Output Feedback Robust EMPC of Constrained Nonlinear Systems Using Set‐Valued Estimation

ABSTRACT This work proposes an output feedback robust economic model predictive control scheme for constrained nonlinear systems subject to additive disturbances and the estimation error. Through a robustly stable observer, the estimation error set is updated at each sampling instant. We propose a set‐valued estimation approach based on optimization to enhance output feedback and improve closed‐loop economic performance. The homothetic tube approach is utilized to constrain predicted trajectories with uncertainties in order to ensure closed‐loop robust constraints. We prove the recursive feasibility of the optimization control problem and the bounded stability of the closed‐loop system. Simulation results verify the advantages of the proposed scheme.