Constrained Control and Estimation An Optimisation Approach

This book provides a comprehensive treatment of the principles underlying optimal constrained control and estimation. The contents progress from optimisation theory, fixed horizon discrete optimal control, receding horizon implementations and stability co

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Graham C. Goodwin, Marı´a M. Seron and Jose´ A. De Dona´

An Optimisation Approach

With 109 Figures

Graham C. Goodwin, PhD Jose´ A. De Dona´, PhD Department of Electrical Engineering, University of Newcastle, Australia Marı´a M. Seron, PhD Departamento de Electro´nica, Universidad Nacional de Rosario, Argentina Series Editors E.D. Sontag • M. Thoma • A. Isidori • J.H. van Schuppen

British Library Cataloguing in Publication Data Goodwin, Graham C. (Graham Clifford) , 1945– Constrained control and estimation : an optimisation approach. — (Communications and control engineering) 1. Automatic control I. Title II. Seron, M. (Maria), 1963– III. De Dona, Jose A. 629.8 ISBN 1852335483 Library of Congress Cataloging-in-Publication Data De Dona, Jose. Constrained control and estimation : and optimisation approach / Jose De Dona´, Graham Goodwin, and Marı´a Seron. p. cm. — (Communications and control engineering ; ISSN 0178-5354) ISBN 1-85233-548-3 (alk. paper) 1. Predictive control. 2. Control theory. I. Goodwin, Graham C. (Graham Clifford), 1945– II. Seron, M. (Marı´a), 1963– III. Title. IV. Series. TJ217.6.D4 2004 629.8—dc21 2001049308 Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms of licences issued by the Copyright Li