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 conditions to explicit solutions and numerical algorithms, moving horizon estimation, and connections between constrained estimation and control. Several case studies and further developments illustrate and expand the core principles.

Specific topics covered include:

a [ An overview of optimisation theory.

a [ Links to optimal control theory, including the discrete-minimum principle.

a [ Linear and nonlinear receding-horizon constrained control including stability.

a [ Constrained control solutions having a finite parameterisation for specific classes of problems.

a [ Numerical procedures for solving constrained optimisation problems.

a [ Output feedback optimal constrained control.

a [ Constrained state estimation.

a [ Duality between constrained estimation and control.

a [ Applications to finite alphabet control and estimation problems, cross-directional control, rudder-roll stabilisation of ships, and control over communication networks.

Constrained Control and Estimation is a self-contained treatment assuming that the reader has a basic background in systems theory, including linear control, stability and state-space methods. It is suitable for use in senior-level courses and as material for reference and self-study. A companion website is continually updated by the authors.

This book deals with the issue of fundamental limitations in filtering and control system design. This issue lies at the very heart of feedback theory since it reveals what is achievable, and conversely what is not achievable, in feedback systems. The subject has a rich history beginning with the seminal work of Bode during the 1940's and as subsequently published in his well-known book Feedback Amplifier Design (Van Nostrand, 1945). An interesting fact is that, although Bode's book is now fifty years old, it is still extensively quoted. This is supported by a science citation count which remains comparable with the best contemporary texts on control theory. Interpretations of Bode's results in the context of control system design were provided by Horowitz in the 1960's. For example, it has been shown that, for single-input single-output stable open-loop systems having rela tive degree greater than one, the integral of the logarithmic sensitivity with respect to frequency is zero. This result implies, among other things, that a reduction in sensitivity in one frequency band is necessarily accompa nied by an increase of sensitivity in other frequency bands. Although the original results were restricted to open-loop stable systems, they have been subsequently extended to open-loop unstable systems and systems having nonminimum phase zeros."

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.