Adaptive Output Feedback MPC with Guaranteed Stability and Robustness

Abstract: This work proposes an adaptive output feedback model predictive control (MPC) framework for uncertain systems subject to external disturbances. In the absence of exact knowledge about the plant parameters and complete state measurements, the MPC optimization problem is reformulated in terms of their estimates derived from a suitably designed robust adaptive observer. The MPC routine returns a homothetic tube for the state estimate trajectory. Sets that characterize the state estimation errors are then added to the homothetic tube sections, resulting in a larger tube containing the true state trajectory. The two-tier tube architecture provides robustness to uncertainties due to imperfect parameter knowledge, external disturbances, and incomplete state information. Additionally, recursive feasibility and robust exponential stability are guaranteed and validated using a numerical example.