Anti-windup via constrained regulation with observers

A method is presented for the output-feedback control of discrete-time linear systems with hard constraints on state and control variables. Prior work has shown that optimal controllers for constrained systems take the form of a nonlinear feedback law acting on a set-valued state estimate. In this paper, conventional state estimation schemes are used. A nonlinear control law is derived which views the state estimation error as a disturbance. The resulting control law is then used in conjunction with the conventional observer, rather than set-valued observer, to achieve the desired constrained regulation. The significantly reduced real-time computations come at the cost of restricting the controller structure and thereby introducing possible conservatism in the achievable performance. The results are specialized to the problem of anti-windup for systems with control saturations. A "measurement governor" scheme is introduced that alters plant measurements in such a way to improve performance in the presence of controller saturations.