nonlinear estimator numerically, the Influence Function is used to formulate a computationally efficient recursive solution, which reduces to the traditional Moving Horizon Estimator when the noise is Gaussian. The formula for the variance of the estimate is derived. This formula shows explicitly how the variance of the estimate is affected by the number of measurements and noise variance. The simulation results show that the proposed estimator has smaller variance and is more robust to outliers than the Moving Window Least-Squares Estimator. For the same accuracy, the proposed estimator is an order of magnitude faster than the particle filter.