# Output feedback stable stochastic predictive control with hard control constraints

arXiv: https://arxiv.org/abs/1802.09209 · HTML: https://mlsanity.com/paper/1802.09209/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 26 Feb 2018.

## Built on by (most cited first, 1 of 1)

- [Learning-Based Adaptive Control for Stochastic Linear Systems with Input Constraints](https://mlsanity.com/paper/2209.07040/) (2022)

## Abstract (arXiv)

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a Kalman filter to estimate the states of the system from incomplete and corrupt observations. We demonstrate that this approach yields a computationally tractable problem that should be solved online periodically, and that the resulting closed loop system is mean-square bounded for any positive bound on the control actions. Our results allow one to tackle the largest class of linear time invariant systems known to be amenable to stochastic stabilization under bounded control actions via output feedback stochastic predictive control.