IDENTIFICATION OF A MULTISTEP-AHEAD OBSERVER AND ITS APPLICATION TO PREDICTIVE CONTROL

State estimation is a fundamental component of modern control theory. In discrete-time format, the standard state estimator (observer) is on e step ahead, It provides one-step-ahead estimation of the system stat e on the basis of information available at the current time step. To o btain multistep-ahead estimation, one can repeatedly propagate the one -step estimation a number of time steps into the future, but this proc ess tends to accumulate errors from one propagation to the next. A mul tistep observer, which directly estimates the state of the system at s ome specified time step in the future, is identified directly from I/O data. One possible application of this multistep-ahead observer is in receding-horizon predictive control, which bases its present control action on a prediction of the system response at some time step in the future. It is possible to recover the usual one-step-ahead state-spac e model of the system from the identified multistep-ahead observer as well, although a stabilizing feedback controller can be designed direc tly from the identified observer. Numerical examples are used to illus trate the key identification and control aspects of this multistep-ahe ad observer concept.