Description
Recent developments in constrained control and estimation have created a need for this comprehensive introduction to the underlying fundamental principles. These advances have significantly broadened the realm of application of constrained control. – Using the principal tools of prediction and optimisation, examples of how to deal with constraints are given, placing emphasis on model predictive control. – New results combine a number of methods in a unique way, enabling you to build on your background in estimation theory, linear control, stability theory and state-space methods. – Companion web site, continually updated by the authors. Easy to read and at the same time containing a high level of technical detail, this self-contained, new approach to methods for constrained control in design will give you a full understanding of the subject. Foundations.- Overview of Optimisation Theory.- Fixed Horizon Optimal Control with Constraints.- Receding Horizon Optimal Control with Constraints.- Constrained Linear Quadratic Optimal Control.- Global Characterisation of Constrained Linear Quadratic Optimal Control.- Regional Characterisation of Constrained Linear Quadratic Optimal Control.- Computational Issues in Constrained Optimal Control.- Constrained Estimation.- Duality Between Constrained Estimation and Control.- Further Developments.- The Hessian in the QP Problem: Singular Value Structure and Related Algorithms.- Output Feedback Optimal Control with Constraints.- Finite Alphabet Controllers and Estimators.- Case Studies.- Rudder Roll Stabilisation of Ships.- Cross-Directional Control.- Control over Communication Networks.
